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Pure adaptive search for finite global optimization
Authors:Z. B. Zabinsky  G. R. Wood  M. A. Steel  W. P. Baritompa
Affiliation:(1) Industrial Engineering Program, FU-20, University of Washington, 98195 Seattle, WA, USA;(2) Department of Mathematics and Computing, Central Queensland University, Rockhampton, Australia;(3) Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand
Abstract:Pure Adaptive Search is a stochastic algorithm which has been analyzed for continuous global optimization. When a uniform distribution is used in PAS, it has been shown to have complexity which is linear in dimension. We define strong and weak variations of PAS in the setting of finite global optimization and prove analogous results. In particular, for then-dimensional lattice {1,ctdot,k}n, the expected number of iterations to find the global optimum is linear inn. Many discrete combinatorial optimization problems, although having intractably large domains, have quite small ranges. The strong version of PAS for all problems, and the weak version of PAS for a limited class of problems, has complexity the order of the size of the range.The authors would like to thank the Department of Mathematics and Statistics at the University of Canterbury for support of this research.
Keywords:Global optimization  Discrete optimization  Algorithm complexity  Random search  Markov chains
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