Mathematical Programming

, Volume 10, Issue 1, pp 354–366 | Cite as

Some theoretical implications of local optimization

  • Sam L. Savage
Article

Abstract

This paper presents some theoretical results concerning the effectiveness of an approximate technique, known as local optimization, as applied to a wide class of problems.

First, conditions are described under which the technique ensures exact solutions. Then, in regard to cases in which these conditions cannot be met in practice, a method is presented for estimating the probability that the approximate (locally optimal) solution delivered by such a technique is in fact the exact (globally optimal) solution.

This probability may be viewed as a possible criterion of effectiveness in the design of neighborhoods for specific local optimization algorithms.

Keywords

Exact Solution Optimization Algorithm Theoretical Result Mathematical Method Local Optimization 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© The Mathematical Programming Society 1976

Authors and Affiliations

  • Sam L. Savage
    • 1
  1. 1.University of ChicagoChicagoUSA

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