Stochastic Adaptive Search
Large scale optimisation problems are often tackled using stochastic adaptive search algorithms, but the convergence of such methods to the global optimum is generally poorly understood. In recent years a variety of theoretical stochastic adaptive algorithms have been put forward and their favourable convergence properties confirmed analytically. Such research has two purposes: it offers some understanding of the convergence of stochastic adaptive methods while also providing motivation for the development of practical algorithms which approximate the ideal performance. This chapter summarises these developments.
KeywordsLocalisation Search Global Optimization Global Optimization Problem Termination Region Adaptive Search
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