Resource title

The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem

Resource image

image for OpenScout resource :: The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem

Resource description

Threshold Accepting (TA) is a powerful optimization heuristic from the class of stochastic local search algorithms. It has been applied successfully to different optimization problems in statistics and econometrics, including the uniform design problem. Using the latter application as example, the stochastic properties of a TA implementation are analyzed. We provide a formal framework for the analysis of optimization heuristics like TA, which can be used to estimate lower bounds and to derive convergence results. It is also helpful for tuning real applications. Based on this framework, empirical results are presented for the uniform design problem. In particular, for two problem instances, the rate of convergence of the algorithm is estimated to be of the order of a power of -0.3 to -0.7 of the number of iterations.

Resource author

Peter Winker

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/23940

Resource license

Adapt according to the presented license agreement and reference the original author.