Expected hitting times for backtracking adaptive search

D. W. Bulger*, D. Alexander, W. P. Baritompa, G. R. Wood, Z. B. Zabinsky

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    4 Citations (Scopus)

    Abstract

    This article analyses a counting process associated with a stochastic process arising in global optimisation. Backtracking adaptive search (BAS) is a theoretical stochastic global optimisation algorithm modelling the temporary acceptance of solutions of lower quality. BAS generalises the pure adaptive search and hesitant adaptive search algorithms, whose full search duration distributions are known. This article gives the exact expected search duration for backtracking adaptive search.

    Original languageEnglish
    Pages (from-to)189-202
    Number of pages14
    JournalOptimization
    Volume53
    Issue number2
    DOIs
    Publication statusPublished - Apr 2004

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