Abstract
Backtracking adaptive search is a simplified stochastic optimisation procedure which permits the acceptance of worsening objective function values. Key properties of backtracking adaptive search are defined and obtained using generating functions. Examples are given to illustrate the use of this methodology.
Original language | English |
---|---|
Pages (from-to) | 159-175 |
Number of pages | 17 |
Journal | Journal of Global Optimization |
Volume | 37 |
Issue number | 2 |
DOIs | |
Publication status | Published - Feb 2007 |