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On the Use of Run Time Distributions to Evaluate and Compare Stochastic Local Search Algorithms

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Engineering Stochastic Local Search Algorithms. Designing, Implementing and Analyzing Effective Heuristics (SLS 2009)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 5752))

Abstract

Run time distributions or time-to-target plots are very useful tools to characterize the running times of stochastic algorithms for combinatorial optimization. We further explore run time distributions and describe a new tool to compare two algorithms based on stochastic local search. For the case where the running times of both algorithms fit exponential distributions, we derive a closed form index that gives the probability that one of them finds a solution at least as good as a given target value in a smaller computation time than the other. This result is extended to the case of general run time distributions and a numerical iterative procedure is described for the computation of the above probability value. Numerical examples illustrate the application of this tool in the comparison of different algorithms for three different problems.

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Author information

Authors and Affiliations

  1. Department of Computer Science, Universidade Federal Fluminense, Niterói, Brazil

    Celso C. Ribeiro

  2. Department of Science and Technology, Universidade Federal Fluminense, Rio das Ostras, Brazil

    Isabel Rosseti

  3. Telematics Group, Department of Electronic Engineering, Universidad Técnica Federico Santa María, Valparaíso, Chile

    Reinaldo Vallejos

Authors
  1. Celso C. Ribeiro
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  2. Isabel Rosseti
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  3. Reinaldo Vallejos
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Editor information

Editors and Affiliations

  1. IRIDIA, CoDE, Université Libre de Bruxelles, Avenue F. Roosevelt 50, CP 194/6, 1050, Brussels, Belgium

    Thomas Stützle

  2. IRIDIA, CoDE, Université Libre de Bruxelles, Av. F. Roosevelt 50, CP 194/6, 1050, Brussels, Belgium

    Mauro Birattari

  3. Computer Science Department, University of British Columbia, 2366 Main Mall, V6T 1Z4, Vancouver, BC, Canada

    Holger H. Hoos

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Ribeiro, C.C., Rosseti, I., Vallejos, R. (2009). On the Use of Run Time Distributions to Evaluate and Compare Stochastic Local Search Algorithms. In: Stützle, T., Birattari, M., Hoos, H.H. (eds) Engineering Stochastic Local Search Algorithms. Designing, Implementing and Analyzing Effective Heuristics. SLS 2009. Lecture Notes in Computer Science, vol 5752. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-03751-1_2

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  • DOI: https://doi.org/10.1007/978-3-642-03751-1_2

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-03750-4

  • Online ISBN: 978-3-642-03751-1

  • eBook Packages: Computer ScienceComputer Science (R0)

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