Abstract
Large scale optimisation problems are frequently solved using stochastic methods. Such methods often generate points randomly in a search region in a neighbourhood of the current point, backtrack to get past barriers and employ a local optimiser. The aim of this paper is to explore how these algorithmic components should be used, given a particular objective function landscape. In a nutshell, we begin to provide rules for efficient travel, if we have some knowledge of the large or small scale geometry.
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Baritompa, W.P., Dür, M., Hendrix, E.M.T. et al. Matching Stochastic Algorithms to Objective Function Landscapes. J Glob Optim 31, 579–598 (2005). https://doi.org/10.1007/s10898-004-9968-y
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DOI: https://doi.org/10.1007/s10898-004-9968-y