Generating functions and the performance of backtracking adaptive search

Authors:
W. Baritompa;D. W. Bulger;G. R. Wood
Affiliations:
Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand;Department of Statistics, Macquarie University, Sydney, Australia 2109;Department of Statistics, Macquarie University, Sydney, Australia 2109
Venue:
Journal of Global Optimization
Year:
2007

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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.