Matching stochastic algorithms to objective function landscapes
W. P. Baritompa, Mirjam Dür, Eligius M. T. Hendrix, Lyle Noakes, Wayne Pullan, Graham R. Wood · TUbilio (Technical University of Darmstadt) · 2004
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.