@techreport{Winker2005Stochastics,
abstract = {Threshold Accepting (TA) is a powerful optimization heuristic
from the class of stochastic local search algorithms. It has been applied
successfully to different optimization problems in statistics and
econometrics, including the uniform design problem. Using the latter
application as example, the stochastic properties of a TA implementation
are analyzed. We provide a formal framework for the analysis of
optimization heuristics like TA, which can be used to estimate lower
bounds and to derive convergence results. It is also helpful for tuning
real applications. Based on this framework, empirical results are presented
for the uniform design problem. In particular, for two problem
instances, the rate of convergence of the algorithm is estimated to be
of the order of a power of -0.3 to -0.7 of the number of iterations.},
author = {Peter Winker},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {330; Heuristic optimization; Threshold Accepting; Stochastic analysis of heuristics; Mathematische Optimierung; Stochastischer Prozess; Heuristisches Verfahren; Theorie; uniform design problem},
language = {eng},
number = {2005,003E},
title = {The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem},
type = {Discussion paper / Universit\"{a}t Erfurt, Staatswissenschaftliche Fakult\"{a}t},
url = {http://hdl.handle.net/10419/23940},
year = {2005}
}