Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/23940 
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dc.contributor.authorWinker, Peteren
dc.date.accessioned2009-01-30T12:09:35Z-
dc.date.available2009-01-30T12:09:35Z-
dc.date.issued2005-
dc.identifier.urihttp://hdl.handle.net/10419/23940-
dc.description.abstractThreshold 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.en
dc.language.isoengen
dc.publisher|aUniversität Erfurt, Staatswissenschaftliche Fakultät |cErfurten
dc.relation.ispartofseries|aDiscussion Paper |x2005,003Een
dc.subject.ddc330en
dc.subject.keywordHeuristic optimizationen
dc.subject.keywordThreshold Acceptingen
dc.subject.keywordStochastic analysis of heuristicsen
dc.subject.stwMathematische Optimierungen
dc.subject.stwStochastischer Prozessen
dc.subject.stwHeuristisches Verfahrenen
dc.subject.stwTheorieen
dc.subject.stwuniform design problemen
dc.titleThe Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem-
dc.typeWorking Paperen
dc.identifier.ppn484636294en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:erfdps:2005003Een

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