Arbeitspapier/Forschungsbericht

Jahr der Veröffentlichung: 2006

URL: https://www.bracil.net/ccfea/WorkingPapers/2006/090-06__Winker_Maringer_TA_in_Economics_Statistics.pdf

Serientitel: CCFEA Working Paper Series

Serienzählung: WP009-06

Abstract: 

Threshold Accepting (TA) is a powerful optimization heuristic. Using several examples from economics, econometrics and statistics, the issues related to implementations of TA are discussed and demonstrated.
A problem specific implementation involves the definition of a local structure on the search space, the analysis of the objective function and of constraints, if relevant, and the generation of a sequence of threshold values to be used in the acceptance-rejection-step of the algorithm.
A routine approach towards setting these implementation specific details for TA is presented, which will be partially data driven. Furthermore, fine tuning of parameters and the cost and benefit of restart versions of stochastic optimization heuristics will be discussed.

Harvard-Zitierstil: Winker, P. and Maringer, D. (2006) The Threshold Acceptance Optimization Heuristic in Economics and Statistics. (CCFEA Working Paper Series, WP009-06). Colchester: University of Essex. https://www.bracil.net/ccfea/WorkingPapers/2006/090-06__Winker_Maringer_TA_in_Economics_Statistics.pdf

APA-Zitierstil: Winker, P., & Maringer, D. (2006). The Threshold Acceptance Optimization Heuristic in Economics and Statistics. (CCFEA Working Paper Series, WP009-06). University of Essex. https://www.bracil.net/ccfea/WorkingPapers/2006/090-06__Winker_Maringer_TA_in_Economics_Statistics.pdf