Conference paper

Appeared in: Compstat 2006 - Proceedings in Computational Statistics

Editor list: Rizzi, A.; Vichi, M.

Publication year: 2006

Pages: 495-503

ISBN: 978-3-7908-1708-9

eISBN: 978-3-7908-1709-6

DOI Link: https://doi.org/10.1007/978-3-7908-1709-6_40

Conference: Compstat 2006, 17th Symposium

Abstract: 

Threshold Accepting is a powerful optimization heuristic from the class of stochastic local search algorithms. It has been applied successfully to several problems in statistics and econometrics, including the uniform design problem. Using the latter application as an example, the stochastic properties of a TA implementation are analyzed. We provide a formal framework for the analysis of optimization heuristics, which can be used to estimate lower bounds and to derive convergence results. It is also helpful for tuning real applications. Empirical results are presented for the uniform design problem. In particular, the rate of convergence of the algorithm is estimated to be of the order of one over square root of the number of iterations.

Harvard Citation style: Winker, P. (2006) The stochastics of threshold accepting: analysis of an application to the uniform design problem, in Rizzi, A. and Vichi, M. (eds.) Compstat 2006 - Proceedings in Computational Statistics. Heidelberg: Physica-Verlag HD. pp. 495-503. https://doi.org/10.1007/978-3-7908-1709-6_40

APA Citation style: Winker, P. (2006). The stochastics of threshold accepting: analysis of an application to the uniform design problem. In Rizzi, A., & Vichi, M. (Eds.), Compstat 2006 - Proceedings in Computational Statistics. (pp. 495-503). Physica-Verlag HD. https://doi.org/10.1007/978-3-7908-1709-6_40