Stochastic search is a key mechanism underlying many metaheuristics. The chapter starts with the presentation of a general framework algorithm in the form of a stochastic search process that contains a large variety of familiar metaheuristic techniques as special cases. Based on this unified view, questions concerning convergence and runtime are discussed on the level of a theoretical analysis. Concrete examples from diverse metaheuristic fields are given. In connection with runtime results, important topics as instance difficulty, phase transitions, parameter choice, No-Free-Lunch theorems, or fitness landscape analysis are addressed. Furthermore, a short sketch of the theory of black-box optimization is given, and generalizations of results to stochastic search under noise are outlined.

Stochastic Search in Metaheuristics / Gutjahr Walter, J; Montemanni, Roberto. - (2019), pp. 513-540. [10.1007/978-3-319-91086-4_16]

Stochastic Search in Metaheuristics

Montemanni Roberto
2019

Abstract

Stochastic search is a key mechanism underlying many metaheuristics. The chapter starts with the presentation of a general framework algorithm in the form of a stochastic search process that contains a large variety of familiar metaheuristic techniques as special cases. Based on this unified view, questions concerning convergence and runtime are discussed on the level of a theoretical analysis. Concrete examples from diverse metaheuristic fields are given. In connection with runtime results, important topics as instance difficulty, phase transitions, parameter choice, No-Free-Lunch theorems, or fitness landscape analysis are addressed. Furthermore, a short sketch of the theory of black-box optimization is given, and generalizations of results to stochastic search under noise are outlined.
2019
Handbook of Metaheuristics
Stochastic Search in Metaheuristics / Gutjahr Walter, J; Montemanni, Roberto. - (2019), pp. 513-540. [10.1007/978-3-319-91086-4_16]
Gutjahr Walter, J; Montemanni, Roberto
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11380/1177198
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