Person:
Spruill,
Marcus C.
Publication Search Results
Random Restarts in Global Optimization
Approximate Speedup by Independent Identical Processing
Person:
Spruill,
Marcus C.
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In this article we study stochastic multistart methods for global optimization, which combine local search with random initialization, and their parallel implementations. It is shown that in a minimax sense the optimal restart distribution is uniform. We further
establish the rate of decrease of the ensemble probability that the global minimum has not been found by the nth iteration. Turning to parallelization issues, we show that under independent identical processing (iip), exponential speedup in the time to hit the goal bin normally results. Our numerical studies are in close agreement with these finndings.
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In this paper we prove that for algorithms which proceed to the
next state based on information available from the current state, identical independent parallel processing using stochastic multistart methods always yields a speedup in the expected time to hit a goal which
is locally exponential in the number of processors.