Advanced Search
MyIDEAS: Login

Exploiting run time distributions to compare sequential and parallel stochastic local search algorithms

Contents:

Author Info

  • Celso Ribeiro

    ()

  • Isabel Rosseti

    ()

  • Reinaldo Vallejos

    ()

Registered author(s):

    Abstract

    Run time distributions or time-to-target plots are very useful tools to characterize the running times of stochastic algorithms for combinatorial optimization. We further explore run time distributions and describe a new tool to compare two algorithms based on stochastic local search. For the case where the running times of both algorithms fit exponential distributions, we derive a closed form index that gives the probability that one of them finds a solution at least as good as a given target value in a smaller computation time than the other. This result is extended to the case of general run time distributions and a numerical iterative procedure is described for the computation of the above probability value. Numerical examples illustrate the application of this tool in the comparison of different sequential and parallel algorithms for a number of distinct problems. Copyright Springer Science+Business Media, LLC. 2012

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://hdl.handle.net/10.1007/s10898-011-9769-z
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Springer in its journal Journal of Global Optimization.

    Volume (Year): 54 (2012)
    Issue (Month): 2 (October)
    Pages: 405-429

    as in new window
    Handle: RePEc:spr:jglopt:v:54:y:2012:i:2:p:405-429

    Contact details of provider:
    Web page: http://www.springer.com/business/operations+research/journal/10898

    Order Information:
    Web: http://link.springer.de/orders.htm

    Related research

    Keywords: GRASP; Metaheuristics; Stochastic local search; Run time distributions; Time-to-target plots; Path-relinking;

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:54:y:2012:i:2:p:405-429

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.