NDLI: Model-Based Annealing Random Search with Stochastic Averaging

Content Provider	ACM Digital Library
Author	Fan, Qi Hu, Jiaqiao Zhou, Enlu
Copyright Year	2014
Abstract	The model-based methods have recently found widespread applications in solving hard nondifferentiable optimization problems. These algorithms are population-based and typically require hundreds of candidate solutions to be sampled at each iteration. In addition, recent convergence analysis of these algorithms also stipulates a sample size that increases polynomially with the number of iterations. In this article, we aim to improve the efficiency of model-based algorithms by reducing the number of candidate solutions generated per iteration. This is carried out through embedding a stochastic averaging procedure within these methods to make more efficient use of the past sampling information. This procedure not only can potentially reduce the number of function evaluations needed to obtain high-quality solutions, but also makes the underlying algorithms more amenable for parallel computation. The detailed implementation of our approach is demonstrated through an exemplary algorithm instantiation called Model-based Annealing Random Search with Stochastic Averaging (MARS-SA), which maintains the per iteration sample size at a small constant value. We establish the global convergence property of MARS-SA and provide numerical examples to illustrate its performance.
Starting Page	1
Ending Page	23
Page Count	23
File Format	PDF
ISSN	10493301
e-ISSN	15581195
DOI	10.1145/2641565
Volume Number	24
Issue Number	4
Journal	ACM Transactions on Modeling and Computer Simulation (TOMACS)
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	2014-11-18
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Global optimization Model-based algorithms Stochastic approximation
Content Type	Text
Resource Type	Article
Subject	Computer Science Applications Modeling and Simulation

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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