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IEEE Transactions on Systems Man and Cybernetics
Article . 1976 . Peer-reviewed
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On the Convergence of Statistical Search

On the convergence of statistical search
Authors: Devroye, Luc P.;

On the Convergence of Statistical Search

Abstract

The convergence of statistical (random) search for the minimization of an arbitrary multimodal functional Q(w) is dealt with by using the theorems of convergence of random processes of Braverman and Rozonoer. It is shown that random search can be regarded as a gradient algorithm in the Q-domain. Using this gradient to define the minimum of the functional, the convergence to this minimum is discussed at length. The theorems proved in this paper apply as well to discrete as to continuous optimization problems and as such, the developed technique is competitive with stochastic automata with a variable structure. The optimality of the scheme follows from the convergence in probability of the average performance to the minimum. The freedom in the organization of the search within the boundaries outlined by the conditions of convergence is emphasized. Finally, it is pointed out how various mixed random search and hierarchical search systems fall into the domain of application of the theorems.

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Keywords

Formal languages and automata, Search theory

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
18
Average
Top 1%
Average
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