| Type of Document |
Dissertation |
| Author |
Johnson, Alan W.
|
| URN |
etd-06062008-152638 |
| Title |
Generalized hill climbing algorithms for discrete optimization problems |
| Degree |
PhD |
| Department |
Industrial and Systems Engineering |
| Advisory Committee |
| Advisor Name |
Title |
| Jacobson, Sheldon H. |
Committee Chair |
| Allison, Donald C. S. |
Committee Member |
| Blanchard, Benjamin S. Jr. |
Committee Member |
| Sarin, Subhash C. |
Committee Member |
| Sherali, Hanif D. |
Committee Member |
|
| Keywords |
- simulated annealing
- hill climbing algorithms
- discrete optimization
- combinatorial optimization
- convergence
- heuristics
|
| Date of Defense |
1996-10-01 |
| Availability |
restricted |
Abstract
Generalized hill climbing (GHC) algorithms are introduced, as a tool to address
difficult discrete optimization problems. Particular formulations of GHC algorithms
include simulated annealing (SA), local search, and threshold accepting (T A), among.
others. A proof of convergence of GHC algorithms is presented, that relaxes the sufficient
conditions for the most general proof of convergence for stochastic search algorithms in
the literature (Anily and Federgruen [1987]).
Proofs of convergence for SA are based on the concept that deteriorating (hill
climbing) transitions between neighboring solutions are accepted by comparing a
deterministic function of both the solution change cost and a temperature parameter to a
uniform (0,1) random variable. GHC algorithms represent a more general model, whereby
deteriorating moves are accepted according to a general random variable.
Computational results are reported that illustrate relationships that exist between
the GHC algorithm's finite-time performance on three problems, and the general random
variable formulations used. The dissertation concludes with suggestions for further
research.
|
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