Related papers: Optimal Restart Strategies for Parameter-dependent…
Local search algorithms applied to optimization problems often suffer from getting trapped in a local optimum. The common solution for this deficiency is to restart the algorithm when no progress is observed. Alternatively, one can start…
Optimization of a random processes by restart is a subject of active theoretical research in statistical physics and has long found practical application in computer science. Meanwhile, one of the key issues remains largely unsolved: when…
In this overview article we will consider the deliberate restarting of algorithms, a meta technique, in order to improve the algorithm's performance, e.g., convergence rates or approximation guarantees. One of the major advantages is that…
We propose a new iterative procedure to optimize the restart for meta-heuristic algorithms to solve combinatorial optimization, which uses independent algorithm executions. The new procedure consists of either adding new executions or…
We analyze the efficiency of parallelization and restart mechanisms for stochastic simulations in model-free settings, where the underlying system dynamics are unknown. Such settings are common in Reinforcement Learning (RL) and rare event…
We present a simple scheme for restarting first-order methods for convex optimization problems. Restarts are made based only on achieving specified decreases in objective values, the specified amounts being the same for all optimization…
``When in a difficult situation, it is sometimes better to give up and start all over again''. While this empirical truth has been regularly observed in a wide range of circumstances, quantifying the effectiveness of such a heuristic…
We consider a combined restarting and adaptive backtracking strategy for the popular Fast Iterative Shrinking-Thresholding Algorithm frequently employed for accelerating the convergence speed of large-scale structured convex optimization…
Heuristic optimisers which search for an optimal configuration of variables relative to an objective function often get stuck in local optima where the algorithm is unable to find further improvement. The standard approach to circumvent…
Randomized algorithms sometimes employ a restart strategy. After a certain number of steps, the current computation is aborted and restarted with a new, independent random seed. In some cases, this results in an improved overall expected…
The mean completion time of a stochastic process may be rendered finite and minimised by a judiciously chosen restart protocol, which may either be stochastic or deterministic. Here we study analytically an arbitrary stochastic search…
As has long been known to computer scientists, the performance of probabilistic algorithms characterized by relatively large runtime fluctuations can be improved by applying a restart, i.e., episodic interruption of a randomized…
We derive an optimal policy for adaptively restarting a randomized algorithm, based on observed features of the run-so-far, so as to minimize the expected time required for the algorithm to successfully terminate. Given a suitable Bayesian…
Premature convergence can be detrimental to the performance of search methods, which is why many search algorithms include restart strategies to deal with it. While it is common to perturb the incumbent solution with diversification steps…
Parameter fitting of data to a proposed equation almost always consider these parameters as independent variables. Here, the method proposed optimizes an arbitrary number of variables by the minimization of a function of a single variable.…
The goal of diagnosis is to compute good repair strategies in response to anomalous system behavior. In a decision theoretic framework, a good repair strategy has low expected cost. In a general formulation of the problem, the computation…
By analyzing accelerated proximal gradient methods under a local quadratic growth condition, we show that restarting these algorithms at any frequency gives a globally linearly convergent algorithm. This result was previously known only for…
Almost all optimization algorithms have algorithm-dependent parameters, and the setting of such parameter values can largely influence the behaviour of the algorithm under consideration. Thus, proper parameter tuning should be carried out…
Parameter control and dynamic algorithm configuration study how to dynamically choose suitable configurations of a parametrized algorithm during the optimization process. Despite being an intensively researched topic in evolutionary…
While evolutionary algorithms are known to be very successful for a broad range of applications, the algorithm designer is often left with many algorithmic choices, for example, the size of the population, the mutation rates, and the…