On Uncensored Mean First-Passage-Time Performance Experiments with Multiwalk in $\mathbb{R}^p$: a New Stochastic Optimization Algorithm

6 Dec 2018Franc Brglez

A rigorous empirical comparison of two stochastic solvers is important when one of the solvers is a prototype of a new algorithm such as multiwalk (MWA). When searching for global minima in $\mathbb{R}^p$, the key data structures of MWA include: $p$ rulers with each ruler assigned $m$ marks and a set of $p$ neighborhood matrices of size up to $m(m-2)$, where each entry represents absolute values of pairwise differences between $m$ marks... (read more)

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