Matching Stochastic Algorithms to Objective Function Landscapes

Abstract

Large scale optimisation problems are frequently solved using stochastic methods. Such methods often generate points randomly in a search region in a neighbourhood of the current point, backtrack to get past barriers and employ a local optimiser. The aim of this paper is to explore how these algorithmic components should be used, given a particular objective function landscape. In a nutshell, we begin to provide rules for efficient travel, if we have some knowledge of the large or small scale geometry.