Work

Understanding non-convex optimization problems and stochastic optimization algorithms

Year: 2023
Type: dissertation
Abstract: This thesis presents significant contributions in the field of iterative stochastic heuristics. Various aspects related to the comparison and improvement of optimisation algorithms are addressed. Firstly, a methodology is proposed to fairly compare the performance of algorithms run on different machines, ensuring an equitable allocation of computational resources. Additionally, a methodology based on stochastic dominance is introduced to compare the performance of optimisation algorithms as random variables. Furthermore, the relationship between Hamming distance and the quadratic assignment problem is analysed. A general early stopping method for learning policies in episodic problems, which does not require specific problem information, is developed. In summary, this thesis contributes to the understanding and improvement of iterative stochastic heuristics in the field of optimisation.
Language: English
Open Access status: green
OpenAlex ID: W7025329171
Cites: 112
Cited by:
Related to: 10