Aimo Törn: Global Optimization


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Complexity of Problems

The size p* of the region of attraction of the global minimum in relation to A.

The region of attraction of a local minimizer S(xm) is defined as the largest region containing xm, such that when starting an infinitely small step strictly descending local minimization from any point in S(xm), then the minimizer xm will be found each time. The region of attraction of of a minimum m is the union of regions of attraction of all minimizers x for which f(x) = m.

If the region of attraction of f* is large then this region is easy to detect when sampling in A and such a problem is of course easier to solve than a problem with smaller such region.

The affordable number of function evaluations Nf

The value of the expression (1-p*)Nf is the chance to miss the region of attraction of f* when sampling Nf points at random in A. If the function f is cheap to evaluate then Nf is large and and the probability that even a very small region of attraction is missed becomes small. However, if only a small number of function evaluations can be performed then the probability to miss the region of attraction of the global minimum even for large p* is large.