Efficiency of a Stochastic Search with Punctual and Costly Restarts (1609.03754v1)

Abstract: 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 subject to an arbitrary restart protocol, each characterised by a distribution of waiting times. By a direct enumeration of paths we construct the joint distribution of completion time and restart number, in a form amenable to analytical evaluation or quadrature; thereby we optimise the search over both time and potentially costly restart events. Analysing the effect of a punctual, i.e. almost deterministic, restart, we demonstrate that the optimal completion time always increases proportionately with the variance of the restart distribution; the constant of proportionality depends only on the search process. We go on to establish simple bounds on the optimal restart time. Our results are relevant to the analysis and rational design of efficient and optimal restart protocols.