A multi-start global minimization algorithm with dynamic search trajectories (Q1078079): Difference between revisions
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Revision as of 13:15, 28 February 2024
scientific article
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English | A multi-start global minimization algorithm with dynamic search trajectories |
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A multi-start global minimization algorithm with dynamic search trajectories (English)
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1987
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A new multi-start algorithm for global unconstrained minimization is presented in which the search trajectories are derived from the equation of motion of a particle in a conservative force field, where the function to be minimized represents the potential energy. The trajectories are modified to increase the probability of convergence to a comparatively low local minimum, thus increasing the region of convergence of the global minimum. A Bayesian argument is adopted by which, under mild assumptions, the confidence level that the global minimum has been attained may be computed. When applied to standard and other test functions, the algorithm never failed to yield the global minimum.
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multi-start algorithm
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global unconstrained minimization
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search trajectories
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conservative force field
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potential energy
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global minimum
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global optimization
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