On the convergence of the Baba and Dorea random optimization methods
The global minimization methods of \textit{N. Baba} [ibid. 33, 451-461 (1981; Zbl 0453.90069)] and \textit{C. C. Y. Dorea} [ibid. 39, 165-171 (1983; Zbl 0479.93078)] have been applied to two physical problems. The first one is that of finding the global minimum of the transformer design function of six variables subject to constraints. The second one is the problem of fitting the orbit of a satellite using a set of observations. The latter problem is reduced to that of finding the global minimum of the sum of the squares of the differences between the observed values of the azimuth, elevation, and range at certain intervals of time from the epoch and the computed values of the azimuth, elevation, and range at the same intervals of time. Baba and Dorea established theoretically that the random optimization methods converge to the global minimum with probability one. The numerical experiments carried out for the above two problems show that convergence is very slow for the first problem and is even slower for the second problem. In the both cases, it has not been possible to reach the global minimum, if the search domains of the variables are wide, even after a very large number of function evaluations.
- scientific article; zbMATH DE number 3901926
- Convergence of a random algorithm for function optimization
- Accelerating the convergence of random search methods for discrete stochastic optimization
- On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization
- On convergence of quasi-gradient stochastic methods of optimization
- scientific article; zbMATH DE number 3898617
- Convergence of empirical estimates in stochastic optimization problems
- A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms
- Optimum parameters and nonasymptotic bounds on the rate of convergence of stochastic algorithms in criterial optimization problems
This page was built for publication: On the convergence of the Baba and Dorea random optimization methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1825142)
