TERMINAL REPELLER UNCONSTRAINED SUBENERGY TUNNELING (TRUST) FOR FASTGLOBAL OPTIMIZATION

A new method for unconstrained global function optimization, acronymed TRUST, is introduced. This method formulates optimization as the solution of a deterministic dynamical system incorporating terminal repellers and a novel subenergy tunneling function. Benchmark tests comparing this method to other global optimization procedures are presented, and the TRUST algorithm is shown to be substantially faster. The TRUST formulation leads to a simple stopping criterion. In addition, the structure of the equations enables an implementation of the algorithm in analog VLSI hardware, in the vein of artificial neural networks, for further substantial speed enhancement.