On the convergence of a population-based global optimization algorithm

被引:131
作者
Birbil, SI
Fang, SC
Sheu, RL
机构
[1] Erasmus Univ, Erasmus Res Inst Management, NL-3000 DR Rotterdam, Netherlands
[2] N Carolina State Univ, Ind Engn & Operat Res, Raleigh, NC 27695 USA
[3] Natl Cheng Kung Univ, Dept Math, Tainan 701, Taiwan
关键词
stochastic search method; population-based algorithm; convergence with probability one;
D O I
10.1007/s10898-004-8270-3
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In global optimization, atypical population-based stochastic search method works on a set of sample points from the feasible region. In this paper, we study a recently proposed method of this sort. The method utilizes an attraction-repulsion mechanism to move sample points toward optimality and is thus referred to as electromagnetism-like method (EM). The computational results showed that EM is robust in practice, so we further investigate the theoretical structure. After reviewing the original method. we present some necessary modifications for the convergence proof. We show that in the limit. the modified method converges to the vicinity of global optimum with probability one.
引用
收藏
页码:301 / 318
页数:18
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