DIFFUSION EQUATION METHOD OF GLOBAL MINIMIZATION - PERFORMANCE FOR STANDARD TEST FUNCTIONS

被引:33
作者
KOSTROWICKI, J [1 ]
PIELA, L [1 ]
机构
[1] UNIV WARSAW,DEPT CHEM,QUANTUM CHEM LAB,PL-00325 WARSAW,POLAND
关键词
GLOBAL OPTIMIZATION; GLOBAL MINIMUM; DIFFUSION; MULTIPLE MINIMA;
D O I
10.1007/BF00940643
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
Recently, we have proposed a method of global minimization that is based on solving the diffusion equation with the objective function as a boundary condition. In the present paper, the performance of the method is examined when applied to the standard test functions of the Goldstein-Price, Hartman, Shekel, and Griewank families. It turns out that the method succeeds in all these cases. A comparison of the effectiveness of our method and other methods is also reported.
引用
收藏
页码:269 / 284
页数:16
相关论文
共 11 条
[1]  
AREFKEN G, 1985, MATH METHODS PHYSICI, P615
[2]  
DIXON LCW, 1975, GLOBAL OPTIMISATION, V1, P29
[3]  
DIXON LCW, 1978, GLOBAL OPTIMIZATION, V2, P1
[4]  
Dixon LCW, 1976, OPTIMIZATION ACTION, P398
[5]   GENERALIZED DESCENT FOR GLOBAL OPTIMIZATION [J].
GRIEWANK, AO .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1981, 34 (01) :11-39
[6]  
MARGENAU H, 1956, MATH PHYSICS CHEM, V1, P239
[7]   THE MULTIPLE-MINIMA PROBLEM IN THE CONFORMATIONAL-ANALYSIS OF MOLECULES - DEFORMATION OF THE POTENTIAL-ENERGY HYPERSURFACE BY THE DIFFUSION EQUATION METHOD [J].
PIELA, L ;
KOSTROWICKI, J ;
SCHERAGA, HA .
JOURNAL OF PHYSICAL CHEMISTRY, 1989, 93 (08) :3339-3346
[8]  
PIELA L, 1987, MULTIPLE MINIMIA P 1, V26, pS33
[9]  
PRUDNIKOV AP, 1983, INTEGRALY RIADY SPEC, P306
[10]  
SYNMAN JA, 1987, J OPTIM THEORY APPL, V54, P121