AUTOMATIC STARTING POINT SELECTION FOR FUNCTION OPTIMIZATION

被引:17
作者
BROOKS, SP [1 ]
MORGAN, BJT [1 ]
机构
[1] UNIV KENT,INST MATH & STAT,CANTERBURY CT2 7NF,KENT,ENGLAND
关键词
MAXIMUM LIKELIHOOD; MIXTURE MODELS; SIMULATED ANNEALING; OPTIMIZATION; HYBRID ALGORITHM;
D O I
10.1007/BF00142569
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Traditional (non-stochastic) iterative methods for optimizing functions with multiple optima require a good procedure for selecting starting points. This paper illustrates how the selection of starting points can be made automatically by using a method based upon simulated annealing. We present a hybrid algorithm, possessing the accuracy of traditional routines, whilst incorporating the reliability of annealing methods, and illustrate its performance for a particularly complex practical problem.
引用
收藏
页码:173 / 177
页数:5
相关论文
共 14 条
[1]   BETA-BINOMIAL DISTRIBUTION IN DOMINANT-LETHAL TESTING FOR WEAK MUTAGENIC ACTIVITY .1. [J].
AESCHBACHER, HU ;
VUATAZ, L ;
SOTEK, J ;
STALDER, R .
MUTATION RESEARCH, 1977, 44 (03) :369-390
[2]  
BROOKS SP, 1993, UNPUB FINITE MIXTURE
[3]  
BROOKS SP, 1993, UNPUB OPTIMISATION U
[4]  
BROOKS SP, 1993, HYBRID OPTIMIZATION
[5]   MINIMIZING MULTIMODAL FUNCTIONS OF CONTINUOUS-VARIABLES WITH THE SIMULATED ANNEALING ALGORITHM [J].
CORANA, A ;
MARCHESI, M ;
MARTINI, C ;
RIDELLA, S .
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1987, 13 (03) :262-280
[6]   A COMBINED STRATEGY FOR OPTIMIZATION IN NONLINEAR MAGNETIC PROBLEMS USING SIMULATED ANNEALING AND SEARCH TECHNIQUES [J].
DRAGO, G ;
MANELLA, A ;
NERVI, M ;
REPETTO, M ;
SECONDO, G .
IEEE TRANSACTIONS ON MAGNETICS, 1992, 28 (02) :1541-1544
[7]  
Gill P. E., 1981, PRACTICAL OPTIMIZATI
[8]  
INGBER L, 1993, IN PRESS STATISTICS
[9]   CONVERGENCE OF AN ANNEALING ALGORITHM [J].
LUNDY, M ;
MEES, A .
MATHEMATICAL PROGRAMMING, 1986, 34 (01) :111-124
[10]   CONVERGENCE AND FINITE-TIME BEHAVIOR OF SIMULATED ANNEALING [J].
MITRA, D ;
ROMEO, F ;
SANGIOVANNIVINCENTELLI, A .
ADVANCES IN APPLIED PROBABILITY, 1986, 18 (03) :747-771