ISSN:
1573-2878
Keywords:
Global optimization
;
dynamical systems
;
terminal repellers
;
subenergy tunneling function
;
artificial neural networks
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract A new method for unconstrained global function optimization, acronymedtrust, 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 thetrust algorithm is shown to be substantially faster. Thetrust 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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00940781
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