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Diffusion equation method of global minimization: Performance for standard test functions (1991)

Kostrowicki, J. ; Piela, L.

Springer

Journal of optimization theory and applications 69 (1991), S. 269-284

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ISSN: 1573-2878

Keywords: Global optimization ; global minimum ; diffusion ; multiple minima

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract 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.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF00940643

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