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A novel global optimization technique for high dimensional functions

โœ Scribed by Crina Grosan; Ajith Abraham

Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
665 KB
Volume
24
Category
Article
ISSN
0884-8173

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โœฆ Synopsis

Several types of line search methods are documented in the literature and are well known for unconstraint optimization problems. This paper proposes a modified line search method, which makes use of partial derivatives and restarts the search process after a given number of iterations by modifying the boundaries based on the best solution obtained at the previous iteration (or set of iterations). Using several high-dimensional benchmark functions, we illustrate that the proposed line search restart (LSRS) approach is very suitable for high-dimensional global optimization problems. Performance of the proposed algorithm is compared with two popular global optimization approaches, namely, genetic algorithm and particle swarm optimization method. Empirical results for up to 2000 dimensions clearly illustrate that the proposed approach performs very well for the tested high-dimensional functions.

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