• Title/Summary/Keyword: Global search method

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Development of the Meta-heuristic Optimization Algorithm: Exponential Bandwidth Harmony Search with Centralized Global Search (새로운 메타 휴리스틱 최적화 알고리즘의 개발: Exponential Bandwidth Harmony Search with Centralized Global Search)

  • Kim, Young Nam;Lee, Eui Hoon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.2
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    • pp.8-18
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    • 2020
  • An Exponential Bandwidth Harmony Search with Centralized Global Search (EBHS-CGS) was developed to enhance the performance of a Harmony Search (HS). EBHS-CGS added two methods to improve the performance of HS. The first method is an improvement of bandwidth (bw) that enhances the local search. This method replaces the existing bw with an exponential bw and reduces the bw value as the iteration proceeds. This form of bw allows for an accurate local search, which enables the algorithm to obtain more accurate values. The second method is to reduce the search range for an efficient global search. This method reduces the search space by considering the best decision variable in Harmony Memory (HM). This process is carried out separately from the global search of the HS by the new parameter, Centralized Global Search Rate (CGSR). The reduced search space enables an effective global search, which improves the performance of the algorithm. The proposed algorithm was applied to a representative optimization problem (math and engineering), and the results of the application were compared with the HS and better Improved Harmony Search (IHS).

GLOBAL CONVERGENCE OF A NEW SPECTRAL PRP CONJUGATE GRADIENT METHOD

  • Liu, Jinkui
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1303-1309
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    • 2011
  • Based on the PRP method, a new spectral PRP conjugate gradient method has been proposed to solve general unconstrained optimization problems which produce sufficient descent search direction at every iteration without any line search. Under the Wolfe line search, we prove the global convergence of the new method for general nonconvex functions. The numerical results show that the new method is efficient for the given test problems.

On the Global Convergence of Univariate Dynamic Encoding Algorithm for Searches (uDEAS)

  • Kim, Jong-Wook;Kim, Tae-Gyu;Choi, Joon-Young;Kim, Sang-Woo
    • International Journal of Control, Automation, and Systems
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    • v.6 no.4
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    • pp.571-582
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    • 2008
  • This paper analyzes global convergence of the univariate dynamic encoding algorithm for searches (uDEAS) and provides an application result to function optimization. uDEAS is a more advanced optimization method than its predecessor in terms of the number of neighborhood points. This improvement should be validated through mathematical analysis for further research and application. Since uDEAS can be categorized into the generating set search method also established recently, the global convergence property of uDEAS is proved in the context of the direct search method. To show the strong performance of uDEAS, the global minima of four 30 dimensional benchmark functions are attempted to be located by uDEAS and the other direct search methods. The proof of global convergence and the successful optimization result guarantee that uDEAS is a reliable and effective global optimization method.

A NONLINEAR CONJUGATE GRADIENT METHOD AND ITS GLOBAL CONVERGENCE ANALYSIS

  • CHU, AJIE;SU, YIXIAO;DU, SHOUQIANG
    • Journal of applied mathematics & informatics
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    • v.34 no.1_2
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    • pp.157-165
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    • 2016
  • In this paper, we develop a new hybridization conjugate gradient method for solving the unconstrained optimization problem. Under mild assumptions, we get the sufficient descent property of the given method. The global convergence of the given method is also presented under the Wolfe-type line search and the general Wolfe line search. The numerical results show that the method is also efficient.

SOME GLOBAL CONVERGENCE PROPERTIES OF THE LEVENBERG-MARQUARDT METHODS WITH LINE SEARCH

  • Du, Shou-Qiang
    • Journal of applied mathematics & informatics
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    • v.31 no.3_4
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    • pp.373-378
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    • 2013
  • In this paper, we consider two kinds of the Levenberg-Marquardt method for solve a system of nonlinear equations. We use line search on every iteration to guarantee that the Levenberg-Marquardt methods are globally convergent. Under mild conditions, we prove that while the de- scent condition can be satisfied at the iteration of the Levenberg-Marquardt method, the global convergence of the method can be established.

CONVERGENCE OF DESCENT METHOD WITH NEW LINE SEARCH

  • SHI ZHEN-JUN;SHEN JIE
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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    • pp.239-254
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    • 2006
  • An efficient descent method for unconstrained optimization problems is line search method in which the step size is required to choose at each iteration after a descent direction is determined. There are many ways to choose the step sizes, such as the exact line search, Armijo line search, Goldstein line search, and Wolfe line search, etc. In this paper we propose a new inexact line search for a general descent method and establish some global convergence properties. This new line search has many advantages comparing with other similar inexact line searches. Moreover, we analyze the global convergence and local convergence rate of some special descent methods with the new line search. Preliminary numerical results show that the new line search is available and efficient in practical computation.

A STUDY ON CONSTRAINED EGO METHOD FOR NOISY CFD DATA (Noisy 한 CFD 결과에 대한 구속조건을 고려한 EGO 방법 연구)

  • Bae, H.G.;Kwon, J.H.
    • Journal of computational fluids engineering
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    • v.17 no.4
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    • pp.32-40
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    • 2012
  • Efficient Global Optimization (EGO) method is a global optimization technique which can select the next sample point automatically by infill sampling criteria (ISC) and search for the global minimum with less samples than what the conventional global optimization method needs. ISC function consists of the predictor and mean square error (MSE) provided from the kriging model which is a stochastic metamodel. Also the constrained EGO method can minimize the objective function dealing with the constraints under EGO concept. In this study the constrained EGO method applied to the RAE2822 airfoil shape design formulated with the constraint. But the noisy CFD data caused the kriging model to fail to depict the true function. The distorted kriging model would make the EGO deviate from the correct search. This distortion of kriging model can be handled with the interpolation(p=free) kriging model. With the interpolation(p=free) kriging model, however, the search of EGO solution was stalled in the narrow feasible region without the chance to update the objective and constraint functions. Then the accuracy of EGO solution was not good enough. So the three-step search method was proposed to obtain the accurate global minimum as well as prevent from the distortion of kriging model for the noisy constrained CFD problem.

A TWO-DIMENSIONAL MAXIMUM SEARCH MEHHOD BY A GLOBAL PRIORITY STRATEGY WITH LOCAL PEAK ESTIMATION:ITS OPTIMAL SWITCHING CRITERION

  • Wakasugi, Yoshizumi;Yasuda, Genichi;Shin, Seiichi
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.488-491
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    • 1995
  • The paper presents a new global maximum search method for multimodal unknown functions of two variables. The search method is composed of two stages and sequentially samples the candidate point in a subdomain selected using a priority function in each stage. The search domain is auto-similarly divided into triangular subdomains, or cells, during the search process. A measure of accuracy of local maximum search is introduced to check if a local search has converged to a specified accuracy or the maximum of a local peak cannot be the global maximum. A criterion for switching from the first to the second stage, is proposed using a ratio of the observed peak width to the largest cell in the domain. By numerical simulations, the required number of trials is evaluated for some function models with different peak parameters, and the switching criterion is optimally determined. The results show that the proposed method obtains global maximum points with certainty and saves largely computation time even for functions with extremely steep peaks.

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Past Block Matching Motion Estimation based on Multiple Local Search Using Spatial Temporal Correlation (시공간적 상관성을 이용한 국소 다중 탐색기반 고속 블록정합 움직임 추정)

  • 조영창;남혜영;이태홍
    • Journal of Korea Multimedia Society
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    • v.3 no.4
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    • pp.356-364
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    • 2000
  • Block based fast motion estimation algorithm use the fixed search pattern to reduce the search point, and are based on the assumption that the error in the mean absolute error space monotonically decreases to the global minimum. Therefore, in case of many local minima in a search region we are likely to find local minima instead of the global minimum and highly rely on the initial search points. This situation is evident in the motion boundary. In this paper we define the candidate regions within the search region using the motion information of the neighbor blocks and we propose the multiple local search method (MLSM) which search for the solution throughout the candidate regions to reduce the possibilities of isolation to the local minima. In the MLSM we mark the candidate region in the search point map and we avoid to search the candidate regions already visited to reduce the calculation. In the simulation results the proposed method shows more excellent results than that of other gradient based method especially in the search of motion boundary. Especially, in PSNR the proposed method obtains similar estimate accuracy with the significant reduction of search points to that of full search.

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Stochastic Optimization Approach for Parallel Expansion of the Existing Water Distribution Systems (추계학적 최적화방법에 의한 기존관수로시스템의 병열관로 확장)

  • Ahn, Tae-Jin;Choi, Gye-Woon;Park, Jung-Eung
    • Water for future
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    • v.28 no.2
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    • pp.169-180
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    • 1995
  • The cost of a looped pipe network is affected by a set of loop flows. The mathematical model for optimizing the looped pipe network is expressed in the optimal set of loop flows to apply to a stochastic optimization method. Because the feasible region of the looped pipe network problem is nonconvex with multiple local optima, the Modified Stochastic Probing Method is suggested to efficiently search the feasible region. The method consists of two phase: i) a global search phase(the stochastic probing method) and ii) a local search phase(the nearest neighbor method). While the global search sequentially improves a local minimum, the local search escapes out of a local minimum trapped in the global search phase and also refines a final solution. In order to test the method, a standard test problem from the literature is considered for the optimal design of the paralled expansion of an existing network. The optimal solutions thus found have significantly smaller costs than the ones reported previously by other researchers.

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