大域的最適化のための多軌道型ダイナミック・トンネリング・アルゴリズム

概要

論文の詳細を見る
Most of the actual optimization problems are large-scale, nonlinear and multi-peaked (nonconvex). Furthermore, with the widespread use of high-speed and large capacity computers as the background, it is felt necessary in recent years to derive a global solution for nonlinear and multi-peaked optimization problems. It is one of the most important topics in optimization. This paper proposes a new dynamic tunneling algorithm with multi trajectories (Multi-Trajectory Dynamic Tunneling Algorithm) that is composed of two systems, an optimization system and a tunneling system. The numerical stability of the conventional dynamic tunneling algorithm is theoretically investigated and interaction between each trajectory of the tunneling system is introduced in order to improve search efficiency. The proposed algorithm is applied to 2-variable and 10-variable typical multi-peaked nonlinear optimization problems.
社団法人電気学会の論文
2004-07-01