214 大域的最適化のための複数最適化手法の動的制御法

概要

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When we apply the optimization algorithms to the target problems, the selection of an optimization algorithm significantly influences the accuracy of solutions. Therefore, we have to select the appropriate algorithms according to the complexity of problems. In this, we assume the total simulation is given by the users. Then, in our strategy to choose the optimization, there are two features ; 1) the maximum time to execute the optimization algorithms is defined, and the purpose of the strategy is to obtain the better solutions for the limited time, and 2) the landscape of the search space can be roughly grasped after the optimization has been finished. In this paper, we describe the algorithms used for the proposed strategy: SQP, GA and DIRECT. The searching ability of each algorithm is also discussed. We illustrated the strategy template how to use these three algorithms.
2006-12-08