Stability Index Method for Global Minimization

The Stability Index Method (SIM) combines stochastic and deterministic algorithms to find global minima of multidimensional functions. The functions may be nonsmooth and may have multiple local minima. The method examines the change of the diameters of the minimizing sets for its stopping criterion....

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Bibliographic Details
Published inJournal of global optimization Vol. 36; no. 2; pp. 307 - 318
Main Authors Dover, James, Gutman, Semion
Format Journal Article
LanguageEnglish
Published Dordrecht Springer Nature B.V 01.10.2006
Subjects
Algorithms
Normal distribution
Operations research
Optimization
Stabilization
Studies
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Summary:The Stability Index Method (SIM) combines stochastic and deterministic algorithms to find global minima of multidimensional functions. The functions may be nonsmooth and may have multiple local minima. The method examines the change of the diameters of the minimizing sets for its stopping criterion. At first, the algorithm uses the uniform random distribution in the admissible set. Then normal random distributions of decreasing variation are used to focus on probable global minimizers. To test the method, it is applied to seven standard test functions of several variables. The computational results show that the SIM is efficient, reliable and robust. [PUBLICATION ABSTRACT]
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-006-9010-7