Improved global convergence probability using multiple independent optimizations

• Published in: International journal for numerical methods in engineering Vol. 71; no. 6; pp. 678 - 702
• Main Authors: Schutte, J. F., Haftka, R. T., Fregly, B. J.
• Format: Journal Article
• Language: English
• Published: Chichester, UK John Wiley & Sons, Ltd 06.08.2007; Wiley
• Subjects: Applied sciences; convergence probability; Exact sciences and technology; global optimization; Mechanical engineering. Machine design; multiple independent optimizations; Bayes estimation; Local search; Probabilistic approach; Evolutionary algorithm; multiple independent optimizations; Algorithmics; Global optimum; Global solution; global optimization; Convergence; Engineering design; Function evaluation; convergence probability; Swarm intelligence; Objective function

For some problems global optimization algorithms may have a significant probability of not converging to the global optimum or require an extremely large number of function evaluations to reach it. For such problems, the probability of finding the global optimum may be improved by performing multipl...