目的関数変換による分岐調整を利用したカオス最適化手法 : 大域的最適化手法「水抜き法」の提案 A Chaotic Optimization Method Using a Bifurcation Tuning by an Objective Function Transformation : A Proposal of Global Optimization Method "Draining Method"

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In this paper, we propose a new global optimization method "Draining Method" which uses a tuning of the bifurcation characteristic of the discrete gradient chaos model by an objective function transformation. Specifically, firstly, we show that a local minimum, to which the chaotic orbit converges with the chaos annealing, is dominated by its bifurcation characteristic from its stability analysis. From this consideration, a tuning method of the bifurcation characteristic which takes into consideration the objective function value of each local minimum is proposed. In this method, the landscape of objective function is transformed into flat in an area whose objective function value is lower than a certain threshold value, and thereby the search point with the chaotic motion is made stable and unescapable from this area. Finally, we propose an optimization method which brings the search point close to a global minimum by gradually decreasing the threshold value (we call this decrease procedure "Draining"), confining the search point to the area where the objective function value is lower. We confirm effectiveness of our proposed model through applications to several benchmark problems whose dimension of variable is high and landscape has multi-peaks.

収録刊行物

  • 電気学会論文誌. C, 電子・情報・システム部門誌 = The transactions of the Institute of Electrical Engineers of Japan. C, A publication of Electronics, Information and System Society  

    電気学会論文誌. C, 電子・情報・システム部門誌 = The transactions of the Institute of Electrical Engineers of Japan. C, A publication of Electronics, Information and System Society 126(12), 1559-1568, 2006-12-01 

    The Institute of Electrical Engineers of Japan

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各種コード

  • NII論文ID(NAID)
    10018403141
  • NII書誌ID(NCID)
    AN10065950
  • 本文言語コード
    JPN
  • 資料種別
    ART
  • ISSN
    03854221
  • NDL 記事登録ID
    8593457
  • NDL 雑誌分類
    ZN31(科学技術--電気工学・電気機械工業)
  • NDL 請求記号
    Z16-795
  • データ提供元
    CJP書誌  CJP引用  NDL  J-STAGE 
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