Multi-Trajectory Dynamic Tunneling Algorithm for Global Optimization
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- Yasuda Keiichiro
- Tokyo Metropolitan University
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- Kanazawa Takahiko
- Tokyo Metropolitan University
Bibliographic Information
- Other Title
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- 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
- タイイキテキ サイテキカ ノ タメ ノ タキドウガタ ダイナミック トンネリング アルゴリズム
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Abstract
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.
Journal
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- IEEJ Transactions on Electronics, Information and Systems
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IEEJ Transactions on Electronics, Information and Systems 124 (7), 1484-1493, 2004
The Institute of Electrical Engineers of Japan
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Details 詳細情報について
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- CRID
- 1390282679580786432
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- NII Article ID
- 10013268274
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- NII Book ID
- AN10065950
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- ISSN
- 13488155
- 03854221
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- NDL BIB ID
- 7020357
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- Text Lang
- ja
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- Data Source
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- JaLC
- NDL
- Crossref
- CiNii Articles
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- Abstract License Flag
- Disallowed