Optimizing initial guesses to improve global minimization

In this paper, we envision global optimization as finding, for a given calculation complexity, a suitable initial guess of a considered optimization algorithm. One can imagine that this possibility clearly improve the capacity of existing optimization algorithms, including stochastic ones. This appr...

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Detalles Bibliográficos
Autores: Ivorra, Benjamín Pierre Paul, Mohammadi, Bijan, Ramos Del Olmo, Ángel Manuel
Tipo de recurso: informe técnico
Fecha de publicación:2008
País:España
Institución:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/56490
Acceso en línea:https://hdl.handle.net/20.500.14352/56490
Access Level:acceso abierto
Palabra clave:519.863
004.421:575.8
Global optimization
Dynamical Systems
Semi-Deterministic Algorithms
Genetic Algorithms.
Investigación operativa (Matemáticas)
1207 Investigación Operativa
Descripción
Sumario:In this paper, we envision global optimization as finding, for a given calculation complexity, a suitable initial guess of a considered optimization algorithm. One can imagine that this possibility clearly improve the capacity of existing optimization algorithms, including stochastic ones. This approach is validated on several large dimension nonlinear minimization problems. Results are compared with those obtained by a geneti algorithm