Genetically controlled random search: a global optimization method for continuous multidimensional functions

نویسندگان

  • Ioannis G. Tsoulos
  • Isaac E. Lagaris
چکیده

A new stochastic method for locating the global minimum of a multidimensional function inside a rectangular hyperbox is presented. A sampling technique is employed that makes use of the procedure known as grammatical evolution. The method can be considered as a “genetic” modification of the Controlled Random Search procedure due to Price. The user may code the objective function either in C++ or in Fortran77. We offer a comparison of the new method with others of similar structure, by presenting results of computational experiments on a set of test functions. PACS::02.60.-x ; 02.60.Pn ; 07.05.Kf; 02.70.Lq; 07.05.Mh

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عنوان ژورنال:
  • Computer Physics Communications

دوره 174  شماره 

صفحات  -

تاریخ انتشار 2006