ISSN:
1573-2878
Keywords:
Global optimization
;
dynamical systems
;
search trajectories
;
chaos
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We describe a new algorithm which uses the trajectories of a discrete dynamical system to sample the domain of an unconstrained objective function in search of global minima. The algorithm is unusually adept at avoiding nonoptimal local minima and successfully converging to a global minimum. Trajectories generated by the algorithm for objective functions with many local minima exhibit chaotic behavior, in the sense that they are extremely sensitive to changes in initial conditions and system parameters. In this context, chaos seems to have a beneficial effect: failure to converge to a global minimum from a given initial point can often be rectified by making arbitrarily small changes in the system parameters.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00940847
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