A novel global optimization technique for high dimensional functions

  • Authors:
  • Crina Grosan;Ajith Abraham

  • Affiliations:
  • Department of Computer Science, Faculty of Mathematics and Computer Science, Babes-Bolyai University, Cluj-Napoca, Romania;Ctr. for Quantifiable Quality of Sve. in Comm. Sys., Ctr. of Excellence, Norwegian Univ. of Sci. and Technol., Trondheim, Norway and Machine Intelligence Research Labs (MIR Labs), Scientific Netwo ...

  • Venue:
  • International Journal of Intelligent Systems
  • Year:
  • 2009

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Abstract

Several types of line search methods are documented in the literature and are well known for unconstraint optimization problems. This paper proposes a modified line search method, which makes use of partial derivatives and restarts the search process after a given number of iterations by modifying the boundaries based on the best solution obtained at the previous iteration (or set of iterations). Using several high-dimensional benchmark functions, we illustrate that the proposed line search restart (LSRS) approach is very suitable for high-dimensional global optimization problems. Performance of the proposed algorithm is compared with two popular global optimization approaches, namely, genetic algorithm and particle swarm optimization method. Empirical results for up to 2000 dimensions clearly illustrate that the proposed approach performs very well for the tested high-dimensional functions. © 2009 Wiley Periodicals, Inc.