Global optimization algorithms using fourier smoothing

  • Authors:
  • Yuping Wang

  • Affiliations:
  • School of Computer Science and Technology, Xidian University, Xi’an, China

  • Venue:
  • ICIC'06 Proceedings of the 2006 international conference on Intelligent Computing - Volume Part I
  • Year:
  • 2006

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Abstract

In this paper, a novel technique called Fourier smoothing technique, which can be used to improve any global optimization algorithm, is presented. This technique uses a properly truncated Fourier series as the smoothing function to approximate the objective function. This smoothing function can maintain the overall shape or basic shape of the objective function but eliminate its finer details. Thus it can eliminate many local minima but preserve the global minima, and make the search of optimal solution more easier and faster. To demonstrate efficiency of this technique, we integrate this technique into a simple optimization algorithm: Powell direct method. The simulation results indicate this smoothing technique can improve the Powell direct method greatly.