A Numerical Comparison of Some Modified Controlled Random SearchAlgorithms

Authors:
M. M. Ali;A. Törn;S. Viitanen
Affiliations:
Turku Center for Computer Science (TUCS), Turku, Finland;Department of Computer Science, Åbo Akademi University, Finland (email: aimo.torn@abo.fi);Department of Computer Science, Åbo Akademi University, Finland (email: aimo.torn@abo.fi)
Venue:
Journal of Global Optimization
Year:
1997

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Abstract

In this paper we propose a new version of the Controlled Random Search(CRS) algorithm of Price. The new algorithmhas been tested on thirteen global optimization test problems. Numericalexperiments indicate that the resulting algorithm performs considerablybetter than the earlier versions of the CRS algorithms. The algorithm,therefore, could offer a reasonable alternative to many currently availablestochastic algorithms, especially for problems requiring ’direct search‘type methods. Also a classification of the CRS algorithms is made based on’global technique‘ – ’local technique‘ and the relative performance ofclasses is numerically explored.