Global Optimization using Dynamic Search Trajectories

  • Authors:
  • Albert A. Groenwold;J. A. Snyman

  • Affiliations:
  • Department of Mechanical Engineering, University of Pretoria, Pretoria, 0002, South Africae-mail: Albert.Groenwold@eng.up.ac.za;Department of Mechanical Engineering, University of Pretoria, Pretoria, 0002, South Africae-mail: Jan.Snyman@eng.up.ac.za)

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2002

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Abstract

Two global optimization algorithms are presented. Both algorithms attempt to minimize an unconstrained objective function through the modeling of dynamic search trajectories. The first, namely the Snyman–Fatti algorithm, originated in the 1980's and still appears an effective global optimization algorithm. The second algorithm is currently under development, and is denoted the modified bouncing ball algorithm. For both algorithms, the search trajectories are modified to increase the likelihood of convergence to a low local minimum. Numerical results illustrate the effectiveness of both algorithms.