Some Variants of the Controlled Random Search Algorithm for Global Optimization

P. Kaelo and M. M. Ali
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P. Kaelo: Witwatersrand University
M. M. Ali: Witwatersrand University

Journal of Optimization Theory and Applications, 2006, vol. 130, issue 2, No 6, 253-264

Abstract: Abstract We suggested some modifications to the controlled random search (CRS) algorithm for global optimization. We introduce new trial point generation schemes in CRS, in particular, point generation schemes using linear interpolation and mutation. Central to our modifications is the probabilistic adaptation of point generation schemes within the CRS algorithm. A numerical study is carried out using a set of 50 test problems many of which are inspired by practical applications. Numerical experiments indicate that the resulting algorithms are considerably better than the previous versions. Thus, they offer a reasonable alternative to many currently available stochastic algorithms, especially for problems requiring direct search type methods.

Keywords: Global optimization; direct search methods; linear interpolation; probabilistic adaptation (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (15)

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DOI: 10.1007/s10957-006-9101-0

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