Abstract
A new method for unconstrained global function optimization, acronymedtrust, is introduced. This method formulates optimization as the solution of a deterministic dynamical system incorporating terminal repellers and a novel subenergy tunneling function. Benchmark tests comparing this method to other global optimization procedures are presented, and thetrust algorithm is shown to be substantially faster. Thetrust formulation leads to a simple stopping criterion. In addition, the structure of the equations enables an implementation of the algorithm in analog VLSI hardware, in the vein of artificial neural networks, for further substantial speed enhancement.
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Cetin, B. C., Barhen, J., andBurdick, J. W.,Terminal Repeller Unconstrained Subenergy Tunneling (TRUST) for Global Optimization, Robotics and Mechanical Systems Report No. RMS-90-03, Department of Mechanical Engineering, California Institute of Technology, Pasadena, California, 1990.
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Communicated by G. Di Pillo
This work was supported by the Department of Energy, Office of Basic Energy Sciences, Grant No. DE-A105-89-ER14086.
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Cetin, B.C., Barhen, J. & Burdick, J.W. Terminal repeller unconstrained subenergy tunneling (trust) for fast global optimization. J Optim Theory Appl 77, 97–126 (1993). https://doi.org/10.1007/BF00940781
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DOI: https://doi.org/10.1007/BF00940781