Some Common-Sense Optimization Techniques for Non-Differentiable Functions of Several Variables.
Abstract
The problem of obtaining global optima of non-differentiable functions of several variables is studied. In general, the functions are multimodal and continuous on a compact domain. Two distinct methods are proposed and to some extent compared: The method of systematic search and the random search technique. In both cases it is assumed that the functions are defined and continuous on a compact domain. They are also assumed to be multimodal functions. In general the systematic search does not provide all the optimal points, the primary emphasis here being location of a global optimum. Despite several restrictions and difficulties, the Random Search method attempts to obtain all the optima, one optimum point in each mode.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 02, 1983
- Accession Number
- ADA129549
Entities
People
- Bolindra N. Borah
- James F. Chew
Organizations
- North Carolina Agricultural and Technical State University