Bc. Cetin et al., TERMINAL REPELLER UNCONSTRAINED SUBENERGY TUNNELING (TRUST) FOR FASTGLOBAL OPTIMIZATION, Journal of optimization theory and applications, 77(1), 1993, pp. 97-126
Citations number
20
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
A new method for unconstrained global function optimization, acronymed
TRUST, is introduced. This method formulates optimization as the solu
tion of a deterministic dynamical system incorporating terminal repell
ers and a novel subenergy tunneling function. Benchmark tests comparin
g this method to other global optimization procedures are presented, a
nd the TRUST algorithm is shown to be substantially faster. The TRUST
formulation leads to a simple stopping criterion. In addition, the str
ucture of the equations enables an implementation of the algorithm in
analog VLSI hardware, in the vein of artificial neural networks, for f
urther substantial speed enhancement.