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自动化与信息科学期刊
SJR: 0.275 SNIP: 0.59 CiteScore™: 0.8

ISSN 打印: 1064-2315
ISSN 在线: 2163-9337

卷:
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自动化与信息科学期刊

DOI: 10.1615/JAutomatInfScien.v32.i1.100
pages 72-75

The Algorithm of Statistical Global Optimization with Search Step Adaptation

Vasiliy R. Dzhala
I.Ya. Franko Lvov State University, Ukraine

ABSTRACT

We consider the algorithm of the statistical global optimization based upon the Rastrigin cone method, and also the general strategy of search of the global minimum of multiextremal functions and functions with ravines. Particularly, weattend to the choice problem of optimization parameters. We propose the criteria and procedure of the search step adaptation for an objective function with narrow ravines. As an example, we have considered the test tasks.


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