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Journal of Automation and Information Sciences

年間 12 号発行

ISSN 印刷: 1064-2315

ISSN オンライン: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

The Algorithm of Statistical Global Optimization with Search Step Adaptation

巻 32, 発行 1, 2000, pp. 72-75
DOI: 10.1615/JAutomatInfScien.v32.i1.100
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要約

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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