Some Common-Sense Optimization Techniques for Non-Differentiable Functions of Several Variables.
Final rept. 1 Jun 80-30 Jun 83,
NORTH CAROLINA AGRICULTURAL AND TECHNICAL STATE UNIV GREENSBORO DEPT OF MATHEMATICS/COMPUTER SCIENCE
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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.
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