Naslov
A New Algoritam for Global Minimization Based on the Combination of Adaptive Random Search and Simplex Algorithm of Nelder and Mead

Autori
Huzak, Miljenko ; Bajzer, Željko

Izvornik
Croatica chemica acta (0011-1643) 69 (1996), 3; 775-791

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
.

Sažetak
We propose a new general-purpose algorithm for locating global minima of differentiable and nondifferentiable multivariable functios. The algorithm is based on combination of the adaptive random search approach and the Nelder-Mead simplex minimization. We show that the new hybrid algorithm satisfies the conditions of the theorem for convergence (in probability) to global minimum. By using test functions we demonstrate that the proposed algorithm is far more efficient than the pure adaptive random search algorithm. Some of the considered test functions are related to membership set estimation method for model parameter determination which was successfully applied to kinetic problems in chemistry and biology.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

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