Minimization over randomly selected lines

Authors

  • Ismet Sahin National Institute of Standards and Technology, USA

DOI:

https://doi.org/10.11121/ijocta.01.2013.00167

Keywords:

Random Lines, nonlinear optimization, evolutionary optimization, population-based optimization, quadratic interpolation, crossover operator, mutation operator, stopping criterion, Differential Evolution, Particle Swarm

Abstract

This paper presents a population-based evolutionary optimization method for minimizing a given cost function. The mutation operator of this method selects randomly oriented lines in the cost function domain, constructs quadratic functions interpolating the cost function at three different points over each line, and uses extrema of the quadratics as mutated points. The crossover operator modifies each mutated point based on components of two points in population, instead of one point as is usually performed in other evolutionary algorithms. The stopping criterion of this method depends on the number of almost degenerate quadratics. We demonstrate that the proposed method with these mutation and crossover operations achieves faster and more robust convergence than the well-known Differential Evolution and Particle Swarm algorithms.

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Author Biography

Ismet Sahin, National Institute of Standards and Technology, USA

Research Scientist, Mathematical and Computational Science Division, National Institute of Standards and Technology

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Published

2013-06-17
CITATION
DOI: 10.11121/ijocta.01.2013.00167
Published: 2013-06-17

How to Cite

Sahin, I. (2013). Minimization over randomly selected lines. An International Journal of Optimization and Control: Theories & Applications (IJOCTA), 3(2), 111–119. https://doi.org/10.11121/ijocta.01.2013.00167

Issue

Section

Optimization & Applications