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基于新禁忌搜索的全局优化方法:算法概述与效率研究

New Tabu Search based global optimization methods outline of algorithms and study of efficiency.

作者信息

Stepanenko Svetlana, Engels Bernd

机构信息

Institut für Organische Chemie, Institut für Chemie, Universität Würzburg, Am Hubland, D-97070 Würzburg.

出版信息

J Comput Chem. 2008 Apr 15;29(5):768-80. doi: 10.1002/jcc.20830.

Abstract

The study presents two new nonlinear global optimization routines; the Gradient Only Tabu Search (GOTS) and the Tabu Search with Powell's Algorithm (TSPA). They are based on the Tabu-Search strategy, which tries to determine the global minimum of a function by the steepest descent-mildest ascent strategy. The new algorithms are explained and their efficiency is compared with other approaches by determining the global minima of various well-known test functions with varying dimensionality. These tests show that for most tests the GOTS possesses a much faster convergence than global optimizer taken from the literature. The efficiency of the TSPA compares to the efficiency of genetic algorithms.

摘要

该研究提出了两种新的非线性全局优化程序;仅梯度禁忌搜索(GOTS)和带鲍威尔算法的禁忌搜索(TSPA)。它们基于禁忌搜索策略,该策略试图通过最速下降 - 最缓上升策略来确定函数的全局最小值。文中对新算法进行了解释,并通过确定不同维度的各种著名测试函数的全局最小值,将它们的效率与其他方法进行了比较。这些测试表明,对于大多数测试,GOTS的收敛速度比文献中的全局优化器快得多。TSPA的效率与遗传算法的效率相当。

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