Homotopy optimization methods for global optimization.

Dunlavy, Daniel M. ; O' ; Leary, Dianne P. (University of Maryland, College Park, MD)

Sandia National Laboratories

关键词: 99 General And Miscellaneous//Mathematics, Computing, And Information Science;    Global Analysis (Mathematics);    Calculation Methods;    Homotopy Theory.;    Stochastic Analysis.;   

DOI  :  10.2172/876373
RP-ID  :  SAND2005-7495
RP-ID  :  AC04-94AL85000
RP-ID  :  876373

美国|英语

来源: UNT Digital Library

【 摘 要 】

We define a new method for global optimization, the Homotopy Optimization Method (HOM). This method differs from previous homotopy and continuation methods in that its aim is to find a minimizer for each of a set of values of the homotopy parameter, rather than to follow a path of minimizers. We define a second method, called HOPE, by allowing HOM to follow an ensemble of points obtained by perturbation of previous ones. We relate this new method to standard methods such as simulated annealing and show under what circumstances it is superior. We present results of extensive numerical experiments demonstrating performance of HOM and HOPE.