Convergence of a random optimization method for constrained optimization problems |
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| Authors: | N Baba |
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| Institution: | (1) Information Science and Systems Engineering, Faculty of Engineering, Tokushima University, Tokushima City, Japan |
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| Abstract: | Matyas' random optimization method (Ref. 1) is applied to the constrained nonlinear minimization problem, and its convergence properties are studied. It is shown that the global minimum can be found with probability one, even if the performance function is multimodal (has several local minima) and even if its differentiability is not ensured.The author would like to thank Professors Y. Sawaragi (Kyoto University), T. Soeda (Tokushima University), and T. Shoman (Tokushima University) for their kind advice. |
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| Keywords: | Random optimization method constrained minimization global minima multimodal performance functions convergence with probability one |
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