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On the Efficiency of a Global Non-differentiable Optimization Algorithm Based on the Method of Optimal Set Partitioning
Authors:Elena Kiseleva  Tatyana Stepanchuk
Affiliation:(1) Department of Computational Mathematics and Mathematical Cybernetics, Dnepropetrovsk National University, Naukova st. 13, Dnepropetrovsk, 49050 Ukraine
Abstract:The examined algorithm for global optimization of the multiextremal non-differentiable function is based on the following idea: the problem of determination of the global minimum point of the function f(x) on the set OHgr(f(x) has a finite number of local minima in this domain) is reduced to the problem of finding all local minima and their attraction spheres with a consequent choice of the global minimum point among them. This reduction is made by application of the optimal set partitioning method. The proposed algorithm is evaluated on a set of well-known one-dimensional, two-dimensional and three-dimensional test functions. Recommendations for choosing the algorithm parameters are given.
Keywords:global minimum  non-differentiable optimization  optimal set partitioning
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