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Titolo:
BAYESIAN METHOD FOR GLOBAL OPTIMIZATION
Autore:
VENKATESH PK; COHEN MH; CARR RW; DEAN AM;
Indirizzi:
UNIV MINNESOTA,DEPT CHEM ENGN & MAT SCI,421 WASHINGTON AVE SE MINNEAPOLIS MN 55455 EXXON RES & ENGN CO,CORPORATE SCI LABS ANNANDALE NJ 08801
Titolo Testata:
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
fascicolo: 5, volume: 55, anno: 1997,
parte:, B
pagine: 6219 - 6232
SICI:
1063-651X(1997)55:5<6219:BMFGO>2.0.ZU;2-A
Fonte:
ISI
Lingua:
ENG
Soggetto:
NONCONVEX NLPS; ALGORITHM GOP;
Tipo documento:
Article
Natura:
Periodico
Settore Disciplinare:
Science Citation Index Expanded
Science Citation Index Expanded
Citazioni:
24
Recensione:
Indirizzi per estratti:
Citazione:
P.K. Venkatesh et al., "BAYESIAN METHOD FOR GLOBAL OPTIMIZATION", Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 55(5), 1997, pp. 6219-6232

Abstract

We introduce a Bayesian approach for obtaining the global optimum of multimodal functions. The set of observed minima of a multimodal function is viewed as a sample from a multinomial distribution, whose cellscorrespond to the basins of attraction of the local optima. We then derive the posterior distribution of the number of local optima. This posterior information is obtained from a Bayesian analysis and is used to construct a stopping criterion for a sequential random search method which finds the optimal tradeoff between reliability and computational effort. The computational complexity of this global optimization method is a strong function of the total number of local optima and a weak function of the dimensions of the configuration space. Application to four classical problems from the global optimization literature, a bifunctional catalytic reactor problem, and the conformation problem of Lennard-Jones microclusters is demonstrated. Comparisons with the Bayesian method of Boender and Rinooy Kan [Math. Program. 37, 59 (1987)]and the simulated annealing method of Dekkers and Aarts [Math. Program. 50, 367 (1991)] are provided and, in each case, the computational complexity of our method is shown to be smaller than that of these methods.

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Documento generato il 18/09/20 alle ore 18:25:57