Optimizing radial basis functions by D.C. programming and its use in direct search for global derivative-free optimization

In this paper we address the global optimization of functions subject to bound and linear constraints without using derivatives of the objective function. We investigate the use of derivative-free models based on radial basis functions (RBFs) in the search step of direct-search methods of directional type. We also study the application of algorithms based on difference of convex (d.c.) functions programming to solve the resulting subproblems which consist of the minimization of the RBF models subject to simple bounds on the variables. Extensive numerical results are reported with a test set of bound and linearly constrained problems

Extended cutting angle method of global optimization

Methods of Lipschitz optimization allow one to find and confirm the global minimum of multivariate Lipschitz functions using a finite number of function evaluations. This paper extends the Cutting Angle method, in which the optimization problem is solved by building a sequence of piecewise linear underestimates of the objective function. We use a more flexible set of support functions, which yields a better underestimate of a Lipschitz objective function. An efficient algorithm for enumeration of all local minima of the underestimate is presented, along with the results of numerical experiments. One dimensional Pijavski-Shubert method arises as a special case of the proposed approach.<br /

Simple and Adaptive Particle Swarms

The substantial advances that have been made to both the theoretical and practical aspects of particle swarm optimization over the past 10 years have taken it far beyond its original intent as a biological swarm simulation. This thesis details and explains these advances in the context of what has been achieved to this point, as well as what has yet to be understood or solidified within the research community. Taking into account the state of the modern field, a standardized PSO algorithm is defined for benchmarking and comparative purposes both within the work, and for the community as a whole. This standard is refined and simplified over several iterations into a form that does away with potentially undesirable properties of the standard algorithm while retaining equivalent or superior performance on the common set of benchmarks. This refinement, referred to as a discrete recombinant swarm (PSODRS) requires only a single user-defined parameter in the positional update equation, and uses minimal additive stochasticity, rather than the multiplicative stochasticity inherent in the standard PSO. After a mathematical analysis of the PSO-DRS algorithm, an adaptive framework is developed and rigorously tested, demonstrating the effects of the tunable particle- and swarm-level parameters. This adaptability shows practical benefit by broadening the range of problems which the PSO-DRS algorithm is wellsuited to optimize

Derivative-free hybrid methods in global optimization and their applications

In recent years large-scale global optimization (GO) problems have drawn considerable attention. These problems have many applications, in particular in data mining and biochemistry. Numerical methods for GO are often very time consuming and could not be applied for high-dimensional non-convex and / or non-smooth optimization problems. The thesis explores reasons why we need to develop and study new algorithms for solving large-scale GO problems .... The thesis presents several derivative-free hybrid methods for large scale GO problems. These methods do not guarantee the calculation of a global solution; however, results of numerical experiments presented in this thesis demonstrate that they, as a rule, calculate a solution which is a global one or close to it. Their applications to data mining problems and the protein folding problem are demonstrated.Doctor of Philosoph