Title :
An Adaptive Search Optimization Algorithm
Author :
Burhardt, Krzysztof K.
Author_Institution :
3M Company
Abstract :
A very fast nongradient procedure for function optimization is described. The procedure is based on the ideas of Rosenbrock [1] and Swann [2]. These were modified and refined to obtain an algorithm which provides an optimum with a very small number of function evaluations. This algorithm, compared with recently reported algorithms by Lawrence and Steglitz (L-S) [3], and Beltrami and Indusi (B-I) [4], appears to be very robust and reliable. Constrained optimization problems can be handled and a special method for handling optimization with linear constraints is presented.
Keywords :
Adaptive algorithms, mathematical programming, optimization.; Constraint optimization; Digital simulation; Mathematical programming; Optimization methods; Robustness; Search methods; Adaptive algorithms, mathematical programming, optimization.;
Journal_Title :
Computers, IEEE Transactions on
DOI :
10.1109/T-C.1974.224052