Title :
Optimization of functions with many minima
Author :
Bilbro, Griff L. ; Snyder, Wesley E.
Author_Institution :
Bowman Gray Sch. of Med., MRI Radiol., Winston-Salem, NC, USA
Abstract :
A numerical method for finding the global minimum of nonconvex functions is presented. The method is based on the principles of simulated annealing, but handles continuously valued variables in a natural way. The method is completely general, and optimizes functions of up to 30 variables. Several examples are presented. A general-purpose program, INTEROPT, is described, which finds the minimum of arbitrary functions, with user-friendly, quasi-natural-language input
Keywords :
mathematics computing; numerical methods; simulated annealing; INTEROPT; continuously valued variables; functions optimisation; global minimum; minima; nonconvex functions; numerical method; quasi-natural-language input; simulated annealing; Computational modeling; Context modeling; Data structures; Energy states; Minimization methods; Optimization methods; Simulated annealing; Temperature;
Journal_Title :
Systems, Man and Cybernetics, IEEE Transactions on
