DocumentCode
3526298
Title
A particle system for global optimization
Author
Chi Zhang
Author_Institution
Coordinated Sci. Lab., Univ. of Illinois at Urbana-Champaign (UIUC), Urbana, IL, USA
fYear
2013
fDate
10-13 Dec. 2013
Firstpage
1714
Lastpage
1719
Abstract
A particle algorithm for global optimization is presented, based on concepts from optimal transport. The particle flow is constructed by considering a time-stepping variational problem, and the resulting flow is interpreted as a gradient flow with respect to a certain (pseudo-) metric. The construction requires to solve an Euler-Lagrange boundary value problem at each time step, and a Galerkin procedure is described to approximate its solution. The algorithm is illustrated by a numerical example.
Keywords
Galerkin method; boundary-value problems; optimisation; Euler-Lagrange boundary value problem; Galerkin procedure; global optimization; gradient flow; optimal transport; particle algorithm; particle flow; time-stepping variational problem; Approximation algorithms; Approximation methods; Convergence; Equations; Method of moments; Optimization; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location
Firenze
ISSN
0743-1546
Print_ISBN
978-1-4673-5714-2
Type
conf
DOI
10.1109/CDC.2013.6760129
Filename
6760129
Link To Document