Title :
Global Optimization by Searching Multiple Equilibrium Points of Gradient Dynamical System
Author :
Masuda, Kazuaki ; Kurihara, Kenzo
Author_Institution :
Dept. of Inf. Syst. Creation, Kanagawa Univ., Yokohama
Abstract :
This paper proposes a global optimization method based on searching for multiple equilibrium points of gradient-based dynamical systems. We are motivated to construct the method with significant mathematical properties of gradient systems from the viewpoint of optimization and nonlinear science. As the essence of this study, we propose a computational procedure for finding equilibrium points of nonlinear dynamical system with ascending or descending trajectories. The computation requires to generate trajectories from known equilibrium points to various directions. In this paper, we further discuss the simplification of the procedure to reduce calculation by using a certain set of vectors. We also show the effectiveness of our method through numerical simulations
Keywords :
gradient methods; nonlinear dynamical systems; optimisation; search problems; vectors; global optimization method; gradient-based dynamical system; multiple equilibrium point; nonlinear dynamical system; search problem; vector; Computational modeling; Computer performance; Constraint optimization; Convergence; Electronic mail; Information systems; Mathematical model; Nonlinear dynamical systems; Numerical simulation; Optimization methods; Equilibrium Points; Global Optimization; Gradient System; Nonlinear Optimization;
Conference_Titel :
SICE-ICASE, 2006. International Joint Conference
Conference_Location :
Busan
Print_ISBN :
89-950038-4-7
Electronic_ISBN :
89-950038-5-5
DOI :
10.1109/SICE.2006.315628