Title :
A new global optimization algorithm using stochastic model and its application to electronic circuit design
Author :
Lu, Jinqin ; Adachi, Takehiko
Author_Institution :
Fac. of Eng., Yokohama Nat. Univ., Japan
Abstract :
A novel algorithm based on an internal model of an objective function for seeking a global optimum is presented. By minimizing this internal model function, constructed by a stationary Gaussian process, the minima of the objective function can be obtained after an extremely small number of objective function evaluations. The usefulness of this algorithm is demonstrated by several numerical examples and its application to circuit design. The computational overhead for the optimization procedure is low as the model function is based on a stationary Gaussian process
Keywords :
circuit CAD; optimisation; stochastic processes; CAD; electronic circuit design; global optimization algorithm; internal model; objective function; stationary Gaussian process; stochastic model; Algorithm design and analysis; Autocorrelation; Circuit optimization; Circuit synthesis; Covariance matrix; Design engineering; Electronic circuits; Gaussian processes; Petroleum; Stochastic processes;
Conference_Titel :
Circuits and Systems, 1989., IEEE International Symposium on
Conference_Location :
Portland, OR
DOI :
10.1109/ISCAS.1989.100775
