New Stochastic algorithm for design optimization

A new stochastic algorithm for design optimization is introduced. Called generalized extremal optimization (GEO), it is intended to be used in complex optimization problems where traditional gradient-based methods may become inefficient, such as when applied to a nonconvex or disjoint design space, or when there are different kinds of design variables in it. The algorithm is easy to implement, does not make use of derivatives, and can be applied to unconstrained or constrained problems, and nonconvex or disjoint design spaces, in the presence of any combination of continuous, discrete, or integer variables. It is a global search metaheuristic, as are genetic algorithms (GAs) and simulated annealing (SA), but with the a priori advantage of having only one free parameter to adjust. The algorithm is presented in two implementations and its performance is assessed on a set of test functions. A simple application to the design of a glider airfoil is also presented. It is shown that the GEO algorithm is competitive in performance with the GA and SA and is an attractive tool to be used on applications in the aerospace field.