TRUST: A deterministic algorithm for global optimization

被引:149
作者
Barhen, J
Protopopescu, V
Reister, D
机构
[1] Ctr. for Eng. Syst. Adv. Research, Oak Ridge National Laboratory, Oak Ridge
关键词
APPROXIMATION; STATICS;
D O I
10.1126/science.276.5315.1094
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
An approach to solving continuous global optimization problems was developed. It builds on two innovative concepts, subenergy tunneling and non-Lipschitzian terminal repellers, to ensure escape from local minima in a fast, reliable, and computationally efficient manner. The generally applicable methodology is embodied in the TRUST (terminal repeller unconstrained subenergy tunneling) algorithm, which is deterministic, scalable, and easy to implement. Benchmark results show that TRUST is faster and more accurate than previously reported global optimization techniques. An application of TRUST to a large-scale exploratory seismology problem of substantial computational complexity (that is, residual statics corrections) is also reported.
引用
收藏
页码:1094 / 1097
页数:4
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