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An Effective and Efficient Two Stage Algorithm for Global Optimization

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Advances in Machine Learning and Cybernetics

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 3930))

Abstract

A two stage algorithm, consisting of gradient technique and particle swarm optimization (PSO) method for global optimization is proposed. The gradient method is used to find a local minimum of objective function efficiently, and PSO with potential parallel search is employed to help the minimization sequence to escape from the previously converged local minima to a better point which is then given to the gradient method as a starting point to start a new local search. The above search procedure is applied repeatedly until a global minimum of the objective function is found. In addition, a repulsion technique and partially initializing population method are also incorporated in the new algorithm to increase its global search ability. Global convergence is proven, and tests on benchmark problems show that the proposed method is more effective and reliable than the existing optimization methods.

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Author information

Authors and Affiliations

  1. Institute of Information and System Science, School of Science, Xi’an Jiaotong University, Xi’an, 710049, China

    Yong-Jun Wang & Jiang-She Zhang

  2. Faculty of Mathematics and Computer Science, Hebei University, Baoding, 071002, China

    Yu-Fen Zhang

Authors
  1. Yong-Jun Wang
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  2. Jiang-She Zhang
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  3. Yu-Fen Zhang
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Editor information

Editors and Affiliations

  1. Department of Computing, Hong Kong Polytechnic University, P.O. Box, Hong Kong, China

    Daniel S. Yeung

  2. School of Creative Media, City University of Hong Kong,, China

    Zhi-Qiang Liu

  3. Department of Mathematics and Computer Science, Hebei University, 071002, Baoding, Hebei, P.R. China

    Xi-Zhao Wang

  4. School of Electrical and Information Engineering, University of Sydney, 2006, NSW, Australia

    Hong Yan

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© 2006 Springer-Verlag Berlin Heidelberg

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Wang, YJ., Zhang, JS., Zhang, YF. (2006). An Effective and Efficient Two Stage Algorithm for Global Optimization. In: Yeung, D.S., Liu, ZQ., Wang, XZ., Yan, H. (eds) Advances in Machine Learning and Cybernetics. Lecture Notes in Computer Science(), vol 3930. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11739685_51

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  • DOI: https://doi.org/10.1007/11739685_51

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-33584-9

  • Online ISBN: 978-3-540-33585-6

  • eBook Packages: Computer ScienceComputer Science (R0)

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