A Raindrop Algorithm for Searching The Global Optimal Solution in Non-linear Programming
Data Structures and Algorithms
2013-06-11 v1
Abstract
In this paper, we apply the random walk model in designing a raindrop algorithm to find the global optimal solution of a non-linear programming problem. The raindrop algorithm does not require the information of the first or second order derivatives of the object function. Hence it is a direct method. We investigate the properties of raindrop algorithm. Besides, we apply the raindrop algorithm to solve a non-linear optimization problem, where the object function is highly irregular (neither convex nor concave). And the global optimal solution can be found with small number of iterations.
Cite
@article{arxiv.1306.2043,
title = {A Raindrop Algorithm for Searching The Global Optimal Solution in Non-linear Programming},
author = {Zhiqing Wei},
journal= {arXiv preprint arXiv:1306.2043},
year = {2013}
}
Comments
4 pages, 4 figures