L\'evy flights as an underlying mechanism for global optimization algorithms
Abstract
In this paper we propose and advocate the use of the so called L\'evy flights as a driving mechanism for a class of stochastic optimization computations. This proposal, for some reasons overlooked until now, is - in author's opinion - very appropriate to satisfy the need for algorithm, which is capable of generating trial steps of very different length in the search space. The required balance between short and long steps can be easily and fully controlled. A simple example of approximated L\'evy distribution, implemented in FORTRAN 77, is given. We also discuss the physical grounds of presented methods.
Cite
@article{arxiv.math-ph/0106003,
title = {L\'evy flights as an underlying mechanism for global optimization algorithms},
author = {Marek Gutowski},
journal= {arXiv preprint arXiv:math-ph/0106003},
year = {2007}
}
Comments
8 pages, 3 figures, LaTeX 2.09, requires kaeog.sty style file (included). Presented on V Domestic Conference "Evolutionary Algorithms and Global Optimization", May 30th - June 1st, 2001, Jastrz\c{e}bia G\'ora (Poland)