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控制理论与应用 2002
Adaptive Quasi-Monte Carlo Method for Multiple-Extrema Optimization
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Abstract:
Quasi-Monte Carlo random search is useful in nondifferentiable optimization. By borrowing the ideas of population from genetic algorithms, we introduce an adaptive random search in quasi-Monte Carlo method(AQMC) for global optimization. The adaptive search technique enables local search to head for local extrema quickly. The low discrepancy of quasi-random sequence ensures that the function field be searched evenly and various local extrema including global extremum be found.