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Diffusion equation method of global minimization: Performance for standard test functions

Abstract

Recently, we have proposed a method of global minimization that is based on solving the diffusion equation with the objective function as a boundary condition. In the present paper, the performance of the method is examined when applied to the standard test functions of the Goldstein-Price, Hartman, Shekel, and Griewank families. It turns out that the method succeeds in all these cases. A comparison of the effectiveness of our method and other methods is also reported.

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Additional information

This work was partly supported by the Polish Academy of Sciences within Projects CPBP 01.12 and CPBP 01.15.

Communicated by L. C. W. Dixon

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Kostrowicki, J., Piela, L. Diffusion equation method of global minimization: Performance for standard test functions. J Optim Theory Appl 69, 269–284 (1991). https://doi.org/10.1007/BF00940643

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Key Words

  • Global optimization
  • global minimum
  • diffusion
  • multiple minima