Abstract
One of the most important theoretical questions for evolutionary methods of global optimization is their convergence. The majority of evolutionary methods do not guarantee that the generated sequence of test points converges to a global extremum in any sense. The purpose of this paper is to construct and prove convergence of a new evolutionary global optimization algorithm. This algorithm is created on the base of the Survival of the Fittest algorithm using ideas of Differential Evolution. It is proved that the sequence of test points of this algorithm converges to the solution with probability one. The new method is compared with other evolutionary algorithms. It is shown that the method has higher efficiency for some classes of relevant multidimensional functions.
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Kuzenkov, O., Perov, D. (2022). Global Optimization Method Based on the Survival of the Fittest Algorithm. In: Balandin, D., Barkalov, K., Meyerov, I. (eds) Mathematical Modeling and Supercomputer Technologies. MMST 2022. Communications in Computer and Information Science, vol 1750. Springer, Cham. https://doi.org/10.1007/978-3-031-24145-1_16
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