A Fast Computational Optimization Method: Univariate Dynamic Encoding Algorithm for Searches (uDEAS)

Jong-Wook KIM
Sang Woo KIM

Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E90-A    No.8    pp.1679-1689
Publication Date: 2007/08/01
Online ISSN: 1745-1337
DOI: 10.1093/ietfec/e90-a.8.1679
Print ISSN: 0916-8508
Type of Manuscript: PAPER
Category: Numerical Analysis and Optimization
Keyword: 
dynamic encoding algorithm for searches,  global optimization,  function optimization,  computational optimization,  

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Summary: 
This paper proposes a new computational optimization method modified from the dynamic encoding algorithm for searches (DEAS). Despite the successful optimization performance of DEAS for both benchmark functions and parameter identification, the problem of exponential computation time becomes serious as problem dimension increases. The proposed optimization method named univariate DEAS (uDEAS) is especially implemented to reduce the computation time using a univariate local search scheme. To verify the algorithmic feasibility for global optimization, several test functions are optimized as benchmark. Despite the simpler structure and shorter code length, function optimization performance show that uDEAS is capable of fast and reliable global search for even high dimensional problems.


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