Shuffled complex evolution approach for effective and efficient global minimization

Q. Y. Duan, Hoshin Vijai Gupta, S. Sorooshian

Research output: Contribution to journalArticle

938 Citations (Scopus)

Abstract

The degree of difficulty in solving a global optimization problem is in general dependent on the dimensionality of the problem and certain characteristics of the objective function. This paper discusses five of these characteristics and presents a strategy for function optimization called the shuffled complex evolution (SCE) method, which promises to be robust, effective, and efficient for a broad class of problems. The SCE method is based on a synthesis of four concepts that have proved successful for global optimization: (a) combination of probabilistic and deterministic approaches; (b) clustering; (c) systematic evolution of a complex of points spanning the space, in the direction of global improvement; and (d) competitive evolution. Two algorithms based on the SCE method are presented. These algorithms are tested by running 100 randomly initiated trials on eight test problems of differing difficulty. The performance of the two algorithms is compared to that of the controlled random search CRS2 method presented by Price (1983, 1987) and to a multistart algorithm based on the simplex method presented by Nelder and Mead (1965).

Original languageEnglish (US)
Pages (from-to)501-521
Number of pages21
JournalJournal of Optimization Theory and Applications
Volume76
Issue number3
DOIs
StatePublished - Mar 1993

Fingerprint

Global Minimization
Global optimization
Global Optimization
Multistart
Random Search
Simplex Method
Function Optimization
Search Methods
Test Problems
Dimensionality
Objective function
Clustering
Synthesis
Optimization Problem
Dependent

Keywords

  • competitive evolution
  • complex of points
  • effectiveness
  • efficiency
  • global search
  • Numerical optimization
  • random search

ASJC Scopus subject areas

  • Control and Optimization
  • Applied Mathematics
  • Management Science and Operations Research

Cite this

Shuffled complex evolution approach for effective and efficient global minimization. / Duan, Q. Y.; Gupta, Hoshin Vijai; Sorooshian, S.

In: Journal of Optimization Theory and Applications, Vol. 76, No. 3, 03.1993, p. 501-521.

Research output: Contribution to journalArticle

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