Parallel and distributed Controlled Random Search algorithms; case study results

• Autorzy: Marks M. , Niewiadomska-Szynkiewicz E.
• Konferencja: Evolutionary Computation and Global Optimization 2006 / National Conference (9 ; 31.05-2.06.2006 ; Murzasichle, Poland)
• Języki publikacji: EN

Abstrakty

EN

CRS (Controlled Random Search) algorithms for global optimization are considered. The main objective is to present the advantages of developing the parallel and distributed random search algorithms to search for the global solution. A practical example, application of parallel CRS2, CRS4, CRS6, CRSI algorithms and distributed CRS2 algorithm to calculate the optimal prices of products that are sold in the market, are presented. In the final part of the paper the results of numerical experiments performed on the historical data are described and discussed.

Słowa kluczowe

EN

Controlled Random Search; CRS; random search; global optimization

PL

algorytm wyszukiwania; wyszukiwanie losowe; optymalizacja globalna

• Wydawca: Oficyna Wydawnicza Politechniki Warszawskiej
• Czasopismo: Prace Naukowe Politechniki Warszawskiej. Elektronika
• Rocznik: 2006
• Tom: z. 156
• Strony: 263--272
• Opis fizyczny: Bibliogr. 9 poz., tab., rys., wykr.

Twórcy

autor

Marks M.

autor

Niewiadomska-Szynkiewicz E.

• Warsaw University of Technology, Institute of Control and Computation Engineering, Warsaw, Poland,

Bibliografia

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• [2] M.M. Ali, A. Törn and S. Vittanen. A numerical comparison of some modified controlled random search algorithms. Journal of Global Optimization, 11:377-385, 1997.
• [3] C. Mohan and K. Shanker. A controlled random search technique for global optimization using quadratic approximation. Asia-Pacific Journal of Operational Research, 11:93-101, 1994.
• [4] J.A. Nelder and R. Mead. A simplex method for function minimization. Computer Journal, 7:308-313, 1965.
• [5] E. Niewiadomska-Szynkiewicz. Parallel global optimization for optimal flood control. Acta Geophysica Polonica, 47:93-109, 1999.
• [6] E. Niewiadomska-Szynkiewicz. Application of evolutionary strategy to price management problem. In Proceedings of VIII Conference on Evolution Algorithms and Global Optimization, KAEiOG, 2005.
• [7] W.L. Price. Global optimization by controlled random search. Journal of Optimization Theory and Applications, 40:333-348, 1983.
• [8] H. Simon. Price management. North-Holland, 1989.
• [9] A. Törn and A. Žilinskas. Global optimization. Springer-Verlag, 1989.