Parallel and distributed Controlled Random Search algorithms; case study results

作者: E. Niewiadomska-Szynkiewicz , M. Marks

DOI:

关键词:

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

参考文章(6)
E. Niewiadomska-Szynkiewicz, Parallel global optimization for optimal flood control Acta Geophysica Polonica. ,vol. 47, pp. 93- 109 ,(1999)
W. L. Price, Global optimization by controlled random search Journal of Optimization Theory and Applications. ,vol. 40, pp. 333- 348 ,(1983) , 10.1007/BF00933504
M. M. Ali, A. Törn, S. Viitanen, A Numerical Comparison of Some Modified Controlled Random Search Algorithms Journal of Global Optimization. ,vol. 11, pp. 377- 385 ,(1997) , 10.1023/A:1008236920512
M. M. Ali, C. Storey, Modified controlled random search algorithms International Journal of Computer Mathematics. ,vol. 53, pp. 229- 235 ,(1994) , 10.1080/00207169408804329
J. A. Nelder, R. Mead, A Simplex Method for Function Minimization The Computer Journal. ,vol. 7, pp. 308- 313 ,(1965) , 10.1093/COMJNL/7.4.308
Aimo Torn, Antanas Zilinskas, Global optimization ,(1989)