|On the Global Convergence of Univariate Dynamic Encoding Algorithm for Searches (uDEAS)
Jong-Wook Kim, Taegyu Kim, Joon-Young Choi, and Sang Woo Kim
International Journal of Control, Automation, and Systems, vol. 6, no. 4, pp.571-582, 2008
Abstract : This paper analyzes global convergence of the univariate dynamic encoding algorithm for searches (uDEAS) and provides an application result to function optimization. uDEAS is a more advanced optimization method than its predecessor in terms of the number of neighborhood points. This improvement should be validated through mathematical analysis for further research and application. Since uDEAS can be categorized into the generating set search method also established recently, the global convergence property of uDEAS is proved in the context of the direct search method. To show the strong performance of uDEAS, the global minima of four 30 dimensional benchmark functions are attempted to be located by uDEAS and the other direct search methods. The proof of global convergence and the successful optimization result guarantee that uDEAS is a reliable and effective global optimization method.
Keyword : Direct search method, function optimization, generating set search, global convergence, univariate dynamic encoding algorithm for searches (uDEAS).