Genetically controlled random search: a global optimization method for continuous multidimensional functions

A new stochastic method for locating the global minimum of a multidimensional function inside a rectangular hyperbox is presented. A sampling technique is employed that makes use of the procedure known as grammatical evolution. The method can be considered as a "genetic" modification of the Controlled Random Search procedure due to Price. The user may code the objective function either in C++ or in Fortran 77. We offer a comparison of the new method with others of similar structure, by presenting results of computational experiments on a set of test functions. Program summary Title of program: GenPrice Catalogue identifier: ADWP Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADWP Program available from: CPC Program Library, Queen's University of Belfast, N. Ireland Computer for which the program is designed and others on which it has been tested: the tool is designed to be portable in all systems running the GNU C++ compiler Installation: University of Ioannina,...

• Type: Journal
• Year: 2006
• Where: CPHYSICS
• Authors: Ioannis G. Tsoulos, Isaac E. Lagaris
• Keywords: Controlled Random Search, CPHYSICS 2006, Program Summary, Program Summary Title