mwang@watmath.UUCP (mwang) (07/26/85)
DEPARTMENT OF COMPUTER SCIENCE UNIVERSITY OF WATERLOO SEMINAR ACTIVITIES SCIENTIFIC COMPUTATION SEMINAR - Wednesday, July 31, 1985. Prof. J. Snyman of the University of Pretoria, S. Africa, will speak on ``A Multistart Global Minimiza- tion Algorithm with Dynamic Search Trajectories.'' TIME: 3:30 PM ROOM: MC 5158 ABSTRACT A new multistart algorithm for global unconstrained minimization is presented in which the search trajec- tories are derived from the equation of motion of a particle in a conservative force field where the func- tion to be minimized represents the potential energy. The trajectories are modified to increase the probabil- ity of convergence to a comparatively low local minimum, thus increasing the region of convergence of the global minimum. Then a Bayesian argument is adopted by which, under mild assumptions, the confi- dence level that the global minimum has been attained may be computed. When applied to standard and other test functions the algorithm never failed to yield the global minimum. July 26, 1985