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