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A Raindrop Algorithm for Searching The Global Optimal Solution in Non-linear Programming

In this paper, we apply the random walk model in designing a raindrop algorithm to find the global optimal solution of a non-linear programming problem. The raindrop algorithm does not require the information of the first or second order derivatives of the object function. Hence it is a direct method. We investigate the properties of raindrop algorithm. Besides, we apply the raindrop algorithm to solve a non-linear optimization problem, where the object function is highly irregular (neither convex nor concave). And the global optimal solution can be found with small number of iterations.

preprint2013arXivOpen access
Zhiqing Wei
Data Structures and Algorithms
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Open access1 author1 topic
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
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Zhiqing Wei

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