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

Abstract
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 presen...

Title of program: GenPrice
Catalogue Id: ADWP_v1_0

Nature of problem
A multitude of problems in science and engineering are often reduced to minimizing a function of many variables. There are instances that a local optimum does not correspond to the desired physical solution and hence the search for a better solution is required. Local optimization techniques are frequently trapped in local minima. Global optimization is hence the appropriate tool. For example, solving a non - linear system of equations via optimization, one may encounter many local minima that d ...

Versions of this program held in the CPC repository in Mendeley Data
ADWP_v1_0; GenPrice; 10.1016/j.cpc.2005.09.007

This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)

摘要
本文提出了一种用于在矩形超盒（rectangular hyperbox）内求解多维函数全局最小值的新型随机方法。该方法采用了依托语法进化（Grammatical Evolution）流程的采样技术，可视为对Price提出的受控随机搜索（Controlled Random Search）流程的“遗传式”改进。用户可使用C++或Fortran 77编写目标函数。本文将对该新型方法与其他同类结构的方法进行对比分析，通过……（原文未完结）

程序名称：GenPrice
目录编号：ADWP_v1_0

问题本质
科学与工程领域的诸多问题常被转化为多变量函数的极小值求解问题。在部分场景中，局部最优解并不符合预期的物理解，因此需要探寻更优解。局部优化方法往往会陷入局部极小值的陷阱，此时全局优化便是合适的求解工具。例如，通过优化方法求解非线性方程组时，常会遇到诸多局部极小值……（原文未完结）

门德列数据（Mendeley Data）中的CPC知识库收录的本程序版本：ADWP_v1_0；GenPrice；10.1016/j.cpc.2005.09.007

本程序源自贝尔法斯特女王大学馆藏的CPC程序库（1969-2019年）