p-Stochastic Global Optimization Algorithm | ||
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Get_Functions_details.m 18-10-24 21:10:03 | Download | |
p_SGOA_Code_Benchmark_23_Functions.m 18-10-24 21:10:03 | Download |
We introduces a novel algorithm based on the random search technique, namely the p-Stochastic Global Optimization Algorithm (p-SGOA). After each iteration, the search space is gradually narrowed exponentially around the global optimal point, leading to a faster convergence speed. p-SGOA also randomly selects samples p times to find the optimal global solution.
Ngoc Tien Dao
Thuy Van Tran Thi
Thanh Cuong-Le