Multitrajectory dynamic tunneling algorithm for global optimization

AbstractMost of the actual optimization problems are large‐scale, nonlinear, and multipeaked (nonconvex). Furthermore, with the widespread use of high‐speed and large‐capacity computers as the background, it is felt necessary in recent years to derive a global solution for nonlinear and multipeaked optimization problems. It is one of the most important topics in optimization. This paper proposes a new dynamic tunneling algorithm with multitrajectories (Multitrajectory Dynamic Tunneling Algorithm) that is composed of two systems, an optimization system and a tunneling system. The numerical stability of the conventional dynamic tunneling algorithm is theoretically investigated and interaction between each trajectory of the tunneling system is introduced in order to improve search efficiency. The proposed algorithm is applied to 2‐variable and 10‐variable typical multipeaked nonlinear optimization problems. © 2005 Wiley Periodicals, Inc. Electr Eng Jpn, 154(1): 47–58, 2006; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/eej.20171