Abstract
This paper describes two new versions of the controlled random search procedure for global optimization (CRS). Designed primarily to suit the user of a CAD workstation, these algorithms can also be used effectively in other contexts. The first, known as CRS3, speeds the final convergence of the optimization by combining a local optimization algorithm with the global search procedure. The second, called CCRS, is a concurrent version of CRS3. This algorithm is intended to drive an optimizing accelerator, based on a concurrent processing architecture, which can be attached to a workstation to achieve a significant increase in speed. The results are given of comparative trials which involve both unconstrained and constrained optimization.
Article PDF
Similar content being viewed by others
Avoid common mistakes on your manuscript.
References
Price, W. L.,A Controlled Random Search Procedure for Global Optimization, Toward Global Optimization 2, Edited by L. C. W. Dixon and G. P. Szego, North-Holland Publishing Company, Amsterdam, Holland, pp. 71–84, 1978.
Price, W. L.,Global Optimization by Controlled Random Search, Journal of Optimization Theory and Applications, Vol. 40, pp. 333–348, 1983.
Ducksbury, P. G.,The Implementation of a Parallel Version of Price's (CRS) Algorithm on an ICL-DAP, Hatfield Polytechnic, Technical Report No. 127, 1982.
Dixon, L. C. W., Patel, K. D., andDucksbury, P. G.,Experience Running Optimization Algorithms on Parallel Processing Systems, Hatfield Polytechnic, Technical Report No. 138, 1983.
Nelder, J. A., andMead, R.,A Simplex Method for Function Minimization, Computer Journal, Vol. 7, pp. 308–313, 1965.
Ballard, D. H., Jelinek, C. A., andSchinzinger, R.,An Algorithm for the Solution of Constrained Generalized Polynomial Programming Problems, Computer Journal, Vol. 17, pp. 261–266, 1974.
Author information
Authors and Affiliations
Additional information
Communicated by L. C. W. Dixon
This work was funded by the Science and Engineering Research Council.
Rights and permissions
About this article
Cite this article
Price, W.L. Global optimization algorithms for a CAD workstation. J Optim Theory Appl 55, 133–146 (1987). https://doi.org/10.1007/BF00939049
Issue Date:
DOI: https://doi.org/10.1007/BF00939049