A New Stochastic Algorithm for Engineering Optimization Problems

Thong Nguyen Huu (thong_nh2002yahoo.com)
Hao Tran Van (tranvhaogmail.com)

Abstract: This paper proposes a new stochastic algorithm, Search via Probability (SP) algorithm, for single-objective optimization problems. The SP algorithm uses probabilities to control the process of searching for optimal solutions. We calculate probabilities of the appearance of a better solution than the current one on each iteration, and on the performance of SP algorithm we create good conditions for its appearance. We test this approach by implementing the SP algorithm on some test engineering optimization problems, and we find very stable results.

Keywords: numerical optimization, probability, algorithm.

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Category 2: Stochastic Programming

Category 3: Robust Optimization

Citation: Hao Tran Van and Thong Nguyen Huu, A New Stochastic Algorithm for Engineering Optimization Problems, in Proceedings of The 7th International Conference on Optimization: Techniques and Applications (ICOTA7), Kobe International Conference Center, Japan, 2007.

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Entry Submitted: 08/23/2006
Entry Accepted: 08/23/2006
Entry Last Modified: 01/17/2012

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