Search via Probability Algorithm for Single-Objective Optimization Problems

Thong Nguyen Huu (thong_nh2002yahoo.com)
Hao Tran Van (hao_tv2006yahoo.com)

Abstract: This paper proposes a new numerical optimization technique, 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 single-objective optimization problems, and we find very stable results.

Keywords: numerical optimization, probability

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Category 2: Stochastic Programming

Category 3: Robust Optimization

Citation: report number: 1. Tran Van Hao, Nguyen Huu Thong, Mathematics-Informatics department, University of Pedagogy, 280, An Duong Vuong, Ho Chi Minh city, Viet Nam. E-mail: thong_nh2002@yahoo.com. 08/22/2006.

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Entry Submitted: 08/23/2006
Entry Accepted: 08/23/2006
Entry Last Modified: 10/03/2007

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