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A Stochastic Algorithm for Engineering Optimization Problems

Thong Nguyen Huu (thong_nh2002***at***yahoo.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: stochastic, random, optimization, algorithm

Category 1: Stochastic Programming

Category 2: Global Optimization

Category 3: Nonlinear Optimization

Citation:: Mathematics-Informatics department, University of Pedagogy 280, An Duong Vuong, Ho Chi Minh city, Viet Nam

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Entry Submitted: 02/04/2007
Entry Accepted: 02/04/2007
Entry Last Modified: 06/15/2012

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