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Nguyen Huu Thong (thong_nh2002yahoo.com) Abstract: In this paper we introduce a new numerical optimization technique, a ProbabilisticDriven Search Algorithm. This algorithm has the following characteristics: 1) In each iteration of loop, the algorithm just changes the value of k variables to find a new solution better than the current one; 2) In each variable of the solution of the problem, the algorithm finds the value of each digit from left digit to right digit; 3) The algorithm uses probability to control the implementation of the algorithm to perform two tasks mentioned above in a very special connection. We build two applications of ProbabilisticDriven Search algorithm, PDS algorithm 1 for solving singleobjective optimization problems and PDS algorithm 2 for solving multiobjective optimization problems. We test this approach by implementing the algorithms on some benchmark optimization problems and we find very good and stable results. Keywords: Optimization, Probability, Algorithm. Category 1: Nonlinear Optimization Category 2: Global Optimization Category 3: Robust Optimization Citation: 25 pages. Department of mathematicsinformation, HCMC University of Pedagogy 280, An Duong Vuong, Ho Chi Minh city, Viet Nam. 8/2012. Download: [PDF] Entry Submitted: 08/16/2012 Modify/Update this entry  
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