Title: An improved multi-start-based method for global optimisation problems

Authors: Ioannis G. Tsoulos; Alexandros Tzallas

Addresses: Department of Informatics and Telecommunications, University of Ioannina, Greece ' Department of Informatics and Telecommunications, University of Ioannina, Greece

Abstract: There is a great need to discover the global optimum of multimodal functions that arises from many scientifical and practical problems. A common method that has been used for this kind of problems is the multi-start method. The proposed method extends the traditional method by adding two major features: the first one is a rejection mechanism to prevent the method from spending time in unnecessary function evaluations and the second is a stopping rule aimed to terminate the method when the global minimum has been located with some certainty. The proposed method has been evaluated on some global optimisation functions from the relevant literature and the induced results are compared against some other optimisation methods.

Keywords: global optimisation; stochastic methods; termination rules.

DOI: 10.1504/IJCISTUDIES.2022.126905

International Journal of Computational Intelligence Studies, 2022 Vol.11 No.2, pp.73 - 93

Received: 11 Aug 2021
Accepted: 18 Aug 2021
Published online: 11 Nov 2022 *

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