TRUST: A deterministic algorithm for global optimization

Journal Article · Fri May 16 00:00:00 EDT 1997 · Science

DOI:https://doi.org/10.1126/science.276.5315.1094· OSTI ID:539114

Barhen, J; Protopopescu, V; Reister, D ^[1]

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1. Oak Ridge National Lab., TN (United States)

An approach to solving continuous global optimization problems was developed. It builds on two innovative concepts, subenergy tunneling and non-Lipschitzian terminal repellers, to ensure escape from local minima in a fast, reliable, and computationally efficient manner. The generally applicable methodology is embodied in the TRUST (terminal repeller unconstrained subenergy tunneling) algorithm, which is deterministic, scalable, and easy to implement. Benchmark results show that TRUST is faster and more accurate than previously reported global optimization techniques. An application of TRUST to a large-scale exploratory seismology problem of substantial computational complexity (that is, residual statics corrections) is also reported. 28 refs., 2 figs., 2 tabs.

• OSTI ID: 539114
• Journal Information: Science, Vol. 276, Issue 5315; Other Information: PBD: 16 May 1997
• Country of Publication: United States
• Language: English

Related Subjects

99 MATHEMATICS
COMPUTERS
INFORMATION SCIENCE
MANAGEMENT
LAW
MISCELLANEOUS
ALGORITHMS
OPTIMIZATION
EVALUATION
DECISION MAKING