TY - JOUR
T1 - Evaluations of an algorithm for large multivariate optimization
AU - Tenne, Yoel
N1 - Publisher Copyright:
© Journal of Physics: Conference Series 2021.
PY - 2021/11/9
Y1 - 2021/11/9
N2 - Many simulation-driven engineering and scientific problems require finding an optimum of a function with many variables. Such settings pose a challenge for standard algorithms due to the large search space which in turn can lead to poor final results. Therefore this paper proposes a new simplified approach in which the dimension of the problem is dynamically reduced during the search to formulate a problem of lower size (dimension) which is easier to solve. A main novelty of the algorithm is its simplicity. Numerical experiments show the potential of this approach.
AB - Many simulation-driven engineering and scientific problems require finding an optimum of a function with many variables. Such settings pose a challenge for standard algorithms due to the large search space which in turn can lead to poor final results. Therefore this paper proposes a new simplified approach in which the dimension of the problem is dynamically reduced during the search to formulate a problem of lower size (dimension) which is easier to solve. A main novelty of the algorithm is its simplicity. Numerical experiments show the potential of this approach.
UR - http://www.scopus.com/inward/record.url?scp=85120472515&partnerID=8YFLogxK
U2 - 10.1088/1742-6596/2068/1/012026
DO - 10.1088/1742-6596/2068/1/012026
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AN - SCOPUS:85120472515
SN - 1742-6588
VL - 2068
JO - Journal of Physics: Conference Series
JF - Journal of Physics: Conference Series
IS - 1
M1 - 012026
T2 - 2021 4th International Conference on Applied Mathematics, Modeling and Simulation, AMMS 2021
Y2 - 17 September 2021 through 18 September 2021
ER -