A computational experiment based on a nonlocal search algorithm using potential theory
Сергей Николаевич Медведев, Olga Medvedeva · Journal of Physics Conference Series · 2020
Abstract We consider a general method to derive an optimization algorithms based on potential theory. This theoretical approach is based on the randomization of an objective function and the computation of directional derivatives of the randomized functional. Using the gradient of the potential field we consider algorithm in terms of the means of the underlying movements in the space of random vectors. Effectively, this process combines the exploration power of random-search algorithms with the exploitation power of direct-search algorithms. At the end we offer the results of a computational expert.