An exchange algorithm for global optimization of a response function

Abstract

A line search technique is introduced for locating the global minimizer of a response surface which may contain several local minimizers. The main features of the method are that the starting point, direction of search and step-length are optimally chosen, and the sequence is shown to be certain to converge to the global minimizer. Other methods of finding the global minimizers such as Hesse (1973), Storey (1985), Onukogu (1997) are shown to have their individual limitations and these limitations do not apply to the new technique.

Keywords: optimization, response function, exchange algorithm, computation.


(Global Journal of Pure and Applied Sciences: 2002 9(1): 147-156)