REDUCING DIMENSION IN GLOBAL OPTIMIZATION

Abstract

In this paper, we propose a very interesting idea in global optimization making it easer and a low-cost task. The main idea is to reduce the dimension of the optimization problem in hand to a mono-dimensional one using variables coding. At this level, the algorithm will look for the global optimum of a mono-dimensional cost function. The new algorithm has the ability to avoid local optima, reduces the number of evaluations, and improves the speed of the algorithm convergence. This method is suitable for functions that have many extremes. Our algorithm can determine a narrow space around the global optimum in very restricted time based on a stochastic tests and an adaptive partition of the search space. Illustrative examples are presented to show the efficiency of the proposed idea. It was found that the algorithm was able to locate the global optimum even though the objective function has a large number of optima.