Seminar: Experimenting with the Feedback Search Algorithm for Global Optimization of a Non-Convex Fu

Demarey Baker
M.Sc. Candidate
Supervisor: Dr. George Miminis

Experimenting with the Feedback Search Algorithm for Global Optimization of a Non-Convex Function

Department of Computer Science
Tuesday, August 6, 2018, 11:00 a.m., Room EN 2022


Abstract

The Feedback Search Algorithm (FSA) is a novel algorithm developed by Miminis (2019), which
computes the global minimum of a general real-valued, non-convex function having one or two
variables by doing a strategic search in the feasible region.

In this paper, we examine the efficiency and usefulness of the FSA by applying a MATLAB implementation of it to several functions from the Virtual Library of Simulation Experiments, the literature and other works. It is shown that the FSA performs well on its own as well as when it is a paired with other optimization algorithms in a hybrid method.

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