Optimization of Multi-Modal Performance Criteria by Learning Automata
Journal
Proceedings of the American Control Conference
Journal Volume
1
Pages
167-171
Date Issued
1992
Author(s)
Hung, Z. K.
Kuo, Te-Son
Abstract
In this paper, we consider the multi-modal function optimization problem. An automata model with improved learning schemes is proposed to solve the global optimization problem. From the numerical simulation results, it shows that the automata approach is better than the well known gradient approach because the gradient approach is easy to be trapped into the local optimal states. Theoretically, we prove that the automaton converges to the global optimum with a probability arbitrarily close to 1. The simulation result also shows that our automata model converges faster than the existing models in the literatures.
Other Subjects
Automata theory; Learning systems; Mathematical models; Probability; Multi-modal performance; Optimal control systems
Type
conference paper