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SUMMARY:An Efficient Global Optimization Algorithm based on Multi-unit  Ex
 tremum Seeking. 
DTSTART:20100625T101500
DTSTAMP:20260501T092715Z
UID:356070f521708c9ff04be82ab8b3ddf0d80c1dae944304a0f2341e6e
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. B. Srinivasan\, Department of Chemical Engineering\, Eco
 le Polytechnique de Montréal\, Canada. \nFinding the global optimum of a 
 nonlinear function is a challenging task that could involve a large \nnumb
 er of functional evaluations. In this presentation\, an algorithm that use
 s tools from the domain \nof extremum-seeking is shown to provide an effic
 ient deterministic method for global optimization. \nExtremum-seeking sche
 mes typically find the local optimum by controlling the gradient to zero. 
 \nHere the multi-unit framework is used\, where the gradient is estimated 
 by finite difference for a \ngiven offset between the inputs. The gradient
  is pushed to zero by an integral controller. It is shown \nthat\, if the 
 offset is reduced to zero\, the system can be made to converge to the glob
 al optimum of \nnonlinear maps with constraints. Several illustrative exam
 ples are presented to show the capability of \nthis methodology. In the ex
 amples\, the proposed method is compared with other available methods \nof
  global optimization.
LOCATION:MEC2405
STATUS:CONFIRMED
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