Application of the Auxiliary Function Method to the Search for the Global Minimum of Functions of Many Variables

2024

Full text Open access: Hybrid Metadata (CSL-JSON)
DOI 10.18280/mmep.110523
Data confidence 70 medium
How this score is calculated

It is built from checkable properties of the record itself: whether the article has a DOI, how many independent sources confirmed its data, whether the required fields are filled in, and how recent the latest confirmation is. Disagreement between sources and a missing identifier lower it. A value of 80 or above means the record was published without further checking; 60 to 79 means it is published at reduced confidence, with a manual check advisable. A record verified by an editor by hand is never pushed below 90 by a recalculation. This scores our data about the article, not the article itself.

Abstract

In early works, we presented a new economical and effective method for finding the global optimum of a function of many variables, which was conditionally called the auxiliary function method.The essence of the method is that a multi-extremal and multivariable objective function is transformed into a convex function (, ) of one variable, which is the Lebesgue integral over a compact where the objective function is considered:, ∈ .The function (, ) was called the auxiliary function.In early works, the properties of the auxiliary function and the algorithm of the new method were studied, the convergence of the method was proven, and computational experiments were carried out with multiextremal functions in three-dimensional space.Based on these results and in order to demonstrate the advantages of using the auxiliary function method, this paper considers the problem of finding global minima of objective functions in a fourdimensional space constructed on the basis of hyperbolic and exponential potentials and conducts a comparative analysis of the results obtained.In this work, as a result of completed computational experiments on test functions in three-dimensional and fourdimensional space, where auxiliary functions with different values of the degree were expanded, important conclusions were obtained and proven.As a result, the change in the auxiliary function depending on its degree m is clearly shown.This result provides even more opportunities to improve the efficiency of the constructed method.Next, you can set up first-and second-order methods to find the "oldest " zero auxiliary function.