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arXiv · 1306.2043

A Raindrop Algorithm for Searching The Global Optimal Solution in Non-linear Programming

Zhiqing Wei
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Abstract

In this paper, we apply the random walk model in designing a raindrop algorithm to find the global optimal solution of a non-linear programming problem. The raindrop algorithm does not require the information of the first or second order derivatives of the object function. Hence it is a direct method. We investigate the properties of raindrop algorithm. Besides, we apply the raindrop algorithm to solve a non-linear optimization problem, where the object function is highly irregular (neither convex nor concave). And the global optimal solution can be found with small number of iterations.

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Zhiqing Wei. 2013-06-09. A Raindrop Algorithm for Searching The Global Optimal Solution in Non-linear Programming. https://arxiv.org/abs/1306.2043

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