Reliability of optimization procedures for obtaining global optimum



The importance of the starting point, the size of initial search region, and the search region reduction rate is examined with respect to the reliability of different direct search optimization procedures in being able to furnish the global optimum for nonunimodal systems. Although, in general, the reliability of an optimization procedure is problem dependent, it is nevertheless clear that reliability cannot be increased simply by selecting larger search regions or by reducing the rate of contraction of the search region. A more efficient means of increasing reliability is to embody a pseudo one-dimensional search in the optimization procedure to enable the search to leave a local optimum and proceed to a better optimum.