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Article #82

Choice of optimization methods

#82
From: JULIO RODRIGUEZ BANGA
Date: Tue, 21 Jul 1992 21:07
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 Hi there.

  There is a huge amount of literature reporting the solution of optimization
problems using genetic algorithms and direct search optimization methods (like
the Complex from Box) that are more or less 'stochastic'.
 
 I'm myself a user of this type of methods because they are usually easy to
work with and, more important, they usually work well, if you don't mind CPU
 time very much. 

 However, these methods are usually regarded as 'politically incorrect', and
considered as 'inferior' when compared with, for example, SQP (sequential
quadratic programming) and gradient methods. For those interested, see the
comments of Dr. Sargent in the book 'Foundations of computer-aided process
design', edited by Sirola, Grossman and Stephanopoulos, CAChE-Elsevier, 1990.

 Though my work deals with optimization, I'm not an expert in the field, so I'd
like to receive opinions about the pros and cons of GA and direct search
methods when compared with 'politically correct' algorithms. Particularly, 
if those methods are 'incorrect', why are they so widely used?.

    Thanks in advance,

                               Julio.

==========================================================================
  Julio R. Banga                   ! Internet: <jrbanga@poppy.ucdavis.edu>
  University of California, Davis  ! Phone   :  916 752 8144
==========================================================================
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From: JRBANGA@poppy.ucdavis.edu (JULIO RODRIGUEZ BANGA)
Newsgroups: sci.math.num-analysis
Subject: Choice of optimization methods
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Date: 21 Jul 92 21:07:32 GMT
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