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Article #85Re: Choice of optimization methods
From: Murray Frank
Date: Wed, 22 Jul 1992 00:29
Date: Wed, 22 Jul 1992 00:29
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In article <15381@ucdavis.ucdavis.edu> JRBANGA@poppy.ucdavis.edu (JULIO RODRIGUEZ BANGA) writes: > > 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?. What is "widely used" seems to depend on the field of study. In the literature that I am familiar with (economics) the Genetic Algorithm is not widely used. When used, it seems mainly to be used in order to find a starting value for a more conventional algorithm. Or, from the reverse perspective, the conventional algorithms (gradient based) are being used to locally improve the result of the GA.
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Newsgroups: sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!wupost!gumby!destroyer!ubc-cs!unixg.ubc.ca!frank From: frank@unixg.ubc.ca (Murray Frank) Subject: Re: Choice of optimization methods Message-ID: <1992Jul22.002923.12013@unixg.ubc.ca> Sender: news@unixg.ubc.ca (Usenet News Maintenance) Nntp-Posting-Host: unixg.ubc.ca Organization: University of British Columbia, Vancouver, B.C., Canada References: <15381@ucdavis.ucdavis.edu> Date: Wed, 22 Jul 1992 00:29:23 GMT Lines: 29