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Evolution and Optimum Seeking

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218 Comparison of Direct Search Strategies for Parameter Optimization<br />

by the storage capacity, taking the values 3, 10, 30, 100, 300, <strong>and</strong> 1000. Of course, if a<br />

problem with, for example, 30 variables could not be solved by a strategy, or if no result<br />

was forthcoming at the end of the maximum computation time of 8 hours, the number of<br />

variables was not increased any further.<br />

As in the rst test, the initial conditions were speci ed by<br />

x (0)<br />

i<br />

Two exceptions are Problem 3.3 with<br />

= x i + (;1)i<br />

p n i = 1(1)n<br />

x (0)<br />

i = x i + (;1)i<br />

10 p n<br />

to ensure that the search always converged to the desired minimum <strong>and</strong> not to one of the<br />

many others of equal value <strong>and</strong> Problem 3.10 with<br />

x (0)<br />

i = x i + 1<br />

p n<br />

to start the search within the feasible region. Problems 3.8 <strong>and</strong> 3.9, whose minima are at<br />

in nity, required special treatment of the starting point <strong>and</strong> termination conditions (see<br />

Appendix A, Sect. A.3).<br />

The results are presented in Table 6.10. For comparison, some of the results of the<br />

rst test (Problem 1.1) are also displayed. The numbers enable one to assess critically<br />

on the one h<strong>and</strong> the reliability of a strategy <strong>and</strong> on the other the computation times it<br />

requires.

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