GenMin: An enhanced genetic algorithm for global optimization

A new method that employs grammatical evolution and a stopping rule for finding the global minimum of a continuous multidimensional, multimodal function is considered. The genetic algorithm used is a hybrid genetic algorithm in conjunction with a local search procedure. We list results from numerical experiments with a series of test functions and we compare with other established global optimization methods. The accompanying software accepts objective functions coded either in Fortran 77 or in C++.

Program summary

Program title: GenMinCatalogue identifier: AEAR_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEAR_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 35 810No. of bytes in distributed program, including test data, etc.: 436 613Distribution format: tar.gzProgramming language: GNU-C++, GNU-C, GNU Fortran 77Computer: The tool is designed to be portable in all systems running the GNU C++ compilerOperating system: The tool is designed to be portable in all systems running the GNU C++ compilerRAM: 200 KBWord size: 32 bitsClassification: 4.9Nature of problem: A multitude of problems in science and engineering are often reduced to minimizing a function of many variables. There are instances that a local optimum does not correspond to the desired physical solution and hence the search for a better solution is required. Local optimization techniques are frequently trapped in local minima. Global optimization is hence the appropriate tool. For example, solving a nonlinear system of equations via optimization, employing a least squares type of objective, one may encounter many local minima that do not correspond to solutions (i.e. they are far from zero).Solution method: Grammatical evolution and a stopping rule.Running time: Depending on the objective function. The test example given takes only a few seconds to run.