FIELD: optimization technologies.
SUBSTANCE: method includes making a step in space of optimized parameters from starting state, in random direction in accordance to normal distribution law and in dependence from value of quality function in new state system is either returned to starting state and random step is formed, counted from old state, or new state is taken as starting state and random step is formed, counted from new starting state. Adaptation of distribution of direction of random steps is change of their mathematical expectation on basis of quality function increment sign, and adaptation of intensiveness of self-adjustment is performed on basis of value of current search step, i.e. recording coefficient is calculated as relation of number of unsuccessful attempts to total number of attempts, parameter of adjustment speed is calculated as relation of number of successful attempts to total number of attempts, performed up to current optimization moment.
EFFECT: higher search speed.
1 dwg, 2 tbl
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0 |
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Authors
Dates
2005-06-20—Published
2003-04-04—Filed