2003
DOI: 10.1016/s0096-3003(02)00629-x
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A direct stochastic algorithm for global search

Abstract: This paper presents a new algorithm called PGSL-Probabilistic Global Search Lausanne. PGSL is founded on the assumption that optimal solutions can be identified through focusing search around sets of good solutions. Tests on benchmark problems having multi-parameter non-linear objective functions revealed that PGSL performs better than genetic algorithms and advanced algorithms for simulated annealing in 19 out of 23 cases studied. Furthermore as problem sizes increase, PGSL performs increasingly better than t… Show more

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Cited by 149 publications
(102 citation statements)
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References 23 publications
(20 reference statements)
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“…Although there is no guaranty of reaching a global optimum, near optimal solutions are usually sufficient for control applications. This optimization task was addressed using Probabilistic Global Search Lausanne (PGSL) [42]. Results obtained via PGSL are compared to the outcomes of Gradient Search Method.…”
Section: Damage Tolerance Through Active Controlmentioning
confidence: 99%
See 1 more Smart Citation
“…Although there is no guaranty of reaching a global optimum, near optimal solutions are usually sufficient for control applications. This optimization task was addressed using Probabilistic Global Search Lausanne (PGSL) [42]. Results obtained via PGSL are compared to the outcomes of Gradient Search Method.…”
Section: Damage Tolerance Through Active Controlmentioning
confidence: 99%
“…Therefore classical optimization techniques cannot be applied effectively. Optimally directed solutions for changes in element lengths are identified using a stochastic search algorithm called Probabilistic Global Search Lausanne (PGSL) [42] and a gradient-based search method. The PGSL technique is based on the assumption that sets of better solutions are more likely to be found in the neighborhood of sets of good solutions and, therefore, search is intensified in regions that contain sets of good values.…”
Section: Introductionmentioning
confidence: 99%
“…The principal assumption of this method is that sets of near-optimal solutions will be found near sets of good solutions [18]. The PGSL algorithm is based on a probability density function that is iteratively modified so that more exhaustive searches are made in regions of good solutions.…”
Section: Design Optimization Through Stochastic Searchmentioning
confidence: 99%
“…The first method simulates traditional design through parametric analyses, while the second uses a direct stochastic search called PGSL (Probabilistic Global Search Lausanne). PGSL is a stochastic sampling method for global optimization that has been shown to give better performance than other stochastic optimization methods for engineering tasks such as configuration, diagnosis and control [16,[18][19][20].…”
Section: Introductionmentioning
confidence: 99%
“…A stochastic global search algorithm called PGSL ( [26]) is used to minimise the cost function that evaluates the difference between measurements and model predictions. Search variables are assumptions that are needed to create complete models.…”
Section: Global Searchmentioning
confidence: 99%