DOI: 10.1126/science.276.5315.1094. TRUST: A Deterministic Algorithm for Global Optimization

TRUST: A Deterministic Algorithm for Global Optimization

10.1126/science.276.5315.1094

Crossref journal-article

American Association for the Advancement of Science (AAAS)

Science (221)

Abstract

An approach to solving continuous global optimization problems was developed. It builds on two innovative concepts, subenergy tunneling and non-Lipschitzian terminal repellers, to ensure escape from local minima in a fast, reliable, and computationally efficient manner. The generally applicable methodology is embodied in the TRUST (terminal repeller unconstrained subenergy tunneling) algorithm, which is deterministic, scalable, and easy to implement. Benchmark results show that TRUST is faster and more accurate than previously reported global optimization techniques. An application of TRUST to a large-scale exploratory seismology problem of substantial computational complexity (that is, residual statics corrections) is also reported.

Bibliography

Barhen, J., Protopopescu, V., & Reister, D. (1997). TRUST: A Deterministic Algorithm for Global Optimization. Science, 276(5315), 1094â1097.

Authors 3

Jacob Barhen (first)
Vladimir Protopopescu (additional)
David Reister (additional)

References 29 Referenced 146

H. Ratschek and J. Rokne New Computer Methods for Global Optimization (Ellis Horwood Chichester UK 1988).
A. Törn and A. Zilinskas Global Optimization (Springer-Verlag Berlin 1989). (10.1007/3-540-50871-6)
R. Horst and H. Tuy Global Optimization (Springer-Verlag Berlin ed. 2 1993). (10.1007/978-3-662-02947-3)
R. Horst and P. M. Pardalos Handbook of Global Optimization (Kluwer Dordrecht Netherlands 1995). (10.1007/978-1-4615-2025-2)
___ N. V. Thoai Introduction to Global Optimization (Kluwer Dordrecht Netherlands 1996).
C. A. Floudas and P. M. Pardalos State of the Art in Global Optimization: Computational Methods and Applications (Kluwer Dordrecht Netherlands 1996). (10.1007/978-1-4613-3437-8)
H. Ammar and Y. Cherruault Math. Comput. Modeling 18 17 (1993). (10.1016/0895-7177(93)90003-H)
B. Cetin J. Barhen J. Burdick J. Optimization Theory Appl. 77 97 (1993). (10.1007/BF00940781)
G. L. Bilbro IEEE Trans. Syst. Man. Cyber. 24 (no. 4) 684 (1994). (10.1109/21.286389)
I. P. Androulakis C. D. Maranas C. A. Floudas J. Global Optimization 7 337 (1995). (10.1007/BF01099647)
M. Sen and P. L. Stoffa Global Optimization Methods in Geophysical Inversion (Elsevier Amsterdam 1995).
Cvijovic D., Klinowski J., Science 267, 664 (1995). (10.1126/science.267.5198.664) / Science by Cvijovic D. (1995)
J. Barhen and V. Protopopescu in State of the Art in Global Optimization C. A. Floudas and P. M. Pardalos Eds. (Kluwer Dordrecht Netherlands 1996) pp. 163–180. (10.1007/978-1-4613-3437-8_11)
C. S. Adjiman and C. A. Floudas Global Optimization 9 23 (1996). (10.1007/BF00121749)
P. M. Pardalos D. Shalloway G. Xue Eds. Global Minimization of Nonconvex Energy Functions: Molecular Conformation and Protein Folding vol. 23 of Series in Discrete Mathematics and Theoretical Computer Science (DIMACS) (American Mathematical Society Providence RI 1996). (10.1090/dimacs/023)
J. Barhen M. Zak N. Toomarian in Advanced Neural Computers R. Eckmiller Ed. (North-Holland Amsterdam 1990) pp. 102–112.
D. Rothman Geophysics 50 2784 (1985). (10.1190/1.1441899)
O. Yilmaz Seismic Data Processing (Society of Exploration Geophysicists Tulsa OK 1988).
J. DuBose Geophysics 58 399 (1993). (10.1190/1.1443423)
The benchmark problem was provided by J. DuBose.
J. Barhen D. Reister J. DuBose in preparation.
F. Aluffi-Pentini V. Parisi F. Zirilli J. Optimization Theory Appl. 47 1 (1985). (10.1007/BF00941312)
L. Yong K. Lishan D. J. Evans Parallel Comput. 21 389 (1995). (10.1016/0167-8191(94)00078-O)
Schneider G., Schuchhardt J., Wrede P., Biol. Cybern. 74, 203 (1996). (10.1007/BF00652221) / Biol. Cybern. by Schneider G. (1996)
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Szu H., Hartley R., Phys. Lett. A122, 157 (1987). (10.1016/0375-9601(87)90796-1) / Phys. Lett. by Szu H. (1987)
M. A. Styblinski and T. S. Tang Neural Networks 3 467 (1990). (10.1016/0893-6080(90)90029-K)
This research was performed at the Center for Engineering Systems Advanced Research Oak Ridge National Laboratory. Funding provided by the Engineering Research Program of the Office of Basic Energy Sciences and by the Advanced Computing Technology Initiative Program of the U.S. Department of Energy under contract DE-AC05-96OR22464 with Lockheed Martin Energy Research Corporation. We thank Y. Y. Azmy R. C. Mann and T. H. Rowan for their comments and three unknown referees for their critical suggestions.

Dates

Type	When
Created	23 years, 1 month ago (July 27, 2002, 5:45 a.m.)
Deposited	1 year, 7 months ago (Jan. 12, 2024, 11:07 p.m.)
Indexed	1 month, 1 week ago (July 20, 2025, 6:47 p.m.)
Issued	28 years, 3 months ago (May 16, 1997)
Published	28 years, 3 months ago (May 16, 1997)
Published Print	28 years, 3 months ago (May 16, 1997)

Funders 0

None

BibTeX

@article{Barhen_1997, title={TRUST: A Deterministic Algorithm for Global Optimization}, volume={276}, ISSN={1095-9203}, url={http://dx.doi.org/10.1126/science.276.5315.1094}, DOI={10.1126/science.276.5315.1094}, number={5315}, journal={Science}, publisher={American Association for the Advancement of Science (AAAS)}, author={Barhen, Jacob and Protopopescu, Vladimir and Reister, David}, year={1997}, month=may, pages={1094–1097} }

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