A fast computational optimization method: Univariate dynamic encoding algorithm for searches (uDEAS)

Abstract

This paper proposes a new computational optimization method modified from the dynamic encoding algorithm for searches (DEAS). Despite the successful optimization performance of DEAS for both benchmark functions and parameter identification, the problem of exponential computation time becomes serious as problem dimension increases. The proposed optimization method named univariate DEAS (uDEAS) is especially implemented to reduce the computation time using a univariate local search scheme. To verify the algorithmic feasibility for global optimization, several test functions are optimized as benchmark. Despite the simpler structure and shorter code length, function optimization performance show that uDEAS is capable of fast and reliable global search for even high dimensional problems.