Experiments with repeating weighted boosting search for optimization signal processing applications

S Chen, X Wang, CJ Harris - IEEE Transactions on Systems …, 2005 - ieeexplore.ieee.org
S Chen, X Wang, CJ Harris
IEEE Transactions on Systems, Man, and Cybernetics, Part B …, 2005ieeexplore.ieee.org
Many signal processing applications pose optimization problems with multimodal and
nonsmooth cost functions. Gradient methods are ineffective in these situations, and
optimization methods that require no gradient and can achieve a global optimal solution are
highly desired to tackle these difficult problems. The paper proposes a guided global search
optimization technique, referred to as the repeated weighted boosting search. The proposed
optimization algorithm is extremely simple and easy to implement, involving a minimum …
Many signal processing applications pose optimization problems with multimodal and nonsmooth cost functions. Gradient methods are ineffective in these situations, and optimization methods that require no gradient and can achieve a global optimal solution are highly desired to tackle these difficult problems. The paper proposes a guided global search optimization technique, referred to as the repeated weighted boosting search. The proposed optimization algorithm is extremely simple and easy to implement, involving a minimum programming effort. Heuristic explanation is given for the global search capability of this technique. Comparison is made with the two better known and widely used guided global search techniques, known as the genetic algorithm and adaptive simulated annealing, in terms of the requirements for algorithmic parameter tuning. The effectiveness of the proposed algorithm as a global optimizer are investigated through several application examples.
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