Discretizing Continuous Problems for Faster Global Convergence

Citation:
Ogot M, Aly S. "Discretizing Continuous Problems for Faster Global Convergence.". In: ASME 2003 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers Digital Collection; 2003:.

Abstract:

Global optimization of mechanical design problems using heuristic methods such as Simulated annealing (SA) and genetic algorithms (GAs) have been able to find global or near-global minima where prior methods have failed. The use of these nongradient based methods allow the broad efficient exploration of multimodal design spaces that could be continuous, discrete or mixed. From a survey of articles in the ASME Journal of Mechanical Design over the last 10 years, we have observed that researchers will typically run these algorithms in continuous mode for problems that contain continuous design variables. What we suggest in this paper is that computational efficiencies can be significantly increased by discretizing all continuous variables, perform a global optimization on the discretized design space, and then conduct a local search in the continuous space from the global minimum discrete state. The level of discretization will depend on the complexity of the problem, and becomes an additional parameter that needs to be tuned. The rational behind this assertion is presented, along with results from four test problems.

Notes:

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