Global Optimization with Electro Weak

ABSTRACT

Mathematician tried to improve the existing methods by generating new methods being able to increase the preciseness of results. This paper introduces a new heuristic method for global optimization. The method utilizes an attraction –repulsion mechanism to move the sample points towards the optimality. The method is in fact a kind of modification of the so-called Electromagnetic method, but it is more flexible than Electromagnetic. The proposed scheme can be used either as a uniqe approach or as an accompanying procedure for other methods. The used mechanism, included, a combination methods of electromagnetic like (EM) heuristic algorithm, with attraction- repulsion force, to move the sample point from feasible region toward optimization, then with using the Nelder-Mead heuristic searching method, the former points in (EM), converges toward global optimization.

Keywords:

Risk management, Global optimization, Nelder Mead simplex method, Feasible region, Test functions, Electromagnetic method, Electro weak method.