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Document Name :
User's Guide to Subroutine EVOP
Document Type :
Portable Document Format( PDF)
Size :
Approximately 350.66 kb, 179 Pages
Author :
Sayeed Nurul Ghani
PhD (University of London)
DIC (Imperial College)
CEng (UK), MIEE (UK)
Six Sigma Green Belt Certified (USA) |
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Description : This is the user’s manual for a numerical optimization software EVOP (Evolutionary
Operation) written in FORTRAN-IV language. This is the user’s manual for a new optimization algorithm EVOP coded in
FORTRAN-IV language. Few current methods cope with real world problems involving
discontinuous objective and constraining functions where there is a mix of
continuous, discrete and integer arguments and global minimum is sought. For
noisy data, solutions are possible with genetic algorithms but costly parallel
processing would be needed to locate the global minimum. Solutions remain
illusive with genetic algorithms for problems with hard real-time constraints.
The author’s robust algorithm EVOP surmounts these difficulties with a much
faster and more accurate solution. No gradient information is needed, and there
is a high probability of locating the global minimum with a small number of
automatic restarts as specified by the user. It appears EVOP is the ‘silver
bullet’ that has succeeded in slaying the ‘dragon’ of dimensionality in multiple
minima bound objective functions.
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