Method of constrained global optimization

Eric Lewin Altschuler; Timothy J. Williams; Edward R. Ratner; Farid Dowla; Frederick Wooten

doi:10.1103/PhysRevLett.72.2671

Method of constrained global optimization

Eric Lewin Altschuler, Timothy J. Williams, Edward R. Ratner, Farid Dowla, and Frederick Wooten

Phys. Rev. Lett. 72, 2671 – Published 25 April 1994

Abstract

We present a new method for optimization: constrained global optimization (CGO). CGO iteratively uses a Glauber spin flip probability and the Metropolis algorithm. The spin flip probability allows changing only the values of variables contributing excessively to the function to be minimized. We illustrate CGO with two problems—Thomson’s problem of finding the minimum-energy configuration of unit charges on a spherical surface, and a problem of assigning offices—for which CGO finds better minima than other methods. We think CGO will apply to a wide class of optimization problems.

Received 11 January 1994

DOI:https://doi.org/10.1103/PhysRevLett.72.2671

Authors & Affiliations

Eric Lewin Altschuler, Timothy J. Williams, Edward R. Ratner, Farid Dowla, and Frederick Wooten

Lawrence Livermore National Laboratory, P.O. Box 808, Livermore, California 94551
Department of Applied Physics, Stanford University, Stanford, California 94305
Department of Applied Science, University of California, Davis/Livermore, P.O. Box 808, Livermore, California 94551