Global optimization using Lévy flights [article]

Truyen Tran, Trung Thanh Nguyen, Hoang Linh Nguyen
2014 arXiv   pre-print
This paper studies a class of enhanced diffusion processes in which random walkers perform L\'evy flights and apply it for global optimization. L\'evy flights offer controlled balance between exploitation and exploration. We develop four optimization algorithms based on such properties. We compare new algorithms with the well-known Simulated Annealing on hard test functions and the results are very promising.
arXiv:1407.5739v1 fatcat:wuzaneerxnalrpcg3cqtvdxi5a