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Gone Route

The document discusses local versus global optimization algorithms. Local algorithms are suitable when the objective function has a single optimum, while global algorithms are needed when there are multiple local optima. It is generally best to first use a local algorithm to establish a baseline and then try a global one to potentially find an even better solution.

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Abhinaw
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13 views2 pages

Gone Route

The document discusses local versus global optimization algorithms. Local algorithms are suitable when the objective function has a single optimum, while global algorithms are needed when there are multiple local optima. It is generally best to first use a local algorithm to establish a baseline and then try a global one to potentially find an even better solution.

Uploaded by

Abhinaw
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Local vs. Global Optimization


Local and global search optimization algorithms solve different problems or
answer different questions.

A local optimization algorithm should be used when you know that you are in
the region of the global optima or that your objective function contains a
single optima, e.g. unimodal.

A global optimization algorithm should be used when you know very little
about the structure of the objective function response surface, or when you
know that the function contains local optima.

Local optimization, where the algorithm may get stuck in a local optimum
without finding a global optimum.

— Page 37, Computational Intelligence: An Introduction, 2007.


Applying a local search algorithm to a problem that requires a global search
algorithm will deliver poor results as the local search will get caught
(deceived) by local optima.

 Local search: When you are in the region of the global optima.
 Global search: When you know that there are local optima.
Local search algorithms often give computational complexity grantees related
to locating the global optima, as long as the assumptions made by the
algorithm hold.

Global search algorithms often give very few if any grantees about locating
the global optima. As such, global search is often used on problems that are
sufficiently difficult that “good” or “good enough” solutions are preferred over
no solutions at all. This might mean relatively good local optima instead of the
true global optima if locating the global optima is intractable.
It is often appropriate to re-run or re-start the algorithm multiple times and
record the optima found by each run to give some confidence that relatively
good solutions have been located.

 Local search: For narrow problems where the global solution is required.
 Global search: For broad problems where the global optima might be
intractable.
We often know very little about the response surface for an objective function,
e.g. whether a local or global search algorithm is most appropriate. Therefore,
it may be desirable to establish a baseline in performance with a local search
algorithm and then explore a global search algorithm to see if it can perform
better. If it cannot, it may suggest that the problem is indeed unimodal or
appropriate for a local search algorithm.

 Best Practice: Establish a baseline with a local search then explore a


global search on objective functions where little is known.
Local optimization is a simpler problem to solve than global optimization. As
such, the vast majority of the research on mathematical optimization has
been focused on local search techniques.

A large fraction of the research on general nonlinear programming has


focused on methods for local optimization, which as a consequence are well
developed.

— Page 9, Convex Optimization, 2004.


Global search algorithms are often coarse in their navigation of the search
space.

Many population methods perform well in global search, being able to avoid
local minima and finding the best regions of the design space. Unfortunately,
these methods do not perform as well in

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