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Global optimisation with iTGO

Global optimisation with iTGO. (Iterative topographical global optimisation). Aims. better then Pivot Pivot depends on constraints accuracy vs. efficiency preference is on accuracy . The algorithm. Aimo Törn & Sami Viitanen (Åbo Akademi) For least square optimisation in PET

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Global optimisation with iTGO

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  1. Global optimisation with iTGO (Iterative topographical global optimisation)

  2. Aims • better then Pivot • Pivot depends on constraints • accuracy vs. efficiency • preference is on accuracy

  3. The algorithm • Aimo Törn & Sami Viitanen (Åbo Akademi) • For least square optimisation in PET • topographical minimum = point that is better than M neighbour points • N units of pseudorandom points (solution candidates) are drawn in to the feasible region • the distances between N points are saved in a triangular matrix

  4. The algorithm • iterations • to avoid large matrix • On each round n topographical minima are saved and N-n new random points are created • After iterations there are m topographical minimum • A local optimisation algorithm Powell is started in these points • The best point is selected to be the solution

  5. Griewank: 1 global minimum infinite number of local minima Branin: 5 global minimum Shekel 10: 1 global minimuminR4 FLB data program fitglob.c results compared with test program mapmin.c no dependency on constraints Testing and results

  6. http://users.utu.fi/kaelse/ Masters thesis link to web version in my homepage:

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