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Finite element approximation of complex functions for spatial optimization and search. (English) Zbl 1109.65055
Summary: A simple finite-element-based procedure is developed for the approximation and optimization of complex spatial functions with multiple, close maxima. Starting from an initial coarse triangulation, a new point is introduced at the edge of ‘highest error of interest’. This error combines an interpolation estimate of the error, and is also weighted by the edge size (in order to account for size disparity) and the function itself (in order to accentuate the maxima). The results indicate that the finite-element-based search procedure outperforms the standard genetic optimization technique by a considerable margin, enabling an accurate search for locations of maxima with far fewer cost function evaluations.
MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C15 Stochastic programming
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