IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Online ISSN : 1745-1337
Print ISSN : 0916-8508
Regular Section
Global Nonlinear Optimization Based on Eigen Analysis of Schrödinger-Type Equation
Hideki SATOH
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2010 Volume E93.A Issue 8 Pages 1476-1485

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Abstract
A method has been developed for deriving the approximate global optimum of a nonlinear objective function. First, the objective function is expanded into a linear equation for a moment vector, and the optimization problem is reduced to an eigen analysis problem in the wave coefficient space. Next, the process of the optimization is expressed using a Schrödinger-type equation, so global optimization is equivalent to eigen analysis of the Hamiltonian of a Schrödinger-type equation. Computer simulation of this method demonstrated that it produces a good approximation of the global optimum. An example optimization problem was solved using a Hamiltonian constructed by combining Hamiltonians for other optimization problems, demonstrating that various types of applications can be solved by combining simple Hamiltonians.
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© 2010 The Institute of Electronics, Information and Communication Engineers
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