Abstract

This paper proposes a new method for finding the global optimal solution of unconstrained nonlinear optimization problems. The proposed method takes advantage of chaotic behavior of the nonlinear dissipation system having both an inertia term and a nonlinear damping term. The time history of the system whose energy function corresponds to the objective function of the unconstrained optimization problem converges at the global minima of energy function of the system by means of appropriate control of parameters dominating occurrence of chaos. The effectiveness and feasibility of the proposed method are demonstrated on typical nonlinear optimization problems.

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