Lévy flights as an underlying mechanism for global optimization algorithms

dc.creatorGutowski, Marek
dc.date2001-06-04
dc.date.accessioned2026-07-07T04:28:29Z
dc.date.available2026-07-07T04:28:29Z
dc.descriptionIn this paper we propose and advocate the use of the so called Lévy flights as a driving mechanism for a class of stochastic optimization computations. This proposal, for some reasons overlooked until now, is - in author's opinion - very appropriate to satisfy the need for algorithm, which is capable of generating trial steps of very different length in the search space. The required balance between short and long steps can be easily and fully controlled. A simple example of approximated Lévy distribution, implemented in FORTRAN 77, is given. We also discuss the physical grounds of presented methods.
dc.description8 pages, 3 figures, LaTeX 2.09, requires kaeog.sty style file (included). Presented on V Domestic Conference "Evolutionary Algorithms and Global Optimization", May 30th - June 1st, 2001, Jastrzȩbia Góra (Poland)
dc.identifierhttps://arxiv.org/abs/math-ph/0106003
dc.identifierhttp://arxiv.org/abs/math-ph/0106003
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/56808
dc.subjectMathematical Physics
dc.subjectStatistical Mechanics
dc.subjectData Analysis, Statistics and Probability
dc.subject65K05 (Primary) 90C15, 78M50, 80M50 (Secondary)
dc.titleLévy flights as an underlying mechanism for global optimization algorithms
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