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Efficiency and fractal behaviour of optimisation methods on multiple-optima surfaces

Mayer, D. G., Schoorl, D., Butler, D. G. and Kelly, A. M. (1991) Efficiency and fractal behaviour of optimisation methods on multiple-optima surfaces. Agricultural Systems, 36 (3). pp. 315-328. ISSN 0308-521X

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Article Link(s): https://doi.org/10.1016/0308-521X(91)90013-Z

Publisher URL: https://www.sciencedirect.com/science/article/pii/0308521X9190013Z

Abstract

Given a validated, non-trivial agricultural simulation model, optimisation of profitability for any given scenario is a logical but difficult goal. Of the available techniques, only the hill-climbing algorithms can be recommended. Using known multiple-optima mathematical functions with two optimisation routines, simulations indicate reasons for convergence to local rather than global optima. These include choice of initial values, and fractal patterns displayed in this plane. It is shown that the Simplex direct-search method searches the feasible hyperspace far more thoroughly than the quasi-Newton gradient method, and is thus more likely to find the global optimum. These data help reinforce and explain previous results of optimisations with a 14-dimensional dairy farm model. It is concluded that multiple starting values are essential, and that the direct-search methods are preferable to gradient methods with complex multiple-optima surfaces.

Item Type:Article
Business groups:Animal Science, Crop and Food Science
Subjects:Science > Statistics
Science > Statistics > Simulation modelling
Animal culture > Cattle > Dairying
Deposited On:09 Jun 2022 03:57
Last Modified:09 Jun 2022 03:57

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