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Journal Article
Nonlinear optimization algorithm using monotonically increasing quantization resolution
- Authors
- Jinwuk Seok, Jeong-Si Kim
- Issue Date
- 2023-02
- Citation
- ETRI Journal, v.45, no.1, pp.119-130
- ISSN
- 1225-6463
- Publisher
- 한국전자통신연구원 (ETRI)
- Language
- English
- Type
- Journal Article
- Abstract
- We propose a quantized gradient search algorithm that can achieve global optimization by monotonically reducing the quantization step with respect to time when quantization is composed of integer or fixed-point fractional values applied to an optimization algorithm. According to the white noise hypothesis states, a quantization step is sufficiently small and the quantization is well defined, the round-off error caused by quantization can be regarded as a random variable with identically independent distribution. Thus, we rewrite the searching equation based on a gradient descent as a stochastic differential equation and obtain the monotonically decreasing rate of the quantization step, enabling the global optimization by stochastic analysis for deriving an objective function. Consequently, when the search equation is quantized by a monotonically decreasing quantization step, which suitably reduces the round-off error, we can derive the searching algorithm evolving from an optimization algorithm. Numerical simulations indicate that due to the property of quantization-based global optimization, the proposed algorithm shows better optimization performance on a search space to each iteration than the conventional algorithm with a higher success rate and fewer iterations.
- KSP Keywords
- Equation based, Fixed-point, Global optimization, Gradient Search, Nonlinear optimization algorithm, Numerical simulations, Optimization performance, Quantization resolution, Random variable, Round-off error, Search Algorithm(GSA)
This work is distributed under the term of Korea Open Government License (KOGL)
(Type 4: : Type 1 + Commercial Use Prohibition+Change Prohibition)
(Type 4: : Type 1 + Commercial Use Prohibition+Change Prohibition)
