Multi Agent Normal Sampling Technique (MANST) for Global Optimization

Abstract

The current work discusses a novel global optimization method called the Multi-Agent Normal Sampling Technique (MANST). MANST is based on systematic sampling of points around agents; each agent in MANST represents a candidate solution of the problem. All agents compete with each other for a larger share of available resources. The performance of all agents is periodically evaluated and a specific number of agents who show no promising achievements are deleted; new agents are generated in the proximity of those promising agents. This process continues until the agents converge to the global optimum. MANST is a standalone global optimization technique. It is benchmarked with six well-known test cases and the results are then compared with those obtained from Matlab™ 7.1 GA Toolbox. The test results showed that MANST outperformed Matlab™ 7.1 GA Toolbox for the benchmark problems in terms of accuracy, number of function evaluations, and CPU time.