Global bifurcation scenario for chaotic dynamical systems that solve optimization problems and analysis of their optimization capability

Abstract

This paper presents a global bifurcation scenario for chaotic dynamical systems that solve optimization problems. First, a chaotic dynamical system is constructed by a discretization of the gradient-descent dynamical system of the objective function. With an increase in the discretization parameter, local minimum solutions of the objective function bifurcate into chaotic attractors through a period-doubling bifurcation. The chaotic attractors are initially localized in the state space and eventually merge into a single global chaotic attractor via a series of crises. On the global chaotic attractor which visits a variety of local minima, “chaotic search” for a global minimum is realized. On the basis of the bifurcation scenario, we provide a guideline for tuning the bifurcation parameter value which gives rise to an efficient “chaotic search.” We also consider the efficiency of the “chaotic simulated annealing” algorithm in the light of its annealing schedule. © 1998 Scripta Technica. Electron Comm Jpn Pt 3, 81(2), 1–12, 1998