A New Meta-Heuristic Algorithm for Optimization Based on Variance Reduction of Gaussian Distribution
- University of Tafresh, Tafresh, Iran
- Department of Mathematics, University of Tafresh, Tafresh, Iran.
- Department of Electrical Engineering, University of Tafresh, Tafresh, Iran.
Abstract
Meta-heuristic methods are global optimization algorithms which are widely used in the engineering issues, nowadays. In this paper, a new stochastic search for optimization is presented using variable variance Gaussian distribution sampling. The main idea in searching for algorithm is to regenerate new samples around each solution with a Guassian distribution. Numerical simulations have revealed that the new presented algorithm outperformed some evolutionary algorithms.