Global and local optimization in GOLD program

The Global Explorer (GE) algorithm proposed by Isshiki is implemented in the GOLD program developed by Beijing Institute of Technology. Global optimization with GE consists of many local optimization runs with or without the escape function using the damped-least-squares method. In order to improve the efficiency of the local optimization, two search schemes are incorporated into the program. The first one searches for the best damping factor which effectively determines the optimum direction of the solution vector in the multi-dimensional variable space, and the second search is conducted along that direction to find the optimum length of the solution vector. Experiments are also made to determine the optimum default values for the parameters of the escape function.