The principle analysis of Light Ray Optimization Algorithm

Based on the optical refraction and reflection of light rays which make the light rays travel in least time, Light Ray Optimization is presented to search for the extremal points. First, the searching area is divided into small divisions which are full of different kinds of media, where light rays go at different velocities. Then let the velocity of light rays in each medium be the value of objective function at some point in the division. With the laws of refraction and reflection, a beam of light travels in different media to seek the extremum. There is no need for the method to determine the stationary value of the objective function by the computation of derivatives. In the paper, the principle of the method is stated in detail, and numerical experiments imply that the scheme is available and can make the sequence convergent to the extremum.