Using Covariance Matrix Adaptation Evolutionary Strategy to boost the search accuracy in hierarchic memetic computations
| Autor: | Julen Álvarez-Aramberri, Marcin Los, Maciej Smołka, Jakub Sawicki |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2019 |
| Předmět: |
Stochastic optimization algorithm
Mathematical optimization education.field_of_study multi-objective optimization methods General Computer Science Computer science inverse problems Computation Population Evolutionary algorithm 02 engineering and technology Inverse problem Covariance matrix adaptation evolutionary strategy 01 natural sciences Regularization (mathematics) 010305 fluids & plasmas Theoretical Computer Science ill-posed problems Modeling and Simulation 0103 physical sciences 0202 electrical engineering electronic engineering information engineering Memetic algorithm 020201 artificial intelligence & image processing memetic algorithms education |
| Zdroj: | BIRD: BCAM's Institutional Repository Data instname |
| DOI: | 10.1016/j.jocs.2019.04.005 |
| Popis: | Many global optimization problems arising naturally in science and engineering exhibit some form of intrinsic ill-posedness, such as multimodality and insensitivity. Severe ill-posedness precludes the use of standard regularization techniques and necessitates more specialized approaches, usually comprised of two separate stages – global phase, that determines the problem's modality and provides rough approximations of the solutions, and a local phase, which refines these approximations. In this work, we attempt to improve one of the most efficient currently known approaches - Hierarchic Memetic Strategy (HMS) - by incorporating the Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES) into its local phase. CMA-ES is a stochastic optimization algorithm that in some sense mimics the behavior of population-based evolutionary algorithms without explicitly evolving the population. This way, it avoids, to an extent, the associated cost of multiple evaluations of the objective function. We compare the performance of the HMS on relatively simple multimodal benchmark problems and on an engineering problem. To do so, we consider two configurations: the CMA-ES and the standard SEA (Simple Evolutionary Algorithm). The results demonstrate that the HMS with CMA-ES in the local phase requires less objective function evaluations to provide the same accuracy, making this approach more efficient than the standard SEA. |
| Databáze: | OpenAIRE |
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