Genetic approach helps to speed classical Price algorithm for global optimization
| Autor: | Leopoldo Milano, Margherita Bresco, Fabrizio Barone, Giancarlo Raiconi, Rosario De Rosa |
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| Přispěvatelé: | Margherita, Bresco, Giancarlo, Raiconi, Fabrizio, Barone, DE ROSA, Rosario, Milano, Leopoldo |
| Rok vydání: | 2004 |
| Předmět: |
Freivalds' algorithm
Mathematical optimization Meta-optimization Cultural algorithm Global optimization Controlled random search Population-based incremental learning Hybrid algorithm Theoretical Computer Science Search algorithm Geometry and Topology Difference-map algorithm Algorithm Software Mathematics FSA-Red Algorithm |
| Zdroj: | Soft Computing. 9:525-535 |
| ISSN: | 1433-7479 1432-7643 |
| DOI: | 10.1007/s00500-004-0370-y |
| Popis: | In this paper is presented an hybrid algorithm for finding the absolute extreme point of a multimodal scalar function of many variables. The algorithm is suitable when the objective function is expensive to compute, the computation can be affected by noise and/or partial derivatives cannot be calculated. The method used is a genetic modification of a previous algorithm based on the Price’s method. All information about behavior of objective function collected on previous iterates are used to chose new evaluation points. The genetic part of the algorithm is very effective to escape from local attractors of the algorithm and assures convergence in probability to the global optimum. The proposed algorithm has been tested on a large set of multimodal test problems outperforming both the modified Price’s algorithm and classical genetic approach. |
| Databáze: | OpenAIRE |
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