arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1303.3469cs.NE
收藏

求解连续优化问题的混合演化计算

Hybrid Evolutionary Computation for Continuous Optimization

Hassan A. Bashir, Richard S. Neville

摘要:

混合优化算法已经得到普及,因为它已经变得很明显,不可能有一个通用的优化策略,这是全球范围内比任何其他更有益的。尽管它们的流行,杂交框架需要更详细的分类:问题域的性质,组成算法,耦合模式和预期的应用领域。本文提出了一种混合算法,用于解决小到大规模的连续全局优化问题。它包括演化计算(EC)算法和序列二次规划(SQP)算法,结合在一个合作的投资组合。SQP是一种基于梯度的局部搜索方法。为了优化EC和SQP算法对所提出的混合系统的整体成功的单独贡献,对这些算法的关键特征进行了改进。该报告提出了以下方面的增强:i)进化算法,ii)提出了一种新的收敛检测机制; iii)评估SQP局部搜索算法的搜索方向和步长的方法。提出的混合设计的目的是确保这两种算法通过探索和利用问题的搜索空间相互补充。初步的结果证明,一个熟练的杂交进化算法与适当的局部搜索方法,可以产生一个强大的和有效的手段来解决广泛的全局优化问题。最后,初步调查的结果和审查的相关挑战和所提出的方法的固有局限性的讨论,以完成调查。该报告强调了广泛的研究,特别是一些潜在的案例研究和应用领域。

英文摘要:

Hybrid optimization algorithms have gained popularity as it has become apparent there cannot be a universal optimization strategy which is globally more beneficial than any other. Despite their popularity, hybridization frameworks require more detailed categorization regarding: the nature of the problem domain, the constituent algorithms, the coupling schema and the intended area of application. This report proposes a hybrid algorithm for solving small to large-scale continuous global optimization problems. It comprises evolutionary computation (EC) algorithms and a sequential quadratic programming (SQP) algorithm; combined in a collaborative portfolio. The SQP is a gradient based local search method. To optimize the individual contributions of the EC and SQP algorithms for the overall success of the proposed hybrid system, improvements were made in key features of these algorithms. The report proposes enhancements in: i) the evolutionary algorithm, ii) a new convergence detection mechanism was proposed; and iii) in the methods for evaluating the search directions and step sizes for the SQP local search algorithm. The proposed hybrid design aim was to ensure that the two algorithms complement each other by exploring and exploiting the problem search space. Preliminary results justify that an adept hybridization of evolutionary algorithms with a suitable local search method, could yield a robust and efficient means of solving wide range of global optimization problems. Finally, a discussion of the outcomes of the initial investigation and a review of the associated challenges and inherent limitations of the proposed method is presented to complete the investigation. The report highlights extensive research, particularly, some potential case studies and application areas.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑