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arXiv 2103.14964math.OC
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Pareto类序贯抽样启发式全局优化算法

Pareto-like Sequential Sampling Heuristic for Global Optimisation

Mahmoud Shaqfa, Katrin Beyer

摘要:

在本文中,我们提出了一个简单的全局优化算法的启发帕累托原理。该算法在突出的搜索域中对其大部分解进行采样,并配备了自适应机制来控制突出域的动态收紧,而算法的贪婪随着时间的推移而增加(迭代)。与传统的元分析不同,该方法没有直接的突变或交叉操作。它完全依赖于可用于多样化和集约化进程的顺序随机抽样,同时将各代人之间的信息流动和结构偏差保持在最低限度。通过使用一个简单的拓扑结构,该算法避免了过早收敛,采样新的解决方案,每一代。一个简单的理论推导表明,这种方法的探索是无偏的,多样化的速度是恒定的,在运行时。从理论和实验上解释了多样化和集约化之间的权衡。该方法已被基准对标准的优化问题,以及一组选定的简单和复杂的工程应用。我们使用了26个具有不同属性的标准基准,涵盖了大多数优化问题的性质、三个传统工程问题和一个来自最新文献的真正复杂的工程问题。该算法在寻找非凸和多峰函数的全局极小值方面表现良好,特别是在高维问题上,与最近的算法建议相比,它被发现非常有竞争力。此外,该算法在复合CEC 2017问题的有限迭代次数下进行基准测试时,性能优于最近的算法,并且扩展性更好。

英文摘要:

In this paper, we propose a simple global optimisation algorithm inspired by Pareto's principle. This algorithm samples most of its solutions within prominent search domains and is equipped with a self-adaptive mechanism to control the dynamic tightening of the prominent domains while the greediness of the algorithm increases over time (iterations). Unlike traditional metaheuristics, the proposed method has no direct mutation- or crossover-like operations. It depends solely on the sequential random sampling that can be used in diversification and intensification processes while keeping the information-flow between generations and the structural bias at a minimum. By using a simple topology, the algorithm avoids premature convergence by sampling new solutions every generation. A simple theoretical derivation revealed that the exploration of this approach is unbiased and the rate of the diversification is constant during the runtime. The trade-off balance between the diversification and the intensification is explained theoretically and experimentally. This proposed approach has been benchmarked against standard optimisation problems as well as a selected set of simple and complex engineering applications. We used 26 standard benchmarks with different properties that cover most of the optimisation problems' nature, three traditional engineering problems, and one real complex engineering problem from the state-of-the-art literature. The algorithm performs well in finding global minima for nonconvex and multimodal functions, especially with high dimensional problems and it was found very competitive in comparison with the recent algorithmic proposals. Moreover, the algorithm outperforms and scales better than recent algorithms when it is benchmarked under a limited number of iterations for the composite CEC2017 problems.

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。

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