scholarly journals Selection of a covariance kernel for a Gaussian random field aimed for modeling global optimization problems

2019 ◽  
Author(s):  
Antanas Žilinskas ◽  
Anatoly Zhigljavsky ◽  
Vladimir Nekrutkin ◽  
Vladimir Kornikov
Keyword(s):  
Global Optimization ◽  
Random Field ◽  
Optimization Problems ◽  
Gaussian Random Field ◽  
Covariance Kernel ◽  
Selection Of

AN IMPLEMENTATION OF A PARALLEL GENERALIZED BRANCH AND BOUND TEMPLATE

2007 ◽  
Vol 12 (3) ◽  
pp. 277-289 ◽  
Author(s):  
Milda Baravykaitė ◽  
Raimondas Čiegis
Keyword(s):  
Global Optimization ◽  
Load Balancing ◽  
Branch And Bound ◽  
Optimization Problems ◽  
Test Problems ◽  
Search Spaces ◽  
Parallel Version ◽  
Derivative Free ◽  
Template Library ◽  
Selection Of

Branch and bound (BnB) is a general algorithm to solve optimization problems. We present a template implementation of the BnB paradigm. A BnB template is implemented using C++ object oriented paradigm. MPI is used for underlying communications. A paradigm of domain decomposition (data parallelization) is used to construct a parallel algorithm. To obtain a better load balancing, the BnB template has the load balancing module that allows the redistribution of search spaces among the processors at run time. A parallel version of user's algorithm is obtained automatically. A new derivative-free global optimization algorithm is proposed for solving nonlinear global optimization problems. It is based on the BnB algorithm and its implementation is done by using the developed BnB algorithm template library. The robustness of the new algorithm is demonstrated by solving a selection of test problems.

Hybrid orthogonal CMAES for solving global optimization problems

2013 ◽  
Vol 32 (4) ◽  
pp. 981-985
Author(s):  
Ya-fei HUANG ◽  
Xi-ming LIANG ◽  
Yi-xiong CHEN
Keyword(s):  
Global Optimization ◽  
Optimization Problems

scholarly journals Global optimization based on active preference learning with radial basis functions

2020 ◽  
Author(s):  
Alberto Bemporad ◽  
Dario Piga
Keyword(s):  
Global Optimization ◽  
Objective Function ◽  
Decision Maker ◽  
Optimization Problems ◽  
Global Optimum ◽  
Bayesian Optimization ◽  
Preference Learning ◽  
Global Optimizer ◽  
Radial Basis ◽  
Decision Vector

AbstractThis paper proposes a method for solving optimization problems in which the decision-maker cannot evaluate the objective function, but rather can only express a preference such as “this is better than that” between two candidate decision vectors. The algorithm described in this paper aims at reaching the global optimizer by iteratively proposing the decision maker a new comparison to make, based on actively learning a surrogate of the latent (unknown and perhaps unquantifiable) objective function from past sampled decision vectors and pairwise preferences. A radial-basis function surrogate is fit via linear or quadratic programming, satisfying if possible the preferences expressed by the decision maker on existing samples. The surrogate is used to propose a new sample of the decision vector for comparison with the current best candidate based on two possible criteria: minimize a combination of the surrogate and an inverse weighting distance function to balance between exploitation of the surrogate and exploration of the decision space, or maximize a function related to the probability that the new candidate will be preferred. Compared to active preference learning based on Bayesian optimization, we show that our approach is competitive in that, within the same number of comparisons, it usually approaches the global optimum more closely and is computationally lighter. Applications of the proposed algorithm to solve a set of benchmark global optimization problems, for multi-objective optimization, and for optimal tuning of a cost-sensitive neural network classifier for object recognition from images are described in the paper. MATLAB and a Python implementations of the algorithms described in the paper are available at http://cse.lab.imtlucca.it/~bemporad/glis.

scholarly journals A Hybrid Whale Optimization Algorithm for Global Optimization

Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1477
Author(s):  
Chun-Yao Lee ◽  
Guang-Lin Zhuo
Keyword(s):  
Global Optimization ◽  
Optimization Algorithm ◽  
Optimization Problems ◽  
Whale Optimization Algorithm ◽  
Initial Population ◽  
Test Functions ◽  
Benchmark Test ◽  
Thermal Exchange ◽  
Whale Optimization ◽  
Benchmark Test Functions

This paper proposes a hybrid whale optimization algorithm (WOA) that is derived from the genetic and thermal exchange optimization-based whale optimization algorithm (GWOA-TEO) to enhance global optimization capability. First, the high-quality initial population is generated to improve the performance of GWOA-TEO. Then, thermal exchange optimization (TEO) is applied to improve exploitation performance. Next, a memory is considered that can store historical best-so-far solutions, achieving higher performance without adding additional computational costs. Finally, a crossover operator based on the memory and a position update mechanism of the leading solution based on the memory are proposed to improve the exploration performance. The GWOA-TEO algorithm is then compared with five state-of-the-art optimization algorithms on CEC 2017 benchmark test functions and 8 UCI repository datasets. The statistical results of the CEC 2017 benchmark test functions show that the GWOA-TEO algorithm has good accuracy for global optimization. The classification results of 8 UCI repository datasets also show that the GWOA-TEO algorithm has competitive results with regard to comparison algorithms in recognition rate. Thus, the proposed algorithm is proven to execute excellent performance in solving optimization problems.

scholarly journals Investigation of Improved Cooperative Coevolution for Large-Scale Global Optimization Problems

Algorithms ◽  
2021 ◽  
Vol 14 (5) ◽  
pp. 146
Author(s):  
Aleksei Vakhnin ◽  
Evgenii Sopov
Keyword(s):  
Global Optimization ◽  
Evolutionary Algorithms ◽  
Numerical Experiments ◽  
Large Scale ◽  
Optimization Problems ◽  
State Of The Art ◽  
Fixed Number ◽  
High Dimensional ◽  
Cooperative Coevolution ◽  
Large Scale Problems

Modern real-valued optimization problems are complex and high-dimensional, and they are known as “large-scale global optimization (LSGO)” problems. Classic evolutionary algorithms (EAs) perform poorly on this class of problems because of the curse of dimensionality. Cooperative Coevolution (CC) is a high-performed framework for performing the decomposition of large-scale problems into smaller and easier subproblems by grouping objective variables. The efficiency of CC strongly depends on the size of groups and the grouping approach. In this study, an improved CC (iCC) approach for solving LSGO problems has been proposed and investigated. iCC changes the number of variables in subcomponents dynamically during the optimization process. The SHADE algorithm is used as a subcomponent optimizer. We have investigated the performance of iCC-SHADE and CC-SHADE on fifteen problems from the LSGO CEC’13 benchmark set provided by the IEEE Congress of Evolutionary Computation. The results of numerical experiments have shown that iCC-SHADE outperforms, on average, CC-SHADE with a fixed number of subcomponents. Also, we have compared iCC-SHADE with some state-of-the-art LSGO metaheuristics. The experimental results have shown that the proposed algorithm is competitive with other efficient metaheuristics.

Global Optimization With Quantum Walk Enhanced Grover Search

2014 ◽  
Author(s):  
Yan Wang
Keyword(s):  
Global Optimization ◽  
Optimization Problems ◽  
Early Stage ◽  
Hybrid Approach ◽  
Quantum Walk ◽  
Quantum Walks ◽  
Tunneling Effect ◽  
Grover’S Algorithm ◽  
Grover's Algorithm ◽  
Grover Search

One of the significant breakthroughs in quantum computation is Grover’s algorithm for unsorted database search. Recently, the applications of Grover’s algorithm to solve global optimization problems have been demonstrated, where unknown optimum solutions are found by iteratively improving the threshold value for the selective phase shift operator in Grover rotation. In this paper, a hybrid approach that combines continuous-time quantum walks with Grover search is proposed. By taking advantage of quantum tunneling effect, local barriers are overcome and better threshold values can be found at the early stage of search process. The new algorithm based on the formalism is demonstrated with benchmark examples of global optimization. The results between the new algorithm and the Grover search method are also compared.

Sign in / Sign up

Export Citation Format

Share Document