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一种用于实参数优化的计算高效进化算法。

A computationally efficient evolutionary algorithm for real-parameter optimization.

作者信息

Deb Kalyanmoy, Anand Ashish, Joshi Dhiraj

机构信息

Kanpur Genetic Algorithms Laboratory (KanGAL), Indian Institute of Technology Kanpur, Kanpur, PIN 208 016, India.

出版信息

Evol Comput. 2002 Winter;10(4):371-95. doi: 10.1162/106365602760972767.

DOI:10.1162/106365602760972767
PMID:12450456
Abstract

Due to increasing interest in solving real-world optimization problems using evolutionary algorithms (EAs), researchers have recently developed a number of real-parameter genetic algorithms (GAs). In these studies, the main research effort is spent on developing an efficient recombination operator. Such recombination operators use probability distributions around the parent solutions to create an offspring. Some operators emphasize solutions at the center of mass of parents and some around the parents. In this paper, we propose a generic parent-centric recombination operator (PCX) and a steady-state, elite-preserving, scalable, and computationally fast population-alteration model (we call the G3 model). The performance of the G3 model with the PCX operator is investigated on three commonly used test problems and is compared with a number of evolutionary and classical optimization algorithms including other real-parameter GAs with the unimodal normal distribution crossover (UNDX) and the simplex crossover (SPX) operators, the correlated self-adaptive evolution strategy, the covariance matrix adaptation evolution strategy (CMA-ES), the differential evolution technique, and the quasi-Newton method. The proposed approach is found to consistently and reliably perform better than all other methods used in the study. A scale-up study with problem sizes up to 500 variables shows a polynomial computational complexity of the proposed approach. This extensive study clearly demonstrates the power of the proposed technique in tackling real-parameter optimization problems.

摘要

由于人们对使用进化算法(EA)解决实际优化问题的兴趣与日俱增,研究人员最近开发了一些实参数遗传算法(GA)。在这些研究中,主要的研究精力都花在了开发高效的重组算子上。此类重组算子利用亲本解周围的概率分布来创建子代。一些算子强调亲本质心处的解,另一些则强调亲本周围的解。在本文中,我们提出了一种通用的以亲本为中心的重组算子(PCX)以及一种稳态、精英保留、可扩展且计算快速的种群变更模型(我们称之为G3模型)。使用PCX算子的G3模型在三个常用测试问题上的性能得到了研究,并与许多进化和经典优化算法进行了比较,这些算法包括其他带有单峰正态分布交叉(UNDX)和单纯形交叉(SPX)算子的实参数GA、相关自适应进化策略、协方差矩阵自适应进化策略(CMA - ES)、差分进化技术以及拟牛顿法。结果发现,所提出的方法始终比该研究中使用的所有其他方法表现得更好且更可靠。一项针对多达500个变量的问题规模的放大研究表明,所提出方法具有多项式计算复杂度。这项广泛的研究清楚地证明了所提出技术在解决实参数优化问题方面的能力。

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