Department of Computer Science, National Chiao Tung University, Hsinchu, Taiwan.
Evol Comput. 2010 Summer;18(2):199-228. doi: 10.1162/evco.2010.18.2.18202.
An adaptive discretization method, called split-on-demand (SoD), enables estimation of distribution algorithms (EDAs) for discrete variables to solve continuous optimization problems. SoD randomly splits a continuous interval if the number of search points within the interval exceeds a threshold, which is decreased at every iteration. After the split operation, the nonempty intervals are assigned integer codes, and the search points are discretized accordingly. As an example of using SoD with EDAs, the integration of SoD and the extended compact genetic algorithm (ECGA) is presented and numerically examined. In this integration, we adopt a local search mechanism as an optional component of our back end optimization engine. As a result, the proposed framework can be considered as a memetic algorithm, and SoD can potentially be applied to other memetic algorithms. The numerical experiments consist of two parts: (1) a set of benchmark functions on which ECGA with SoD and ECGA with two well-known discretization methods: the fixed-height histogram (FHH) and the fixed-width histogram (FWH) are compared; (2) a real-world application, the economic dispatch problem, on which ECGA with SoD is compared to other methods. The experimental results indicate that SoD is a better discretization method to work with ECGA. Moreover, ECGA with SoD works quite well on the economic dispatch problem and delivers solutions better than the best known results obtained by other methods in existence.
一种自适应离散化方法,称为按需分割(SoD),可用于对离散变量进行估计分布算法(EDA)以解决连续优化问题。SoD 会在区间内的搜索点数超过阈值时随机分割连续区间,该阈值在每次迭代时都会降低。分割操作后,非空区间被分配整数代码,并且相应地对搜索点进行离散化。作为使用 SoD 和 EDA 的示例,提出了 SoD 与扩展紧凑遗传算法(ECGA)的集成,并进行了数值检验。在这种集成中,我们采用局部搜索机制作为后端优化引擎的可选组件。因此,所提出的框架可以被视为一种元启发式算法,SoD 可能适用于其他元启发式算法。数值实验分为两部分:(1)一组基准函数,其中比较了带有 SoD 的 ECGA 和带有两种知名离散化方法的 ECGA:固定高度直方图(FHH)和固定宽度直方图(FWH);(2)一个真实世界的应用,即经济调度问题,其中比较了带有 SoD 的 ECGA 与其他方法。实验结果表明,SoD 是与 ECGA 配合使用的更好的离散化方法。此外,带有 SoD 的 ECGA 在经济调度问题上表现非常出色,并且提供的解决方案优于其他现有方法获得的最佳已知结果。