Order statistics and region-based evolutionary computation - ENAC - École nationale de l'aviation civile Accéder directement au contenu
Article Dans Une Revue Journal of Global Optimization Année : 2013

Order statistics and region-based evolutionary computation

Résumé

Trust region algorithms are well known in the field of local continuous optimization. They proceed by maintaining a confidence region in which a simple, most often quadratic, model is substituted to the criterion to be minimized. The minimum of the model in the trust region becomes the next starting point of the algorithm and, depending on the amount of progress made during this step, the confidence region is expanded, contracted or kept unchanged. In the field of global optimization, interval programming may be thought as a kind of confidence region approach, with a binary confidence level: the region is guaranteed to contain the optimum or guaranteed to not contain it. A probabilistic version, known as branch and probability bound, is based on an approximate probability that a region of the search space contains the optimum, and has a confidence level in the interval [0,1]. The method introduced in this paper is an application of the trust region approach within the framework of evolutionary algorithms. Regions of the search space are endowed with a prospectiveness criterion obtained from random sampling possibly coupled with a local continuous algorithm. The regions are considered as individuals for an evolutionary algorithm with mutation and crossover operators based on a transformation group. The performance of the algorithm on some standard benchmark functions is presented.
Fichier non déposé

Dates et versions

hal-00924339 , version 1 (05-03-2018)

Identifiants

Citer

Stéphane Puechmorel, Daniel Delahaye. Order statistics and region-based evolutionary computation. Journal of Global Optimization, 2013, pp xxxx. ⟨10.1007/s10898-013-0079-5⟩. ⟨hal-00924339⟩
177 Consultations
1 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More