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Certified Global Minima for a Benchmark of Difficult Optimization Problems

Abstract : We provide the global optimization community with new optimality proofs for 6 deceptive benchmark functions (5 bound-constrained functions and one nonlinearly constrained problem). These highly multimodal nonlinear test problems are among the most challenging benchmark functions for global optimization solvers; some have not been solved even with approximate methods. The global optima that we report have been numerically certified using Charibde (Vanaret et al., 2013), a hybrid algorithm that combines an Evolutionary Algorithm and interval-based methods. While metaheuristics generally solve large problems and provide sufficiently good solutions with limited computation capacity, exact methods are deemed unsuitable for difficult multimodal optimization problems. The achievement of new optimality results by Charibde demonstrates that reconciling stochastic algorithms and numerical analysis methods is a step forward into handling problems that were up to now considered unsolvable. We also provide a comparison with state-of-the-art solvers based on mathematical programming methods and population based metaheuristics, and show that Charibde, in addition to being reliable, is highly competitive with the best solvers on the given test functions.
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https://hal-enac.archives-ouvertes.fr/hal-00996713
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Soumis le : vendredi 5 septembre 2014 - 17:27:36
Dernière modification le : lundi 4 juillet 2022 - 08:48:26
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Vanaret_GECCO2014_B.pdf
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  • HAL Id : hal-00996713, version 1

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Charlie Vanaret, Jean-Baptiste Gotteland, Nicolas Durand, Jean-Marc Alliot. Certified Global Minima for a Benchmark of Difficult Optimization Problems. 2014. ⟨hal-00996713⟩

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