论文标题

MDE-ITMF和DEWI:两种新的多模式优化算法

MDE-ITMF and DEwI: Two New Multiple Solution Algorithms for Multimodal Optimization

论文作者

Coelho, Vinícius Magno de Oliveira, Libotte, Gustavo Barbosa, Neto, Francisco Duarte Moura, Platt, Gustavo Mendes, Lobato, Fran Sérgio

论文摘要

现实世界优化研究的数学公式经常提出特征,例如非线性,不连续性和高复杂性。这类问题也可能表现出大量的全球最小/最大点,尤其是对于非线性代数系统引起的优化问题(其中null minima对应于原始代数系统的解决方案)。由于这些函数的多模式性质,因此已经采用了多种方法来获得全局最小/最大值的最高点。在这项工作中,分析了两种新方法,采用了迭代惩罚技术和多种多样的程序 - 以及差异进化算法 - 致力于获得多模式优化问题的完整解决方案。提出的第一种方法是用目标函数MDE-ITMF修改的迭代技术的多生产差异进化,而提出的第二种方法是初始化的差分进化,dewi。在第二个建议中,MDE-ITMF方法用作初始人群的初始化器,从给定的时刻,差分进化用于解决手头的问题。在这两种方法中,亚群都在整个迭代过程中同时发展。 MDE-ITMF和DEWI方法用于十个多模式基准函数。根据获得的结果,我们可以得出结论,MDE-ITMF和DEWI是合适而有希望的多模式优化工具。

Mathematical formulations of real world optimization studies frequently present characteristics such as non-linearity, discontinuity and high complexity. This class of problems may also exhibit a high number of global minimum/maximum points, especially for optimization problems arising from nonlinear algebraic systems (where null minima correspond to the solutions of the original algebraic system). Due to the multimodal nature of these functions, multipopulation methods have been employed in order to obtain the highest number of points of global minimum/maximum. In this work, two new approaches were analyzed, employing an iterative penalization technique and a multipopulation procedure---together with the Differential Evolution algorithm---devoted to obtain the full set of solutions for multimodal optimization problems. The first method proposed is the Multipopulation Differential Evolution with iterative technique of modification of the objective function, MDE-ITMF, and the second method proposed is the Differential Evolution with Initialization, DEwI. In this second proposal, the MDE-ITMF method is used as an initializer of the initial populations and from a given moment the Differential Evolution is used to solve the problem at hand. In both approaches, subpopulations evolve simultaneously throughout the iterative process. MDE-ITMF and DEwI methods were applied in a set of ten multimodal benchmark functions. Based on the results obtained, we can conclude that MDE-ITMF and DEwI are suitable and promising tools for multimodal optimization.

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