A new algorithm for the problem of robust single objective optimization
This paper propounds a new algorithm, the Sub-Space Random Search (SSRS) for the problem of single-objective optimization, with the aim of improving the robustness and the precision of classical methods of global optimization. The new algorithm is compared with a genetic algorithm (GA), on a set...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
EDP Sciences
2008-07-01
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Series: | International Journal for Simulation and Multidisciplinary Design Optimization |
Subjects: | |
Online Access: | https://www.ijsmdo.org/articles/smdo/pdf/2008/03/asmdo4008.pdf |
Summary: | This paper propounds a new algorithm, the Sub-Space Random Search (SSRS) for
the problem of single-objective optimization, with the aim of improving the
robustness and the precision of classical methods of global optimization.
The new algorithm is compared with a genetic algorithm (GA), on a set of
four scaleable test functions and with the number of variables changing from
1 to 5. A new test function called Deceptive-bimodal (DB) is proposed.
Results indicate that, with the same total number of function evaluations,
SSRS is about 50% faster than GA. Moreover, SSRS shows a greater
precision and similar ability to find the global optimum than GA with 1, 2
and sometimes 3 variables. But this advantage diminishes when the number of
variables increases on multimodal and narrow-flat valley functions. Finally,
SSRS is successfully applied to a problem of dynamical synthesis of a
mechanism. |
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ISSN: | 1779-627X 1779-6288 |