Adaptive pattern search for large-scale optimization

Adaptive pattern search for large-scale optimization The emergence of high-dimensional data requires the design of new optimization methods. Indeed, conventional optimization methods require improvements, hybridization, or parameter tuning in order to operate in spaces of high dimensions. In this paper, we present a new adaptive variant of a pattern search algorithm to solve global optimization problems exhibiting such a character. The proposed method has no parameters visible to the user and the default settings, determined by almost no a priori experimentation, are highly robust on the tested datasets. The algorithm is evaluated and compared with 11 state-of-the-art methods on 20 benchmark functions of 1000 dimensions from the CEC’2010 competition. The results show that this approach obtains good performances compared to the other methods tested. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Intelligence Springer Journals

Adaptive pattern search for large-scale optimization

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Publisher
Springer US
Copyright
Copyright © 2017 by Springer Science+Business Media New York
Subject
Computer Science; Artificial Intelligence (incl. Robotics); Mechanical Engineering; Manufacturing, Machines, Tools
ISSN
0924-669X
eISSN
1573-7497
D.O.I.
10.1007/s10489-017-0901-8
Publisher site
See Article on Publisher Site

Abstract

The emergence of high-dimensional data requires the design of new optimization methods. Indeed, conventional optimization methods require improvements, hybridization, or parameter tuning in order to operate in spaces of high dimensions. In this paper, we present a new adaptive variant of a pattern search algorithm to solve global optimization problems exhibiting such a character. The proposed method has no parameters visible to the user and the default settings, determined by almost no a priori experimentation, are highly robust on the tested datasets. The algorithm is evaluated and compared with 11 state-of-the-art methods on 20 benchmark functions of 1000 dimensions from the CEC’2010 competition. The results show that this approach obtains good performances compared to the other methods tested.

Journal

Applied IntelligenceSpringer Journals

Published: Mar 11, 2017

References

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