Investigation of one-go evolution strategy/quasi-newton hybridizations

  • Authors:
  • Thomas Bartz-Beielstein;Mike Preuss;Günter Rudolph

  • Affiliations:
  • Dortmund University, Dortmund, Germany;Dortmund University, Dortmund, Germany;Dortmund University, Dortmund, Germany

  • Venue:
  • HM'06 Proceedings of the Third international conference on Hybrid Metaheuristics
  • Year:
  • 2006

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Abstract

It is general knowledge that hybrid approaches can improve the performance of search heurististics. The first phase, exploration, should detect regions of good solutions, whereas the second phase, exploitation, shall tune these solutions locally. Therefore a combination (hybridization) of global and local optimization techniques is recommended. Although plausible at the first sight, it remains unclear how to implement the hybridization, e.g., to distribute the resources, i.e., number of function evaluations or CPU time, to the global and local search optimization algorithm. This budget allocation becomes important if the available resources are very limited. We present an approach to analyze hybridization in this case. An evolution strategy and a quasi-Newton method are combined and tested on standard test functions.