An approach for estimating separability and its application on high dimensional optimization

  • Authors:
  • Ricardo Landa;Yazmin Rojas;Gregorio Toscano-Pulido

  • Affiliations:
  • Cinvestav Tamaulipas, Ciudad Victoria, Mexico;Cinvestav Tamaulipas, Ciudad Victoria, Mexico;Cinvestav Tamaulipas, Ciudad Victoria, Mexico

  • Venue:
  • Proceedings of the 14th annual conference on Genetic and evolutionary computation
  • Year:
  • 2012

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Abstract

In this paper, we propose an approach for measuring the level of separability (in a relaxed sense) among variables, making use of the rectangle condition for separable functions. This approach is then used in a differential evolution-based algorithm for high dimensional optimization. The decision variables are associated into groups by their estimated level of separability. Such estimation is refined throughout generations, depending on the area being currently explored. Results are shown from 50 to 10,000 variables. The experiments are performed with unimodal, multimodal, separable and non-separable functions. Comparison are shown with differential evolution alone, and with other algorithms of the state of the art.