A multiple local search algorithm for continuous dynamic optimization

  • Authors:
  • Julien Lepagnot;Amir Nakib;Hamouche Oulhadj;Patrick Siarry

  • Affiliations:
  • Laboratoire Images, Signaux et Systèmes Intelligents, LISSI, E.A. 3956, Université Paris-Est Créteil, Créteil, France 94010;Laboratoire Images, Signaux et Systèmes Intelligents, LISSI, E.A. 3956, Université Paris-Est Créteil, Créteil, France 94010;Laboratoire Images, Signaux et Systèmes Intelligents, LISSI, E.A. 3956, Université Paris-Est Créteil, Créteil, France 94010;Laboratoire Images, Signaux et Systèmes Intelligents, LISSI, E.A. 3956, Université Paris-Est Créteil, Créteil, France 94010

  • Venue:
  • Journal of Heuristics
  • Year:
  • 2013

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Abstract

Many real-world optimization problems are dynamic (time dependent) and require an algorithm that is able to track continuously a changing optimum over time. In this paper, we propose a new algorithm for dynamic continuous optimization. The proposed algorithm is based on several coordinated local searches and on the archiving of the optima found by these local searches. This archive is used when the environment changes. The performance of the algorithm is analyzed on the Moving Peaks Benchmark and the Generalized Dynamic Benchmark Generator. Then, a comparison of its performance to the performance of competing dynamic optimization algorithms available in the literature is done. The obtained results show the efficiency of the proposed algorithm.