Stochastic global optimization methods. part 11: multi level methods
Mathematical Programming: Series A and B
Journal of Global Optimization
Algorithm 823: Implementing scrambled digital sequences
ACM Transactions on Mathematical Software (TOMS)
Application of Deterministic Low-Discrepancy Sequences in Global Optimization
Computational Optimization and Applications
Comparing results of 31 algorithms from the black-box optimization benchmarking BBOB-2009
Proceedings of the 12th annual conference companion on Genetic and evolutionary computation
JADE, an adaptive differential evolution algorithm, benchmarked on the BBOB noiseless testbed
Proceedings of the 14th annual conference companion on Genetic and evolutionary computation
Black box optimization benchmarking of the global method
Evolutionary Computation
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Multi Level Single Linkage (MLSL) is a well known stochastic global optimization method. In this paper, a new hybrid variant (HMLSL) of the MLSL algorithm is presented. The most important improvements are related to the sampling phase: the sample is generated from a Sobol quasi-random sequence and a few percent of the population is further improved by using crossover and mutation operators like in a traditional differential evolution (DE) method. The aim of this study is to evaluate the performance of the new HMLSL algorithm on the testbed of 24 noiseless functions. The new algorithm is also compared against a simple MLSL and a traditional DE in order to identify the benefits of the applied improvements. The results confirm that the HMLSL outperforms the MLSL and DE methods. The new method has a larger probability of success and usually is faster especially in the final stage of the optimization than the other two algorithms.