Genetic approach helps to speed classical Price algorithm for global optimization

  • Authors:
  • Margherita Bresco;Giancarlo Raiconi;Fabrizio Barone;Rosario De Rosa;Leopoldo Milano

  • Affiliations:
  • Dipartimento di Matematica e Informatica-DMI, Università di Salerno, Baronissi, Italy;Dipartimento di Matematica e Informatica-DMI, Università di Salerno, Baronissi, Italy;INFN, Sezione di Napoli via Cinthia, Napoli, Italy and Dipartimento di Scienze Farmaceutiche, Università di Salerno, Fisciano, Italy;INFN, Sezione di Napoli via Cinthia, Napoli, Italy and Dipartimento di Scienze Fisiche, Universitá Federico II, via Cinthia, Napoli, Italy;INFN, Sezione di Napoli via Cinthia, Napoli, Italy and Dipartimento di Scienze Fisiche, Universitá Federico II, via Cinthia, Napoli, Italy

  • Venue:
  • Soft Computing - A Fusion of Foundations, Methodologies and Applications
  • Year:
  • 2005

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Abstract

In this paper is presented an hybrid algorithm for finding the absolute extreme point of a multimodal scalar function of many variables. The algorithm is suitable when the objective function is expensive to compute, the computation can be affected by noise and/or partial derivatives cannot be calculated. The method used is a genetic modification of a previous algorithm based on the Price’s method. All information about behavior of objective function collected on previous iterates are used to chose new evaluation points. The genetic part of the algorithm is very effective to escape from local attractors of the algorithm and assures convergence in probability to the global optimum. The proposed algorithm has been tested on a large set of multimodal test problems outperforming both the modified Price’s algorithm and classical genetic approach.