Solving the G-problems in less than 500 iterations: Improved efficient constrained optimization by surrogate modeling and adaptive parameter control

Constrained optimization of high-dimensional numerical problems plays an important role in many scientific and industrial applications. Function evaluations in many industrial applications are severely limited and no analytical information about objective function and constraint functions is available. For such expensive black-box optimization tasks, the constraint optimization algorithm COBRA was proposed, making use of RBF surrogate modeling for both the objective and the constraint functions. COBRA has shown remarkable success in solving reliably complex benchmark problems in less than 500 function evaluations. Unfortunately, COBRA requires careful adjustment of parameters in order to do so. In this work we present a new self-adjusting algorithm SACOBRA, which is based on COBRA and capable to achieve high-quality results with very few function evaluations and no parameter tuning. It is shown with the help of performance profiles on a set of benchmark problems (G-problems, MOPTA08) that SACOBRA consistently outperforms any COBRA algorithm with fixed parameter setting. We analyze the importance of the several new elements in SACOBRA and find that each element of SACOBRA plays a role to boost up the overall optimization performance. We discuss the reasons behind and get in this way a better understanding of high-quality RBF surrogate modeling

Do not be afraid of local minima: affine shaker and particle swarm

Stochastic local search techniques are powerful and flexible methods to optimize difficult functions. While each method is characterized by search trajectories produced through a randomized selection of the next step, a notable difference is caused by the interaction of different searchers, as exemplified by the Particle Swarm methods. In this paper we evaluate two extreme approaches, Particle Swarm Optimization, with interaction between the individual "cognitive" component and the "social" knowledge, and Repeated Affine Shaker, without any interaction between searchers but with an aggressive capability of scouting out local minima. The results, unexpected to the authors, show that Affine Shaker provides remarkably efficient and effective results when compared with PSO, while the advantage of Particle Swarm is visible only for functions with a very regular structure of the local minima leading to the global optimum and only for specific experimental conditions

Designing Algorithms for Optimization of Parameters of Functioning of Intelligent System for Radionuclide Myocardial Diagnostics

The influence of the number of complex components of Fast Fourier transformation in analyzing the polar maps of radionuclide examination of myocardium at rest and stress on the functional efficiency of the system of diagnostics of pathologies of myocardium was explored, and there were defined their optimum values in the information sense, which allows increasing the efficiency of the algorithms of forming the diagnostic decision rules by reducing the capacity of the dictionary of features of recognition.The information-extreme sequential cluster algorithms of the selection of the dictionary of features, which contains both quantitative and category features were developed and the results of their work were compared. The modificatios of the algorithms of the selection of the dictionary were suggested, which allows increasing both the search speed of the optimal in the information sense dictionary and reducing its capacity by 40 %. We managed to get the faultless by the training matrix decision rules, the accuracy of which is in the exam mode asymptotically approaches the limit.It was experimentally confirmed that the implementation of the proposed algorithm of the diagnosing system training has allowed to reduce the minimum representative volume of the training matrix from 300 to 81 vectors-implementations of the classes of recognition of the functional myocardium state