A multi objective memetic inverse solver reinforced by local optimization methods

We propose a new memetic strategy that can solve the multi-physics, complex inverse problems, formulated as the multi-objective optimization ones, in which objectives are misfits between the measured and simulated states of various governing processes. The multi-deme structure of the strategy allows for both, intensive, relatively cheap exploration with a moderate accuracy and more accurate search many regions of Pareto set in parallel. The special type of selection operator prefers the coherent alternative solutions, eliminating artifacts appearing in the particular processes. The additional accuracy increment is obtained by the parallel convex searches applied to the local scalarizations of the misfit vector. The strategy is dedicated for solving ill-conditioned problems, for which inverting the single physical process can lead to the ambiguous results. The skill of the selection in artifact elimination is shown on the benchmark problem, while the whole strategy was applied for identification of oil deposits, where the misfits are related to various frequencies of the magnetic and electric waves of the magnetotelluric measurements. 2016 Elsevier B.V

A multi-objective memetic inverse solver reinforced by local optimization methods

We propose a new memetic strategy that can solve the multi-physics, complex inverse problems, formulated as the multi-objective optimization ones, in which objectives are misfits between the measured and simulated states of various governing processes. The multi-deme structure of the strategy allows for both, intensive, relatively cheap exploration with a moderate accuracy and more accurate search many regions of Pareto set in parallel. The special type of selection operator prefers the coherent alternative solutions, eliminating artifacts appearing in the particular processes. The additional accuracy increment is obtained by the parallel convex searches applied to the local scalarizations of the misfit vector. The strategy is dedicated for solving ill-conditioned problems, for which inverting the single physical process can lead to the ambiguous results. The skill of the selection in artifact elimination is shown on the benchmark problem, while the whole strategy was applied for identification of oil deposits, where the misfits are related to various frequencies of the magnetic and electric waves of the magnetotelluric measurement

Why simheuristics? : Benefits, limitations, and best practices when combining metaheuristics with simulation

Many decision-making processes in our society involve NP-hard optimization problems. The largescale, dynamism, and uncertainty of these problems constrain the potential use of stand-alone optimization methods. The same applies for isolated simulation models, which do not have the potential to find optimal solutions in a combinatorial environment. This paper discusses the utilization of modelling and solving approaches based on the integration of simulation with metaheuristics. These 'simheuristic' algorithms, which constitute a natural extension of both metaheuristics and simulation techniques, should be used as a 'first-resort' method when addressing large-scale and NP-hard optimization problems under uncertainty -which is a frequent case in real-life applications. We outline the benefits and limitations of simheuristic algorithms, provide numerical experiments that validate our arguments, review some recent publications, and outline the best practices to consider during their design and implementation stages

A review of population-based metaheuristics for large-scale black-box global optimization: Part A

Scalability of optimization algorithms is a major challenge in coping with the ever growing size of optimization problems in a wide range of application areas from high-dimensional machine learning to complex large-scale engineering problems. The field of large-scale global optimization is concerned with improving the scalability of global optimization algorithms, particularly population-based metaheuristics. Such metaheuristics have been successfully applied to continuous, discrete, or combinatorial problems ranging from several thousand dimensions to billions of decision variables. In this two-part survey, we review recent studies in the field of large-scale black-box global optimization to help researchers and practitioners gain a bird’s-eye view of the field, learn about its major trends, and the state-of-the-art algorithms. Part of the series covers two major algorithmic approaches to large-scale global optimization: problem decomposition and memetic algorithms. Part of the series covers a range of other algorithmic approaches to large-scale global optimization, describes a wide range of problem areas, and finally touches upon the pitfalls and challenges of current research and identifies several potential areas for future research