The True Destination of EGO is Multi-local Optimization

Efficient global optimization is a popular algorithm for the optimization of expensive multimodal black-box functions. One important reason for its popularity is its theoretical foundation of global convergence. However, as the budgets in expensive optimization are very small, the asymptotic properties only play a minor role and the algorithm sometimes comes off badly in experimental comparisons. Many alternative variants have therefore been proposed over the years. In this work, we show experimentally that the algorithm instead has its strength in a setting where multiple optima are to be identified

A nature-inspired multi-objective optimisation strategy based on a new reduced space searching algorithm for the design of alloy steels

In this paper, a salient search and optimisation algorithm based on a new reduced space searching strategy, is presented. This algorithm originates from an idea which relates to a simple experience when humans search for an optimal solution to a ‘real-life’ problem, i.e. when humans search for a candidate solution given a certain objective, a large area tends to be scanned first; should one succeed in finding clues in relation to the predefined objective, then the search space is greatly reduced for a more detailed search. Furthermore, this new algorithm is extended to the multi-objective optimisation case. Simulation results of optimising some challenging benchmark problems suggest that both the proposed single objective and multi-objective optimisation algorithms outperform some of the other well-known Evolutionary Algorithms (EAs). The proposed algorithms are further applied successfully to the optimal design problem of alloy steels, which aims at determining the optimal heat treatment regime and the required weight percentages for chemical composites to obtain the desired mechanical properties of steel hence minimising production costs and achieving the overarching aim of ‘right-first-time production’ of metals

Adaptive multimodal continuous ant colony optimization

Seeking multiple optima simultaneously, which multimodal optimization aims at, has attracted increasing attention but remains challenging. Taking advantage of ant colony optimization algorithms in preserving high diversity, this paper intends to extend ant colony optimization algorithms to deal with multimodal optimization. First, combined with current niching methods, an adaptive multimodal continuous ant colony optimization algorithm is introduced. In this algorithm, an adaptive parameter adjustment is developed, which takes the difference among niches into consideration. Second, to accelerate convergence, a differential evolution mutation operator is alternatively utilized to build base vectors for ants to construct new solutions. Then, to enhance the exploitation, a local search scheme based on Gaussian distribution is self-adaptively performed around the seeds of niches. Together, the proposed algorithm affords a good balance between exploration and exploitation. Extensive experiments on 20 widely used benchmark multimodal functions are conducted to investigate the influence of each algorithmic component and results are compared with several state-of-the-art multimodal algorithms and winners of competitions on multimodal optimization. These comparisons demonstrate the competitive efficiency and effectiveness of the proposed algorithm, especially in dealing with complex problems with high numbers of local optima

Balancing Selection Pressures, Multiple Objectives, and Neural Modularity to Coevolve Cooperative Agent Behavior

Previous research using evolutionary computation in Multi-Agent Systems indicates that assigning fitness based on team vs.\ individual behavior has a strong impact on the ability of evolved teams of artificial agents to exhibit teamwork in challenging tasks. However, such research only made use of single-objective evolution. In contrast, when a multiobjective evolutionary algorithm is used, populations can be subject to individual-level objectives, team-level objectives, or combinations of the two. This paper explores the performance of cooperatively coevolved teams of agents controlled by artificial neural networks subject to these types of objectives. Specifically, predator agents are evolved to capture scripted prey agents in a torus-shaped grid world. Because of the tension between individual and team behaviors, multiple modes of behavior can be useful, and thus the effect of modular neural networks is also explored. Results demonstrate that fitness rewarding individual behavior is superior to fitness rewarding team behavior, despite being applied to a cooperative task. However, the use of networks with multiple modules allows predators to discover intelligent behavior, regardless of which type of objectives are used

On the detection of nearly optimal solutions in the context of single-objective space mission design problems

When making decisions, having multiple options available for a possible realization of the same project can be advantageous. One way to increase the number of interesting choices is to consider, in addition to the optimal solution x*, also nearly optimal or approximate solutions; these alternative solutions differ from x* and can be in different regions – in the design space – but fulfil certain proximity to its function value f(x*). The scope of this article is the efficient computation and discretization of the set E of e–approximate solutions for scalar optimization problems. To accomplish this task, two strategies to archive and update the data of the search procedure will be suggested and investigated. To make emphasis on data storage efficiency, a way to manage significant and insignificant parameters is also presented. Further on, differential evolution will be used together with the new archivers for the computation of E. Finally, the behaviour of the archiver, as well as the efficiency of the resulting search procedure, will be demonstrated on some academic functions as well as on three models related to space mission design

Multimodal estimation of distribution algorithms

Taking the advantage of estimation of distribution algorithms (EDAs) in preserving high diversity, this paper proposes a multimodal EDA. Integrated with clustering strategies for crowding and speciation, two versions of this algorithm are developed, which operate at the niche level. Then these two algorithms are equipped with three distinctive techniques: 1) a dynamic cluster sizing strategy; 2) an alternative utilization of Gaussian and Cauchy distributions to generate offspring; and 3) an adaptive local search. The dynamic cluster sizing affords a potential balance between exploration and exploitation and reduces the sensitivity to the cluster size in the niching methods. Taking advantages of Gaussian and Cauchy distributions, we generate the offspring at the niche level through alternatively using these two distributions. Such utilization can also potentially offer a balance between exploration and exploitation. Further, solution accuracy is enhanced through a new local search scheme probabilistically conducted around seeds of niches with probabilities determined self-adaptively according to fitness values of these seeds. Extensive experiments conducted on 20 benchmark multimodal problems confirm that both algorithms can achieve competitive performance compared with several state-of-the-art multimodal algorithms, which is supported by nonparametric tests. Especially, the proposed algorithms are very promising for complex problems with many local optima

Force-imitated particle swarm optimization using the near-neighbor effect for locating multiple optima

Copyright @ Elsevier Inc. All rights reserved.Multimodal optimization problems pose a great challenge of locating multiple optima simultaneously in the search space to the particle swarm optimization (PSO) community. In this paper, the motion principle of particles in PSO is extended by using the near-neighbor effect in mechanical theory, which is a universal phenomenon in nature and society. In the proposed near-neighbor effect based force-imitated PSO (NN-FPSO) algorithm, each particle explores the promising regions where it resides under the composite forces produced by the “near-neighbor attractor” and “near-neighbor repeller”, which are selected from the set of memorized personal best positions and the current swarm based on the principles of “superior-and-nearer” and “inferior-and-nearer”, respectively. These two forces pull and push a particle to search for the nearby optimum. Hence, particles can simultaneously locate multiple optima quickly and precisely. Experiments are carried out to investigate the performance of NN-FPSO in comparison with a number of state-of-the-art PSO algorithms for locating multiple optima over a series of multimodal benchmark test functions. The experimental results indicate that the proposed NN-FPSO algorithm can efficiently locate multiple optima in multimodal fitness landscapes.This work was supported in part by the Key Program of National Natural Science Foundation (NNSF) of China under Grant 70931001, Grant 70771021, and Grant 70721001, the National Natural Science Foundation (NNSF) of China for Youth under Grant 61004121, Grant 70771021, the Science Fund for Creative Research Group of NNSF of China under Grant 60821063, the PhD Programs Foundation of Ministry of Education of China under Grant 200801450008, and in part by the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant EP/E060722/1 and Grant EP/E060722/2