Computational and Exploratory Landscape Analysis of the GKLS Generator

The GKLS generator is one of the most used testbeds for benchmarking global optimization algorithms. In this paper, we conduct both a computational analysis and the Exploratory Landscape Analysis (ELA) of the GKLS generator. We utilize both canonically used and newly generated classes of GKLS-generated problems and show their use in benchmarking three state-of-the-art methods (from evolutionary and deterministic communities) in dimensions 5 and 10. We show that the GKLS generator produces ``needle in a haystack'' type problems that become extremely difficult to optimize in higher dimensions. Furthermore, we conduct the ELA on the GKLS generator and then compare it to the ELA of two other widely used benchmark sets (BBOB and CEC 2014), and discuss the meaningfulness of the results

Numerical methods using two different approximations of space-filling curves for black-box global optimization

In this paper, multi-dimensional global optimization problems are considered, where the objective function is supposed to be Lipschitz continuous, multiextremal, and without a known analytic expression. Two different approximations of Peano-Hilbert curve to reduce the problem to a univariate one satisfying the Hölder condition are dis- cussed. The first of them, piecewise-linear approximation, is broadly used in global optimization and not only whereas the second one, non- univalent approximation, is less known. Multi-dimensional geomet- ric algorithms employing these Peano curve approximations are intro- duced and their convergence conditions are established. Numerical experiments executed on 800 randomly generated test functions taken from the literature show a promising performance of algorithms em- ploying Peano curve approximations w.r.t. their direct competitors

A hybrid of Bayesian-based global search with Hooke–Jeeves local refinement for multi-objective optimization problems

The proposed multi-objective optimization algorithm hybridizes random global search with a local refinement algorithm. The global search algorithm mimics the Bayesian multi-objective optimization algorithm. The site of current computation of the objective functions by the proposed algorithm is selected by randomized simulation of the bi-objective selection by the Bayesian-based algorithm. The advantage of the new algorithm is that it avoids the inner complexity of Bayesian algorithms. A version of the Hooke–Jeeves algorithm is adapted for the local refinement of the approximation of the Pareto front. The developed hybrid algorithm is tested under conditions previously applied to test other Bayesian algorithms so that performance could be compared. Other experiments were performed to assess the efficiency of the proposed algorithm under conditions where the previous versions of Bayesian algorithms were not appropriate because of the number of objectives and/or dimensionality of the decision space

An Efficient Global Optimization Algorithm with Adaptive Estimates of the Local Lipschitz Constants

In this work, we present a new deterministic partition-based Global Optimization (GO) algorithm that uses estimates of the local Lipschitz constants associated with different sub-regions of the domain of the objective function. The estimates of the local Lipschitz constants associated with each partition are the result of adaptively balancing the global and local information obtained so far from the algorithm, given in terms of absolute slopes. We motivate a coupling strategy with local optimization algorithms to accelerate the convergence speed of the proposed approach. In the end, we compare our approach HALO (Hybrid Adaptive Lipschitzian Optimization) with respect to popular GO algorithms using hundreds of test functions. From the numerical results, the performance of HALO is very promising and can extend our arsenal of efficient procedures for attacking challenging real-world GO problems. The Python code of HALO is publicly available on GitHub. https://github.com/dannyzx/HAL

Predominant Cognitive Learning Particle Swarm Optimization for Global Numerical Optimization

Particle swarm optimization (PSO) has witnessed giant success in problem optimization. Nevertheless, its optimization performance seriously degrades when coping with optimization problems with a lot of local optima. To alleviate this issue, this paper designs a predominant cognitive learning particle swarm optimization (PCLPSO) method to effectively tackle complicated optimization problems. Specifically, for each particle, a new promising exemplar is constructed by letting its personal best position cognitively learn from a better personal experience randomly selected from those of others based on a novel predominant cognitive learning strategy. As a result, different particles preserve different guiding exemplars. In this way, the learning effectiveness and the learning diversity of particles are expectedly improved. To eliminate the dilemma that PCLPSO is sensitive to the involved parameters, we propose dynamic adjustment strategies, so that different particles preserve different parameter settings, which is further beneficial to promote the learning diversity of particles. With the above techniques, the proposed PCLPSO could expectedly compromise the search intensification and diversification in a good way to search the complex solution space properly to achieve satisfactory performance. Comprehensive experiments are conducted on the commonly adopted CEC 2017 benchmark function set to testify the effectiveness of the devised PCLPSO. Experimental results show that PCLPSO obtains considerably competitive or even much more promising performance than several representative and state-of-the-art peer methods