Finding High-Dimensional D-OptimalDesigns for Logistic Models via Differential Evolution

D-optimal designs are frequently used in controlled experiments to obtain the most accurateestimate of model parameters at minimal cost. Finding them can be a challenging task, especially whenthere are many factors in a nonlinear model. As the number of factors becomes large and interact withone another, there are many more variables to optimize and the D-optimal design problem becomes highdimensionaland non-separable. Consequently, premature convergence issues arise. Candidate solutions gettrapped in local optima and the classical gradient-based optimization approaches to search for the D-optimaldesigns rarely succeed. We propose a specially designed version of differential evolution (DE) which is arepresentative gradient-free optimization approach to solve such high-dimensional optimization problems.The proposed specially designed DE uses a new novelty-based mutation strategy to explore the variousregions in the search space. The exploration of the regions will be carried out differently from the previouslyexplored regions and the diversity of the population can be preserved. The proposed novelty-based mutationstrategy is collaborated with two common DE mutation strategies to balance exploration and exploitationat the early or medium stage of the evolution. Additionally, we adapt the control parameters of DE as theevolution proceeds. Using logistic models with several factors on various design spaces as examples, oursimulation results show our algorithm can find D-optimal designs efficiently and the algorithm outperformsits competitors. As an application, we apply our algorithm and re-design a 10-factor car refueling experimentwith discrete and continuous factors and selected pairwise interactions. Our proposed algorithm was able toconsistently outperform the other algorithms and find a more efficient D-optimal design for the problem

Differential Evolution Optimal Parameters Tuning with Artificial Neural Network

Differential evolution (DE) is a simple and efficient population-based stochastic algorithm for solving global numerical optimization problems. DE largely depends on algorithm parameter values and search strategy. Knowledge on how to tune the best values of these parameters is scarce. This paper aims to present a consistent methodology for tuning optimal parameters. At the heart of the methodology is the use of an artificial neural network (ANN) that learns to draw links between the algorithm performance and parameter values. To do so, first, a data-set is generated and normalized, then the ANN approach is performed, and finally, the best parameter values are extracted. The proposed method is evaluated on a set of 24 test problems from the Black-Box Optimization Benchmarking (BBOB) benchmark. Experimental results show that three distinct cases may arise with the application of this method. For each case, specifications about the procedure to follow are given. Finally, a comparison with four tuning rules is performed in order to verify and validate the proposed method’s performance. This study provides a thorough insight into optimal parameter tuning, which may be of great use for users.The authors appreciate the support to the government of the Basque Country through research programs Grants N. ELKARTEK 20/71 and ELKARTEK: KK-2019/00099

DIFFERENTIAL EVOLUTION-BASED METHODS FOR NUMERICAL OPTIMIZATION

Ph.DDOCTOR OF PHILOSOPH