Uncertainty And Evolutionary Optimization: A Novel Approach

Evolutionary algorithms (EA) have been widely accepted as efficient solvers for complex real world optimization problems, including engineering optimization. However, real world optimization problems often involve uncertain environment including noisy and/or dynamic environments, which pose major challenges to EA-based optimization. The presence of noise interferes with the evaluation and the selection process of EA, and thus adversely affects its performance. In addition, as presence of noise poses challenges to the evaluation of the fitness function, it may need to be estimated instead of being evaluated. Several existing approaches attempt to address this problem, such as introduction of diversity (hyper mutation, random immigrants, special operators) or incorporation of memory of the past (diploidy, case based memory). However, these approaches fail to adequately address the problem. In this paper we propose a Distributed Population Switching Evolutionary Algorithm (DPSEA) method that addresses optimization of functions with noisy fitness using a distributed population switching architecture, to simulate a distributed self-adaptive memory of the solution space. Local regression is used in the pseudo-populations to estimate the fitness. Successful applications to benchmark test problems ascertain the proposed method's superior performance in terms of both robustness and accuracy.Comment: In Proceedings of the The 9th IEEE Conference on Industrial Electronics and Applications (ICIEA 2014), IEEE Press, pp. 988-983, 201

Reduced computation for evolutionary optimization in noisy environment

ABSTRACT Evolutionary Algorithms' (EAs') application to real world optimization problems often involves expensive fitness function evaluation. Naturally this has a crippling effect on the performance of any population based search technique such as EA. Estimating the fitness of individuals instead of actually evaluating them is a workable approach to deal with this situation. Optimization problems in real world often involve expensive fitness. In Categories and Subject Descriptors INTRODUCTION Many real world optimization problems involve very expensive function evaluation, making it impractical for a population based search technique such as EA to be used in such problem domains. In such problems, the run-time for a single function evaluation could be in the range from a fraction of a second to hours of supercomputer time. A suitable alternative is to use approximation instead of actual function evaluation to substantially reduce the computation time [8, 10, and 11]. Use of approximate model to speed up optimization dates all the way back to the sixties The DAFHEA (dynamic approximate fitness based hybrid evolutionary algorithm) framework proposed in our earlier researc