TY - JOUR
T1 - A model-adaptive evolutionary algorithm for optimization
AU - Tenne, Yoel
AU - Izui, Kazuhiro
AU - Nishiwaki, Shinji
PY - 2012/2
Y1 - 2012/2
N2 - Many applications in engineering and science rely on the optimization of computationally expensive functions. A successful approach in such scenarios is to couple an evolutionary algorithm with a mathematical model which replaces the expensive function. However, models introduce several difficulties, such as their inherent inaccuracy, and the difficulty of matching a model to a particular problem. To address these issues, this paper proposes a model-based evolutionary algorithm with two main implementations: (a) it combats model inaccuracy with a tailored trust-region approach to manage the model during the search, and to ensure convergence to an optimum of the true expensive function, and (b) during the search it continuously selects an optimal model type out of a set of candidate models, resulting in a model-adaptive optimization search. Extensive performance analysis shows the efficacy of the proposed algorithm.
AB - Many applications in engineering and science rely on the optimization of computationally expensive functions. A successful approach in such scenarios is to couple an evolutionary algorithm with a mathematical model which replaces the expensive function. However, models introduce several difficulties, such as their inherent inaccuracy, and the difficulty of matching a model to a particular problem. To address these issues, this paper proposes a model-based evolutionary algorithm with two main implementations: (a) it combats model inaccuracy with a tailored trust-region approach to manage the model during the search, and to ensure convergence to an optimum of the true expensive function, and (b) during the search it continuously selects an optimal model type out of a set of candidate models, resulting in a model-adaptive optimization search. Extensive performance analysis shows the efficacy of the proposed algorithm.
KW - Evolutionary algorithm
KW - Expensive optimization problems
KW - Model selection
KW - Modeling
UR - http://www.scopus.com/inward/record.url?scp=84857475711&partnerID=8YFLogxK
U2 - 10.1007/s10015-011-0987-8
DO - 10.1007/s10015-011-0987-8
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AN - SCOPUS:84857475711
SN - 1433-5298
VL - 16
SP - 546
EP - 550
JO - Artificial Life and Robotics
JF - Artificial Life and Robotics
IS - 4
ER -