TY - GEN
T1 - A novel evolutionary algorithm for efficient minimization of expensive black-box functions with assisted-modelling
AU - Tenne, Yod
AU - Armfield, S. W.
PY - 2006
Y1 - 2006
N2 - This work presents a novel algorithm for efficient global minimization of expensive black-box functions. A dedicated evolutionary algorithm is used to handle expensive and discontinuous functions; the EA also utilizes information from local-searches to efficiently bias its domain exploration. To enhance efficiency, the algorithm incorporates a density cluster analysis algorithm and a trust-region derivative-free optimizer. The algorithm performs well both when benchmarked against other candidate algorithms over a wide range of test functions and in a challenging real-world optimization problem.
AB - This work presents a novel algorithm for efficient global minimization of expensive black-box functions. A dedicated evolutionary algorithm is used to handle expensive and discontinuous functions; the EA also utilizes information from local-searches to efficiently bias its domain exploration. To enhance efficiency, the algorithm incorporates a density cluster analysis algorithm and a trust-region derivative-free optimizer. The algorithm performs well both when benchmarked against other candidate algorithms over a wide range of test functions and in a challenging real-world optimization problem.
UR - http://www.scopus.com/inward/record.url?scp=34547318764&partnerID=8YFLogxK
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AN - SCOPUS:34547318764
SN - 0780394879
SN - 9780780394872
T3 - 2006 IEEE Congress on Evolutionary Computation, CEC 2006
SP - 3219
EP - 3226
BT - 2006 IEEE Congress on Evolutionary Computation, CEC 2006
T2 - 2006 IEEE Congress on Evolutionary Computation, CEC 2006
Y2 - 16 July 2006 through 21 July 2006
ER -