A performance analysis of Basin hopping compared to established metaheuristics for global optimization

IF 1.8 3区 数学 Q1 Mathematics Journal of Global Optimization Pub Date : 2024-02-28 DOI:10.1007/s10898-024-01373-5
Marco Baioletti, Valentino Santucci, Marco Tomassini
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Abstract

During the last decades many metaheuristics for global numerical optimization have been proposed. Among them, Basin Hopping is very simple and straightforward to implement, although rarely used outside its original Physical Chemistry community. In this work, our aim is to compare Basin Hopping, and two population variants of it, with readily available implementations of the well known metaheuristics Differential Evolution, Particle Swarm Optimization, and Covariance Matrix Adaptation Evolution Strategy. We perform numerical experiments using the IOH profiler environment with the BBOB test function set and two difficult real-world problems. The experiments were carried out in two different but complementary ways: by measuring the performance under a fixed budget of function evaluations and by considering a fixed target value. The general conclusion is that Basin Hopping and its newly introduced population variant are almost as good as Covariance Matrix Adaptation on the synthetic benchmark functions and better than it on the two hard cluster energy minimization problems. Thus, the proposed analyses show that Basin Hopping can be considered a good candidate for global numerical optimization problems along with the more established metaheuristics, especially if one wants to obtain quick and reliable results on an unknown problem.

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Basin hopping 的性能分析:与已建立的元优化全局优化相比
在过去几十年中,人们提出了许多用于全局数值优化的元启发式算法。其中,Basin Hopping 非常简单直接,尽管在其最初的物理化学社区之外很少使用。在这项工作中,我们的目的是将 Basin Hopping 及其两个种群变体与众所周知的微分进化、粒子群优化和协方差矩阵适应进化策略的现成实现进行比较。我们使用 IOH profiler 环境,利用 BBOB 测试函数集和两个现实世界的难题进行了数值实验。实验以两种不同但互补的方式进行:在固定的函数评估预算下测量性能,以及考虑固定的目标值。总的结论是,在合成基准函数上,Basin Hopping 及其新引入的群体变体与 Covariance Matrix Adaptation 几乎一样好,而在两个困难的集群能量最小化问题上,Basin Hopping 及其新引入的群体变体比 Covariance Matrix Adaptation 更好。因此,所提出的分析表明,Basin Hopping 可与更成熟的元启发式一起,被视为全局数值优化问题的理想候选方案,尤其是当人们希望在未知问题上获得快速、可靠的结果时。
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来源期刊
Journal of Global Optimization
Journal of Global Optimization 数学-应用数学
CiteScore
0.10
自引率
5.60%
发文量
137
审稿时长
6 months
期刊介绍: The Journal of Global Optimization publishes carefully refereed papers that encompass theoretical, computational, and applied aspects of global optimization. While the focus is on original research contributions dealing with the search for global optima of non-convex, multi-extremal problems, the journal’s scope covers optimization in the widest sense, including nonlinear, mixed integer, combinatorial, stochastic, robust, multi-objective optimization, computational geometry, and equilibrium problems. Relevant works on data-driven methods and optimization-based data mining are of special interest. In addition to papers covering theory and algorithms of global optimization, the journal publishes significant papers on numerical experiments, new testbeds, and applications in engineering, management, and the sciences. Applications of particular interest include healthcare, computational biochemistry, energy systems, telecommunications, and finance. Apart from full-length articles, the journal features short communications on both open and solved global optimization problems. It also offers reviews of relevant books and publishes special issues.
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