多元模因算法的效率研究

Максим Константинович Сахаров, А. В. Поноренко
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摘要

在解决实际意义重大的全局优化问题时,目标函数通常具有高维数和计算复杂度,并且具有非平凡的景观。研究表明,通常一种优化方法不足以有效地解决这类问题,需要多种优化方法的混合。该领域最有前途的当代趋势之一是模因算法(MA),它可以被视为基于种群的全局最优搜索和由协同作用提供的局部优化解决方案(模因)程序的结合。对于适合用于解决黑箱优化问题的MA配置,由于理论研究相对较少,许多研究者倾向于采用自适应算法,即在搜索空间的特定域内选择最有效的局部优化方法进行搜索。本文提出了一种多模因修正的简单SMEC算法,使用随机超启发式。介绍了软件算法和使用的模因(Nelder-Mead法、随机超球面搜索法、Hooke-Jeeves法)。根据模因集合和模因数量对所提算法的效率进行了比较研究。该研究使用Rastrigin, Rosenbrock和Zakharov多维测试函数进行。对所有可能的模因组合和每个模因单独进行了计算实验。根据多起点法的研究结果,模因的组合是成功的,包括Hooke-Jeeves法。这些结果证明了与其他模因相比,该方法快速收敛到局部最优,因为所有方法最多执行固定次数的迭代。对平均迭代次数的分析表明,使用最有效的模因集使我们能够找到迭代次数较少的最优解,而不是效率较低的模因集。另外需要注意的是,算法迭代的总次数与使用模因的次数没有关系。研究结果表明,Hooke-Jeeves方法对于所选函数是最有效的,因为它存在于一组模因中,可以显著提高得到的解的质量。同时,统计检验的结果表明,在一组模因中使用附加方法往往对算法的结果没有显著影响。
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Исследование эффективности мульти-меметического алгоритма эволюции разума
In solving practically significant problems of global optimization, the objective function is often of high dimensionality and computational complexity and of nontrivial landscape as well. Studies show that often one optimization method is not enough for solving such problems efficiently - hybridization of several optimization methods is necessary. One of the most promising contemporary trends in this field are memetic algorithms (MA), which can be viewed as a combination of the population-based search for a global optimum and the procedures for a local refinement of solutions (memes), provided by a synergy. Since there are relatively few theoretical studies concerning the MA configuration, which is advisable for use to solve the black-box optimization problems, many researchers tend just to adaptive algorithms, which for search select the most efficient methods of local optimization for the certain domains of the search space. The article proposes a multi-memetic modification of a simple SMEC algorithm, using random hyper-heuristics. Presents the software algorithm and memes used (Nelder-Mead method, method of random hyper-sphere surface search, Hooke-Jeeves method). Conducts a comparative study of the efficiency of the proposed algorithm depending on the set and the number of memes. The study has been carried out using Rastrigin, Rosenbrock, and Zakharov multidimensional test functions. Computational experiments have been carried out for all possible combinations of memes and for each meme individually. According to results of study, conducted by the multi-start method, the combinations of memes, comprising the Hooke-Jeeves method, were successful. These results prove a rapid convergence of the method to a local optimum in comparison with other memes, since all methods perform the fixed number of iterations at the most. The analysis of the average number of iterations shows that using the most efficient sets of memes allows us to find the optimal solution for the less number of iterations in comparison with the less efficient sets. It should be additionally noted that there is no dependence of the total number of the algorithm iterations on the number of memes used. The study results demonstrate that the Hooke-Jeeves method proved to be the most efficient for the chosen functions, since its presence in a set of memes allows a significantly improving quality of the solution obtained. At the same time, the results of statistical tests show that the use of additional methods in a set of memes often has no significant effect on the results of the algorithm.
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