多模态优化中不同度量的最大化

F. O. França
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引用次数: 0

摘要

许多实际问题都是用目标函数来描述的,目的是优化单个目标。这导致了非线性优化的重要研究课题,即寻求创建能够找到这些函数的全局最优的算法和计算方法。但是,许多函数是多模态的,有许多不同的全局最优。此外,由于不可能为现实世界的问题创建精确的模型,因此并非每个全局(或局部)最优方案都是可行的。因此,为了找到一个在未建模的约束条件下可行的方案,找到尽可能多的备选最优方案是很有趣的。本文提出了一种给定一个局部最优,寻找目标函数值相似的邻近局部最优的方法。这是通过最大化函数的线性插值的近似误差来实现的。与最先进的方法相比,实验显示了关于检测到的峰值数量的有希望的结果,尽管平均需要更多的函数评估。
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Maximization of a dissimilarity measure for multimodal optimization
Many practical problems are described by an objective-function with the intent to optimize a single goal. This leads to the important research topic of nonlinear optimization, that seeks to create algorithms and computational methods that are capable of finding a global optimum of such functions. But, many functions are multimodal, having many different global optima. Also, given the impossibility to create an exact model of a real-world problem, not every global (or local) optima is feaseable to be conceived. As such, it is interesting to find as many alternative optima in order to find one that is feaseable given unmodelled constraints. This paper proposes a methodology that, given a local optimum, it finds nearby local optima with similar objective-function values. This is performed by maximizing the approximation error of a Linear Interpolation of the function. The experiments show promising results regarding the number of detected peaks when compared to the state-of-the-art, though requiring a higher number of function evaluations on average.
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