Univariate continuous global optimization problems are considered in this paper. Several widely used multidimensional metaheuristic global optimization methods-genetic algorithm, differential evolution, particle swarm optimization, artificial bee colony algorithm, and firefly algorithm-are adapted to the univariate case and compared with three Lipschitz global optimization algorithms. For this purpose, it has been introduced a methodology allowing one to compare stochastic methods with deterministic ones by using operational characteristics originally proposed for working with deterministic algorithms only. As a result, a visual comparison of methods having different nature on classes of randomly generated test functions becomes possible. A detailed description of the new methodology for comparing, called "operational zones", is given and results of wide numerical experiments with five metaheuristics and three Lipschitz algorithms are reported.

Operational zones for comparing metaheuristic and deterministic one-dimensional global optimization algorithms

SERGEEV, Yaroslav;KVASOV, Dmitry;Mukhametzhanov M.
2017

Abstract

Univariate continuous global optimization problems are considered in this paper. Several widely used multidimensional metaheuristic global optimization methods-genetic algorithm, differential evolution, particle swarm optimization, artificial bee colony algorithm, and firefly algorithm-are adapted to the univariate case and compared with three Lipschitz global optimization algorithms. For this purpose, it has been introduced a methodology allowing one to compare stochastic methods with deterministic ones by using operational characteristics originally proposed for working with deterministic algorithms only. As a result, a visual comparison of methods having different nature on classes of randomly generated test functions becomes possible. A detailed description of the new methodology for comparing, called "operational zones", is given and results of wide numerical experiments with five metaheuristics and three Lipschitz algorithms are reported.
Numerical optimization; Methods perfromance; Numerical comparison
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/20.500.11770/132146
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 28
  • ???jsp.display-item.citation.isi??? 29
social impact