Omidvar, MN, Yang, M, Mei, Y et al. (2 more authors) (2017) DG2: A Faster and More Accurate Differential Grouping for Large-Scale Black-Box Optimization. IEEE Transactions on Evolutionary Computation, 21 (6). pp. 929-942. ISSN 1089-778X
Abstract
Identification of variable interaction is essential for an efficient implementation of a divide-and-conquer algorithm for large-scale black-box optimization. In this paper, we propose an improved variant of the differential grouping (DG) algorithm, which has a better efficiency and grouping accuracy. The proposed algorithm, DG2, finds a reliable threshold value by estimating the magnitude of roundoff errors. With respect to efficiency, DG2 reuses the sample points that are generated for detecting interactions and saves up to half of the computational resources on fully separable functions. We mathematically show that the new sampling technique achieves the lower bound with respect to the number of function evaluations. Unlike its predecessor, DG2 checks all possible pairs of variables for interactions and has the capacity to identify overlapping components of an objective function. On the accuracy aspect, DG2 outperforms the state-of-the-art decomposition methods on the latest large-scale continuous optimization benchmark suites. DG2 also performs reliably in the presence of imbalance among contribution of components in an objective function. Another major advantage of DG2 is the automatic calculation of its threshold parameter ($\epsilon $ ), which makes it parameter-free. Finally, the experimental results show that when DG2 is used within a cooperative co-evolutionary framework, it can generate competitive results as compared to several state-of-the-art algorithms.
Metadata
Item Type: | Article |
---|---|
Authors/Creators: |
|
Copyright, Publisher and Additional Information: | This work is licensed under a Creative Commons Attribution 3.0 License. For more information, see http://creativecommons.org/licenses/by/3.0/ |
Keywords: | Cooperative co-evolution, differential grouping (DG), large-scale global optimization, problem decomposition |
Dates: |
|
Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 04 Dec 2019 15:46 |
Last Modified: | 04 Dec 2019 15:46 |
Status: | Published |
Publisher: | IEEE |
Identification Number: | 10.1109/TEVC.2017.2694221 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:154094 |