On the limitations of classical benchmark functions for evaluating robustness of evolutionary algorithms

Although evolutionary algorithms (EAs) have some operators which let them explore the whole search domain, still they get trapped in local minima when multimodality of the objective function is increased. To improve the performance of EAs, many optimization techniques or operators have been introduced in recent years. However, it seems that these modified versions exploit some special properties of the classical multimodal benchmark functions, some of which have been noted in previous research and solutions to eliminate them have been proposed. In this article, we show that quite symmetric behavior of the available multimodal test functions is another example of these special properties which can be exploited by some EAs such as covariance matrix adaptation evolution strategy (CMA-ES). This method, based on its invariance properties and good optimization results for available unimodal and multimodal benchmark functions, is considered as a robust and efficient method. However, as far as black box optimization problems are considered, no special trend in the behavior of the objective function can be assumed; consequently this symmetry limits the generalization of optimization results from available multimodal benchmark functions to real world problems. To improve the performance of CMA-ES, the Elite search sub-algorithm is introduced and implemented in the basic algorithm. Importance and effect of this modification is illustrated experimentally by dissolving some test problems in the end.

[1]  Godfrey C. Onwubolu,et al.  New optimization techniques in engineering , 2004, Studies in Fuzziness and Soft Computing.

[2]  Saku Kukkonen,et al.  Real-parameter optimization with differential evolution , 2005, 2005 IEEE Congress on Evolutionary Computation.

[3]  Pedro J. Ballester,et al.  Real-parameter optimization performance study on the CEC-2005 benchmark with SPC-PNX , 2005, 2005 IEEE Congress on Evolutionary Computation.

[4]  Nikolaus Hansen,et al.  On the Adaptation of Arbitrary Normal Mutation Distributions in Evolution Strategies: The Generating Set Adaptation , 1995, ICGA.

[5]  A. Kai Qin,et al.  Self-adaptive differential evolution algorithm for numerical optimization , 2005, 2005 IEEE Congress on Evolutionary Computation.

[6]  Anne Auger,et al.  Performance evaluation of an advanced local search evolutionary algorithm , 2005, 2005 IEEE Congress on Evolutionary Computation.

[7]  Thomas Stützle,et al.  Iterated local search for the quadratic assignment problem , 2006, Eur. J. Oper. Res..

[8]  David E. Goldberg,et al.  Scalability of the Bayesian optimization algorithm , 2002, Int. J. Approx. Reason..

[9]  P. Pardalos,et al.  Recent developments and trends in global optimization , 2000 .

[10]  Carlos García-Martínez,et al.  Hybrid real-coded genetic algorithms with female and male differentiation , 2005, 2005 IEEE Congress on Evolutionary Computation.

[11]  M. Shariat Panahi,et al.  GEM: A novel evolutionary optimization method with improved neighborhood search , 2009, Appl. Math. Comput..

[12]  Kit Yan Chan,et al.  Improved orthogonal array based simulated annealing for design optimization , 2009, Expert Syst. Appl..

[13]  Jing J. Liang,et al.  Novel composition test functions for numerical global optimization , 2005, Proceedings 2005 IEEE Swarm Intelligence Symposium, 2005. SIS 2005..

[14]  Ray J. Paul,et al.  Simulation optimisation using a genetic algorithm , 1998, Simul. Pract. Theory.

[15]  Marco Gaviano,et al.  Test Functions with Variable Attraction Regions for Global Optimization Problems , 1998, J. Glob. Optim..

[16]  Jamal Arkat,et al.  Estimating the parameters of Weibull distribution using simulated annealing algorithm , 2006, Appl. Math. Comput..

[17]  Dervis Karaboga,et al.  A powerful and efficient algorithm for numerical function optimization: artificial bee colony (ABC) algorithm , 2007, J. Glob. Optim..

[18]  Wenyin Gong,et al.  Enhancing the performance of differential evolution using orthogonal design method , 2008, Appl. Math. Comput..

[19]  Nikolaus Hansen,et al.  The CMA Evolution Strategy: A Comparing Review , 2006, Towards a New Evolutionary Computation.

[20]  Shinn-Ying Ho,et al.  A novel orthogonal simulated annealing algorithm for optimization of electromagnetic problems , 2003, IEEE Transactions on Magnetics.

[21]  Jing J. Liang,et al.  Dynamic multi-swarm particle swarm optimizer with local search , 2005, 2005 IEEE Congress on Evolutionary Computation.

[22]  Nikolaus Hansen,et al.  Completely Derandomized Self-Adaptation in Evolution Strategies , 2001, Evolutionary Computation.

[23]  M. Mahdavi,et al.  ARTICLE IN PRESS Available online at www.sciencedirect.com , 2007 .

[24]  Chinyao Low,et al.  An ant direction hybrid differential evolution heuristic for the large-scale passive harmonic filters planning problem , 2008, Expert Syst. Appl..

[25]  Nikolaus Hansen,et al.  A restart CMA evolution strategy with increasing population size , 2005, 2005 IEEE Congress on Evolutionary Computation.

[26]  Francisco Herrera,et al.  Adaptive local search parameters for real-coded memetic algorithms , 2005, 2005 IEEE Congress on Evolutionary Computation.

[27]  Petros Koumoutsakos,et al.  Reducing the Time Complexity of the Derandomized Evolution Strategy with Covariance Matrix Adaptation (CMA-ES) , 2003, Evolutionary Computation.