A framework for self-tuning optimization algorithm

The performance of any algorithm will largely depend on the setting of its algorithm-dependent parameters. The optimal setting should allow the algorithm to achieve the best performance for solving a range of optimization problems. However, such parameter tuning itself is a tough optimization problem. In this paper, we present a framework for self-tuning algorithms so that an algorithm to be tuned can be used to tune the algorithm itself. Using the firefly algorithm as an example, we show that this framework works well. It is also found that different parameters may have different sensitivities and thus require different degrees of tuning. Parameters with high sensitivities require fine-tuning to achieve optimality.

[1]  Matt Probert,et al.  Engineering Optimisation: An Introduction with Metaheuristic Applications, by Xin-She Yang , 2012 .

[2]  Simon Fong,et al.  Accelerated Particle Swarm Optimization and Support Vector Machine for Business Optimization and Applications , 2011, NDT.

[3]  Xin-She Yang,et al.  Engineering Optimization: An Introduction with Metaheuristic Applications , 2010 .

[4]  Amir Hossein Gandomi,et al.  Coupled eagle strategy and differential evolution for unconstrained and constrained global optimization , 2012, Comput. Math. Appl..

[5]  Slawomir Koziel,et al.  Computational Optimization, Methods and Algorithms , 2016, Computational Optimization, Methods and Algorithms.

[6]  Evelyn Fox Keller,et al.  Organisms, Machines, and Thunderstorms: A History of Self-Organization, Part Two. Complexity, Emergence, and Stable Attractors , 2009 .

[7]  Xin-She Yang,et al.  Cuckoo Search via Lévy flights , 2009, 2009 World Congress on Nature & Biologically Inspired Computing (NaBIC).

[8]  A. E. Eiben,et al.  Parameter tuning for configuring and analyzing evolutionary algorithms , 2011, Swarm Evol. Comput..

[9]  Xin-She Yang,et al.  Bat algorithm: a novel approach for global engineering optimization , 2012, 1211.6663.

[10]  Amir Hossein Gandomi,et al.  Cuckoo search algorithm: a metaheuristic approach to solve structural optimization problems , 2011, Engineering with Computers.

[11]  Ilya Pavlyukevich Lévy flights, non-local search and simulated annealing , 2007, J. Comput. Phys..

[12]  Xin-She Yang Introduction to Computational Mathematics , 2008 .

[13]  E. Süli,et al.  An introduction to numerical analysis , 2003 .

[14]  H. Von Foerster,et al.  Principles of Self-Organization: Transactions of the University of Illinois Symposium , 1962 .

[15]  Xin-She Yang,et al.  Engineering optimisation by cuckoo search , 2010, Int. J. Math. Model. Numer. Optimisation.

[16]  Xin-She Yang,et al.  Firefly Algorithms for Multimodal Optimization , 2009, SAGA.

[17]  James Kennedy,et al.  Particle swarm optimization , 2002, Proceedings of ICNN'95 - International Conference on Neural Networks.

[18]  Xin-She Yang,et al.  Multiobjective cuckoo search for design optimization , 2013, Comput. Oper. Res..

[19]  Xin-She Yang,et al.  Nature-Inspired Metaheuristic Algorithms , 2008 .

[20]  Evelyn Fox Keller,et al.  Organisms, Machines, and Thunderstorms: A History of Self-Organization, Part One , 2008 .

[21]  Carlos A. Coello Coello,et al.  Solving Engineering Optimization Problems with the Simple Constrained Particle Swarm Optimizer , 2008, Informatica.

[22]  Nigel Webb,et al.  Introduction to computational mathematics , 1987, The Mathematical Gazette.

[23]  Xin-She Yang,et al.  Firefly algorithm, stochastic test functions and design optimisation , 2010, Int. J. Bio Inspired Comput..

[24]  Janez Brest,et al.  A comprehensive review of firefly algorithms , 2013, Swarm Evol. Comput..

[25]  W. Ross Ashby,et al.  Principles of the Self-Organizing System , 1991 .