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

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摘要

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.

论文关键词:Black box optimization,Elite search process,Robust algorithms,Generalization of optimization results,Multimodal functions,Symmetric behavior

论文评审过程:Available online 28 October 2009.

论文官网地址:https://doi.org/10.1016/j.amc.2009.10.009