Involved Algorithms
GAs, PSO, Constraint Handling, Evolutionary Strategy, Differential Evolution, Multi-Objective Algorithms and multimodal optimization.
Principle of Evolutionary Algorithms
- Proper encoding is necessary.
- There is a certain index to quantify the fitness of every individual.
- The selection of parents and the reproduction of parents is to some extend random.
- The population of solutions will be better as the number of generations increases.
Introduction to Optimization
The problem can be described as:
Minimize f(x) over x∈ΩMinimize\,f(x)\,over\,x\in\OmegaMinimizef(x)overx∈Ω
Ω is the permissible region of the decision variables, which is defined by constraints.\Omega\,is\,the\,permissible\,region\,of\,the\,decision\,variables,\,which\,is\,defined\,by\,constraints.Ωisthepermissibleregionofthedecisionvariables,whichisdefinedbyconstraints.Discrete solution can be considered as an approximate solution to the continuous problem. For example:
Minimize f(x)=x2 where −1≤x≤1Minimize\,f(x)=x^{2}\,where\,-1\leq x\leq1Minimizef(x)=x2where−1≤x≤1
The value of x can be discretized for example using 32 bits plus a sign bit, so totally there are 2332^{33}233 discrete solutions.
However, it is not efficient enough because the problems are likely to be a large numer of enumerations. Consequently, real-parameter evolutionary algorithms is much better.
Global Optimum v.s. Computational Cost
Due to the computational time, in most cases it is impossible and unnecessary to find the global solution. Algorithms such as the GA or simulated annealing can be used because these approaches make use of randomness to escape from local optimal solutions. However, no method can guarantee to produce the global optimal solution (especially for complex multimodal problems).
Nonlinear Programming Problems
- Can be solved by using methods of calculus, but it is difficult to solve these problems analytically.
- The most popular method is the sequential quadratic programming.
- Iterative numerical algorithms are ideal ways to obtain acceptable solutions.
Properties of GAs
- A simple way to obtain acceptable solutions.
- Do not require the search spaceto be continuous or differentiable or unimodal.
- Not deterministic rules so that it can escape from local opimal solutions.
- Work with the objective function without gradie