Тип публикации: доклад, тезисы доклада, статья из сборника материалов конференций
Конференция: International Workshop “Hybrid methods of modeling and optimization in complex systems” (HMMOCS 2022); Krasnoyarsk; Krasnoyarsk
Год издания: 2022
Идентификатор DOI: 10.15405/epct.23021.41
Ключевые слова: global optimization, black-box optimization, differential evolution, quasi-Newton methods, BFGS
Аннотация: Many real-world global optimization problems are presented by a black-box model, therefore there is no information on properties of the objective function and its derivatives. Differential evolution (DE) is one of search algorithms, which demonstrates the high performance in solving global black-box optimization problems. Usually DПоказать полностьюE shows good global convergence, but it is slow in the local convergence. A local search can efficiently find a local optimum with high accuracy but cannot identify a basin of the global optimum. In the study we have proposed a hybrid of DE and the Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm. In BFGS derivatives are substituted by their approximations using the finite difference method. We have tested 3 different schemes of the cooperation of DE and BFGS. Using a set of benchmark optimization problems, the experimental results have shown that the hybridization can improve the performance of the standard DE algorithm. At the same time the choice of the hybridization scheme affects the results.
Журнал: HYBRID METHODS OF MODELING AND OPTIMIZATION IN COMPLEX SYSTEMS
Номера страниц: 336-342
Место издания: London, United Kingdom
Издатель: European Proceedings