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Robust optimization over time by learning problem space characteristics
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Yazdani, Danial , Nguyen, Trung Thanh and Branke, Jürgen (2019) Robust optimization over time by learning problem space characteristics. IEEE Transactions on Evolutionary Computation, 23 (1). pp. 143-155. doi:10.1109/TEVC.2018.2843566 ISSN 1941-0026.
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Official URL: http://doi.org/10.1109/TEVC.2018.2843566
Abstract
Robust optimization over time is a new way to tackle dynamic optimization problems where the goal is to find solutions that remain acceptable over an extended period of time. The state-of-the-art methods in this domain try to identify robust solutions based on their future predicted fitness values. However, predicting future fitness values is difficult and error prone. In this paper, we propose a new framework based on a multi-population method in which sub-populations are responsible for tracking peaks and also gathering characteristic information about them. When the quality of the current robust solution falls below the acceptance threshold, the algorithm chooses the next robust solution based on the collected information. We propose four different strategies to select the next solution. The experimental results on benchmark problems show that our newly proposed methods perform significantly better than existing algorithms.
Item Type: | Journal Article | |||||||||||||||
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Subjects: | Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software | |||||||||||||||
Divisions: | Faculty of Social Sciences > Warwick Business School | |||||||||||||||
Library of Congress Subject Headings (LCSH): | Robust optimization, Algorithms | |||||||||||||||
Journal or Publication Title: | IEEE Transactions on Evolutionary Computation | |||||||||||||||
Publisher: | IEEE | |||||||||||||||
ISSN: | 1941-0026 | |||||||||||||||
Official Date: | February 2019 | |||||||||||||||
Dates: |
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Volume: | 23 | |||||||||||||||
Number: | 1 | |||||||||||||||
Page Range: | pp. 143-155 | |||||||||||||||
DOI: | 10.1109/TEVC.2018.2843566 | |||||||||||||||
Status: | Peer Reviewed | |||||||||||||||
Publication Status: | Published | |||||||||||||||
Access rights to Published version: | Restricted or Subscription Access | |||||||||||||||
Date of first compliant deposit: | 6 June 2018 | |||||||||||||||
Date of first compliant Open Access: | 6 June 2018 | |||||||||||||||
RIOXX Funder/Project Grant: |
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