Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Journal articles
  4. Pareto-like sequential sampling heuristic for global optimisation
 
research article

Pareto-like sequential sampling heuristic for global optimisation

Shaqfa, Mahmoud  
•
Beyer, Katrin  
May 29, 2021
Soft Computing

In this paper, we propose a simple global optimisation algorithm inspired by Pareto’s principle. This algorithm samples most of its solutions within prominent search domains and is equipped with a self-adaptive mechanism to control the dynamic tightening of the prominent domains while the greediness of the algorithm increases over time (iterations). Unlike traditional metaheuristics, the proposed method has no direct mutation- or crossover-like operations. It depends solely on the sequential random sampling that can be used in diversification and intensification processes while keeping the information-flow between generations and the structural bias at a minimum. By using a simple topology, the algorithm avoids premature convergence by sampling new solutions every generation. A simple theoretical derivation revealed that the exploration of this approach is unbiased and the rate of the diversification is constant during the runtime. The trade-off balance between the diversification and the intensification is explained theoretically and experimentally. This proposed approach has been benchmarked against standard optimisation problems as well as a selected set of simple and complex engineering applications. We used 26 standard benchmarks with different properties that cover most of the optimisation problems’ nature, three traditional engineering problems, and one real complex engineering problem from the state-of-the-art literature. The algorithm performs well in finding global minima for nonconvex and multimodal functions, especially with high dimensional problems and it was found very competitive in comparison with the recent algorithmic proposals. Moreover, the algorithm outperforms and scales better than recent algorithms when it is benchmarked under a limited number of iterations for the composite CEC2017 problems. The design of this algorithm is kept simple so it can be easily coupled or hybridised with other search paradigms. The code of the algorithm is provided in C++14, Python3.7, and Octave (Matlab).

  • Files
  • Details
  • Metrics
Loading...
Thumbnail Image
Name

Shaqfa-Beyer2021_Article_Pareto-likeSequentialSamplingH.pdf

Type

Publisher's Version

Version

Published version

Access type

openaccess

License Condition

CC BY

Size

3.77 MB

Format

Adobe PDF

Checksum (MD5)

56d380d5e0b29ca71a2801d65ddedf30

Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés