Particle swarm CMA evolution strategy for the optimization of multi-funnel landscapes

Publikation: Beitrag in Buch/Konferenzbericht/Sammelband/GutachtenBeitrag in KonferenzbandBeigetragenBegutachtung

Beitragende

  • Christian L. Müller - , ETH Zurich (Autor:in)
  • Benedikt Baumgartner - , Technische Universität München (Autor:in)
  • Ivo F. Sbalzarini - , ETH Zurich (Autor:in)

Abstract

We extend the Evolution Strategy with Covariance Matrix Adaptation (CMA-ES) by collaborative concepts from Particle Swarm Optimization (PSO). The proposed Particle Swarm CMA-ES (PS-CMA-ES) algorithm is a hybrid realparameter algorithm that combines the robust local search performance of CMA-ES with the global exploration power of PSO using multiple CMA-ES instances to explore different parts of the search space in parallel. Swarm intelligence is introduced byconsidering individual CMA-ES instances as lumped particles that communicate with each other. This includes non-local information in CMA-ES, which improves the search direction and the sampling distribution. We evaluate the performance of PS-CMA-ES on the IEEE CEC 2005 benchmark test suite. The new PS-CMA-ES algorithm shows superior performance on noisy problems and multi-funnel problems with non-convexunderlying topology.

Details

OriginalspracheEnglisch
Titel2009 IEEE Congress on Evolutionary Computation, CEC 2009
Herausgeber (Verlag)IEEE Xplore
Seiten2685-2692
Seitenumfang8
ISBN (Print)9781424429592
PublikationsstatusVeröffentlicht - 2009
Peer-Review-StatusJa
Extern publiziertJa

Publikationsreihe

Reihe2009 IEEE Congress on Evolutionary Computation, CEC 2009

Konferenz

Titel2009 IEEE Congress on Evolutionary Computation, CEC 2009
Dauer18 - 21 Mai 2009
StadtTrondheim
LandNorwegen

Externe IDs

ORCID /0000-0003-4414-4340/work/159608331