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

Research output: Contribution to book/conference proceedings/anthology/reportConference contributionContributedpeer-review

Contributors

  • Christian L. Müller - , ETH Zurich (Author)
  • Benedikt Baumgartner - , Technical University of Munich (Author)
  • Ivo F. Sbalzarini - , ETH Zurich (Author)

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

Original languageEnglish
Title of host publication2009 IEEE Congress on Evolutionary Computation, CEC 2009
PublisherIEEE Xplore
Pages2685-2692
Number of pages8
ISBN (print)9781424429592
Publication statusPublished - 2009
Peer-reviewedYes
Externally publishedYes

Publication series

Series2009 IEEE Congress on Evolutionary Computation, CEC 2009

Conference

Title2009 IEEE Congress on Evolutionary Computation, CEC 2009
Duration18 - 21 May 2009
CityTrondheim
CountryNorway

External IDs

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