Multiple trajectory search for Large Scale Global Optimization

In this paper, the multiple trajectory search (MTS) is presented for large scale global optimization. The MTS uses multiple agents to search the solution space concurrently. Each agent does an iterated local search using one of three candidate local search methods. By choosing a local search method that best fits the landscape of a solutionpsilas neighborhood, an agent may find its way to a local optimum or the global optimum. We applied the MTS to the seven benchmark problems designed for the CEC 2008 Special Session and Competition on large scale global optimization.