Comparison of the Effectiveness of Different Cost Functions in Global Optimization Techniques

It is present herein an evaluation of the effect of different cost functions on a methodology that integrates heuristic tabu search, simulated annealing, genetic algorithms and backpropagation. We investigated five cost function approaches: the average method, weighted average, weight-decay, multi- objective optimization, combined multi-objective and weight- decay. The weight-decay approach presented promising results in the optimization process. The experiments were performed in four classifications and one prediction problem.