Title :
Noisy optimization problems - a particular challenge for differential evolution?
Author :
T. Krink;B. Filipic;G.B. Fogel
Author_Institution :
Dept. of Comput. Sci., Aarhus Univ., Denmark
fDate :
6/26/1905 12:00:00 AM
Abstract :
The popularity of search heuristics has lead to numerous new approaches in the last two decades. Since algorithm performance is problem dependent and parameter sensitive, it is difficult to consider any single approach as of greatest utility overall problems. In contrast, differential evolution (DE) is a numerical optimization approach that requires hardly any parameter tuning and is very efficient and reliable on both benchmark and real-world problems. However, the results presented in this paper demonstrate that standard methods of evolutionary optimization are able to outperform DE on noisy problems when the fitness of candidate solutions approaches the fitness variance caused by the noise.
Keywords :
"Search problems","Computer science","Intelligent systems","Optimization methods","Evolutionary computation","Convergence","Parameter estimation","Data engineering","Reliability engineering","Systems engineering and theory"
Conference_Titel :
Evolutionary Computation, 2004. CEC2004. Congress on
Print_ISBN :
0-7803-8515-2
DOI :
10.1109/CEC.2004.1330876