Optimization of High-Dimensional Functions through Hypercube Evaluation

Computational Intelligence and Neuroscience
Rahib H Abiyev, Mustafa Tunay

Abstract

A novel learning algorithm for solving global numerical optimization problems is proposed. The proposed learning algorithm is intense stochastic search method which is based on evaluation and optimization of a hypercube and is called the hypercube optimization (HO) algorithm. The HO algorithm comprises the initialization and evaluation process, displacement-shrink process, and searching space process. The initialization and evaluation process initializes initial solution and evaluates the solutions in given hypercube. The displacement-shrink process determines displacement and evaluates objective functions using new points, and the search area process determines next hypercube using certain rules and evaluates the new solutions. The algorithms for these processes have been designed and presented in the paper. The designed HO algorithm is tested on specific benchmark functions. The simulations of HO algorithm have been performed for optimization of functions of 1000-, 5000-, or even 10000 dimensions. The comparative simulation results with other approaches demonstrate that the proposed algorithm is a potential candidate for optimization of both low and high dimensional functions.

References

Nov 27, 2002·Evolutionary Computation·Kalyanmoy DebDhiraj Joshi
May 13, 1983·Science·S KirkpatrickM P Vecchi

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Citations

Oct 30, 2020·Optics Express·Guodong ChenXiangzhao Wang

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Software Mentioned

HOA

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