论文标题

认证的全球最小值,以实现困难优化问题的基准

Certified Global Minima for a Benchmark of Difficult Optimization Problems

论文作者

Vanaret, Charlie, Gotteland, Jean-Baptiste, Durand, Nicolas, Alliot, Jean-Marc

论文摘要

我们为全球优化社区提供了六个欺骗性基准功能(五个边界约束功能和一个非线性约束问题)的新最佳证明。这些高度多模式的非线性测试问题是全球优化求解器最具挑战性的基准功能。即使使用近似方法也没有解决一些问题。我们报告的全局最佳选择已通过Charibde(Vanaret等,2013)进行了数值认证,这是一种结合了进化算法和基于间隔的方法的混合算法。尽管元启发式学通常可以解决大问题并提供有限的计算能力解决方案,但确切的方法被认为不适用于困难的多模式优化问题。 Charibde实现了新的最优结果表明,调和随机算法和数值分析方法是迈向处理问题,这些问题现在被认为是无法解决的。我们还根据数学编程方法和基于人群的元启发式学提供了与最先进的求解器进行比较,并表明Charibde除了可靠,在给定的测试功能上与最佳求解器还具有很高的竞争力。

We provide the global optimization community with new optimality proofs for six deceptive benchmark functions (five bound-constrained functions and one nonlinearly constrained problem). These highly multimodal nonlinear test problems are among the most challenging benchmark functions for global optimization solvers; some have not been solved even with approximate methods. The global optima that we report have been numerically certified using Charibde (Vanaret et al., 2013), a hybrid algorithm that combines an evolutionary algorithm and interval-based methods. While metaheuristics generally solve large problems and provide sufficiently good solutions with limited computation capacity, exact methods are deemed unsuitable for difficult multimodal optimization problems. The achievement of new optimality results by Charibde demonstrates that reconciling stochastic algorithms and numerical analysis methods is a step forward into handling problems that were up to now considered unsolvable. We also provide a comparison with state-of-the-art solvers based on mathematical programming methods and population-based metaheuristics, and show that Charibde, in addition to being reliable, is highly competitive with the best solvers on the given test functions.

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