Most real-world optimization problems are difficult to solve with traditional statistical techniques or with metaheuristics. The main difficulty is related to the existence of a considerable number of local optima, which may result in the premature convergence of the optimization process. To address this problem, we propose a novel heuristic method for constructing a smooth surrogate model of the original function. The surrogate function is easier to optimize but maintains a fundamental property of the original rugged fitness landscape: the location of the global optimum. To create such a surrogate model, we consider a linear genetic programming approach enhanced by a self-tuning fitness function. The proposed algorithm, called the GP-FST-PSO Surrogate Model, achieves satisfactory results in both the search for the global optimum and the production of a visual approximation of the original benchmark function (in the 2-dimensional case).
翻译:最现实世界的优化问题很难用传统的统计技术或计量经济学来解决,主要困难在于存在大量的本地选择,这可能导致优化过程过早地趋于一致。为了解决这一问题,我们提议了一种新颖的超自然法方法,用于构建一个平稳的原始功能替代模型。代用功能更便于优化,但维持原始坚固的健身景观的基本特性:全球最佳定位。为了创建这样一个替代模型,我们考虑采用由自我调节健身功能强化的线性基因编程方法。拟议的算法,即GP-FST-PSO代孕模型,在寻找全球最佳功能和生成原始基准功能的直观近似方面都取得了令人满意的结果(在二维情况下 ) 。