336 THE STATISTICAL SOFTWARE NEWSLETTER where z is one (randomly taken) pole of the simplex S, g the centroid of the remaining d poles of the simplex

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1 THE STATISTICAL SOFTWARE NEWSLETTER 335 Simple Evolutionary Heuristics for Global Optimization Josef Tvrdk and Ivan Krivy University of Ostrava, Brafova 7, Ostrava, Czech Republic Phone: , Fax: , Abstract: The paper deals with the empirical comparison of ve evolutionary algorithms. One of them is closely related to the controlled random search, another two are based on evolutionary search and remaining two on dierential evolution. The testbed consists of six functions widely used for testing of optimization algorithms. The average number of objective function evaluations and its variability are used as basic criteria for the comparison. (SSNinCSDA 30, 335 { 342 (May 1999)) Keywords: evolutionary algorithms, controlled random search, dierential evolution, evolutionary search, global optimization, experimental testing Received: December 1998 Revised: March 1999 I. Introduction Some evolutionary algorithms belong to the classes with thorough theoretical background - see e.g. Back (1996), who distinguishes three classes: genetic algorithms, evolutionary strategy and evolutionary programming. But there are many evolutionary algorithms (or heuristics), which cannot be classied according to the Back's categories. This paper presents several such algorithms, namely modied controlled random search (MCRS) - (Krivy and Tvrdk, 1995), evolutionary search (Krivy and Tvrdk, 1996), (Krivy and Tvrdk, 1997) and dierential evolution (Storn and Price, 1997). The aim of this contribution is to compare these algorithms when they are applied to the solution of some well-known optimization tasks. We consider the global optimization problem in a traditional sense: Given an objective function f :! R; R d ; 6= ;, we search for the point x opt such that f(x opt ) = min f(x): x2 Then x opt represents the global minimum of real-valued function f (of d variables) in. II. MCRS Algorithm The MCRS (Modied Controlled Random Search) algorithm - (Krivy and Tvrdk, 1995), (Krivy and Tvrdk, 1996) is based on old ideas of simplex method (Nelder and Mead, 1964) and controlled random search (Price, 1976). The MCRS algorithm starts with population P of N points taken at random in. A new trial point x is generated from a simplex S (a set of d + 1 linearly independent points of a population P in ) by the relation x = g Y (z g) (1)

2 336 THE STATISTICAL SOFTWARE NEWSLETTER where z is one (randomly taken) pole of the simplex S, g the centroid of the remaining d poles of the simplex and Y a multiplication factor. The point x may be considered as resulting from the reection of the point z with respect to the centroid g. The principal modication of the original Price's reection consists in randomizing the multiplication factor Y. Instead of being constant Y is considered as a random variable in MCRS algorithm. Several distributions of Y were tested and it was found that good optimization results were obtained with Y distributed uniformly in h0; ) with ranging from 4 to 8 (Krivy and Tvrdk, 1995). Starting from the procedure Ref lection, which can be formally written as procedure Ref lection(p, var x); S := set of (d + 1) points selected from P at random; x := g Y (z g) ; until x 2, the description of the MCRS algorithm is very simple: procedure MCRS; begin P := population of N randomly generated points in, Ref lection(p; x); if f(x) < f(x max ) then x max := x; until stopping condition is true; end fmcrsg; x max being the point with the largest function value of the N points currently stored. No particular stopping condition is dened. However, in most optimization problems the stopping condition is dened as f(x k ) f(x min ) " (2) where x min is the point with the smallest value of objective function among all the N points of population P, x k is another point of population P (e.g. the point with the largest function value) and " is an input parameter. The algorithm has only three input parameters: N, the size of population, a parameter dening the uniform distribution of Y in(1), the value of " in stopping condition (2). The right setting of the tuning parameters is dependent on the nature of optimization problem to be solved. It is obvious the higher values of N and the more thorough is the search. Empirical recommendation suitable for many tasks is = 8 and N = max(10; d 2 ). III. Evolutionary Search Considering the Ref lection procedure plays the role of a generalized crossover and applying some ideas from genetic algorithms (e.g. Goldberg, 1989) we can deal with another class of stochastic optimization algorithms. Let us call them evolutionary search (ES) algorithms. Their structure can be described as follows:

3 THE STATISTICAL SOFTWARE NEWSLETTER 337 procedure ES generate P (an old population of N points taken at random from ) copy a portion of the best points of P into a new population Q Reection applied to a simplex from P until the next trial point is better than the worst point in P insert the next trial point into Q until Q is completed to N points if condition for the mutation is true then mutate a point of Q replace P by Q until stopping condition is true Comparing to MCRS, the ES algorithms work on two populations P and Q and have two additional tuning parameters, namely probability of mutation and the portion of the old population P to be copied directly to new population Q. It is evident that the algorithms meet the principles of GAs: The initial population is generated randomly in. The new population inherits the properties of the old one in two ways: directly by surviving the best individuals (with respect to f-values) and indirectly by applying the reection, dened by (1), to the old population. An individual with new properties (even with a larger f-value) is allowed to arise with a small probability (mutation probability). In this contribution two algorithms of this class, ES2 and ES3, were tested. They dier from each other in constructing simplexes for generating the next trial points x according to (1). In case of ES2 algorithm the simplex is created completely at random from a current population P. Regarding ES3 algorithm, however, the simplex points, x i ; i = 1; 2; : : : ; d + 1, are selected with the probability proportional to their tness, s i, given by (see Goldberg, 1989) s i = 1 [(1 )i + N] 1 N where i denotes the rank of x i when all points are ordered in a non-decreasing sequence with respect to their f-values and = 1. N+1 The common inputs to both ES algorithms consist of: N, the size of population, a parameter of for the uniform distribution of Y,(1) the value of " in stopping condition, (2). p m, the probability of mutation, M, the number (or its upper limit) of the best points surviving from the old population to the new one. IV. Dierential Evolution Dierential evolution (DE) has appeared recently as a new heuristic approach for minimizing real-valued multimodal objective functions (Price and Storn, 1996). An extensive testing of the algorithms showed that DE converges faster and with more certainty than the adaptive simulated annealing as well as the annealed Nelder-Mead approach, both of which have a reputation for being very powerful (Storn and Price, 1997). DE has some features similar to evolutionary search, so it

4 338 THE STATISTICAL SOFTWARE NEWSLETTER seems worthwhile to compare these algorithms, at least by means of empirical tests. DE like ES also works with two populations P and Q. Basically, for each vector x i;p, i = 1; 2; : : : ; N, of an old population P a mutant vector v i;q is generated by adding the weighted dierence between two vectors of P to a third vector of P. In order to increase the diversity of the new vectors, crossover is introduced. Therefore, the trial vector u i;q of new population Q is created by replacing some elements of vector x i;p by corresponding elements of the mutant vector v i;q. More formally the DE can be written as follows: procedure DE generate P (an old population P of N points taken at random from ) for i := 1 to N do generate a mutant vector v i;q get a new trial vector u i;q by crossover of v i;q and x i;p if f(u i;q ) < f(x i;p ) then x i;q := u i;q else x i;q := x i;p enddo replace P by Q until stopping condition is true Several strategies how to generate mutant vectors v i;q are described in (Price and Storn, 1996) and (Storn and Price, 1997). Two of them were used in this paper: 1. The strategy using three randomly taken vectors of P (denoted RAND) v i;q = x r1;p + F (x r2;p x r3;p ) (3) where r 1, r 2, r 3 are integers taken at random from [1; N], mutually dierent and dierent from running index i, F is an input parameter, F > The strategy using the best vector and four randomly taken vectors of P (denoted BEST) v i;q = x rbest ;P + F (x r1;p + x r2;p x r3;p x r4;p ) (4) where x rbest ;P is the point of population P with the lowest value of the objective function, r 1, r 2, r 3, r 4 are integers taken at random from [1; N], mutually dierent and also dierent from running index i, F is again an input parameter, F > 0. The new trial vector u i;q = (u i0;q ; u i1;q ; : : : ; u i(d 1);Q ) 0 of Q is generated according to the rule vij;q for j = k(mod d); k + 1(mod d); : : : ; k + L 1(mod d) u ij;q = (5) otherwise x ij;p where j = 0; 1; : : : ; d 1 and the integer k, chosen randomly from [0; d 1], denotes the starting position (index) for crossover. The integer L is the number of elements to be exchanged, drawn from [1; d] with the probability P (L t) = C t 1 for t = 1; 2; : : : ; d. C is an input parameter giving the crossover probability, C 2 (0; 1). V. Testing functions All evolutionary algorithms under consideration were tested on searching for the global minimum of some special functions, which present a serious problem for many optimization algorithms. Our

5 THE STATISTICAL SOFTWARE NEWSLETTER 339 collection of testing functions contains ve well-known De Jong functions (some of them in a slightly modied form, see Storn and Price, 1997) and Ackley's function. 1. First De Jong function (sphere) f 1 (x) = This function, whose global minimum is f 1 (0) = 0, presents a relatively simple task for every serious optimization algorithm. 2. Second De Jong function (a generalized Rosenbrock's saddle) f 2 (x) = The global minimum of this function is f 2 (1) = Modied third De Jong function x 2 j : [100(x 2 j x j+1) 2 + (1 x j ) 2 ] f 3 (x) = bx j + 0:5c 2 where byc denotes the largest integer less than or equal to y. The global minimum f 4 = 0 is located at the plateau having x j 2 [ 0:5; 0:5] for all j, j = 1; 2; : : : ; d. 4. Fourth De Jong function (quartic function) f 4 (x) = (jx 4 j + ) where is a random variable with normal distribution N(0; 1). This function was taken to test the behavior of the optimization algorithms in the presence of Gaussian noise. Its minimum is f 4 (0) de() = Fifth De Jong function (Shekel's Foxholes) f 5 (x) = 0: X i=0 where the elements of A matrix are dened as follows: 1 i P 2 (x j a ij ) 6 1 a i1 = 32; 16; 0; 16; 32 for 0; 1; 2; 3; 4; resp.; a i1 = a i(mod 5);1 for i 5; a i2 = 32; 16; 0; 16; 32 for i = 0; 5; 10; 15; 20; resp.; a i2 = a i+k;2 for k = 1; 2; 3; 4: The global minimum is f 5 ( 32; 32) ' 0: Ackley's function v uut 1 f 6 (x) = c 1 exp c 2 d x 2 j exp 1 d cos c 3 x j + c1 + e

6 340 THE STATISTICAL SOFTWARE NEWSLETTER where e denotes Euler constant and c 1 = 20; c 2 = 0:2; c 3 = 2. According to (Back, 1996) this function provides a reasonable test for the necessary combination of path-oriented and volumeoriented characteristics of search strategy. Its global minimum is f 6 (0) = 0. VI. Experimental Results All the algorithms were implemented in TurboPascal and the corresponding programs were tested on PC. Q The searching space was dened in the same way for all testing functions, especially d = [ 40; 60]. The ranges of the individual variables were set relatively large and asymmetric in order to make the optimization tasks a bit more dicult. The dimension, d, of the global optimization tasks was set to 10, excepting the case of the fth De Jong function where d = 2 according to its denition. For each algorithm two basic features were investigated: rate of convergence and reliability in reaching the global minimum. For each optimization task at least 100 independent runs were carried out. As regards MCRS and ES algorithms, the common tuning parameters were adjusted to the same values, namely: N = max(10; d 2 ), = 8, " = 1E 8. Additional tuning parameters for the evolutionary search were set as follows: p m = 0:01, M = bn=2c, i.e. the largest integer less than or equal to N=2. Concerning DE algorithms N and " set as before, F = 1:0, C = 0:8. For all testing functions excepting f 4, the optimization process was stopped when the stopping condition (2) is satised for k = bn=2c, the population points are supposed being ordered in a nondecreasing sequence according to their function values. When searching for the global minimum of f 4, the stopping condition f(x min ) 0 was used. The experimental results are given in Tables 1 and 2. As regards the notation, NOBJF gives the average number of testing function evaluations (calculated only from runs when global minimum was reached), sd the corresponding standard deviation and failure indicates the percentage of runs when the algorithms stopped at a local minimum. Table 1: Average of objective function evaluations Algorithm f 1 f 2 f 3 f 4 f 5 f 6 MCRS ES ES DEBEST DERAND

7 THE STATISTICAL SOFTWARE NEWSLETTER 341 Table 2: Variability of objective function evaluations (100sd/NOBJF) and percentage of failure a) variability b) failure Algorithm f 1 f 2 f 3 f 4 f 5 f 6 f 1 f 2 f 3 f 4 f 5 f 6 MCRS ES ES DEBEST DERAND VII. Conclusions 1. Starting from the analysis of the experimental data, the following conclusions concerning NOBJF values can be made: MCRS algorithm exhibits the fastest convergence for ve of six testing functions, the DE algorithms are better only in the case of the 5th DeJong function. The results of DEBEST are comparable with the results of ES3, DERAND is slightly better in NOBJF. The ES2 requires the highest NOBJF to reach the global minimum in all six cases. 2. The data in the Table 2a illustrate that DE algorithms show the smallest variability of NOBJ values and, therefore, the prediction of their running times (NOBJF values) is more condential. Due to the fact that the generation of a new trial point u involves only partial evaluation of the vector components (see eq. (5)), DE algorithms are less time-consuming than the others at the same NOBJF value. 3. Concerning the reliability of nding the global minimum (see Table 2b), all algorithms sometimes failed in searching for the global minimum of the fth De Jong's function, the number of failures being the lowest for ES2; MCRS also fails from time to time when being applied to three other testing functions. 4. It seems that the heuristic used for generating a new trial point is not the most important feature of evolutionary algorithms. The reasons for this assertion are as follows: MCRS and ES2 algorithms, in which the same heuristic is used, stand on the opposite ends of both NOBJF and reliability scales. DE and ES3 algorithms are almost the same with respect to NOBJF values and reliability in spite of using dierent heuristic approach. The feature of self-adaptation and its eectiveness seem to be more important. 5. All the algorithms presented here are easy to implement and they have a very small number of tuning parameters. It makes their application to tasks of the global optimization in continuous spaces easier as compared with many other algorithms. Some of the algorithms, namely MCRS, ES2, DEBEST and DERAND, proved to be suciently reliable in optimizing a collection of 14 nonlinear regression models which present a dicult task for the optimization algorithms based on objective function derivatives (Krivy and Tvrdk, 1998).

8 342 THE STATISTICAL SOFTWARE NEWSLETTER References Back, T. (1996): Evolutionary Algorithms in Theory and Practice. New York, Oxford University Press Goldberg, D. E. (1989): Genetic Algorithms in Search, Optimization, and Machine Learning. Reading, Addison Wesley Krivy, I., Tvrdk, J. (1995): The Controlled Random Search Algorithm in Optimizing Regression Models. Comput. Statist. and Data Anal., 20, Krivy, I., Tvrdk, J. (1996): Stochastic Algorithms in Estimating Regression Models. In: A. Prat (Ed.), COMPSTAT Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, Krivy, I., Tvrdk, J. (1997): Some Evolutionary Algorithms for Optimization. In: MENDEL'97. 3rd International Mendel Conference on Genetic Algorithms (Tech. Univ. of Brno, June 1997). Brno, PC-DIR, Krivy, I., Tvrdk, J. (1998): Stochastic Optimization and its Applications in Regression. In: R. Payne and P. Lane (Eds), COMPSTAT Proceedings in Computational Statistics, Short Communications and Posters, IACR Rothamsted, Nelder, J.A., Mead, R. (1964): A simplex method for function minimization. Computer J., 7, 308{313 Price K., Storn R. (1996): Minimizing the Real Functions of the ICEC'96 contest by Dierential Evolution, IEEE International Conference on Evolutionary Computation (ICEC'96), Price, W. L. (1976): A controlled random search procedure for global optimization. Computer J., 20, Storn R., Price K. (1997): Dierential evolution - a Simple and Ecient Heuristic for Global Optimization over Continuous Spaces. J. of Global Optimization 11,

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