Abstract:
This work presents a novel algorithm for efficient global minimization of expensive black-box functions. A dedicated evolutionary algorithm is used to handle expensive an...Show MoreMetadata
Abstract:
This work presents a novel algorithm for efficient global minimization of expensive black-box functions. A dedicated evolutionary algorithm is used to handle expensive and discontinuous functions; the EA also utilizes information from local-searches to efficiently bias its domain exploration. To enhance efficiency, the algorithm incorporates a density cluster analysis algorithm and a trust-region derivative-free optimizer. The algorithm performs well both when benchmarked against other candidate algorithms over a wide range of test functions and in a challenging real-world optimization problem.
Date of Conference: 16-21 July 2006
Date Added to IEEE Xplore: 11 September 2006
Print ISBN:0-7803-9487-9