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A Hybrid Optimization Algorithm for Function Optimizationin Noisy Environment

YUE Na, OUYANG Dantong, ZHANG Changsheng, LIU Yuxi   

  1. College of Computer Science and Technology, Jilin University, Changchun 130012, China; Key Laboratory of Symbol Computation and Knowledge Engineer of Ministry of Education, Jilin University, Changchun 130012, China
  • Received:2008-01-17 Revised:1900-01-01 Online:2008-09-26 Published:2008-09-26
  • Contact: OUYANG Dantong

Abstract: A hybrid algorithm was proposed to solve function optimization problems in noisy environment which combined the Unified Particle Swarm Optimization Scheme, hypothesis test and optimal computing budget allocation technique together. The algorithm has good abilities of exploration and exploitation. Numerical simulations based on several representative benchmark problems were carried out in noisy environment and a comparison was made between UPSOOHT and several popular algorithms. Additionally, the influences of OCBA and noise magnitude were studied. The results show that UPSOOHT has a better performance.

Key words: unified particle swarm optimization, noisy environment, function optimization, hybrid optimization algorithm

CLC Number: 

  • TP18