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2020 | OriginalPaper | Chapter

Improving Effectiveness of Neighborhood-Based Algorithms for Optimization of Costly Pseudo-Boolean Black-Box Functions

Authors : Oleg Zaikin, Stepan Kochemazov

Published in: Mathematical Optimization Theory and Operations Research

Publisher: Springer International Publishing

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Abstract

Optimization of costly black-box functions is hard. Not only we know next to nothing about their nature, we need to calculate their values in as small number of points as possible. The problem is even more pronounced for pseudo-Boolean black-box functions since it is harder to approximate them. For such functions the local search methods where a neighborhood of a point must be traversed are in a particular disadvantage compared to evolutionary strategies. In the paper we propose two heuristics that make use of the search history to prioritize the more promising points from a neighborhood to be processed first. In the experiments involving minimization of an extremely costly pseudo-Boolean black-box function we show that the proposed heuristics significantly improve the performance of a hill climbing algorithm, making it outperform (1+1)-EA with an additional benefit of being more stable.

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Title: Improving Effectiveness of Neighborhood-Based Algorithms for Optimization of Costly Pseudo-Boolean Black-Box Functions
Authors: Oleg Zaikin
Stepan Kochemazov
Publisher: Springer International Publishing
Book: Mathematical Optimization Theory and Operations Research
Print ISBN: 978-3-030-49987-7

Electronic ISBN: 978-3-030-49988-4

Copyright Year: 2020
DOI: https://doi.org/10.1007/978-3-030-49988-4_26

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