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A fast differential evolution algorithm using fe-Nearest Neighbour predictor

机译:使用最近邻预测器的快速差分进化算法

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摘要

Genetic algorithms (GAs), particle swarm optimisation (PSO) and differential evolution (DE) have proven to be successful in engineering optimisation problems. The limitation of using these tools is their expensive computational requirement. The optimisation process usually needs to run the numerical model and evaluate the objective function thousands of times before converging to an acceptable solution. However, in real world applications, there is simply not enough time and resources to perform such a huge number of model runs. In this study, a computational framework, known as DE-fcNN, is presented for solving computationally expensive optimisation problems. The concept of DE-fcNN will be demonstrated via one novel approximate model using fc-Nearest Neighbour (kNN) predictor. We describe the performance of DE and DE-kNN when applied to the optimisation of a test function. The simulation results suggest that the proposed optimisation framework is able to achieve good solutions as well as provide considerable savings of the function calls compared to DE algorithm.
机译:遗传算法(GA),粒子群优化(PSO)和差分进化(DE)已被证明在工程优化问题中是成功的。使用这些工具的局限性在于它们昂贵的计算需求。优化过程通常需要运行数值模型并评估目标函数数千次,然后才能收敛到可接受的解决方案。但是,在实际应用中,根本没有足够的时间和资源来执行如此大量的模型运行。在这项研究中,提出了一种计算框架,称为DE-fcNN,用于解决计算量大的优化问题。 DE-fcNN的概念将使用fc-最近邻(kNN)预测器通过一个新颖的近似模型进行演示。我们描述了DE和DE-kNN在应用于测试功能优化时的性能。仿真结果表明,与DE算法相比,所提出的优化框架能够实现良好的解决方案,并且可以节省大量的函数调用。

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