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Page 1: Ihdels presentation

Iterative Hybridization of DE with LSfor the CEC'2015 Special Sessionon Large Scale Global Optimization

Daniel Molina1 Francisco Herrera2

1University of Cádiz 2University of Granada

27 May 2015, CEC'2015

http://sci2s.ugr.es

Page 2: Ihdels presentation

Outline

1 Developing ideas for the proposal

2 IHDELS

3 Results and comparisons

4 Conclusions

Page 3: Ihdels presentation

Outline

1 Developing ideas for the proposal

2 IHDELS

3 Results and comparisons

4 Conclusions

Page 4: Ihdels presentation

Problem to Optimize

Optimization problems

Global Optima f (x∗) ≤ f (x) ∀x ∈ Domain

Real-parameter Optimization Domain ⊆ <D ,x∗ = [x1, x2, · · · , xD ]

Large Scale Global Optimization How?

Large Scale

High dimensionality.

Global optimisation

Interested in one optimum.

Page 5: Ihdels presentation

Problem to Optimize

Optimization problems

Global Optima f (x∗) ≤ f (x) ∀x ∈ Domain

Real-parameter Optimization Domain ⊆ <D ,x∗ = [x1, x2, · · · , xD ]

Large Scale Global Optimization How?

Large Scale

High dimensionality.

Global optimisation

Interested in one optimum.

Page 6: Ihdels presentation

How is Large Scale Global Optimization?

Di�cult problem

Why?

High dimension ⇒ wide domain search.

How are MHs for high-dimensional problems?

MOS

DE-CC-G.

. . .

Idea: To design an MA

An EA for diversity.

An LS for exploitation.

Page 7: Ihdels presentation

How is Large Scale Global Optimization?

Di�cult problem

Why?

High dimension ⇒ wide domain search.

How are MHs for high-dimensional problems?

MOS

DE-CC-G.

. . .

Idea: To design an MA

An EA for diversity.

An LS for exploitation.

Page 8: Ihdels presentation

How is Large Scale Global Optimization?

Di�cult problem

Why?

High dimension ⇒ wide domain search.

How are MHs for high-dimensional problems?

MOS

DE-CC-G.

. . .

Idea: To design an MA

An EA for diversity.

An LS for exploitation.

Page 9: Ihdels presentation

How is Large Scale Global Optimization?

Di�cult problem

Why?

High dimension ⇒ wide domain search.

How are MHs for high-dimensional problems?

MOS

DE-CC-G.

. . .

Idea: To design an MA

An EA for diversity.

An LS for exploitation.

A lot of exploitation: LS

Page 10: Ihdels presentation

How is Large Scale Global Optimization?

Di�cult problem

Why?

High dimension ⇒ wide domain search.

How are MHs for high-dimensional problems?

MOS

DE-CC-G.

. . .

Idea: To design an MA

An EA for diversity.

An LS for exploitation.

A lot of exploitation: LS

Page 11: Ihdels presentation

Which EA uses?

Which EA is widely used in real optimisation?

Di�erential Evolution (DE).

1 Select randomsolutions and bestone: xr1, xr2, xg .

1 Create a di� vector:F · (xr1 − xr2).

2 Use the di� vectorto guide the search.

1 Can use also thebest point toimprove the search.

Page 12: Ihdels presentation

Which EA uses?

Which EA is widely used in real optimisation?

Di�erential Evolution (DE).

1 Select randomsolutions and bestone: xr1, xr2, xg .

1 Create a di� vector:F · (xr1 − xr2).

2 Use the di� vectorto guide the search.

1 Can use also thebest point toimprove the search.

Page 13: Ihdels presentation

Which EA uses?

Which EA is widely used in real optimisation?

Di�erential Evolution (DE).

1 Select randomsolutions and bestone: xr1, xr2, xg .

1 Create a di� vector:F · (xr1 − xr2).

2 Use the di� vectorto guide the search.

1 Can use also thebest point toimprove the search.

Page 14: Ihdels presentation

Which EA uses?

Which EA is widely used in real optimisation?

Di�erential Evolution (DE).

1 Select randomsolutions and bestone: xr1, xr2, xg .

1 Create a di� vector:F · (xr1 − xr2).

2 Use the di� vectorto guide the search.

1 Can use also thebest point toimprove the search.

Page 15: Ihdels presentation

Which EA uses?

Which EA is widely used in real optimisation?

Di�erential Evolution (DE).

1 Select randomsolutions and bestone: xr1, xr2, xg .

1 Create a di� vector:F · (xr1 − xr2).

2 Use the di� vectorto guide the search.

1 Can use also thebest point toimprove the search.

Page 16: Ihdels presentation

Which EA uses?

Which EA is widely used in real optimisation?

Di�erential Evolution (DE).

1 Select randomsolutions and bestone: xr1, xr2, xg .

1 Create a di� vector:F · (xr1 − xr2).

2 Use the di� vectorto guide the search.

1 Can use also thebest point toimprove the search.

Page 17: Ihdels presentation

Adequate for Large Scale Problems?

Advantages

Good in continuous optimization.

Simple implementation.

It change a ratio of dimension at each time (CR).

Very e�cient in the search.

Page 18: Ihdels presentation

Adequate for Large Scale Problems?

Advantages

Good in continuous optimization.

Simple implementation.

It change a ratio of dimension at each time (CR).

Very e�cient in the search.

Adequate for large scale problems

Page 19: Ihdels presentation

Problem with DE

Parameters

Crossover rate: CR.

Ratio of di�erence vector used: F.

Several di�erent mutation strategies.

Problems

Very sensitive to these parameters.

Solution: Adapt its parameters

DEs like SaDE use self-adapted parameters.

Page 20: Ihdels presentation

Problem with DE

Parameters

Crossover rate: CR.

Ratio of di�erence vector used: F.

Several di�erent mutation strategies.

Problems

Very sensitive to these parameters.

Solution: Adapt its parameters

DEs like SaDE use self-adapted parameters.

Page 21: Ihdels presentation

Problem with DE

Parameters

Crossover rate: CR.

Ratio of di�erence vector used: F.

Several di�erent mutation strategies.

Problems

Very sensitive to these parameters.

Solution: Adapt its parameters

DEs like SaDE use self-adapted parameters.

Idea: use SaDE as our EA

Page 22: Ihdels presentation

Choosing the Local Search

What LS we can use?

There are many LS methods for continuous optimization.

Really we have to decide?

Use a pool of LS methods.

Adapt the probability of each LS application in functionon results.

� Same idea used by SaDE for the mutation strategy.

Page 23: Ihdels presentation

Choosing the Local Search

What LS we can use?

There are many LS methods for continuous optimization.

Really we have to decide?

Use a pool of LS methods.

Adapt the probability of each LS application in functionon results.

� Same idea used by SaDE for the mutation strategy.

Page 24: Ihdels presentation

Choosing the Local Search

What LS we can use?

There are many LS methods for continuous optimization.

Really we have to decide?

Use a pool of LS methods.

Adapt the probability of each LS application in functionon results.

� Same idea used by SaDE for the mutation strategy.

Page 25: Ihdels presentation

Outline

1 Developing ideas for the proposal

2 IHDELS

3 Results and comparisons

4 Conclusions

Page 26: Ihdels presentation

IHDELS

Iterative Hybridation DE with LS: IHDELS.

Features

Run alternatively DE and a LS.

The population is maintained between iterations.

Apply the LS method to the best one.

� If it does not improve, to a random variable.

Selected LS

Several methods of LS, decide which one use by anadaptive probability.

After FreqLS evaluations, update the probability of eachLS in function on the accumulated improvement.

Page 27: Ihdels presentation

IHDELS

Iterative Hybridation DE with LS: IHDELS.

Features

Run alternatively DE and a LS.

The population is maintained between iterations.

Apply the LS method to the best one.

� If it does not improve, to a random variable.

Selected LS

Several methods of LS, decide which one use by anadaptive probability.

After FreqLS evaluations, update the probability of eachLS in function on the accumulated improvement.

Page 28: Ihdels presentation

IHDELS

Iterative Hybridation DE with LS: IHDELS.

Features

Run alternatively DE and a LS.

The population is maintained between iterations.

Apply the LS method to the best one.

� If it does not improve, to a random variable.

Selected LS

Several methods of LS, decide which one use by anadaptive probability.

After FreqLS evaluations, update the probability of eachLS in function on the accumulated improvement.

Page 29: Ihdels presentation

Hybridation model

Init the algorithm

1 Init population for EA.

2 Init Probability of each LS method (ProbLS).

3 Apply initially the LS method to the best solution.

Do the search1 Apply SaDE during FEDE evaluations.

2 Select the LS using ProbLS.

3 Apply the LS to one individual, during FELS evaluations.

� The best one if it is not a local optimum.� Randomly otherwise.

Adapt ProbLS

Considering the improve of previous FreqLS, update ProbLS.

Page 30: Ihdels presentation

Hybridation model

Init the algorithm

1 Init population for EA.

2 Init Probability of each LS method (ProbLS).

3 Apply initially the LS method to the best solution.

Do the search1 Apply SaDE during FEDE evaluations.

2 Select the LS using ProbLS.

3 Apply the LS to one individual, during FELS evaluations.

� The best one if it is not a local optimum.� Randomly otherwise.

Adapt ProbLS

Considering the improve of previous FreqLS, update ProbLS.

Page 31: Ihdels presentation

Hybridation model

Init the algorithm

1 Init population for EA.

2 Init Probability of each LS method (ProbLS).

3 Apply initially the LS method to the best solution.

Do the search1 Apply SaDE during FEDE evaluations.

2 Select the LS using ProbLS.

3 Apply the LS to one individual, during FELS evaluations.

� The best one if it is not a local optimum.� Randomly otherwise.

Adapt ProbLS

Considering the improve of previous FreqLS, update ProbLS.

Page 32: Ihdels presentation

SaDE

Initialization

A population of NP solutions are randomly selected from thedomain search.

Pool of Mutation Strategy

It applies each mutation strategy following a probability.

This probability is learned from its success rate (solutionsthat can survive to next generation).

The success rate is calculate within a certain number ofgenerations, called the Learning Period (LP).

Page 33: Ihdels presentation

SaDE

Mutation Strategies

DE/rand/1:vi = xr1 + F · (xr2 - xr3)DE/rand/2:vi = xr1 + F · (xr2 - xr3) + F · (xr4 - xr5)DE/rand-to-best/1:vi = xi +F · (xbest - xi) + F · (xr1-xr2) + F · (xr3 - xr4)DE/current-to-rand/1:vi = xi + k· (xr2 - xr3) F · (xr4 - xr5)

F ← Normal(0.5, 0.3)

Page 34: Ihdels presentation

SaDE

Crossover

ui =

{xi + vi if rand[0,1] < CR

xi otherwise

Adaptation CR parameter

CR ← Normal(CRmin, 0.1).

CRmin is self-adaptive calculated using the values fromlast successful solutions.

Page 35: Ihdels presentation

LS Pool

LS methods in the pool

MTS-LS1 Specially-designed for large scale problems.

L-BFGS-B Quasi-newton LS method (it estimate thegradient).

MTS-LS1

De�ne group of variables to improve C randomly sorted.

De�ne SR = 10% ratio of domain search.

Update current solution x during Istr evaluations, ∀i ∈ C .

1 xi' ← xi + SR.2 if �tness(x ′) ≤ �tness(x) x = x ′, and go Step 1.3 in other case x'i ← xi - 0.5 · SR.4 if �tness(x ′) ≤ �tness(x), and go Step 1.5 decreases SR (SR ← SR/2), if x was not improved.

Page 36: Ihdels presentation

LS Pool

LS methods in the pool

MTS-LS1 Specially-designed for large scale problems.

L-BFGS-B Quasi-newton LS method (it estimate thegradient).

MTS-LS1

De�ne group of variables to improve C randomly sorted.

De�ne SR = 10% ratio of domain search.

Update current solution x during Istr evaluations, ∀i ∈ C .

1 xi' ← xi + SR.2 if �tness(x ′) ≤ �tness(x) x = x ′, and go Step 1.3 in other case x'i ← xi - 0.5 · SR.4 if �tness(x ′) ≤ �tness(x), and go Step 1.5 decreases SR (SR ← SR/2), if x was not improved.

Page 37: Ihdels presentation

LS Pool

Why these two?

They are complementary.

MTS-LS1 explores dimension by dimension.

L-BFGS-B search in the gradient direction.

Estimating gradient?

The error increases with dimensionality.

It is not good by itself, but it is good in combination withMTS-LS1.

Page 38: Ihdels presentation

LS Pool

Why these two?

They are complementary.

MTS-LS1 explores dimension by dimension.

L-BFGS-B search in the gradient direction.

Estimating gradient?

The error increases with dimensionality.

It is not good by itself, but it is good in combination withMTS-LS1.

Page 39: Ihdels presentation

Calculating LS Probabilities

Initial values:

Each LS has the same probability

Prob[LS ] =1

|LS |∀LS in the Pool

After FreqLS evaluations

After FreqLS iterations, the probabilities for each LS(LSm) is updated following:

PLSM =ILSM∑

m∈LS ILSm

ILSM =

FreqLS∑i=1

Improvement obtained by LSM

Page 40: Ihdels presentation

Restart mechanism?

Restart mechanism

In optimization is good to restart when the population hasconverged.

IHDELS restart

It was designed a conservative restart mechanism.

Restart if during a complete iteration (DE+LS) the bestsolution does not improve at all.

The restart mechanism inits randomly the population.

� Except the current best solution.

Results obtained

In the experiments, only twice was applied.

Neither of them the results were improved.

Page 41: Ihdels presentation

Outline

1 Developing ideas for the proposal

2 IHDELS

3 Results and comparisons

4 Conclusions

Page 42: Ihdels presentation

Benchmark

About the benchmark

15 functions with dimension 1000D.

Di�erent group of variables:

� Fully Separable: F1-F3.� Partially Separable: F4-F11.� Overlapping functions: F12-F14.� Non-separable: F15.

Run during 3 · 106 evaluations.Measured the results with di�erent evaluation numbers:1.25 · 105, 6 · 105, 3 · 106.

Page 43: Ihdels presentation

IHDELS Parameters

IHDELS Parameter values

Parameter Description ValueDE popsize Population size 100FEDE Evaluations for each DE run 50000FELS Evaluations for each LS run 50000FreqLS Frequency of updating 10

the probabilities of each LSMTSSR Initial step size for MTS-LS1 10%

Page 44: Ihdels presentation

IHDELS results

Measure f1 f2 f3 f4 f5

Best 0.00e+00 1.27e+03 2.00e+01 1.03e+08 5.88e+06Median 4.80e-29 1.27e+03 2.00e+01 3.09e+08 9.68e+06Worst 3.94e-27 1.40e+03 2.03e+01 5.46e+08 1.32e+07Mean 4.34e-28 1.32e+03 2.01e+01 3.04e+08 9.59e+06

Measure f6 f7 f8 f9 f10

Best 1.00e+06 1.33e+04 5.36e+10 3.27e+08 9.05e+07Median 1.03e+06 3.18e+04 1.36e+12 7.12e+08 9.19e+07Worst 1.05e+06 8.03e+04 2.52e+12 8.44e+08 9.26e+07Mean 1.03e+06 3.46e+04 1.36e+12 6.74e+08 9.16e+07

Measure f11 f12 f13 f14 f15

Best 5.59e+06 2.63e-13 1.90e+06 9.41e+06 1.41e+06Median 9.87e+06 5.16e+02 4.02e+06 1.48e+07 3.13e+06Worst 2.23e+07 9.11e+02 5.15e+06 2.90e+07 4.58e+06Mean 1.07e+07 3.77e+02 3.80e+06 1.58e+07 2.81e+06

Page 45: Ihdels presentation

IHDELS results

Measure f1 f2 f3 f4 f5

Best 0.00e+00 1.27e+03 2.00e+01 1.03e+08 5.88e+06Median 4.80e-29 1.27e+03 2.00e+01 3.09e+08 9.68e+06Worst 3.94e-27 1.40e+03 2.03e+01 5.46e+08 1.32e+07Mean 4.34e-28 1.32e+03 2.01e+01 3.04e+08 9.59e+06

Measure f6 f7 f8 f9 f10

Best 1.00e+06 1.33e+04 5.36e+10 3.27e+08 9.05e+07Median 1.03e+06 3.18e+04 1.36e+12 7.12e+08 9.19e+07Worst 1.05e+06 8.03e+04 2.52e+12 8.44e+08 9.26e+07Mean 1.03e+06 3.46e+04 1.36e+12 6.74e+08 9.16e+07

Measure f11 f12 f13 f14 f15

Best 5.59e+06 2.63e-13 1.90e+06 9.41e+06 1.41e+06Median 9.87e+06 5.16e+02 4.02e+06 1.48e+07 3.13e+06Worst 2.23e+07 9.11e+02 5.15e+06 2.90e+07 4.58e+06Mean 1.07e+07 3.77e+02 3.80e+06 1.58e+07 2.81e+06

Page 46: Ihdels presentation

Comparing against DE-CC-CG for FEs=3.0e+06

Algorithm Measure f1 f2 f3 f4 f5

Best 1.75e-13 9.90e+02 2.63e-10 7.58e+09 7.28e+14Median 2.00e-13 1.03e+03 2.85e-10 2.12e+10 7.28e+14

DECC-CG Worst 2.45e-13 1.07e+03 3.16e-10 6.99e+10 7.28e+14Mean 2.03e-13 1.03e+03 2.87e-10 2.60e+10 7.28e+14

Best 0.00e+00 1.27e+03 2.00e+01 1.03e+08 5.88e+06Median 4.80e-29 1.27e+03 2.00e+01 3.09e+08 9.68e+06

IHDELS Worst 3.94e-27 1.40e+03 2.03e+01 5.46e+08 1.32e+07Mean 4.34e-28 1.32e+03 2.01e+01 3.04e+08 9.59e+06

Algorithm Measure f6 f7 f8 f9 f10

Best 6.96e-08 1.96e+08 1.43e+14 2.20e+08 9.29e+04Median 6.08e+04 4.27e+08 3.88e+14 4.17e+08 1.19e+07

DECC-CG Worst 1.10e+05 1.78e+09 7.75e+14 6.55e+08 1.73e+07Mean 4.85e+04 6.07e+08 4.26e+14 4.27e+08 1.10e+07

Best 1.00e+06 1.33e+04 5.36e+10 3.27e+08 9.05e+07Median 1.03e+06 3.18e+04 1.36e+12 7.12e+08 9.19e+07

IHDELS Worst 1.05e+06 8.03e+04 2.52e+12 8.44e+08 9.26e+07Mean 1.03e+06 3.46e+04 1.36e+12 6.74e+08 9.16e+07

Algorithm Measure f11 f12 f13 f14 f15

Best 4.68e+10 9.80e+02 2.09e+10 1.91e+11 4.63e+07Median 1.60e+11 1.03e+03 3.36e+10 6.27e+11 6.01e+07

DECC-CG Worst 7.16e+11 1.20e+03 4.64e+10 1.04e+12 7.15e+07Mean 2.46e+11 1.04e+03 3.42e+10 6.08e+11 6.05e+07

Best 5.59e+06 2.63e-13 1.90e+06 9.41e+06 1.41e+06Median 9.87e+06 5.16e+02 4.02e+06 1.48e+07 3.13e+06

IHDELS Worst 2.23e+07 9.11e+02 5.15e+06 2.90e+07 4.58e+06Mean 1.07e+07 3.77e+02 3.80e+06 1.58e+07 2.81e+06

Page 47: Ihdels presentation

IHDELS in the competition

Page 48: Ihdels presentation

Comparing against MOS

1.2e5 6.00E+005 3.00E+006

Function MOS IHDELS MOS IHDELS MOS IHDELS

F1 2.99E+007 1.29E+001 1.38E+000 1.81E-023 0.00E+000 4.80E-029F2 2.59E+003 1.77E+003 1.77E+003 1.27E+003 8.36E+002 1.27E+003F3 7.77E+000 2.00E+001 4.09E-011 2.00E+001 9.10E-013 2.00E+001F4 3.58E+010 1.77E+010 2.46E+009 2.24E+009 1.56E+008 3.09E+008F5 6.80E+006 1.12E+007 6.79E+006 1.02E+007 6.79E+006 9.68E+006F6 3.11E+005 1.05E+006 1.39E+005 1.04E+006 1.39E+005 1.03E+006F7 3.28E+008 2.86E+008 8.07E+006 6.90E+006 1.62E+004 3.18E+004F8 3.72E+014 1.74E+014 8.56E+013 1.70E+013 8.08E+012 1.36E+012F9 f4.32E+008 7.34E+008 3.89E+008 7.24E+008 3.87E+008 7.12E+008F10 1.24E+006 9.39E+007 1.18E+006 9.35E+007 1.18E+006 9.19E+007F11 2.78E+009 7.15E+009 7.79E+008 4.55E+008 4.48E+007 9.87E+006F12 1.02E+004 1.82E+003 2.02E+003 1.24E+003 2.46E+002 5.16E+002F13 7.34E+009 1.20E+010 7.64E+008 7.32E+008 3.30E+006 4.02E+006F14 4.46E+010 6.81E+010 1.24E+008 1.53E+008 2.42E+007 1.48E+007F15 1.43E+007 5.95E+007 6.25E+006 1.72E+007 2.38E+006 3.13E+006

Number of functions each algorithm is the best one

Evaluations IHDELS MOS

1.25e + 05 5 10

6e + 05 9 6

3e + 06 3 12

Page 49: Ihdels presentation

Comparing against MOS

1.2e5 6.00E+005 3.00E+006

Function MOS IHDELS MOS IHDELS MOS IHDELS

F1 2.99E+007 1.29E+001 1.38E+000 1.81E-023 0.00E+000 4.80E-029F2 2.59E+003 1.77E+003 1.77E+003 1.27E+003 8.36E+002 1.27E+003F3 7.77E+000 2.00E+001 4.09E-011 2.00E+001 9.10E-013 2.00E+001F4 3.58E+010 1.77E+010 2.46E+009 2.24E+009 1.56E+008 3.09E+008F5 6.80E+006 1.12E+007 6.79E+006 1.02E+007 6.79E+006 9.68E+006F6 3.11E+005 1.05E+006 1.39E+005 1.04E+006 1.39E+005 1.03E+006F7 3.28E+008 2.86E+008 8.07E+006 6.90E+006 1.62E+004 3.18E+004F8 3.72E+014 1.74E+014 8.56E+013 1.70E+013 8.08E+012 1.36E+012F9 f4.32E+008 7.34E+008 3.89E+008 7.24E+008 3.87E+008 7.12E+008F10 1.24E+006 9.39E+007 1.18E+006 9.35E+007 1.18E+006 9.19E+007F11 2.78E+009 7.15E+009 7.79E+008 4.55E+008 4.48E+007 9.87E+006F12 1.02E+004 1.82E+003 2.02E+003 1.24E+003 2.46E+002 5.16E+002F13 7.34E+009 1.20E+010 7.64E+008 7.32E+008 3.30E+006 4.02E+006F14 4.46E+010 6.81E+010 1.24E+008 1.53E+008 2.42E+007 1.48E+007F15 1.43E+007 5.95E+007 6.25E+006 1.72E+007 2.38E+006 3.13E+006

Number of functions each algorithm is the best one

Evaluations IHDELS MOS

1.25e + 05 5 10

6e + 05 9 6

3e + 06 3 12

Page 50: Ihdels presentation

Comparing against MOS

1.2e5 6.00E+005 3.00E+006

Function MOS IHDELS MOS IHDELS MOS IHDELS

F1 2.99E+007 1.29E+001 1.38E+000 1.81E-023 0.00E+000 4.80E-029F2 2.59E+003 1.77E+003 1.77E+003 1.27E+003 8.36E+002 1.27E+003F3 7.77E+000 2.00E+001 4.09E-011 2.00E+001 9.10E-013 2.00E+001F4 3.58E+010 1.77E+010 2.46E+009 2.24E+009 1.56E+008 3.09E+008F5 6.80E+006 1.12E+007 6.79E+006 1.02E+007 6.79E+006 9.68E+006F6 3.11E+005 1.05E+006 1.39E+005 1.04E+006 1.39E+005 1.03E+006F7 3.28E+008 2.86E+008 8.07E+006 6.90E+006 1.62E+004 3.18E+004F8 3.72E+014 1.74E+014 8.56E+013 1.70E+013 8.08E+012 1.36E+012F9 f4.32E+008 7.34E+008 3.89E+008 7.24E+008 3.87E+008 7.12E+008F10 1.24E+006 9.39E+007 1.18E+006 9.35E+007 1.18E+006 9.19E+007F11 2.78E+009 7.15E+009 7.79E+008 4.55E+008 4.48E+007 9.87E+006F12 1.02E+004 1.82E+003 2.02E+003 1.24E+003 2.46E+002 5.16E+002F13 7.34E+009 1.20E+010 7.64E+008 7.32E+008 3.30E+006 4.02E+006F14 4.46E+010 6.81E+010 1.24E+008 1.53E+008 2.42E+007 1.48E+007F15 1.43E+007 5.95E+007 6.25E+006 1.72E+007 2.38E+006 3.13E+006

Number of functions each algorithm is the best one

Evaluations IHDELS MOS

1.25e + 05 5 10

6e + 05 9 6

3e + 06 3 12

Page 51: Ihdels presentation

Outline

1 Developing ideas for the proposal

2 IHDELS

3 Results and comparisons

4 Conclusions

Page 52: Ihdels presentation

Conclusions

We have proposed a new algorithm for LSGO: IHDELS.

Apply iteratively DE+LS

SaDE as the DE algorithm.

It is used a LS Pool that adapt the LS method to applyduring the run.

Results

IHDELS obtains good results.

It seems that IHDELS converges prematurely.

Issues to improve

Restart mechanism to improve the search.

The LS Pool with di�erent strategies.

Study di�erent parameter values.

Page 53: Ihdels presentation

Conclusions

We have proposed a new algorithm for LSGO: IHDELS.

Apply iteratively DE+LS

SaDE as the DE algorithm.

It is used a LS Pool that adapt the LS method to applyduring the run.

Results

IHDELS obtains good results.

It seems that IHDELS converges prematurely.

Issues to improve

Restart mechanism to improve the search.

The LS Pool with di�erent strategies.

Study di�erent parameter values.

Page 54: Ihdels presentation

Conclusions

We have proposed a new algorithm for LSGO: IHDELS.

Apply iteratively DE+LS

SaDE as the DE algorithm.

It is used a LS Pool that adapt the LS method to applyduring the run.

Results

IHDELS obtains good results.

It seems that IHDELS converges prematurely.

Issues to improve

Restart mechanism to improve the search.

The LS Pool with di�erent strategies.

Study di�erent parameter values.

Page 55: Ihdels presentation

Questions?