Model Optimization with Evolutionary Algorithms
Thomas Bartz–Beielstein, Mike Preuß, Karlheinz Schmitt, Hans–Paul Schwefel · 2010
Does one need more than one optimization method? Or, stated differently, is there an optimal optimization method? Following from the No Free Lunch theorem (NFL, Wolpert and Macready [1]), in the general case—without clearly specified task—there is not. For every single task, creating a specialized method would be advantageous. Unfortunately, this requires (i) a lot of effort, and (ii) extensive knowledge about the treated problem, and is thus not practiced. Alternatively, two strategies are usually followed when tackling a ‘new’ optimization problem: