Intervals in evolutionary algorithms for global optimization
Rajkumar Bhimgonda Patil · OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information) · 1995
Optimization is of central concern to a number of disciplines. Interval Arithmetic methods for global optimization provide us with (guaranteed) verified results. These methods are mainly restricted to the classes of objective functions that are twice differentiable and use a simple strategy of eliminating a splitting larger regions of search space in the global optimization process. An efficient approach that combines the efficient strategy from Interval Global Optimization Methods and robustness of the Evolutionary Algorithms is proposed. In the proposed approach, search begins with randomly created interval vectors with interval widths equal to the whole domain. Before the beginning of the evolutionary process, fitness of these interval parameter vectors is defined by evaluating the objective function at the center of the initial interval vectors. In the subsequent evolutionary process the local optimization process returns an estimate of the bounds of the objective function over the interval vectors. Though these bounds may not be correct at the beginning due to large interval widths and complicated function properties, the process of reducing interval widths over time and a selection approach similar to simulated annealing helps in estimating reasonably correct bounds as the population evolves. The interval parameter vectors at these estimated bounds (local optima) are then subjected to crossover and mutation operators. This evolutionary process continues for predetermined number of generations in the search of the global optimum.