Exploiting gradient information in continuous iterated density estimation evolutionary algorithms
Peter A. N. Bosman, Dirk Thierens · 2001
For continuous optimization problems, evolutionary algorithms (EAs) that build and use probabilistic models have obtained promising results. However, the local gradient information of the fitness function is not used in these EAs. In the case of optimization of continuous differentiable functions, it may be less efficient to disregard this information. In this paper, we therefore hybridize pure continuous iterated density estimation evolutionary algorithms (IDEAs) by using the conjugate gradient algorithm on a selection of the solutions. We test the resulting algorithm on a few well known difficult continuous differentiable function optimization problems. The results indicate that exploiting gradient information in probabilistic model building EAs leads to more efficient continuous optimization