Solution Polishing via Path Relinking for Continuous Black-Box Optimization
Fuente:
arXiv
Guardado en:
| Autores principales: | , , , , , |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866910336082247680 |
|---|---|
| author | Papageorgiou, Dimitri Kronqvist, Jan Ramanujam, Asha Kor, James Kim, Youngdae Li, Can |
| author_facet | Papageorgiou, Dimitri Kronqvist, Jan Ramanujam, Asha Kor, James Kim, Youngdae Li, Can |
| contents | When faced with a limited budget of function evaluations, state-of-the-art black-box optimization (BBO) solvers struggle to obtain globally, or sometimes even locally, optimal solutions. In such cases, one may pursue solution polishing, i.e., a computational method to improve (or ``polish'') an incumbent solution, typically via some sort of evolutionary algorithm involving two or more solutions. While solution polishing in ``white-box'' optimization has existed for years, relatively little has been published regarding its application in costly-to-evaluate BBO. To fill this void, we explore two novel methods for performing solution polishing along one-dimensional curves rather than along straight lines. We introduce a convex quadratic program that can generate promising curves through multiple elite solutions, i.e., via path relinking, or around a single elite solution. In comparing four solution polishing techniques for continuous BBO, we show that solution polishing along a curve is competitive with solution polishing using a state-of-the-art BBO solver. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_12283 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Solution Polishing via Path Relinking for Continuous Black-Box Optimization Papageorgiou, Dimitri Kronqvist, Jan Ramanujam, Asha Kor, James Kim, Youngdae Li, Can Optimization and Control 90 When faced with a limited budget of function evaluations, state-of-the-art black-box optimization (BBO) solvers struggle to obtain globally, or sometimes even locally, optimal solutions. In such cases, one may pursue solution polishing, i.e., a computational method to improve (or ``polish'') an incumbent solution, typically via some sort of evolutionary algorithm involving two or more solutions. While solution polishing in ``white-box'' optimization has existed for years, relatively little has been published regarding its application in costly-to-evaluate BBO. To fill this void, we explore two novel methods for performing solution polishing along one-dimensional curves rather than along straight lines. We introduce a convex quadratic program that can generate promising curves through multiple elite solutions, i.e., via path relinking, or around a single elite solution. In comparing four solution polishing techniques for continuous BBO, we show that solution polishing along a curve is competitive with solution polishing using a state-of-the-art BBO solver. |
| title | Solution Polishing via Path Relinking for Continuous Black-Box Optimization |
| topic | Optimization and Control 90 |
| url | https://arxiv.org/abs/2402.12283 |