A reliable and computationally cheap approach for finding robust optimal solutions

Seyedali Mirjalili, Andrew Lewis

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Current robust optimisation techniques can be divided into two main groups: algorithms that rely on previously sampled points versus those that need additional function evaluations to confirm robustness of solutions during optimisation. This paper first identifies and investigates the drawbacks of these two methods: unreliability for the first and excessive computational cost for the second. A novel approach is then proposed to alleviate the drawbacks of both methods. The proposed method considers the number of suitable, previously sampled points in the parameter space as a key metric to decide whether a solution can be assumed to be a robust solution when relying on previously sampled points. This factor is treated as a constraint that prevents solutions with low numbers of suitable, previously sampled points from participating in the improvement of the next population. To prove the effectiveness of the proposed algorithm, the proposed method is implemented for Particle Swarm Optimisation (PSO) and applied to several test functions from the literature. The results show that the proposed approach is able to effectively improve the reliability of algorithms that rely of previously sampled points without the need for extra function evaluations.

Original languageEnglish
Title of host publicationGECCO 2015 - Companion Publication of the 2015 Genetic and Evolutionary Computation Conference
EditorsSara Silva
PublisherAssociation for Computing Machinery, Inc
Pages1439-1440
Number of pages2
ISBN (Electronic)9781450334884
DOIs
Publication statusPublished - 11 Jul 2015
Externally publishedYes
Event17th Genetic and Evolutionary Computation Conference, GECCO 2015 - Madrid, Spain
Duration: 11 Jul 201515 Jul 2015

Publication series

NameGECCO 2015 - Companion Publication of the 2015 Genetic and Evolutionary Computation Conference

Conference

Conference17th Genetic and Evolutionary Computation Conference, GECCO 2015
CountrySpain
CityMadrid
Period11/07/1515/07/15

    Fingerprint

Keywords

  • Particle swarm optimization
  • Robust optimisation
  • Uncertainty

Cite this

Mirjalili, S., & Lewis, A. (2015). A reliable and computationally cheap approach for finding robust optimal solutions. In S. Silva (Ed.), GECCO 2015 - Companion Publication of the 2015 Genetic and Evolutionary Computation Conference (pp. 1439-1440). (GECCO 2015 - Companion Publication of the 2015 Genetic and Evolutionary Computation Conference). Association for Computing Machinery, Inc. https://doi.org/10.1145/2739482.2764640