A Sequential Niche Technique for Multimodal Function Optimization

Abstract

A technique is described that allows unimodal function optimization methods to be extended to locate all optima of multimodal problems efficiently. We describe an algorithm based on a traditional genetic algorithm (GA). This technique involves iterating the GA but uses knowledge gained during one iteration to avoid re-searching, on subsequent iterations, regions of problem space where solutions have already been found. This gain is achieved by applying a fitness derating function to the raw fitness function, so that fitness values are depressed in the regions of the problem space where solutions have already been found. Consequently, the likelihood of discovering a new solution on each iteration is dramatically increased. The technique may be used with various styles of GAs or with other optimization methods, such as simulated annealing. The effectiveness of the algorithm is demonstrated on a number of multimodal test functions. The technique is at least as fast as fitness sharing methods. It provides an acceleration of between 1 and l0p on a problem with p optima, depending on the value of p and the convergence time complexity.