An Intelligent Multi-Restart Memetic Algorithm for Box Constrained Global Optimisation

Abstract

In this paper, we propose a multi-restart memetic algorithm framework for box constrained global continuous optimisation. In this framework, an evolutionary algorithm (EA) and a local optimizer are employed as separated building blocks. The EA is used to explore the search space for very promising solutions (e.g., solutions in the attraction basin of the global optimum) through its exploration capability and previous EA search history, and local search is used to improve these promising solutions to local optima. An estimation of distribution algorithm (EDA) combined with a derivative free local optimizer, called NEWUOA (M. Powell, Developments of NEWUOA for minimization without derivatives. Journal of Numerical Analysis, 28:649–664, 2008 ), is developed based on this framework and empirically compared with several well-known EAs on a set of 40 commonly used test functions. The main components of the specific algorithm include: (1) an adaptive multivariate probability model, (2) a multiple sampling strategy, (3) decoupling of the hybridisation strategy, and (4) a restart mechanism. The adaptive multivariate probability model and multiple sampling strategy are designed to enhance the exploration capability. The restart mechanism attempts to make the search escape from local optima, resorting to previous search history. Comparison results show that the algorithm is comparable with the best known EAs, including the winner of the 2005 IEEE Congress on Evolutionary Computation (CEC2005), and significantly better than the others in terms of both the solution quality and computational cost.