论文标题
受到限制的重要性:处理差异进化中不可行的解决方案
The importance of being constrained: dealing with infeasible solutions in Differential Evolution and beyond
论文作者
论文摘要
我们认为,除非算法完全指定应使用域外生成的解决方案,即使在简单的框约束的情况下,否则启发式优化算法产生的结果不能被视为可复制。当前,在启发式优化领域,由于假定的琐碎或无关紧要,很少提到或研究此类规范。在这里,我们证明,至少在基于差异进化的算法中,这种选择在绩效,破坏性和种群多样性方面引起了显着不同的行为。在没有选择压力的情况下,在理论上(可能)(可能)在特殊测试功能上的标准和最先进的差异进化变体$ F_0 $和BBOB基准测试套件上,在理论上(可能)显示了这一点。此外,我们证明了这种选择的重要性很快随问题的维度而增长。在这方面,不同的进化并不是特殊的 - 没有理由假定其他启发式优化者不同样受到上述算法选择的影响。因此,我们敦促启发式优化领域正式化并采用启发式优化器中新算法组件的想法,我们在这里称其为处理不可行的解决方案的策略。该组件需要始终如一地(a)在算法描述中指定,以确保结果的可重复性,(b)研究以更好地理解其对算法对算法在更广义上的影响的影响,并且(c)包含在(自动)算法设计中。所有这些都应用于盒子约束问题。
We argue that results produced by a heuristic optimisation algorithm cannot be considered reproducible unless the algorithm fully specifies what should be done with solutions generated outside the domain, even in the case of simple box constraints. Currently, in the field of heuristic optimisation, such specification is rarely mentioned or investigated due to the assumed triviality or insignificance of this question. Here, we demonstrate that, at least in algorithms based on Differential Evolution, this choice induces notably different behaviours - in terms of performance, disruptiveness and population diversity. This is shown theoretically (where possible) for standard Differential Evolution in the absence of selection pressure and experimentally for the standard and state-of-the-art Differential Evolution variants on special test function $f_0$ and BBOB benchmarking suite, respectively. Moreover, we demonstrate that the importance of this choice quickly grows with problem's dimensionality. Different Evolution is not at all special in this regard - there is no reason to presume that other heuristic optimisers are not equally affected by the aforementioned algorithmic choice. Thus, we urge the field of heuristic optimisation to formalise and adopt the idea of a new algorithmic component in heuristic optimisers, which we call here a strategy of dealing with infeasible solutions. This component needs to be consistently (a) specified in algorithmic descriptions to guarantee reproducibility of results, (b) studied to better understand its impact on algorithm's performance in a wider sense and (c) included in the (automatic) algorithmic design. All of these should be done even for problems with box constraints.