2005
DocumentsDate added
Problem definitions and evaluation criteria for the CEC-2005: Special session ｏｎ ｒｅａｌ－ｐａｒａｍｅｔｅｒ ：； on real-parameter optimization
Abstract: In the past two decades, different kinds of optimization algorithms have been designed and applied to solve real-parameter function optimization problems. Some of the popular approaches are real-parameter EAs, evolution strategies (ES), differential evolution (DE), particle swarm optimization (PSO), evolutionary programming (EP), classical methods such as quasi-Newton method (QN), hybrid evolutionary-classical methods, other non-evolutionary methods such as simulated annealing (SA), tabu search (TS) and others. Under each category, there exist many different methods varying in their operators and working principles, such as correlated ES and CMA-ES. In most such studies, a subset of the standard test problems (Sphere, Schwefel's, Rosenbrock's, Rastrigin's, etc.) is considered. Although some comparisons are made in some research studies, often they are confusing and limited to the test problems used in the study. In some occasions, the test problem and chosen algorithm are complementary to each other and the same algorithm may not work in other problems that well. There is definitely a need of evaluating these methods in a more systematic manner by specifying a common termination criterion, size of problems, initialization scheme, linkages/rotation, etc. There is also a need to perform a scalability study demonstrating how the running time/evaluations increase with an increase in the problem size. We would also like to include some real world problems in our standard test suite with codes/executables.
In this report, 25 benchmark functions are given and experiments are conducted on some real-parameter optimization algorithms. The codes in Matlab, C and Java for them could be found at http://www.ntu.edu.sg/home/EPNSugan/. The mathematical formulas and properties of these functions are described in Section 2. In Section 3, the evaluation criteria are given. Some notes are given in Section 4.
Abstract: In the past two decades, different kinds of optimization algorithms have been designed and applied to solve real-parameter function optimization problems. Some of the popular approaches are real-parameter EAs, evolution strategies (ES), differential evolution (DE), particle swarm optimization (PSO), evolutionary programming (EP), classical methods such as quasi-Newton method (QN), hybrid evolutionary-classical methods, other non-evolutionary methods such as simulated annealing (SA), tabu search (TS) and others. Under each category, there exist many different methods varying in their operators and working principles, such as correlated ES and CMA-ES. In most such studies, a subset of the standard test problems (Sphere, Schwefel's, Rosenbrock's, Rastrigin's, etc.) is considered. Although some comparisons are made in some research studies, often they are confusing and limited to the test problems used in the study. In some occasions, the test problem and chosen algorithm are complementary to each other and the same algorithm may not work in other problems that well. There is definitely a need of evaluating these methods in a more systematic manner by specifying a common termination criterion, size of problems, initialization scheme, linkages/rotation, etc. There is also a need to perform a scalability study demonstrating how the running time/evaluations increase with an increase in the problem size. We would also like to include some real world problems in our standard test suite with codes/executables.
In this report, 25 benchmark functions are given and experiments are conducted on some real-parameter optimization algorithms. The codes in Matlab, C and Java for them could be found at http://www.ntu.edu.sg/home/EPNSugan/. The mathematical formulas and properties of these functions are described in Section 2. In Section 3, the evaluation criteria are given. Some notes are given in Section 4.
