A Hybrid Global Optimization Algorithm Based on Particle Swarm Optimization and Gaussian Process

The optimization problems and algorithms are the basics subfield in artificial intelligence, which is booming in the almost any industrial field. However, the computational cost is always the issue which hinders its applicability. This paper proposes a novel hybrid optimization algorithm for solving...

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Main Authors: Yan Zhang, Hongyu Li, Enhe Bao, Lu Zhang, Aiping Yu
Format: Article
Language:English
Published: Springer 2019-11-01
Series:International Journal of Computational Intelligence Systems
Subjects:
Online Access:https://www.atlantis-press.com/article/125921752/view
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author Yan Zhang
Hongyu Li
Enhe Bao
Lu Zhang
Aiping Yu
author_facet Yan Zhang
Hongyu Li
Enhe Bao
Lu Zhang
Aiping Yu
author_sort Yan Zhang
collection DOAJ
description The optimization problems and algorithms are the basics subfield in artificial intelligence, which is booming in the almost any industrial field. However, the computational cost is always the issue which hinders its applicability. This paper proposes a novel hybrid optimization algorithm for solving expensive optimizing problems, which is based on particle swarm optimization (PSO) combined with Gaussian process (GP). In this algorithm, the GP is used as an inexpensive fitness function surrogate and a powerful tool to predict the global optimum solution for accelerating the local search of PSO. In order to improve the predictive capacity of GP, the training datasets are dynamically updated through sorting and replacing the worst fitness function solution with the better solution during the iterative process. A numerical study is carried out using twelve different benchmark functions with 10, 20 and 30 dimensions, respectively. Regarding solving of the ill-conditioned computationally expensive optimization problems, results show that the proposed algorithm is much more efficient and suitable than the standard PSO alone.
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spelling doaj.art-d0793d13a74c47a9973353f25645379d2022-12-22T00:50:21ZengSpringerInternational Journal of Computational Intelligence Systems1875-68832019-11-0112210.2991/ijcis.d.191101.004A Hybrid Global Optimization Algorithm Based on Particle Swarm Optimization and Gaussian ProcessYan ZhangHongyu LiEnhe BaoLu ZhangAiping YuThe optimization problems and algorithms are the basics subfield in artificial intelligence, which is booming in the almost any industrial field. However, the computational cost is always the issue which hinders its applicability. This paper proposes a novel hybrid optimization algorithm for solving expensive optimizing problems, which is based on particle swarm optimization (PSO) combined with Gaussian process (GP). In this algorithm, the GP is used as an inexpensive fitness function surrogate and a powerful tool to predict the global optimum solution for accelerating the local search of PSO. In order to improve the predictive capacity of GP, the training datasets are dynamically updated through sorting and replacing the worst fitness function solution with the better solution during the iterative process. A numerical study is carried out using twelve different benchmark functions with 10, 20 and 30 dimensions, respectively. Regarding solving of the ill-conditioned computationally expensive optimization problems, results show that the proposed algorithm is much more efficient and suitable than the standard PSO alone.https://www.atlantis-press.com/article/125921752/viewSwarm optimizationGaussian processGlobal optimizationSurrogate approach
spellingShingle Yan Zhang
Hongyu Li
Enhe Bao
Lu Zhang
Aiping Yu
A Hybrid Global Optimization Algorithm Based on Particle Swarm Optimization and Gaussian Process
International Journal of Computational Intelligence Systems
Swarm optimization
Gaussian process
Global optimization
Surrogate approach
title A Hybrid Global Optimization Algorithm Based on Particle Swarm Optimization and Gaussian Process
title_full A Hybrid Global Optimization Algorithm Based on Particle Swarm Optimization and Gaussian Process
title_fullStr A Hybrid Global Optimization Algorithm Based on Particle Swarm Optimization and Gaussian Process
title_full_unstemmed A Hybrid Global Optimization Algorithm Based on Particle Swarm Optimization and Gaussian Process
title_short A Hybrid Global Optimization Algorithm Based on Particle Swarm Optimization and Gaussian Process
title_sort hybrid global optimization algorithm based on particle swarm optimization and gaussian process
topic Swarm optimization
Gaussian process
Global optimization
Surrogate approach
url https://www.atlantis-press.com/article/125921752/view
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