Continuous Optimization and Modifications
In this chapter we discuss how the CE method can be used for continuous multi-extremal optimization, and provide a number of modifications of the basic CE algorithm, applied to both combinatorial and continuous multiextremal optimization. Specific modifications include the use of alternative “reward/loss” functions (Section 5.2), and the formulation of a fully automated version of the CE algorithm (Section 5.3). This modified version allows automatic tuning of all the parameters of the CE algorithm. Numerical results for continuous multi-extremal optimization problems and the FACE modifications are given in Sections 5.4, and 5.5, respectively.
KeywordsTrigonometric Function Sample Performance Continuous Optimization Rosenbrock Function Smoothing Scheme
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