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A Combination of CMAES-APOP Algorithm and Quasi-Newton Method

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Advanced Computational Methods for Knowledge Engineering (ICCSAMA 2019)

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 1121))

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Abstract

In this paper, we present an approach for combining the CMAES-APOP with a local search in order to make a hybrid evolutionary algorithm. This combination is based on the information of population size in the evolution process of the CMAES-APOP algorithm while the local search is quasi-Newton line search algorithm. We will give some conditions to efficiently active the local search inside CMAES-APOP. Some numerical experiments on multi-modal optimization problems will show the efficiency of proposed approach.

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Notes

  1. 1.

    https://www.lri.fr/~hansen/cmaes20091024.m.

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Author information

Authors and Affiliations

  1. Institute for Research and Applications of Optimization, VinTech, Vingroup, Hanoi, Vietnam

    Duc Manh Nguyen

Authors
  1. Duc Manh Nguyen
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Corresponding author

Correspondence to Duc Manh Nguyen .

Editor information

Editors and Affiliations

  1. Computer Science and Applications Department LGIPM, University of Lorraine, Metz Cedex 03, France

    Hoai An Le Thi

  2. Computer Science and Applications Department LGIPM, University of Lorraine, Metz Cedex 03, France

    Hoai Minh Le

  3. Laboratory of Mathematics, National Institute for Applied Sciences, Saint-Étienne-du-Rouvray Cedex, France

    Tao Pham Dinh

  4. Department of Information Systems, Wroclaw University of Science and Technology, Wrocław, Poland

    Ngoc Thanh Nguyen

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Nguyen, D.M. (2020). A Combination of CMAES-APOP Algorithm and Quasi-Newton Method. In: Le Thi, H., Le, H., Pham Dinh, T., Nguyen, N. (eds) Advanced Computational Methods for Knowledge Engineering. ICCSAMA 2019. Advances in Intelligent Systems and Computing, vol 1121. Springer, Cham. https://doi.org/10.1007/978-3-030-38364-0_6

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