Proposing effective coordinate search methods for solving large-scale expensive black-box optimization problems

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2020-08-01

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Abstract

In engineering and science, optimization plays a vital role in many real-world applications. In this work, several novel optimization algorithms based on Coordinate Search (CS) algorithm are proposed. CS is a gradient-free technique and we have enhanced them for solving Black-box, non-convex, and expensive large-scale problems. These CS-based algorithms can handle mixed-type variables. When an optimization problem is large-scale and expensive, it is a very challenging problem to solve because it is intersecting two conflicting properties. Large-scale problems require extensive fitness evaluations, but each evaluation is time consuming. It gets more challenging when the budget is limited, which is the case in most real-word applications. The proposed CS-based algorithms reduce the search space exponentially; this makes it a powerful method for optimizing high-dimensional problems with limited budget. The proposed algorithms show a very promising performance on optimizing high-dimensional problems; tested on the CEC-2013 benchmarks problems and neural network training.

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Keywords

Coordinate-search, Gradient-free, Non-convex, Neural-network, Large-scale optimization

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