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Zbl 1162.90525
Ahrari, A.; Shariat-Panahi, M.; Atai, A.A.
GEM: A novel evolutionary optimization method with improved neighborhood search. (English)
[J] Appl. Math. Comput. 210, No. 2, 376-386 (2009). ISSN 0096-3003

Summary: A new optimization technique called Grenade Explosion Method (GEM) is introduced and its underlying ideas, including the concept of Optimal Search Direction (OSD), are elaborated. The applicability and efficiency of the technique is demonstrated using standard benchmark functions. Comparison of the results with those of other, widely-used, evolutionary algorithms shows that the proposed algorithm outperforms its rivals both in the success rate and rate of convergence. The method is also shown to be capable of finding most, or even all, optima of functions having multiple global optima. Moreover, it is shown that the performance of GEM is invariant against shifting and scaling of the search space and objective function.

MSC 2000:: *90C15 Stochastic programming
65K05 Mathematical programming (numerical methods)

Keywords: stochastic optimization methods; evolutionary algorithms; multimodal functions; Agent's territory; guided random search; optimal search direction; multiple global minima

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Zentralblatt MATH Berlin [Germany]