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On the efficiency of chaos optimization algorithms for global optimization

Author

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  • Yang, Dixiong
  • Li, Gang
  • Cheng, Gengdong

Abstract

Chaos optimization algorithms as a novel method of global optimization have attracted much attention, which were all based on Logistic map. However, we have noticed that the probability density function of the chaotic sequences derived from Logistic map is a Chebyshev-type one, which may affect the global searching capacity and computational efficiency of chaos optimization algorithms considerably. Considering the statistical property of the chaotic sequences of Logistic map and Kent map, the improved hybrid chaos-BFGS optimization algorithm and the Kent map based hybrid chaos-BFGS algorithm are proposed. Five typical nonlinear functions with multimodal characteristic are tested to compare the performance of five hybrid optimization algorithms, which are the conventional Logistic map based chaos-BFGS algorithm, improved Logistic map based chaos-BFGS algorithm, Kent map based chaos-BFGS algorithm, Monte Carlo-BFGS algorithm, mesh-BFGS algorithm. The computational performance of the five algorithms is compared, and the numerical results make us question the high efficiency of the chaos optimization algorithms claimed in some references. It is concluded that the efficiency of the hybrid optimization algorithms is influenced by the statistical property of chaotic/stochastic sequences generated from chaotic/stochastic algorithms, and the location of the global optimum of nonlinear functions. In addition, it is inappropriate to advocate the high efficiency of the global optimization algorithms only depending on several numerical examples of low-dimensional functions.

Suggested Citation

  • Yang, Dixiong & Li, Gang & Cheng, Gengdong, 2007. "On the efficiency of chaos optimization algorithms for global optimization," Chaos, Solitons & Fractals, Elsevier, vol. 34(4), pages 1366-1375.
    • Handle: RePEc:eee:chsofr:v:34:y:2007:i:4:p:1366-1375
    DOI: 10.1016/j.chaos.2006.04.057
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    References listed on IDEAS

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    1. Liu, Bo & Wang, Ling & Jin, Yi-Hui & Tang, Fang & Huang, De-Xian, 2005. "Improved particle swarm optimization combined with chaos," Chaos, Solitons & Fractals, Elsevier, vol. 25(5), pages 1261-1271.
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