Global+Optimization+Algorithms+Theory+and+Application_Part1

Global+Optimization+Algorithms+Theory+and+Application_Part1...

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Global Optimization Algorithms – Theory and Application – 2nd Ed Evolutionary Algorithms ............................... 95 Genetic Algorithms ................................... 141 Genetic Programming ................................ 157 Learning Classifier Systems ........................... 233 Hill Climbing ......................................... 253 Simulated Annealing .................................. 263 Example Applications ................................ 315 Sigoa – Implementation in Java ....................... 439 Background (Mathematics, Computer Science, . . . ) ... 455 Thomas Weise Version: 2009-06-26 Newest Version: http://www.it-weise.de/
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Preface This e-book is devoted to global optimization algorithms, which are methods to find opti- mal solutions for given problems. It especially focuses on Evolutionary Computation by dis- cussing evolutionary algorithms, genetic algorithms, Genetic Programming, Learning Classi- fier Systems, Evolution Strategy, Differential Evolution, Particle Swarm Optimization, and Ant Colony Optimization. It also elaborates on other metaheuristics like Simulated An- nealing, Extremal Optimization, Tabu Search, and Random Optimization. The book is no book in the conventional sense: Because of frequent updates and changes, it is not really intended for sequential reading but more as some sort of material collection, encyclopedia, or reference work where you can look up stuff, find the correct context, and are provided with fundamentals. With this book, two major audience groups are addressed: 1. It can help students since we try to describe the algorithms in an understandable, consis- tent way and, maybe even more important, includes much of the background knowledge needed to understand them. Thus, you can find summaries on stochastic theory and the- oretical computer science in Part IV on page 455 . Additionally, application examples are provided which give an idea how problems can be tackled with the different techniques and what results can be expected. 2. Fellow researchers and PhD students may find the application examples helpful too. For them, in-depth discussions on the single methodologies are included that are supported with a large set of useful literature references. If this book contains something you want to cite or reference in your work, please use the citation suggestion provided in Chapter D on page 591 . In order to maximize the utility of this electronic book, it contains automatic, clickable links. They are shaded with dark gray so the book is still b/w printable. You can click on 1. entries in the table of contents, 2. citation references like [916], 3. page references like “ 95 ”, 4. references such as “see Figure 2.1 on page 96 ” to sections, figures, tables, and listings, and 5. URLs and links like “ http://www.lania.mx/ ~ ccoello/EMOO/ [accessed 2007-10-25] ”. 1 The following scenario is now for example possible: A student reads the text and finds a passage that she wants to investigate in-depth. She clicks on a citation in that seems inter- esting and the corresponding reference is shown. To some of the references which are online 1 URLs are usually annotated with the date we have accessed them, like http://www.lania.
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