Computational Intelligence In Optimization – Yoel Tenne

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Optimization is an integral part to science and engineering. Most real-world applications involve complex optimization processes, which are di?cult to solve without advanced computational tools. With the increasing challenges of ful?lling optimization goals of current applications there is a strong drive to advancethe developmentofe?cientoptimizers. The challengesintroduced by emerging problems include: • objective functions which are prohibitively expensive to evaluate, so ty- callysoonlyasmallnumber ofobjectivefunctionevaluationscanbemade during the entire search, • objective functions which are highly multimodal or discontinuous, and • non-stationary problems which may change in time (dynamic). Classical optimizers may perform poorly or even may fail to produce any improvement over the starting vector in the face of such challenges. This has motivated researchers to explore the use computational intelligence (CI) to augment classical methods in tackling such challenging problems. Such methods include population-based search methods such as: a) evolutionary algorithms and particle swarm optimization and b) non-linear mapping and knowledgeembedding approachessuchasarti?cialneuralnetworksandfuzzy logic, to name a few. Such approaches have been shown to perform well in challenging settings. Speci?cally, CI are powerful tools which o?er several potential bene?ts such as: a) robustness (impose little or no requirements on the objective function) b) versatility (handle highly non-linear mappings) c) self-adaptionto improveperformance and d) operationin parallel(making it easy to decompose complex tasks). However, the successful application of CI methods to real-world problems is not straightforward and requires both expert knowledge and trial-and-error experiments.

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