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A continuous genetic algorithm designed for the global optimization of multimodal functions. (English) Zbl 0969.68641

J. Heuristics 6, No. 2, 191-213 (2000); erratum ibid. 7, No. 1, 99 (2000).
Summary: Genetic algorithms are stochastic search approaches based on randomized operators, such as selection, crossover and mutation, inspired by the natural reproduction and evolution of the living creatures. However, few published works deal with their application to the global optimization of functions depending on continuous variables. A new algorithm called Continuous Genetic Algorithm (CGA) is proposed for the global optimization of multiminima functions. In order to cover a wide domain of possible solutions, out algorithm first takes care over the choice of the initial population. Then it locates the most promising area of the solution space, and continues the search through an “intensification” inside this area. The selection, the crossover and the mutation are performed by using the decimal code. The efficiency of CGA is tested in detail through a set of benchmark multimodal functions, of which global and local minima are known. CGA is compared to tabu search and simulated annealing, as alternative algorithms.

MSC:

90C59 Approximation methods and heuristics in mathematical programming
90C30 Nonlinear programming

Software:

Genocop
Full Text: DOI