Карта вариативности целевой функции для анализа характерных признаков задачи глобальной оптимизации

Abstract

Methods of landscape analysis are developed to estimate various characteristic features of the objective function in the optimization problem. The accuracy of the estimates largely depends on the chosen method of experiment design for the landscape sampling, i.e. on the number and location of points in the search space forming a discrete representation of the objective function landscape. The method of information content is the most resistant to changes in the experiment design but requires route building to bypass the obtained points of landscape sampling. A method of characterization of the optimization problem objective function is proposed on the base of landscape sampling without building a route to bypass its points. The notion of a variability map of objective function is introduced. The informativeness criteria are formulated for groups of points of a landscape sample. A method of constructing the so-called full variability map is proposed as well as the function of generalized information content for the analysis of the characteristic features of the objective function. The method allows obtaining more accurate estimates of target function characteristics which are resistant to variations of the experiment design