Evaluating the Multiple Offspring Sampling framework on complex continuous optimization functions

Abstract

In this contribution we present a study on the combination of Differential Evolution and the IPOP-CMA-ES algorithms. The hybrid algorithm has been constructed by using the Multiple Offspring Sampling framework, which allows the seamless combination of multiple metaheuristics in a dynamic algorithm capable of adjusting the participation of each of the composing algorithms according to their current performance. In this study we analyze the existing synergies, if any, emerging from the combination of the two algorithms. For this purpose, the COCO suite used in BBOB 2009 and 2010 Workshops has been used. The experimental results on the noiseless testbed show a robust behavior of the algorithm and a good scalability as the dimensionality increases. In the noisy testbed, the algorithm shows a good performance on functions with moderate to severe noise.