Fibonacci multi-modal optimization algorithm in noisy environment

Abstract

Noises are very common in practical optimization problems. It will cause interference on optimization algorithms and thus makes the algorithms difficult to find a true global extreme point and multiple local extreme points. For the problem, this paper proposes a Fibonacci multi-modal optimization (FMO) algorithm. Firstly, the proposed algorithm alternates between global search and local optimization in order not to fall into local optimum points and to retain multiple optimum points. And then, a Fibonacci regional scaling criterion is proposed in the FMO algorithm to alleviate the effects of noise, and the position of optimum point is determined according to its probability distribution under noise interference. In experiments, we evaluate the performance of the proposed FMO algorithm through 35 benchmark functions. The experimental results show that compared with Particle Swarm Optimization (PSO) algorithm, three improved versions of PSO, and Genetic algorithm (GA), the proposed FMO algorithm can gain more accurate location of optimum point and more global and local extreme points under noisy environment. Finally, an example of practical optimization in radio spectrum monitoring is used to show the performance of the FMO algorithm.