Abstract

Summary It is widely recognized that optimization algorithm parameters have significant impacts on algorithm performance, but quantifying the influence is very complex and difficult due to high computational demands and dynamic nature of search parameters. The overall aim of this paper is to develop a global sensitivity analysis based framework to dynamically quantify the individual and interactive influence of algorithm parameters on algorithm performance. A variance decomposition sensitivity analysis method, Analysis of Variance (ANOVA), is used for sensitivity quantification, because it is capable of handling small samples and more computationally efficient compared with other approaches. The Shuffled Complex Evolution method developed at the University of Arizona algorithm (SCE-UA) is selected as an optimization algorithm for investigation, and two criteria, i.e., convergence speed and success rate, are used to measure the performance of SCE-UA. Results show the proposed framework can effectively reveal the dynamic sensitivity of algorithm parameters in the search processes, including individual influences of parameters and their interactive impacts. Interactions between algorithm parameters have significant impacts on SCE-UA performance, which has not been reported in previous research. The proposed framework provides a means to understand the dynamics of algorithm parameter influence, and highlights the significance of considering interactive parameter influence to improve algorithm performance in the search processes.

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