Self-Organizing Probability State Variable Parameter Search Algorithms for Systems that Must Avoid High-Penalty Operating Regions

Abstract

Self-organizing probability state variable (PSV) parameter search algorithms possessing long-term memory have been formulated to cope with systems that must avoid high performance-penalty operating regions. The information gained from all previous experiments is efficiently encoded in multivariate probability distribution functions (pdf's). This long-term memory capability enables the PSV algorithms to avoid effectively future experiments in high penalty regions. The systems considered are resource-limited, and catastrophic failure may occur if parameter values lying in high penalty regions are implemented. Those cases in which the high penalty regions are not known in advance were investigated. The PSV algorithms have the capability of adaptively learning the location and hypervolume of these regions as the search proceeds. The algorithms are explicitly guided in their internal strategies as a function of the remaining system resources and the updated probability distribution functions. Clustering analysis is used both in the discovery of new operating regions and for updating the pdf's. As a by-product of this research, clustering was also investigated as a presearch scheme. It is shown that this procedure has great promise as a means of assessing the complexity of an optimization problem. Experimental results are presented to demonstrate the utility of the self-organizing PSV search algorithms.