|
|
 |
 |
Introduction
|
|
DEAS is a recently developed non-gradient optimization
algorithm by Jong-Wook Kim in 2002. The principle of DEAS
is based on the distinct properties of binary strings.
If a binary digit, 0 or 1, is appended to any binary string
as a least significant bit (LSB), the decoded real number
of a new binary string decreases for 0, and increases
for 1 compared with that of the original binary string.
This property is applied to the perturbation of a current
local minimum for discovering an optimal direction vector,
and the name ¡®bisectional search (BSS)¡¯ comes from this
aspect of dichotomous search.
Like the branch and bound method, BSS alone has the serious
drawback of regional limitation. However, simple operations
of increment addition (INC) and decrement subtraction
(DEC) for a binary string can readily remove the problem,
and raise search efficiency. In unidirectional search
(UDS) of DEAS, the operations of INC and DEC are iterated
while a better optimum is sought in a guided search direction
obtained by the previous BSS.
Fig. 1 demonstrates the above principle along with basic
terms for a one-dimensional problem whose cost function
is unimodal and has a local minimum at 1110b (about 0.33).
The blue arrows represent selected transitions in BSS,
and the purple arrows stand for consecutive transitions
in UDS. Every session consists of single BSS and multiple
UDS, and the sessions are iterated as the length of binary
strings monotonically increases. |
| |
|
Fig. 1 Search aspect of DEAS in
a one-dimensional unimodal problem |
| |
exhaustive DEAS |
In multi-dimensional problems, binary strings are heaped
up as a binary matrix, while they are concatenated into
a string (individual) in the genetic algorithm. Exhaustive
DEAS (eDEAS) is classified as a kind of greedy search
in that all the members in each neighborhood are evaluated
in BSS and UDS. Fig. 2 depicts a session in a two-dimensional
problem, whose local minimum exists in a lower right part,
with binary matrices. For an optimal direction to be discovered,
BSS evaluates the cost function four, or 2 ,
times, and [1 0]
is determined as an optimal direction vector (DV) of this
session, which is handed over to UDS for further exploration.
Then UDS continues to search in three, or 2
- 1 fixed directions per transition by extension vectors
(EV) while better solutions are sought. For notational
convenience, a binary digit 0 of each EV means that an
extension is not occurred in a given direction, and vice
versa. Since a current best solution is obtained by moving
along the direction of x .an
optimal EV after the first transition in UDS is described
as [0 1] |
| |
|
Fig. 2 Local search aspect of eDEAS
in a two-dimensional problem
(solid: basic extension, thick and solid: selected extension,
dash-dotted: redundant extension)
|
| Note that, among the second neighborhood in UDS, the
matrix A is included again, and is thus evaluated redundantly.
This situation also recurs at the fourth neighborhood,
related with previous optimal EV¡¯s depicted with thick
solid lines in Fig. 2. A common feature of these revisited
matrices is that all the digits of the current EVs, whose
corresponding digits of the previous optimal DVs equal
1, are simultaneously zero. This redundancy can be removed
by a simple redundant check by referring to a masking
technique in microprocessors as |
|
If all the bits represented as ¡®X¡¯ (don¡¯t-care term)
in the masked result are simultaneously zero, the corresponding
EV is regarded as a redundant search direction. Therefore,
for example, revisiting EV¡¯s in UDS for [100]
are ,[001] ,[010]
and [011]
except , [000]
as shown in Fig. 3 with red arrows. |
| |
|
Fig. 3 Search aspect of eDEAS in
a three-dimensional problem |
| |
univariate DEAS
|
The eDEAS generates and evaluates almost 2
points in every transition, thus it suffers from a heavy
amount of computation, which is quite burdensome in case
of n>10. To overcome this problem, researches are being
carried out on the univariate DEAS which consumes only
2 function
evaluations for further exploration. |
| |
Global search strategy as
a multistart |
In searching with DEAS, the whole search space of interest
is dynamically divided by a fixed number of grids. It
implies that search paths of each binary string are automatically
determined according to the cost function landscape unless
it is time-variant. That is, if DEAS is applied to any
two identical strings, the subsequent search process of
DEAS will yield exactly the same search paths. Since this
revisit leads to unnecessary computation, it should be
detected and intercepted at every instance of starting
new sessions. Regarding that DEAS enables UDS to search
horizontally as in Fig. 4, search paths of different initial
strings or matrices can encounter at some strings or matrices.
As soon as a current search path is detected as revisited
by a history check function in DEAS, search process is
stopped and restarted from an unexplored string or matrix. |
| |
|
Fig. 4 Example of revisited search
|
| The simplest way to design the history check function
is to save current binary matrix in a lookup table and
compare with past data just before starting BSS. This
bit-by-bit comparison, however, can cause the problems
of storage and computational time. As a solution to this
problem, an integer- or real-valued representative for
a string concatenated from a matrix is saved in the lookup
table as: |
|
| Then, every newly assigned value is compared with those
of previous optimal matrices whose corresponding row lengths
are identical. If the history table is constructed in
the fashion of Table 1, which is attained for the Branin
function, a new member is horizontally compared with old
ones and enrolled in case of no identical values. Note
that a revisit has occurred at the fourth restart with
the row length of 2, and subsequent values are identical
to those of the third restart. Therefore, revisit is efficiently
detected and prohibited by the aid of a history table
in DEAS. |
| |
Table 1 History table of the Branin
function |
Restart no. |
1 |
2 |
3 |
4 |
row
length
|
1 |
0 |
2 |
1 |
3 |
2 |
10 |
12 |
11 |
11 |
3 |
33 |
44 |
39 |
39 |
4 |
65 |
52 |
71 |
71 |
5 |
657 |
612 |
143 |
143 |
6 |
1297 |
3268 |
1295 |
1295 |
: |
: |
: |
: |
: |
|
| An additional important feature for global optimization
is an escaping scheme. As optimal binary matrices are
lengthened, their step lengths decrease exponentially,
which means that search points continuously converge to
one of local minima. Thus, it can be inferred that a current
point falls inside a region of attraction (ROA) of an
unacceptable local minimum, when successive cost values
do not drop below a predefined acceptable value. For this
situation, DEAS commands to escape from a current point
and restart, which is similar to the multistart method.
However, it is difficult to theoretically determine
the optimal indexes of escaping, which is common to
all global optimization methods. DEAS resorts to a kind
of heuristic, i.e. surveying the landscape of the cost
function by a finite number of trials as a preliminary
search. In Fig. 5 are shown the sketch of the preliminary
search over the Goldstein-price function, where the
row lengths of initial matrices range from 1 to 3 with
the maximal added row length of 9, and random restarts
are conducted three times for each initial row length.
This brief survey provides many beneficial information;
optInitRowLen, rowIndRestart, and costIndRestart. The
optInitRowLen means an optimal initial row length by
which a global minimum can be discovered. Since step
lengths are larger with a smaller row length, a small
optInitRowLen means ROA's of global minima spread wide
over whole search space. The rowIndRestart and costIndRestart
represent optimal indices of a row length and a cost
value for restarts by which it is determined to restart
or to continue. The rowIndRestart is selected as the
minimal row length from which global minima and local
minima can be seemingly discriminated, and costIndRestart
is an approximately intermediate value between the best
and the second-best local minima. These values are closely
related to the smoothness, ratios of ROA, and slopes
of the cost function currently handled. Therefore, the
preliminary search of DEAS additionally provides approximate
information of the cost function. |
| |
|
Fig. 5 Escaping indexes of DEAS
at a preliminary search with the Goldstein-price function |
| See [J1] for more detail |
| |
DEAS group |
DEAS will be released as one of the following categories
- exhaustive DEAS (eDEAS)
- univariate DEAS (uDEAS)
- modular DEAS (mDEAS)
- randomized DEAS (rDEAS) |
|
| |
|
Copyright
¨Ï2003 by DEAS. All rights reserved...... |
|
 |