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The MOEA Framework is an open-source evolutionary computation library for Java that specializes in multi-objective optimization. It supports a variety of multiobjective evolutionary algorithms (MOEAs), including genetic algorithms, genetic programming, grammatical evolution, differential evolution, and particle swarm optimization. As a result ...
Example of convergence of a direct search method on the Broyden function. At each iteration, the pattern either moves to the point which best minimizes its objective function, or shrinks in size if no point is better than the current point, until the desired accuracy has been achieved, or the algorithm reaches a predetermined number of iterations.
Bacterial colony optimization; Barzilai-Borwein method; Basin-hopping; Benson's algorithm; Berndt–Hall–Hall–Hausman algorithm; Bin covering problem; Bin packing problem; Bland's rule; Branch and bound; Branch and cut; Branch and price; Bregman Lagrangian; Bregman method; Broyden–Fletcher–Goldfarb–Shanno algorithm
Given a transformation between input and output values, described by a mathematical function, optimization deals with generating and selecting the best solution from some set of available alternatives, by systematically choosing input values from within an allowed set, computing the output of the function and recording the best output values found during the process.
The algorithm described herein is a type of local random search, where every iteration is dependent on the prior iteration's candidate solution. There are alternative random search methods that sample from the entirety of the search space (for example pure random search or uniform global random search), but these are not described in this article.
It is a direct search method (based on function comparison) and is often applied to nonlinear optimization problems for which derivatives may not be known. However, the Nelder–Mead technique is a heuristic search method that can converge to non-stationary points [ 1 ] on problems that can be solved by alternative methods.
Human feedback is commonly collected by prompting humans to rank instances of the agent's behavior. [15] [17] [18] These rankings can then be used to score outputs, for example, using the Elo rating system, which is an algorithm for calculating the relative skill levels of players in a game based only on the outcome of each game. [3]
Random optimization (RO) is a family of numerical optimization methods that do not require the gradient of the optimization problem and RO can hence be used on functions that are not continuous or differentiable. Such optimization methods are also known as direct-search, derivative-free, or black-box methods.