1. Quantitative measure of nonconvexity for black-box continuous functions.
- Author
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Tamura, Kenichi and Gallagher, Marcus
- Subjects
- *
CONTINUOUS functions , *METAHEURISTIC algorithms , *MATHEMATICAL optimization , *PROBLEM solving , *MONTE Carlo method - Abstract
Abstract Metaheuristic algorithms usually aim to solve nonconvex optimization problems in black-box and high-dimensional scenarios. Characterizing and understanding the properties of nonconvex problems is therefore important for effectively analyzing metaheuristic algorithms and their development, improvement and selection for problem solving. This paper establishes a novel analysis framework called nonconvex ratio analysis , which can characterize nonconvex continuous functions by measuring the degree of nonconvexity of a problem. This analysis uses two quantitative measures: the nonconvex ratio for global characterization and the local nonconvex ratio for detailed characterization. Midpoint convexity and Monte Carlo integral are important methods for constructing the measures. Furthermore, as a practical feature, we suggest a rapid characterization measure that uses the local nonconvex ratio and can characterize certain black-box high-dimensional functions using a much smaller sample. Throughout this paper, the effectiveness of the proposed measures is confirmed by numerical experiments using the COCO function set. [ABSTRACT FROM AUTHOR]
- Published
- 2019
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