Title
The challenge of optimizing expensive black boxes: a scatter search/rough set theory approach
Abstract
There is renewed interest in the development of effective and efficient methods for optimizing models of which the optimizer has no structural knowledge. This is what in the literature is referred to as optimization of black boxes. In particular, we address the challenge of optimizing expensive black boxes, that is, those that require a significant computational effort to be evaluated. We describe the use of rough set theory within a scatter search framework with the goal of identifying high-quality solutions with a limited number of objective function evaluations. The rough set strategies that we developed take advantage of the information provided by the best and diverse solutions found during the search in order to define areas of the solution space that are promising for search intensification. We test our procedure on a set of 92 nonlinear multimodal functions of varied complexity and size and compare the results with a state-of-the-art procedure based on Particle Swarm Optimization.
Year
DOI
Venue
2010
10.1057/jors.2009.124
JORS
Keywords
Field
DocType
simulation optimization,— black-box optimization,rough sets,scatter search,objective function,rough set,rough set theory
Particle swarm optimization,Information system,Black box (phreaking),Evolutionary algorithm,Scheduling (computing),Computer science,Swarm intelligence,Rough set,Black box,Operations management
Journal
Volume
Issue
ISSN
61
1
0160-5682
Citations 
PageRank 
References 
4
0.50
64
Authors
5
Name
Order
Citations
PageRank
Manuel Laguna140.50
Julián Molina Luque21737.95
Fatima Perez3181.78
R. Caballero41199.59
Alfredo García Hernández-Díaz51569.36