Fast Blackbox Optimization: Iterated Local Search and the Strategy of Powell
نویسنده
چکیده
In combinatorial solution spaces Iterated Local Search turned out to be exceptionally successful. The question arises: is the Iterated Local Search heuristic also able to improve the optimization process in real-valued solution spaces? This paper introduces a hybrid meta-heuristic based on Iterated Local Search and Powell’s optimization method combined with elements from stochastic search in real-valued solution spaces. The approach is analyzed experimentally. It turns out that the Iterated Local Search Hybrid is significantly faster than state-ofthe-art evolutionary approaches and behaves more robust than the strategy of Powell in multimodal fitness landscapes.
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