Genetic Algorithms and Evolutionary Computation

Noisy Optimization With Evolution Strategies

Authors: Arnold, Dirk V.

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About this book

Noise is a common factor in most real-world optimization problems. Sources of noise can include physical measurement limitations, stochastic simulation models, incomplete sampling of large spaces, and human-computer interaction. Evolutionary algorithms are general, nature-inspired heuristics for numerical search and optimization that are frequently observed to be particularly robust with regard to the effects of noise.

Noisy Optimization with Evolution Strategies contributes to the understanding of evolutionary optimization in the presence of noise by investigating the performance of evolution strategies, a type of evolutionary algorithm frequently employed for solving real-valued optimization problems. By considering simple noisy environments, results are obtained that describe how the performance of the strategies scales with both parameters of the problem and of the strategies considered. Such scaling laws allow for comparisons of different strategy variants, for tuning evolution strategies for maximum performance, and they offer insights and an understanding of the behavior of the strategies that go beyond what can be learned from mere experimentation.

This first comprehensive work on noisy optimization with evolution strategies investigates the effects of systematic fitness overvaluation, the benefits of distributed populations, and the potential of genetic repair for optimization in the presence of noise. The relative robustness of evolution strategies is confirmed in a comparison with other direct search algorithms.

Noisy Optimization with Evolution Strategies is an invaluable resource for researchers and practitioners of evolutionary algorithms.

Reviews

From the reviews:

"[...]a highly interesting book recommendable to anyone interested in evolutionary optimization and to those facing noisy optimization problems."
(Hans-Georg Beyer)

"The book addresses one of the most pressing and interesting topics in evolutionary computation research – the performance of evolutional algorithms in uncertain environments … . Summing up, the book appears to be an interesting theoretical complement to many existing books describing practical applications of evolutionary computations." (Jacek Blazewicz, Zentralblatt MATH, Vol. 1103 (5), 2007)


Table of contents (7 chapters)

Buy this book

eBook $149.00
price for USA (gross)
  • ISBN 978-1-4615-1105-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $199.00
price for USA
  • ISBN 978-1-4613-5397-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Noisy Optimization With Evolution Strategies
Authors
Series Title
Genetic Algorithms and Evolutionary Computation
Series Volume
8
Copyright
2002
Publisher
Springer US
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4615-1105-2
DOI
10.1007/978-1-4615-1105-2
Softcover ISBN
978-1-4613-5397-3
Series ISSN
1568-2587
Edition Number
1
Number of Pages
IX, 158
Topics