Magnus Erik Hvass Pedersen
Tuning & Simplifying Heuristical Optimization
This thesis is about the tuning and simplification of black-box (direct-search, derivative-free) optimization methods, which by definition do not use gradient information to guide their search for an optimum but merely need a fitness (cost, error, objective) measure for each candidate solution to the optimization problem. Such optimization methods often have parameters that influence their behaviour and efficacy. A Meta-Optimization technique is presented here for tuning the behavioural parameters of an optimization method by employing an additional layer of optimization. This is used in a number of experiments on two popular optimization methods, Differential Evolution and Particle Swarm Optimization, and unveils the true performance capabilities of an optimizer in different usage scenarios. It is found that state-of-the-art optimizer variants with their supposedly adaptive behavioural parameters do not have a general and consistent performance advantage but are outperformed in several cases by simplified optimizers, if only the behavioural parameters are tuned properly.