Download - Grasp Hsc09
GRASP – Gradient-aided Swarm Optimization
C. D. Bocaniala and V. V. S. S. SastryDepartment of Engineering Systems and Management,
Cranfield University, Shrivenham, SN6 8LA, UK{cbocaniala.cu, vsastry.cu}@defenceacademy.mod.uk
Motivation
Motivation
Intersection of gradient half-lines
Motivation
Algorithm
while not(stop_conditions)perform alternatively
EITHERintersection of gradient half-lines
ORBroyden–Fletcher–Goldfarb–Shanno (BFGS)
end
Algorithm
• The search is not constrained to a hypercube (initialization range)
• The gradient half-lines intersection technique has NO parameters
• The BFGS has a corresponding set of parameters
Algorithm
• MAD tool used for gradient computation (including inside BFGS)
• BFGS and MAD may be replaced by other toolso MAD dedicated MATLAB toolbox
Benchmark tests• CEC2005
benchmark• 25 functions• Comparison with
Standard PSO 2007 version
• … short demo
F13 – Shifted Expanded Griewank’s plus Rosenbrock function; 10D,77,282 vs 100,000
Concluding Remarks
• GRASP is at its best in higher dimensions• MAD tool overloads a large but not the full
set of MATLAB functions• Replacing BFGS by a parameter-less
gradient-based method – need further analysis
• The computer-implemented version of the objective function and its gradient function