LAPSE:2023.11363
Published Article
LAPSE:2023.11363
Enhancing Mean-Variance Mapping Optimization Using Opposite Gradient Method and Interior Point Method for Real Parameter Optimization Problems
Thirachit Saenphon, Suphakant Phimoltares, Chidchanok Lursinsap
February 27, 2023
Abstract
The aim of optimization methods is to identify the best results in the search area. In this research, we focused on a mixture of the interior point method, opposite gradient method, and mean-variance mapping optimization, named IPOG-MVMO, where the solutions can be obtained from the gradient field of the cost function on the constraint manifold. The process was divided into three main phases. In the first phase, the interior point method was applied for local searching. Secondly, the opposite gradient method was used to generate a population of candidate solutions. The last phase involved updating the population according to the mean and variance of the solutions. In the experiments on real parameter optimization problems, three types of functions, which were unimodal, multimodal, and continuous composition functions, were considered and used to compare our proposed method with other meta-heuristics techniques. The results showed that our proposed algorithms outperformed other algorithms in terms of finding the optimal solution.
Keywords
initial population, interior point method, mean-variance mapping optimization, meta-heuristics techniques, opposite gradient method
Suggested Citation
Saenphon T, Phimoltares S, Lursinsap C. Enhancing Mean-Variance Mapping Optimization Using Opposite Gradient Method and Interior Point Method for Real Parameter Optimization Problems. (2023). LAPSE:2023.11363
Author Affiliations
Saenphon T: Advanced Virtual and Intelligent Computing Research Center (AVIC), Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University, Bangkok 10330, Thailand
Phimoltares S: Advanced Virtual and Intelligent Computing Research Center (AVIC), Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University, Bangkok 10330, Thailand [ORCID]
Lursinsap C: Advanced Virtual and Intelligent Computing Research Center (AVIC), Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University, Bangkok 10330, Thailand
Journal Name
Processes
Volume
11
Issue
2
First Page
465
Year
2023
Publication Date
2023-02-03
ISSN
2227-9717
Version Comments
Original Submission
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PII: pr11020465, Publication Type: Journal Article
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LAPSE:2023.11363
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https://doi.org/10.3390/pr11020465
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