Computational Intelligence In Optimization – Yoel Tenne

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Summary

• Optimization is an integral part to science and engineering.

• Most real-world applications involve complex optimization processes, which are di?cult to solve without advanced computational tools.

• With the increasing challenges of ful?lling optimization goals of current applications there is a strong drive to advancethe developmentofe?cientoptimizers.

• The challengesintroduced by emerging problems include: • objective functions which are prohibitively expensive to evaluate, so ty- callysoonlyasmallnumber ofobjectivefunctionevaluationscanbemade during the entire search, • objective functions which are highly multimodal or discontinuous, and • non-stationary problems which may change in time (dynamic).

• Classical optimizers may perform poorly or even may fail to produce any improvement over the starting vector in the face of such challenges.

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