Evolution strategies for robust optimization

Kruisselbrink, J.W. (2012)

Doctoral Thesis

Real-world (black-box) optimization problems often involve various types of uncertainties and noise emerging in different parts of the optimization problem. When this is not accounted for, optimization may fail or may yield solutions that are optimal in the classical strict notion of optimality, but fail in practice. Robust optimization is the practice of optimization that actively accounts for uncertainties and/or noise. Evolutionary Algorithms form a class of optimization algorithms that use the principle of evolution to find good solutions to optimization problems. Because uncertainty and noise are indispensable parts of nature, this class of optimization algorithms seems to be a logical choice for robust optimization scenarios. This thesis provides a clear definition of the term robust optimization and a comparison and practical guidelines on how Evolution Strategies, a subclass of Evolutionary Algorithms for real-parameter optimization problems, should be adapted for such scenarios.

• Uncertainty
• Robust Optimization
• Noisy Objective Functions
• Noise
• Input Uncertainty
• Evolution Strategies
• Evolutionary Algorithms

• All authors: Kruisselbrink, J.W.
• Supervisor: Bäck, T.H.W.
• Co-supervisor: Emmerich, M.T.M.
• Qualification: Doctor (dr.)
• Awarding Institution: Faculty of Science, Leiden University
• Date: 2012-05-10
• ISBN (print): 9789461912503