Evolutionary Strategies for Multidisciplinary ... - Dynardo GmbH

Evolutionary Strategies for Multidisciplinary ... - Dynardo GmbH Evolutionary Strategies for Multidisciplinary ... - Dynardo GmbH

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Operators: Mutation – one σ Self-adaptive ES with one step size: One σ controls mutation for all x i Mutation: N(0, σ) Individual before mutation v a = (( x1,..., xn ), σ ) v a′ = (( x′ ,..., x′ ), σ ′ ) i x i 1 σ ′ = σ ⋅exp( τ ⋅ N x′ = n 0 + σ ′ ⋅ N i ( 0, 1) ( 0, 1)) Individual after mutation 1.: Mutation of step sizes 2.: Mutation of objective variables Here the new σ‘ is used! 16

Operators: Mutation – one σ Thereby τ 0 is the so-called learning rate Affects the speed of the σ-Adaptation τ 0 bigger: faster but more imprecise τ 0 smaller: slower but more precise How to choose τ 0 ? According to recommendation of Schwefel*: τ 0 = *H.-P. Schwefel: Evolution and Optimum Seeking, Wiley, NY, 1995. 1 n 17

Operators: Mutation – one σ<br />

Self-adaptive ES with one step size:<br />

One σ controls mutation <strong>for</strong> all x i<br />

Mutation: N(0, σ)<br />

Individual be<strong>for</strong>e mutation<br />

v<br />

a = (( x1,...,<br />

xn<br />

), σ )<br />

v<br />

a′<br />

= (( x′<br />

,..., x′<br />

), σ ′ )<br />

i<br />

x<br />

i<br />

1<br />

σ ′ = σ ⋅exp(<br />

τ ⋅ N<br />

x′<br />

=<br />

n<br />

0<br />

+ σ ′ ⋅ N<br />

i<br />

( 0,<br />

1)<br />

( 0,<br />

1))<br />

Individual after mutation<br />

1.: Mutation of step sizes<br />

2.: Mutation of objective variables<br />

Here the new σ‘ is used!<br />

16

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