IEEE Access (Jan 2021)

Optimal Stochastic Process Optimizer: A New Metaheuristic Algorithm With Adaptive Exploration-Exploitation Property

  • Jiahong Xu,
  • Lihong Xu

DOI
https://doi.org/10.1109/ACCESS.2021.3101939
Journal volume & issue
Vol. 9
pp. 108640 – 108664

Abstract

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Metaheuristic algorithms are constructed to solve optimization problems, but they cannot solve all the problems with best solutions. This work proposes a novel self-adaptive metaheuristic optimization algorithm, named Optimal Stochastic Process Optimizer (OSPO), which can solve different kinds of optimization problems with promising performance. Specifically, OSPO regards the procedure of optimization as a realization of stochastic process, and with the help of Subjective Probability Distribution Function (SPDF) and Receding Sampling Strategy proposed in this paper, OSPO can control the exploration-exploitation property online by the adaptive modification of the parameters in SPDF. This adaptive exploration-exploitation property of OSPO contributes to dealing with different kinds of problems; thus, it makes OSPO have the potential to solve at least a vast majority of optimization problems. The proposed algorithm is first benchmarked on uni-modal, multi-modal and composite test functions both in low and high dimensions. The results are verified by comparative studies with seven well-performed metaheuristic algorithms. Then, 21 real-world optimization problems are used to further investigate the effectiveness of OSPO. The winners of CEC2020 Competition on Real-World Single Objective Constrained Optimization, SASS algorithm, sCMAgES algorithm, EnMODE algorithm and COLSHADE algorithm are used as four comparative algorithms in real-world optimization problems. The analysis of simulations demonstrates that OSPO is able to provide very competitive performance compared to the comparative meta-heuristics both in benchmark functions and in real-world optimization problems; thus, the potential of OSPO to solve at least a vast majority of optimization problems is verified. A corresponding MATLAB APP demo is available on https://github.com/JiahongXu123/OSPO-algorithm.git.

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