Knowledge-Based Perturbation LaF-CMA-ES for Multimodal Optimization

Abstract

Multimodal optimization presents a significant challenge in optimization problems due to the existence of multiple attraction basins. Balancing exploration and exploitation is essential for the efficiency of algorithms designed to solve these problems. In this paper, we propose the KbP-LaF-CMAES algorithm to address multimodal optimization problems based on the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) framework. The Leaders and Followers (LaF) and Knowledge-based Perturbation (KbP) strategies are the primary components of the KbP-LaF-CMAES algorithm. The LaF strategy is utilized to extensively explore the potential local spaces, where two cooperative populations evolve in synergy. The KbP strategy is employed to enhance exploration capabilities. Improved variants of CMA-ES are used to exploit specific domains containing local optima, thereby potentially identifying the global optimum. Simulation results on the test suite demonstrate that KbP-LaF-CMAES significantly outperforms other meta-heuristic algorithms.

Keywords

• multimodal optimization
• leaders and followers
• covariance matrix adaptation evolution strategy
• knowledge-based perturbation