Multi-Population Bayesian Optimization Algorithm using Cooperated Pattern Search Strategy

This paper proposed a multi-population based Bayesian Optimization Algorithm (BOA). It combines the Bayesian statistic optimization technic with multi-population scheme. And the cooperated pattern search mechanism is provided, wich is used to avoid premature convergence problem It includes the pattern selection, model structure update and model parameter update processes. And a constraint planning model is used to balance the parameter update process. The results of examination test shows the new algorithm's efficiency.