Gaussian Classifier-Based Evolutionary Strategy for Multimodal Optimization

This paper presents a Gaussian classifier-based evolutionary strategy (GCES) to solve multimodal optimization problems. An evolutionary technique for them must answer two crucial questions to guarantee its success: how to distinguish among the different basins of attraction and how to safeguard the already discovered good-quality solutions including both global and local optima. In GCES, multimodal optimization problems are regarded as classification ones, and Gaussian mixture models are employed to save the locations and basins of already and presently identified local or global optima. A sequential estimation technique for the covariance of a Gaussian model is introduced into GCES. To best adjust the global step size, a strategy named top-ranked sample selection is introduced, and a classification method instead of a common but problematic radius-triggered manner is proposed. Experiments are performed on a series of benchmark test functions to compare GCES with the state-of-the-art multimodal optimization approaches. The results show that GCES is not only simple to program and understand, but also provides better and consistent performance.