Estimation of Distribution Algorithms with Fuzzy Sampling for Stochastic Programming Problems

Abstract

Generating practical methods for simulation-based optimization has attracted a great deal of attention recently. In this paper, the estimation of distribution algorithms are used to solve nonlinear continuous optimization problems that contain noise. One common approach to dealing with these problems is to combine sampling methods with optimal search methods. Sampling techniques have a serious problem when the sample size is small, so estimating the objective function values with noise is not accurate in this case. In this research, a new sampling technique is proposed based on fuzzy logic to deal with small sample sizes. Then, simulation-based optimization methods are designed by combining the estimation of distribution algorithms with the proposed sampling technique and other sampling techniques to solve the stochastic programming problems. Moreover, additive versions of the proposed methods are developed to optimize functions without noise in order to evaluate different efficiency levels of the proposed methods. In order to test the performance of the proposed methods, different numerical experiments were carried out using several benchmark test functions. Finally, three real-world applications are considered to assess the performance of the proposed methods.

Cultural Value and Strategy of Ethnic Music Based on Distribution Estimation Algorithm

“…Hedar et al proposed a fuzzy logic-based sampling technique to deal with small sample sizes and designed a distribution estimation algorithm based on simulation optimization. It will be used to solve nonlinear continuous optimization problems involving noise, making the optimization more reasonable [11]. Aiming at the localization and tracking of multiple optimal values in a multimodal environment, Yu et al proposed a distribution estimation algorithm based on incremental clustering.…”