TY - RPRT A1 - Bartz-Beielstein, Thomas A1 - Branke, Jürgen A1 - Mehnen, Jörn A1 - Mersmann, Olaf T1 - Overview: Evolutionary Algorithms N2 - Evolutionary algorithm (EA) is an umbrella term used to describe population-based stochastic direct search algorithms that in some sense mimic natural evolution. Prominent representatives of such algorithms are genetic algorithms, evolution strategies, evolutionary programming, and genetic programming. On the basis of the evolutionary cycle, similarities and differences between these algorithms are described. We briefly discuss how EAs can be adapted to work well in case of multiple objectives, and dynamic or noisy optimization problems. We look at the tuning of algorithms and present some recent developments coming from theory. Finally, typical applications of EAs to real-world problems are shown, with special emphasis on data-mining applications T3 - CIplus - 2/2015 KW - Soft Computing KW - Versuchsplanung KW - Evolutionsstrategie KW - Evolutionärer Algorithmus KW - Metaheuristik KW - Optimierung KW - Optimierungsproblem KW - Evolutionäre Algorithmen KW - Evolutionsstrategien KW - Genetisches Programmieren KW - Genetische Algorithmen KW - Evolutionary Algorithms KW - Evolution Strategies KW - Genetic Algorithms KW - Genetic programming Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hbz:832-cos-777 ER - TY - RPRT A1 - Bartz-Beielstein, Thomas A1 - Jung, Christian A1 - Zafferer, Martin T1 - Sequential Parameter Optimization in Noisy Environments N2 - Sequential Parameter Optimization is a model-based optimization methodology, which includes several techniques for handling uncertainty. Simple approaches such as sharp- ening and more sophisticated approaches such as optimal computing budget allocation are available. For many real world engineering problems, the objective function can be evaluated at different levels of fidelity. For instance, a CFD simulation might provide a very time consuming but accurate way to estimate the quality of a solution.The same solution could be evaluated based on simplified mathematical equations, leading to a cheaper but less accurate estimate. Combining these different levels of fidelity in a model-based optimization process is referred to as multi-fidelity optimization. This chapter describes uncertainty-handling techniques for meta-model based search heuristics in combination with multi-fidelity optimization. Co-Kriging is one power- ful method to correlate multiple sets of data from different levels of fidelity. For the first time, Sequential Parameter Optimization with co-Kriging is applied to noisy test functions. This study will introduce these techniques and discuss how they can be applied to real-world examples. T3 - CIplus - 4/2015 KW - Evolutionärer Algorithmus KW - Metaheuristik KW - Optimierung KW - Optimierungsproblem KW - Unsicherheit KW - Kriging KW - Co-Kriging KW - Metamodel KW - Kriging KW - Co-Kriging KW - Metamodel Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hbz:832-cos-841 ER -