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Memetic Algorithms with Local Search Chains in R: The Rmalschains Package

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  • Bergmeir, Christoph
  • Molina, Daniel
  • Benítez, José M.

Abstract

Global optimization is an important field of research both in mathematics and computer sciences. It has applications in nearly all fields of modern science and engineering. Memetic algorithms are powerful problem solvers in the domain of continuous optimization, as they offer a trade-off between exploration of the search space using an evolutionary algorithm scheme, and focused exploitation of promising regions with a local search algorithm. In particular, we describe the memetic algorithms with local search chains (MA-LS-Chains) paradigm, and the R package Rmalschains, which implements them. MA-LS-Chains has proven to be effective compared to other algorithms, especially in high-dimensional problem solving. In an experimental study, we demonstrate the advantages of using Rmalschains for high-dimension optimization problems in comparison to other optimization methods already available in R.

Suggested Citation

  • Bergmeir, Christoph & Molina, Daniel & Benítez, José M., 2016. "Memetic Algorithms with Local Search Chains in R: The Rmalschains Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 75(i04).
    • Handle: RePEc:jss:jstsof:v:075:i04
    DOI: http://hdl.handle.net/10.18637/jss.v075.i04
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    References listed on IDEAS

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    1. Nash, John C., 2014. "On Best Practice Optimization Methods in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 60(i02).
    2. Gilli, Manfred & Maringer, Dietmar & Schumann, Enrico, 2011. "Numerical Methods and Optimization in Finance," Elsevier Monographs, Elsevier, edition 1, number 9780123756626.
    3. Mullen, Katharine M., 2014. "Continuous Global Optimization in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 60(i06).
    4. Mullen, Katharine M. & Ardia, David & Gil, David L. & Windover, Donald & Cline, James, 2011. "DEoptim: An R Package for Global Optimization by Differential Evolution," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 40(i06).
    5. Mebane Jr., Walter R. & Sekhon, Jasjeet S., 2011. "Genetic Optimization Using Derivatives: The rgenoud Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 42(i11).
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