Loopy substructural local search for the Bayesian optimization algorithm

Abstract

This paper presents a local search method for the Bayesian optimization algorithm (BOA) based on the concepts of substructural neighborhoods and loopy belief propagation. The probabilistic model of BOA, which automatically identifies important problem substructures, is used to define the topology of the neighborhoods explored in local search. On the other hand, belief propagation in graphical models is employed to find the most suitable configuration of conflicting substructures. The results show that performing loopy substructural local search (SLS) in BOA can dramatically reduce the number of generations necessary to converge to optimal solutions and thus provides substantial speedups. © 2009 Springer Berlin Heidelberg.