Chaotic annealing with hypothesis test for function optimization in noisy environments

Abstract

As a special mechanism to avoid being trapped in local minimum, the ergodicity property of chaos has been used as a novel searching technique for optimization problems, but there is no research work on chaos for optimization in noisy environments. In this paper, the performance of chaotic annealing (CA) for uncertain function optimization is investigated, and a new hybrid approach (namely CAHT) that combines CA and hypothesis test (HT) is proposed. In CAHT, the merits of CA are applied for well exploration and exploitation in searching space, and solution quality can be identified reliably by hypothesis test to reduce the repeated search to some extent and to reasonably estimate performance for solution. Simulation results and comparisons show that, chaos is helpful to improve the performance of SA for uncertain function optimization, and CAHT can further improve the searching efficiency, quality and robustness. © 2006 Elsevier Ltd. All rights reserved.