Local search

From Adaptive Population based Simplex
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Basic local search (l0)

The idea is to perform a random search "around" a good point, but only if the current point is worse than average, i.e. if f(xi)N>C. In that case, the process is the following:

  • Compute the maximum distance ρ between xbest and all the other individuals of the population.
  • Select the xl position at random in the hypersphere of centre xbest and of radius ρ. The basic random choice makes use of two distributions, an uniform one, and a non-uniform one (see below).


If xl is better than xi, decrease the population cost CCf(xi)+f(xl)

If xl is better than the best ever found (i.e. Best), set Best=xl.

Random choice

The distribution that is used is itself selected at random (uniform distribution) between two ones:

  1. the uniform one. The components of the direction vector follow the normalised Gaussian distribution, and the radius is r=ρrand(0,1)1D
  2. a non uniform one (more dense near to the centre). Here the radius is simply r=ρrand(0,1).