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AuthorPlevris, Vagelis
AuthorBakas, Nikolaos P.
AuthorSolorzano, German
Available date2024-05-02T11:19:26Z
Publication Date2021
Publication NameApplied Sciences (Switzerland)
ResourceScopus
Identifierhttp://dx.doi.org/10.3390/app11115053
ISSN20763417
URIhttp://hdl.handle.net/10576/54559
AbstractA new, fast, elegant, and simple stochastic optimization search method is proposed, which exhibits surprisingly good performance and robustness considering its simplicity. We name the algorithm pure random orthogonal search (PROS). The method does not use any assumptions, does not have any parameters to adjust, and uses basic calculations to evolve a single candidate solution. The idea is that a single decision variable is randomly changed at every iteration and the candidate solution is updated only when an improvement is observed; therefore, moving orthogonally towards the optimal solution. Due to its simplicity, PROS can be easily implemented with basic programming skills and any non-expert in optimization can use it to solve problems and start exploring the fascinating optimization world. In the present work, PROS is explained in detail and is used to optimize 12 multi-dimensional test functions with various levels of complexity. The performance is compared with the pure random search strategy and other three well-established algorithms: genetic algorithms (GA), particle swarm optimization (PSO), and differential evolution (DE). The results indicate that, despite its simplicity, the proposed PROS method exhibits very good performance with fast convergence rates and quick execution time. The method can serve as a simple alternative to established and more complex optimizers. Additionally, it could also be used as a benchmark for other metaheuristic optimization algorithms as one of the simplest, yet powerful, optimizers. The algorithm is provided with its full source code in MATLAB for anybody interested to use, test or explore.
SponsorFunding: The APC was funded by Oslo Metropolitan University.
Languageen
PublisherMDPI AG
SubjectNo free lunch
Occam's razor
Optimization
Orthogonal search
PROS
Search problems
TitlePure random orthogonal search (PROS): A plain and elegant parameterless algorithm for global optimization
TypeArticle
Issue Number11
Volume Number11
dc.accessType Abstract Only


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