Dakota Reference Manual  Version 6.2
Large-Scale Engineering Optimization and Uncertainty Analysis
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coliny_ea

Evolutionary Algorithm

Topics

This keyword is related to the topics:

Specification

Alias: none

Argument(s): none

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional population_size Set the population size
Optional initialization_type Specify how to initialize the population
Optional fitness_type Select fitness type
Optional replacement_type Select a replacement type for SCOLIB evolutionary algorithm (coliny_ea)
Optional crossover_rate Specify the probability of a crossover event
Optional crossover_type Select a crossover type
Optional mutation_rate Set probability of a mutation
Optional mutation_type Select a mutation type
Optional constraint_penalty Multiplier for the penalty function
Optional solution_target Stopping criteria based on objective function value
Optional seed

Seed of the random number generator

Optional show_misc_options Show algorithm parameters not exposed in Dakota input
Optional misc_options Set method options not available through Dakota spec
Optional model_pointer

Identifier for model block to be used by a method

Description

Evolutionary Algorithm

See the page package_scolib for important information regarding all SCOLIB methods

coliny_pattern_search supports concurrency up to the size of the population

The random seed control provides a mechanism for making a stochastic optimization repeatable. That is, the use of the same random seed in identical studies will generate identical results. The population_size control specifies how many individuals will comprise the EA's population.

The initialization_type defines the type of initialization for the population of the EA. There are three types: simple_random, unique_random, and flat_file. simple_random creates initial solutions with random variable values according to a uniform random number distribution. It gives no consideration to any previously generated designs. The number of designs is specified by the population_size. unique_random is the same as simple_random, except that when a new solution is generated, it is checked against the rest of the solutions. If it duplicates any of them, it is rejected. flat_file allows the initial population to be read from a flat file. If flat_file is specified, a file name must be given.

The fitness_type controls how strongly differences in "fitness" (i.e., the objective function) are weighted in the process of selecting "parents" for crossover:

  • the linear_rank setting uses a linear scaling of probability of selection based on the rank order of each individual's objective function within the population
  • the merit_function setting uses a proportional scaling of probability of selection based on the relative value of each individual's objective function within the population

The replacement_type controls how current populations and newly generated individuals are combined to create a new population. Each of the replacement_type selections accepts an integer value, which is referred to below as the replacement_size.

  • The random setting creates a new population using (a) replacement_size randomly selected individuals from the current population, and (b) population_size - replacement_size individuals randomly selected from among the newly generated individuals (the number of which is optionally specified using new_solutions_generated) that are created for each generation (using the selection, crossover, and mutation procedures).
  • The chc setting creates a new population using (a) the replacement_size best individuals from the combination of the current population and the newly generated individuals, and (b) population_size - replacement_size individuals randomly selected from among the remaining individuals in this combined pool. The chc setting is the preferred selection for many engineering problems.
  • The elitist (default) setting creates a new population using (a) the replacement_size best individuals from the current population, (b) and population_size - replacement_size individuals randomly selected from the newly generated individuals. It is possible in this case to lose a good solution from the newly generated individuals if it is not randomly selected for replacement; however, the default new_solutions_generated value is set such that the entire set of newly generated individuals will be selected for replacement.

Note that new_solutions_generated is not recognized by Dakota as a valid keyword unless replacement_type has been specified.

Theory

The basic steps of an evolutionary algorithm are depicted in Figure 5.2.

ga.jpg
Figure 5.2 Depiction of evolutionary algorithm

They can be enumerated as follows:

  1. Select an initial population randomly and perform function evaluations on these individuals
  2. Perform selection for parents based on relative fitness
  3. Apply crossover and mutation to generate new_solutions_generated new individuals from the selected parents
    • Apply crossover with a fixed probability from two selected parents
    • If crossover is applied, apply mutation to the newly generated individual with a fixed probability
    • If crossover is not applied, apply mutation with a fixed probability to a single selected parent
  4. Perform function evaluations on the new individuals
  5. Perform replacement to determine the new population
  6. Return to step 2 and continue the algorithm until convergence criteria are satisfied or iteration limits are exceeded

See Also

These keywords may also be of interest: