A Functional Optimization Method for Continuous Domains

Viet Hung Dang, Ngo Anh Vien*, Pham Le-Tuyen, Taechoong Chung

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Smart city solutions are often formulated as adaptive optimization problems in which a cost objective function w.r.t certain constraints is optimized using off-the-shelf optimization libraries. Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is an efficient derivative-free optimization algorithm where a black-box objective function is defined on a parameter space. This modeling makes its performance strongly depends on the quality of chosen features. This paper considers modeling the input space for optimization problems in reproducing kernel Hilbert spaces (RKHS). This modeling amounts to functional optimization whose domain is a function space that enables us to optimize in a very rich function class. Our CMA-ES-RKHS framework performs black-box functional optimization in the RKHS. Adaptive representation of the function and covariance operator is achieved with sparsification techniques. We evaluate CMA-ES-RKHS on simple functional optimization problems which are motivated from many problems of smart cities.

Original languageEnglish
Title of host publicationIndustrial Networks and Intelligent Systems - 3rd International Conference, INISCOM 2017, Proceedings
EditorsYuanfang Chen, Trung Q. Duong
PublisherSpringer-Verlag
Pages254-265
Number of pages12
Volume221
ISBN (Print)9783319741758
DOIs
Publication statusPublished - 13 Jan 2018
Event3rd International Conference on Industrial Networks and Intelligent Systems, INISCOM 2017 - Ho Chi Minh City, Viet Nam
Duration: 04 Sep 201704 Sep 2017
http://iniscom.org/2017/show/home

Publication series

NameLecture Notes of the Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering, LNICST
Volume221
ISSN (Print)1867-8211

Conference

Conference3rd International Conference on Industrial Networks and Intelligent Systems, INISCOM 2017
Abbreviated titleINISCOM 2017
CountryViet Nam
CityHo Chi Minh City
Period04/09/201704/09/2017
Internet address

Keywords

  • Covariance matrix adaptation evolution strategy
  • Cross-entropy
  • Functional optimization
  • Smart city

ASJC Scopus subject areas

  • Computer Networks and Communications

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