Probabilistic optimization algorithms for real-coded problems and its application in Latin hypercube problem

This paper proposes a novel optimization algorithm for read-coded problems called the Probabilistic Optimization Algorithm (POA). In the proposed algorithm, rather than a binary or integer, a probabilistic representation is used for the individuals. Each individual in the proposed algorithm is a probability density function and is capable of representing the entire search space simultaneously. In the search process, each solution performs as a local search and climbs the local optima, and at the same time, the interaction among the probabilistic individuals in the population offers a global search. The parameters of the proposed algorithm are studied in this paper and their effect on the search process is presented. A structured population is proposed for the algorithm and the effect of different structures is analyzed. The algorithm is used to solve Latin Hyper-cube problem and experimental studies suggest promising results. Different benchmark functions are also used to test the algorithm and results are presented. The analyses suggest that the improvement is more significant for large scale problems.