A simple and efficient multi-component algorithm for solving dynamic function optimisation problems

Abstract

A new multi-phase multi-individual version of the extremal optimisation algorithm was devised for dynamic function optimisation. The algorithm was tested on the three standardised benchmark scenarios of the publicly available moving peaks (MP) problem and observed to outperform all numerical results of other algorithmic approaches currently available in the literature. Parts of the algorithm were subsequently tested on variations of the scenarios to establish the role of each algorithm component in solving the problem as well as its contribution to the overall result The reasons for the algorithm's impressive performance on the particular problem instance are discussed and possible limitations to its wider applicability are identified.