Concepedia

Abstract

Recently a new class of methods, to solve non-linear optimization problems, has generated considerable interest in the field of Artificial Intelligence. These methods, known as genetic algorithms, are able to solve highly non-linear and non-local optimization problems and belong to the class of global optimization techniques, which includes Monte Carlo and Simulated Annealing methods. Unlike local techniques, such as damped least squares or conjugate gradients, genetic algorithms avoid all use of curvature information on the objective function. This means that they do not require any derivative information and therefore one can use any type of misfit function equally well. Most iterative methods work with a single model and find improvements by perturbing it in some fashion. Genetic algorithms, however, work with a group of models simultaneously and use stochastic processes to guide the search for an optimal solution. Both Simulated Annealing and genetic algorithms are modelled on natural optimization systems. Simulated Annealing uses an analogy with thermodynamics; genetic algorithms have an analogy with biological evolution. This evolution leads to an efficient exchange of information between all models encountered, and allows the algorithm to rapidly assimilate and exploit the information gained to find better data fitting models.

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