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The Role of the Cauchy Probability Distribution in a Continuous Taboo Search  

Lee, Chang-Yong (공주대학교 산업시스템공학과)
Lee, Dong-Ju (공주대학교 산업시스템공학과)
Publication Information
Journal of KIISE:Software and Applications / v.37, no.8, 2010 , pp. 591-598 More about this Journal
Abstract
In this study, we propose a new method for generating candidate solutions based on the Cauchy probability distribution in order to complement the shortcoming of the solutions generated by the normal distribution. The Cauchy probability distribution has infinite mean and variance, and it has rather large probability in the tail region relative to the normal distribution. Thus, the Cauchy distribution can yield higher probabilities of generating candidate solutions of large-varied variables, which in turn has an advantage of searching wider area of variable space. In order to compare and analyze the performance of the proposed method against the conventional method, we carried out an experiment using benchmarking problems of real valued function. From the result of the experiment, we found that the proposed method based on the Cauchy distribution outperformed the conventional one for all benchmarking problems, and verified its superiority by the statistical hypothesis test.
Keywords
taboo search; taboo list; Cauchy probability distribution; normal distribution; continuous optimization problem;
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