Evolutionary bilevel optimization for complex control problems and blackbox function optimization
Liang, Jason Zhi
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Most optimization algorithms must undergo time consuming parameter tuning in order to solve complex, real-world control tasks. Parameter tuning is inherently a bilevel optimization problem: The lower level objective function is the performance of the control parameters discovered by an optimization algorithm and the upper level objective function is the performance of the algorithm given its parameterization. In the first part of this thesis, a new bilevel optimization method called MetaEvolutionary Algorithm (MEA) is developed to discover optimal parameters for neuroevolution to solve control problems. In two challenging benchmarks, double pole balancing and helicopter hovering, MEA discovers parameters that result in better performance than hand tuning and other automatic methods. In the second part, MEA tunes an adaptive genetic algorithm (AGA) that uses the state of the population every generation to adjust parameters on the fly. Promising experimental results are shown for standard blackbox benchmark functions. Thus, bilevel optimization in general and MEA in particular are promising approaches for solving difficult optimization tasks.