An Adaptive Invasive Weed Optimization Algorithm

Author(s):  
Shuo Peng ◽  
A.-J. Ouyang ◽  
Jeff Jun Zhang

With regards to the low search accuracy of the basic invasive weed optimization algorithm which is easy to get into local extremum, this paper proposes an adaptive invasive weed optimization (AIWO) algorithm. The algorithm sets the initial step size and the final step size as the adaptive step size to guide the global search of the algorithm, and it is applied to 20 famous benchmark functions for a test, the results of which show that the AIWO algorithm owns better global optimization search capacity, faster convergence speed and higher computation accuracy compared with other advanced algorithms.

2012 ◽  
Vol 16 (S3) ◽  
pp. 355-375 ◽  
Author(s):  
Olena Kostyshyna

An adaptive step-size algorithm [Kushner and Yin,Stochastic Approximation and Recursive Algorithms and Applications, 2nd ed., New York: Springer-Verlag (2003)] is used to model time-varying learning, and its performance is illustrated in the environment of Marcet and Nicolini [American Economic Review93 (2003), 1476–1498]. The resulting model gives qualitatively similar results to those of Marcet and Nicolini, and performs quantitatively somewhat better, based on the criterion of mean squared error. The model generates increasing gain during hyperinflations and decreasing gain after hyperinflations end, which matches findings in the data. An agent using this model behaves cautiously when faced with sudden changes in policy, and is able to recognize a regime change after acquiring sufficient information.


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