Optimizing Large Scale Problems With Metaheuristics in a Reduced Space Mapped by Autoencoders-Application to the Wind-Hydro Coordination

Abstract

This paper explores a technique denoted LASCA to solve large scale optimization problems with metaheuristics by reducing the search space dimension with autoassociative neural networks. The technique applies autoencoders as a reversible mapping between the original problem space and a reduced space. A metaheuristic then evolves in the latter, having its objective function assessed in the original space. The technique is illustrated with an application of an Evolutionary Particle Swarm Optimization (EPSO) algorithm to four benchmarking unconstrained optimization functions and to a wind-hydro constrained coordination problem. The new technique allows an improvement in the quality of the solutions attained.