Logit Model based Performance Analysis of an Optimization Algorithm

In this paper, the performance of the Multi Dynamics Algorithm for Global Optimization (MAGO) is studied through simulation using five standard test functions. To guarantee that the algorithm converges to a global optimum, a set of experiments searching for the best combination between the only two MAGO parameters -number of iterations and number of potential solutions, are considered. These parameters are sequentially varied, while increasing the dimension of several test functions, and performance curves were obtained. The MAGO was originally designed to perform well with small populations; therefore, the self-adaptation task with small populations is more challenging while the problem dimension is higher. The results showed that the convergence probability to an optimal solution increases according to growing patterns of the number of iterations and the number of potential solutions. However, the success rates slow down when the dimension of the problem escalates. Logit Model is used to determine the mutual effects between the parameters of the algorithm.