Algorithms - Discrete Dynamically Dimensioned Search (DDS)

The OSTRICH discrete dynamically dimensioned search optimization algorithm

Initial Publication:

Modified:

The following optional group will configure the discrete DDS algorithm and will be processed if [ProgramType] is set to “DiscreteDDS”. 

BeginDiscreteDDSAlg
PerturbationValue      [r_val]
MaxIterations          [budget]
UseInitialParamValues
UseRandomParamValues
EndDiscreteDDSAlg

BeginDiscreteDDSAlg
PerturbationValue      0.2
MaxIterations          100
UseRandomParamValues
EndDiscreteDDSAlg

Figure 1: General Format (left) and Example (right) of the Discrete DDS Group

Where BeginDiscreteDDSAlg and EndDiscreteDDSAlg are parsing tags that wrap a set of algorithm configuration variables. These variables are described below:

  • PerturbationValue: This parameter defines the standard deviation of the decision variable perturbations as follows: PerturbationValue = StdDev / DV_Range. The allowable range is 0 to 1. As the value increases, the sampling becomes more and more spread out from the current best value of the decision variable. The default and recommended value is 0.2.
  • MaxIterations: The computational budget in terms of the number of objective function evaluations. Users need to set this input for each problem according to how long each objective function evaluation takes and how quickly an answer is needed. The more objective functions you use, the better your estimate of the globally optimal solution will be. The default value is 100.
  • UseInitialParamValues: The algorithm will be initiated from the initial values specified in the parameter group if this line is included. This variable is mutually exclusive with the “UseRandomParamValues” variable – only one should be included. If neither are included the algorithm will default to “UseRandomParamValues”.
  • UseRandomParamValues: If this line is included the algorithm will be initiated from a randomly generated location. This variable is mutually exclusive with the “UseInitialParamValues” variable – only one should be included. If neither are included the algorithm will default to “UseRandomParamValues”.

References

Tolson, B. A., Asadzadeh, M., Maier, H. R.,Zecchin, A. 2009. Hybrid discrete dynamically dimensioned search (HD‐DDS) algorithm for water distribution system design optimization. Water Resources Research 45,