Applied Mathematics and Computation 269 (2015) 402–411

Contents lists available at ScienceDirect

Applied Mathematics and Computation

journal homepage: www.elsevier.com/locate/amc

Fast chaotic optimization algorithm based on spatiotemporal

maps for global optimization
Anis Naanaa∗
Sys’com Laboratory, National Engineering School of Tunis (ENIT), Tunisia

a r t i c l e i n f o a b s t r a c t

Keywords: Recently, many researches have tackled chaos optimization algorithms (COAs) as an attrac-
Chaos optimization algorithms tive method of global optimization. Considering the statistical property such as the proba-
Spatiotemporal
bility density function (PDF) of the chaotic sequences, the search ability of COA can improve
Chaotic map
the global searching capability by escaping the local solutions than classical stochastic opti-
Nonlinear test functions
mization algorithms. This paper proposes a novel method for global optimization using spa-
tiotemporal map to improve the performance of the COA. The experimental results of typical
nonlinear multimodal benchmark functions optimization show that spatiotemporal COA map
(SCOA) improves the convergence and high efficiency compared to five hybrid optimization
algorithms, which are the Monte Carlo-BFGS algorithm (MC-BFGS), Logistic map based chaos-
BFGS algorithm (LM-BFGS), Skew Tent map based chaos-BFGS algorithm (STM-BFGS), COA
based on the Logistic map (LM-COA) and COA based on the Skew Tent map (STM-COA).
© 2015 Elsevier Inc. All rights reserved.

1. Introduction

Chaotic systems are currently in use in a number of different areas such as watermarking, cryptography, communication and
so on [1–3]. In general, chaos characterized by their high sensitivity to initial conditions assessed by Lyapunov exponents and
some properties like stochasticity and ergodicity, strange attractor with self-similar fractal pattern and pseudo-random behavior
of chaotic sequences are the most attractive features that caused significant interest. Due to the benefit of a few properties
as stochasticity and ergodicity of chaos, the idea of using chaotic sequences instead of random sequences has been noticed in
several fields, one of these fields is the optimization theory [4–15]. The aim of global optimization is the task of seeking the
absolutely best set of parameters to maximize or minimize an objective function, and it is important to find a global or near-
global optimal solution. Nevertheless, a global optimal solution is not described by any mathematical condition, unlike a local
optimal solution that is described by the local behavior of the problem functions, such as the Newton method [16], the gradient
method [17] and the Hessians methods [18]. Due to this assumption the global optimization problems remain a challenge from
mathematical as well as computational viewpoint. Generally, the global optimization algorithms can be broadly divided into two
classes: deterministic and stochastic methods.
The existing deterministic methods, include the cutting plane method, outer method, generalized descent method, branch
and bound, tunneling method and so on [19–21]. They take advantage of the analytical properties of the problem by generating
a sequence of points converging to a global optimal solution. The advantage of these methods is that given a good initial guess

∗
Tel.: +216 97828684.
E-mail address: anis_naanaa@yahoo.com

http://dx.doi.org/10.1016/j.amc.2015.07.111
0096-3003/© 2015 Elsevier Inc. All rights reserved.
 A. Naanaa / Applied Mathematics and Computation 269 (2015) 402–411 403

for an optimum solution they converge very rapidly and with high precision. The weakness is that they all, to a method, have a
tendency to get trapped in local minima if the initial guess is far from the global optimum solution.
The stochastic methods contribute some heuristic and evolutionary methods based on the random generation of feasible
points or sampled points, including the basic stochastic global optimization methods (e.g., Monte Carlo method), neural net-
works, stochastic tunneling parallel tempering, stochastic gradient descent, stochastic approximation (SA), Tabu search, con-
trolled random search, genetic algorithm (GA) simulated annealing (SA), particle swarm optimization (PSO), ant colony optimiza-
tion (ACO), and so on [22–25]. These methods do not depend on the strict mathematical properties of the optimization problem,
such as differentiability, continuity and rely on randomness and re-trials to better sample the parameter space in searching for
an optimum solution. However, these algorithms usually present premature convergence and weak exploitation capability, they
usually require many more iterations implying a slow convergence.
Taking advantage of properties as ergodicity and irregularity of chaos, the COA can execute overall searches at higher speeds
than stochastic ergodic searches that depend on the probabilities. The COA algorithm is proposed and developed to solve various
kinds of global optimization problem [4–15].
Recently, researchers have focused into developing the hybrid algorithms by combining heuristic algorithms with chaos
searching technique to solve nonlinear system of equations and optimization problem. Such as chaotic Monte Carlo optimiza-
tion [22], chaotic BFGS [4–6], chaotic particle swarm optimization [7,13–15], chaotic genetic algorithms [23,25], chaotic harmony
search algorithm [26], chaotic simulated annealing [27], gradient-based methods [17] and so on. Optimization algorithms based
on the chaos theory are search methodologies that differ from any of the existing classical stochastic optimization techniques.
Hybrid COA can more easily escape from local minimal and exhibit better numerical performance than stochastic algorithms.
The hybrid COA algorithm is a two stages search technique, the first stage is the chaos search for global searching, and the second
stage is the heuristic algorithm for accurate local searching [4–6].
In the recent past, the research has focused on the one-dimensional chaotic map to generate a sequence of chaotic points.
We noticed that the PDF of a few chaotic sequences such as Logistic map is not uniformly distributed at all intervals. This type
of density distribution may affect the global searching capacity and computational efficiency of chaos algorithms remarkably
[4,5,8]. Considering this fact, a novel COA based on a two-dimensional map called spatiotemporal chaotic map or coupled map
lattices (CML), has been investigated. It had many special properties such as zero correlation in total field, uniform invariable
distribution and the maximum Lyapunov exponent is much bigger and steady [28–31].
In order to get the deep understanding of the effectiveness of the proposed algorithms, we applied some benchmark non-
linear functions including Rosenbrock, Easom, Camel and Rastrigin functions. Three 2-dimensional and 3-dimensional functions
were evaluated to compare the numerical performance of four hybrid optimization algorithms, which are the Monte Carlo-BFGS
algorithm, Logistic map based chaos-BFGS algorithm, Skew Tent map based chaos-BFGS algorithm, COA based on the Logistic
map (LM-COA) and COA based on the Skew Tent map (STM-COA) and Spatiotemporal Chaotic Optimization Algorithm (SCOA).
The paper is organized as follows. In Section 2, we study the properties stochastic and ergodic of Logistic and Skew Tent map.
Especially the intrinsic factors, i.e. PDF and Lyapunov exponents. In Section 3, we describe the construction of the spatiotemporal
system. In Section 4, the hybrid chaos-BFGS algorithm is described. Section 5, we present our proposed SCOA algorithm, in
Section 6 we analyze the effectiveness of the proposed algorithm. We validate our method by reporting simulation results.
Finally, we conclude in Section 7.

2. Stochastic and ergodic properties of one-dimensional chaotic maps

One dimensional non invertible maps have capability to generate chaotic motion. In this study, two well-known one-
dimensional chaotic maps are considered here. In order to improve the search efficiency and prevent from premature conver-
gence to local minima. We investigate the effect of the Lyapunov exponents and the probability density functions of these chaotic
sequences [4–6,8]. Due to the ergodic properties of the chaos, chaotic sequences can traverse all the states of strange attractor
and search a whole range of design space. This implies that the success ratio to find the global optimum in design space is high.
The Lyapunov exponents provide a qualitative view of the dynamical system. It gives the average rate of exponential divergence
from nearby initial conditions. The greater is the Lyapunov exponent of chaotic sequences, the higher is its chaotic degree, and so
the faster is the speed of searching for the whole design space. This point also indicates that the ergodic property of the chaotic
sequences is better.
Furthermore, the probability distributions of chaotic sequences from the chaotic maps affect remarkably the efficiency of
COA. If many sample points lie in the vicinity of global optimum, the success ratio to find the global optimum in design space
is high. Otherwise, if the probability of chaotic variables is high in the probability distribution curve of chaotic map, then the
success ratio to search for the global optimum is high. The invariant probability density measures of some simple chaotic maps
can be derived by the Frobenius–Perron operators. Here we offer some well known chaotic maps found in the literature.

2.1. Logistic map

The Logistic map is a polynomial mapping of degree 2, introduced by Robert May in 1976. One of the simplest maps which
was brought to the attention of researches, it is based on a simple polynomial equation to show the properties of chaotic dy-
namics. Logistic map generates chaotic sequences in [0 1]. This map is also frequently used in the COAs [4–8,11,12], whose
404 A. Naanaa / Applied Mathematics and Computation 269 (2015) 402–411

Fig. 1. The Lyapunov exponent of Logistic map.

Fig. 2. PDF of chaotic sequences of Logistic map.

equation is the following:

xn+1 = rxn (1 − xn ). (1)
In this equation, xn ∈ [0 1], is the nth chaotic number where n denotes the iteration number and r is the control parameter.
The Logistic map exhibits alternatively regular and chaotic behavior when r belongs to [3 4].
As previously mentioned, the Lyapunov exponent quantifies the chaotic degree and ergodic speed of chaotic sequences of
nonlinear dynamic system. For a non linear one-dimensional discrete chaotic map xn+1 = f (xn ), its Lyapunov exponent [4,32] is
given by

1
n−1
λ = n→+∞
lim ln | fr (xi )|. (2)
n
i=0

Fig. 1, shows the Lyapunov exponent of the Logistic map in the interval [0 1]. The Lyapunov exponent for r = 4, as λ = 0.6724.
The PDF of the chaotic sequences with the nature of pseudo-randomness can be derived as follows [4,5,32]
1
ρ(x) =  (3)
π x(1 − x)
which is called as the Chebyshev distribution shown in Fig. 2. From Fig. 2, it can be observed that the values of density function
are nearly uniform around the middle of the interval, but near to the ends of (0, 1). Consequently, during the searching iterations
of COA, numerous searches are close to the two ends. Clearly, it is not useful for finding the global optimum if the global optimum
does not locate near the two ends, which indicates that the intervals near the two ends should be properly thrown away.

2.2. Skew Tent map

The Skew tent map is ergodic and has uniform invariant density function in its definition interval. It generates chaotic se-
quences in [0 1] which is formally defined by the following equation [4–8,11,12].
⎧x
⎪
⎨r,
n
0 ≤ xn ≤ r
xn+1 = (4)
⎪
⎩ 1 − xn , r < xn ≤ 1.
1−r
 A. Naanaa / Applied Mathematics and Computation 269 (2015) 402–411 405

Fig. 3. The Lyapunov exponent of Skew Tent map.

Fig. 4. PDF of chaotic sequences of Skew Tent map.

The Lyapunov exponent of the Skew Tent map is defined as

λ = −β log β − (1 − β) log (1 − β). (5)

Fig. 3, shows the Lyapunov exponent of Skew Tent map for control parameter r ∈ [0 1]. The Skew Tent map exhibits chaotic
behavior for every value of the control parameter r ∈ [0 1]. We calculate the Lyapunov exponent of the Skew Tent map as λ =
0.6931 with control parameter r = 0.49. This value is close to the Lyapunov exponent (λ = 0.6724) of Logistic map with r = 4,
which facilitate the comparative analysis of numerical performance of hybrid COA based on distinct chaotic maps with close
Lyapunov exponent and different PDF.
For any values x in the interval [0 1], the chaotic sequences of Skew Tent map obeys the uniform invariant distribution [32],
and its PDF is ρ(r) = 1 displayed in Fig. 4.

3. A spatiotemporal chaotic system

Spatiotemporal chaotic systems can be used as model for many physical and natural systems such as cryptography, compres-
sion, synchronization, pseudo-random code [28–31]. Coupled map lattices (CML) is adopted as the basic model of a spatiotem-
poral chaotic system, these systems exhibit chaotic properties both in time and in space. Spatiotemporal chaotic system presents
many advantages such as robust synchronization properties, code generation speed, good correlation property. A spatiotempo-
ral chaotic system is high-dimensional and has large numbers of positive Lyapunov exponents [28–31]. These considerations
motivated us to use the spatiotemporal chaotic systems in COA.
We use the following class of unidirectionally coupled chaotic maps:
 
xi+1 ( j + 1) = (1 − ) f xi+1 ( j) + c f xi ( j) (6)

where:

• i is the space index, i = 1, . . . , M, M the number of coupled maps (system dimension)

• j is the time index, j = 1, . . . , N
• f is a one dimensional chaotic map defined in the interval [0 1].
• c is the coupling coefficient.
406 A. Naanaa / Applied Mathematics and Computation 269 (2015) 402–411

Fig. 5. Flowchart of hybrid chaotic-BFGS algorithm.

4. Hybrid chaos-BFGS optimization algorithm

The Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm [33] is a quasi-Newton iterative method for solving several un-
constrained nonlinear optimization problems. BFGS algorithm, is one of the most robust and efficient quasi-Newton algorithms
for local optimization. Since, there are some variants that propose improvements by combining the BFGS algorithm with other
optimization methods. Recently, a hybrid chaos-BFGS algorithm has been proposed [4–6].
Consider the following optimization problem for nonlinear multimodal function with boundary constraints

minimize f (z) = f (z1 , z2 , . . . , zn )

(7)
sub ject to Li ≤ zi ≤ Ui , i = 1, 2, . . . , n
where we assume that the function f : Rn → R denotes objective function is continuously differentiable, which always has so-
lution, with respect to n design variables zi . Li and Ui , respectively, lower and upper bounds for variable zi . Let S designates the
search space in the interval [Li Ui ]. However, the interval of chaotic functions are [0 1]. In order to generate the design by the
chaotic functions, a linear mapping between chaos variable xi and the design variable zi is defined as follows
z i − Li
xi = (8)
Ui − Li
The process of hybrid chaos-BFGS algorithm is illustrated in Fig. 5 and depicted as follows [4–6].

• Step 1: Initialize the max iteration times MaxTry in the chaos search, random initial values of chaos variables 0 < x0i < 1.
Set the initial design variables zi0 = x0i (Ui − Li ) + Li , set iteration times k = 1, and global optimal objective function value
f ∗ = f (z0 ).
k+1 k+1
• Step 2: Call the global search function COA which starts with a local solution and returns a minimum solution flo and zlo .
k+1
• Step 3: Run BFGS with starting point zlo obtained by COA search and returns a current optimum f k+1 and zk+1 . Increment
k = k + 1.
• Step 4: if | f ∗ − f k+1 | >  , then f ∗ = f (zk+1 ), z∗ = zk+1 and take z∗ as the starting point of next chaos optimization, and go to
step 2. Otherwise, get the final optimum f∗ and z∗ for hybrid COA, and stop the search process.

5. Proposed chaotic optimization algorithm

Chaos can help global searching by its diversity characteristic; however, it will cause much more computation time before
getting convergent. In order to improve the accurate searchability, a spatiotemporal chaotic optimization algorithm (SCOA) can
be employed [28–31].
The procedure of SCOA algorithm is presented as follows.

• Step 1: Initialize the maximum iteration times MaxTry in the chaos search, random initial values of chaotic map 0 < x0i < 1. Set
the initial design variables zi0 = x0i (Ui − Li ) + Li , set the iteration counter times k = 1, and objective function value f ∗ = f (z0 ).
 A. Naanaa / Applied Mathematics and Computation 269 (2015) 402–411 407

Fig. 6. Flowchart of proposed spatiotemporal chaotic optimization algorithm.

• Step 2: Generate spatiotemporal chaotic system such as depicted in Eq. (6). Map chaotic maps xi onto the variance range of
the optimization variables by the following equation: zi = xi (Ui − Li ) + Li where
j j

⎡x1 x21 · · · xN1

⎤
1
⎢ x12 x22 · · · xN2 ⎥
j+1 ⎢ ⎥
xi+1 = ⎢. .. .. ⎥ (9)
⎣.. .··· . ⎦
x1M x2M · · · xNM
j
• Step 3: Compute the objective function value for each design variable z1 where 1 ≤ j ≤ N and fixed point z21 . Obtain the current
j
optimum z1∗ j ,
take z1∗ j
as fixed design point and compute the objective function value for each design variable z2 , and get the
second current optimum z2∗ j . Repeat the above M steps until and get the local optimum solution S1 and zi∗j .
• Step 4: Let define λp is the regularization parameter. It represents the relative importance of penalties with respect to the
solution cost and is of great significance because it provides the means to control the influence of the information gathered
during the search process. In this paper initial value of this parameter is usually set to λ p = 0.0001 [3]. The penalty vector is
defined such as:
 
zi∗j = zi∗j − λ p .k/2 zi∗j + λ p .k/2
(10)
with 1 ≤ k ≤ N
• Step 5: Chaotic search, second stage is similarly to Step 3. Compute the second objective function and obtain the current
optimum. Repeat the above M steps until and get the global optimum solution S2 and zi∗j .
• Step 6: If f k+1 > S2 then f ∗ = f k+1 and f k+1 = S2 , otherwise go to Step 5.
• Step 7: If | f ∗ − f k+1 | >  , then get to Step 2; otherwise SCOA is terminated and get the final optimum f k+1 and zi∗j .

Fig. 6 shows flowchart of the SCOA.

6. Experiments and results discussion

In this section, we define four typical nonlinear multimodal benchmark functions which can be used as objective functions
to evaluate and test the performance of optimization methods. In order to avoid results coming from particular initial condition,
each test algorithm are averaged over 50 realizations. All experiments were completed on Genuine Intel CPU T2400 @ 1.83 GHz
PCs with 2GB memory.
In the following, we describe the characteristics of these functions.
The function f1 is the Rosenbrock’s function as illustrated in Fig. 7(a).
f1 (z1 , z2 ) = 100(z2 − z12 )2 + (1 − z1 )2 (11)
408 A. Naanaa / Applied Mathematics and Computation 269 (2015) 402–411

Fig. 7. 3-D plots of four benchmark test functions.

Its characteristics are defined as follows:

• Number of local minimum: several local minimum.

• The global minimum: z∗ = (1, 1), and optimal objective function value f ∗ = 0.
• Search domain: −2.048 ≤ zi ≤ 2.048.

The function f2 is the Easom function as illustrated in Fig. 7(b).

f2 (z1 , z2 ) = −cos(z1 )cos(z2 )e(−(z1 −π) −(z2 −π) )

2 2
(12)
Its characteristics are defined as follows:

• Number of local minimum: several local minimum.

• The global minimum: z∗ = (π , π ), and optimal objective function value f ∗ = −1.
• Search domain: −10 ≤ zi ≤ 10.

The function f3 is the camel function as illustrated in Fig. 7(c).

 
z14  
f3 (z1 , z2 ) = 4 − 2.1z12 + z12 + z1 z2 + −4 + 4z22 z22 (13)
3
Its characteristics are defined as follows:

• Number of local minimum: six local minimum.

• The global minimum: two global minimum z∗ = (−0.0898, 0.7126), z∗ = (0.0898, −0.7126) and optimal objective function
value f ∗ = −1.0316.
• Search domain: −10 ≤ zi ≤ 10.

The function f4 is the Rastrigin’s function as illustrated in Fig. 7(d).


3
f4 (zi ) = (zi2 − 10 cos (2π zi ) + 10). (14)
i=1

Its characteristics are defined as follows:

 A. Naanaa / Applied Mathematics and Computation 269 (2015) 402–411 409

Table 1
Simulation parameters.

Parameters names (acronym) Values

Lyapunov exponent (λ) 0.6724 (Logistic), 0.6931 (STM)

Control parameter (r) 4 (Logisitic), 0.49 (STM)
Tolerance for difference in successive function values ( ) 1E − 10
Coupling coefficient (c ) 0.97
Regularization parameter (λp ) 1E − 4
Maximum number of iterations 1E4
Maximum iteration times (MaxTry) 50

Table 2
Impact of the control parameter (r) on the efficiency of COA (LM/STM-BFGS for three control parameter).

Logistic map Skew Tent map

3.57 3.83 4 0.02 0.49 0.9

f1 (0.9115, 0.8284) (0.8626, 0.7430) (0.9995, 0.9990) (0.9995, 0.9994) (0.9996, 0.9993) (0.9997, 0.9993)
0.0084 0.019 0.0000 0.0000 0.0000 0.0000
f2 (2.3058, 3.8871) (2.7038, 2.2866) (3.1463, 3.1415) (2.2210, 2.2253) (3.1443, 3.1412) (1.3050, 4.9782)
−0.1405 −0.2362 −1.0000 −0.0682 −1.0000 −8.11E-5
f3 (0.0939, −0.7137) (−0.0898, 0.7126) (0.0899, −0.7127) (0.0581, −0.0686) (0.0898, −0.7127) (0.0898, −0.7127)
−1.0316 −1.0316 −1.0316 −0.0092 −1.0316 −1.0316
f4 (−1.1, −3.2, 0)E−4 (0.1, 0.5, 0.3)E−4 (4.4, 2.7, 4.9)E−4 (−0.995, 0.034, 0) (2.2, 6.9, 1.8)E−4 (9.4, 0.34, 0.1)E−4
0.00026 6.94E−7 0.00024 1.2272 0.00011 0.000178

Fig. 8. Output sequences for Logistic and Skew Tent map with three control parameter.

• Number of local minimum: many local minimum.

• The global minimum: z∗ = (0, 0, 0), and optimal objective function value f ∗ = 0.
• Search domain: −4 ≤ zi ≤ 4.

The parameters of the hybrid algorithm are depicted in Table 1.

The numerical results in Table 2 and Fig. 8 show the potential importance of control parameter (r) based on the Lya-
punov exponents and the probability density functions. Hence, they are the principal considerations to influence efficiency and
410 A. Naanaa / Applied Mathematics and Computation 269 (2015) 402–411

Table 3
Simulation results over 50 runs obtained by different algorithm optimization.

Function Hybrid COA zi Mean value Std. Dev. Best value (f) Time (s)

f1 MC-BFGS (1.0002, 1.0001) 0.0000 0.0000 0.0000 1.896709

LM-BFGS (0.9995, 0.9990) 0.0000 0.0000 0.0000 1.149075
STM-BFGS (0.9996, 0.9993) 0.0000 0.0000 0.0000 1.143005
LM-COA (1.0000, 1.0003) 0.0000 0.0000 0.0000 1.846448
STM-COA (1.0000, 0.9998) 0.0000 0.0000 0.0000 1.963063
SCOA (1.0000, 1.0000) 0.0000 0.0000 0.0000 1.956163
f2 MC-BFGS (3.1401, 3.1431) −0.9999 0.0001 −1.0000 1.597292
LM-BFGS (3.1463, 3.1415) −0.9998 0.0002 −1.0000 1.040517
STM-BFGS (3.1443, 3.1412) −0.9999 0.0001 −1.0000 1.077195
LM-COA (3.1466, 3.1416) −0.9999 0.0001 −1.0000 3.342732
STM-COA (3.1405, 3.1416) −0.9999 0.0001 −1.0000 3.101840
SCOA (3.1416, 3.1416) −1.0000 0.0000 −1.0000 3.007547
f3 MC-BFGS (0.0899, −0.7125) −1.0316 0.0000 −1.0316 4.209065
LM-BFGS (0.0899, −0.7127) −1.0315 0.000002 −1.0316 4.544890
STM-BFGS (0.0898, −0.7127) −1.03155 0.000002 −1.0316 4.370142
LM-COA (0.0899, −0.7127) −1.0315 0.0000 −1.0316 4.300700
STM-COA (0.0898, −0.7127) −1.03152 0.0000 −1.0316 4.284393
SCOA (0.0898, −0.7126) −1.0316 0.0000 −1.0316 3.023556
f4 MC-BFGS (0.0002, 0.0001, 0.0007) 0.0011 0.0012 0.00012 6.258266
LM-BFGS (0.00044, 0.00027, 0.00049) 0.0050 0.0110 0.00024 7.959849
STM-BFGS (0.00022, 0.00069, 0.00018) 0.0016 0.0019 0.00011 7.828930
LM-COA (0.1986, 0.2196, 0.3732)E−4 0.184E−4 0.295E−4 4.5029E−7 7.802312
STM-COA (0.1648, 0.2146, 0.0159)E−4 0.183E−5 0.2118E−4 3.8521E−7 7.847632
SCOA (0.536, 0.36, 0.56)E−5 0.5E−6 0.143E−6 1.4492E−8 6.740901

performance of COA. The properties of chaos, like causality and ergodicity determine that chaotic map can traverse all the state
of strange attractor and search a whole range of design space, and this characteristic is exploited to search for a global optimum
for COA. The larger is the Lyapunov exponent of chaotic map, the higher is the complexity of chaotic sequence, and so the speed
of converging to the global optimum is quite fast. This point also indicates that the ergodic property of the chaotic map is better.
Some observations from these results can be obtained as follows.
For Logistic, the global minima of function f1 and f2 with control parameter r = 3.57, and r = 3.83, respectively is biased
(Table 2). The location of chaotic variable xi (Eq. 8) corresponding to the global optimum is 0.7441 for f1 and 0.657 for f2 , there are
no points in the vicinity (Fig. 8). Otherwise, the location of chaotic variable xi corresponding to the global optimum is (0.4955,
0.5356) or (0.5045, 0.4644) for f3 and xi = 0.5 for f4 . The success ratio is larger than that of f1 and f2 , because more points are
put around the global optimum. The efficiency of LM-BFGS algorithm with r = 4, is superior to that obtained with r = 3.57 and
r = 3.83, respectively. The probability distributions of chaotic sequences from the chaotic maps clearly influence the efficiency
of COA.
The efficiency of STM-BFGS for r = 0.49 is highest to that of LM-BFGS algorithm, since many points generated by Logistic map
with the Chebyshev distribution are put in the two extremity of design space. Finally, we can conclude that the intrinsic factors,
i.e. PDF and Lyapunov exponents of logistic and Skew Tent map influence the efficiency of chaos optimization algorithms.
The performance of the proposed SCOA and hybrid algorithm using Monte Carlo algorithm and different chaotic maps are
shown in Table 3. In Table 3, the proposed SCOA based on STM algorithm is compared with other optimization algorithm based
on MC-BFGS, chaotic hybrid algorithm such as LM-BFGS and STM-BFGS, and chaotic optimization algorithm such as LM-COA and
STM-COA with the similar conditions and parameters. It can be seen from Table 3, that the proposed SCOA algorithm have bigger
success rate to search the accurate solutions compared to other algorithm. This is due to the fact that spatiotemporal system
presents a fast speed and robust properties like stochasticity and ergodicity. The Lyapunov exponents are constantly positive and
periodicity problem is practically avoided. The success ratio of global optimum for COA and hybrid COA based on the Skew Tent
map is higher than that of COA and hybrid COA based on the Logistic map. Thus, if the probability of chaotic function is high in
the probability distribution curve of chaotic map, then the success ratio to search for global optimum is high.
On the other hand penalty vector represents the relative importance to refine solution and regularization parameter is of
great significance because it provides the means to control the influence of the information gathered during the search process.
STM-BFGS algorithm gives the best results compared to LM-BFGS. The intrinsic factors, i.e. PDF and Lyapunov exponents affect
the efficiency of chaos optimization methods. The efficiency between MC-BFGS and STM-BFGS algorithm is very close.
The mean solution, the standard deviation and the best solution for f1 to f4 with 50 runs which has also verified the good
performance of the proposed SCOA algorithm.

7. Conclusion

In the present paper, SCOA algorithm has been implemented to solve a global optimization problem. In order to test the
performance of our algorithm. SCOA have been applied in four nonlinear multimodal benchmark functions. Comparing with
 A. Naanaa / Applied Mathematics and Computation 269 (2015) 402–411 411

different hybrid algorithm such as MC-BFGS and hybrid chaotic algorithm. Simulation results have shown that the proposed
SCOA algorithm is fast and converges to a good optimum by escaping the local solutions than other algorithms.
The presented study allows us to conclude that spatiotemporal system presents a fast speed and robust properties, such as
PDF and Lyapunov exponents which affect the efficiency of chaos optimization methods. Additionally, the two stage for chaos
search, penalty vector and regularization parameter represents the relative importance to refine the final solution to escaping
the local solutions.

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