Global search and genetic algorithms

By MARTIN L. SMITH, JOHN A. SCALES, and’TERRI L. FISCHER

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AmocoResearchCenter
Tulsa, Oklahoma

A very generalandflexible way to formulateinverseproblems Hill-climbingmethods arelocaloptimizationmethods.At each

is asproblemsin Bayesianinference.This approach permitsus to step,the algorithmonly examinesthe immediatevicinity of the
consolidate a numberof differenttypesof informationabouta par- currentpointin orderto chooseits next step;thealgorithmmakes
ticularinverseprobleminto a singlecalculation.We can combine no attemptto reconnoiterdistantportionsof model space.This
a priori informationaboutwhichmodelfeaturesareplausibleand limitationhastwo consequences for optimization:
which are not, informationaboutthe observeddata and their
l A local methodonly exploresthe singlepeakuponwhose
errors,andinformationaboutnumericalandtheoreticalerrorsin
flanksit began
the calculationthatpredictsthedatathat wouldbe producedby a l Local methodscan be very efficient in reachingthe hill’s
givenmodel.We endup with a scalar-valued function,calledthe
posteriorpr&&ility, over thespaceof all models.The valuesof toe
thisfunctionovera setof modelsexpresstheprobabilitythatthose Wherelocalmethods areappropriate, theycanbemadeto per-
modelscouldhaveled to a particularset of observeddata.The form very well indeed.Wherelocal methodsare inuppropriate,
goal of the inversecalculation,then, is to find all of the models they are likely to efficientlyclimb the wronghill.
whoseposteriorprobabilityis greaterthan somethresholdof ac-
ceptabilitysetin advanceby theuser.(The functionthatoptimiza-
tion calculationsseekto extremizeis often calledthe objective
function;theposteriorprobabilityis usedasan objective function
whenwe try to solveinferenceproblems.)

Hill 4lmblng. If we know the objectivefunctionhasonly one

maximum,thenall uphill trailsleadto thatmaximum,andwe can
fmd its location(andthereforethebest-fittingmodel)by simply
stepping uphillagainandagainfromany convenientstartingpoint.
Therearemanywaysof goingupthesurfaceof theobjectivefunc-
tion to a maximum;theygeneraIlyrely on estimates of thederiva-
tivesof the objectivefunctionin the neighborhood of the starting
point.Thesetechniques arecollectivelycalled“hill-climbing” and
areusuallyquitestraightforward: follow thegradientvectoruphill
until the gradientis zeroor as closeto zero as you are willing to
tolerate.If there is only one local maximum,then the resulting
modelis the bestsolutionto the inverseproblem.
Unfortunately,many geophysicallyinterestinginverseprob-
lems have objectivefunctionswhichare highly complicated and
possess many local maxima.As a consequence, the resultof an
iterative, gradient-following,or hill-climbing, calculationmay
dependstronglyon the startingmodel: the algorithmmay very
well convergeto a 1oca.lmaximumwhichis notthegloballyhighest
peak.
An exampleof thiscomplexityis shownin Figure 1. The com-
putationfrom whichthiswastakenis a syntheticmodelof surface
consistent reflectionstaticswith 55 modelparameters(50 statics
delaysand 5 auxiliaryparameters)and is due to ChristofStork.
The figure showsthe cross-correlation-based “goodness”func-
tion as a functionof two of the variablemodelparameters when
the remaining53 were set to their exactlycorrectvalues.(The
centralandlargestpeakis theglobalmaximumfor thisproblem.)
The figuresuggests thatthe final answerwe wouldgetfroma hill- Figure 1. The “goodness” function for a model surface-am-
cliibing methodwill dependstronglyon wherethe climb begins sistentstaticse&Won h~volvhq 55 model staticsparame-
(thatis, on our choiceof starting.model).If we choosea starting ters; the greater the value of this function, the hetter the
point at randomfrom the domainshownin Figure 1. hill-climb- model’s parametersremovestaticsshiftsfn the data set(which
ing wouldalmostalwayslead to an inferior solution(we would is not shown).For this figure, 53 of the 55 prameters were
not climb the highestpeak). setto the correctvalue and the remaining two were varied.

22 GEOPHYSICS:THE LEADING EDGE OF EXPLORATION JANUARY1992

 G lobal optimization. In contrast to local methods, global
methodsare optimizationtechniqueswhich make some explicit ef-
fort to search more widely in model space. Three such methods
are:
. Exhaustivesearch
. Simulatedannealing
9 Genetic algorithms
We mention a few properties of the first two of these classes
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and then devote the remainder of this note to a discussionof the
third class-genetic algorithms.
Exhaustive search. This straightforward scheme consistsof
simply evaluatingthe objective function for every distinct model
and reporting the model that producesthe largest value. The only
effort involved in formulating sucha calculationis deciding what
constitutes“distinctness” between models.All global methodsre-
quire some such decision, and it usually amountsto just convert-
ing continuousparametersto quantizedones.
Exhaustivesearchhas the interestingpropertiesthat it is very
simple to implement, is guaranteedto work, and is almostuseless
in practice. The problem with exhaustivesearchin almost every
caseof interestis that the searcherbecomesexhaustedlong before
the model space. For example, in the reflection staticsexample in
Figure 1, the model spaceconsistsof 55 parameters,eachof which
was allowed to range over about40 values. This fairly simple ex-
ample has a model spacewith 4055=: 108sdistinct models. If we
could evaluate109modelsper second(one gigamodper second?),
it would take us about3 x 1072yearsto searchall of model space.
Simulated anne&ng. This class of techniquesis basedupon
a closeanalogybetweenoptimizationand the growth of long-range
order (such as large crystals) in a slowly cooling melt. Simulated
annealinghas been the subject of much interest since it was in-
vented in 1983. In the last two years, major advanceshave been
made in reliability and efficiency.
Simulatedannealingis usually implementedas a sort of biased
“drunkard’s walk” in model space.The drunkard’s path through
model spaceis the resultof a competitionbetweentwo tendencies:
one is to walk uphill to the nearestpeak, and the other is to take
a stepin a randomly chosendirection. When the drunkardis really
plastered,practically all of his stepsare chosenat random; when
the drunkard is relatively sober, practically all of his stepsare
uphill. During the come of a simulatedannealingcalculation,the
Flle
I:0.2
model
0.6
parameter
2. A schematicdisplay of a model population in an ap
placationwhere a model is specifiedby a single real number in
the range [O,l]. The population consistsof 15 randomly chosen
points from model space. Also shown is the objective (or “Pit-
ness”) function as well as the value achievedby each model in
the population.
GEOPHYSICS:
drunkard’s stateis varied slowly from plasteredto sober. The al-
gorithm functionsas a kind of hill-climbing in which the climber
is able to changehills from time to time
Simulatedannealingis a kind of quasi-localalgorithm: it relies
on samplingthe spaceof models by following along a path from
nearest neighbor to nearest neighbor. As a result, the computa-
tional complexity of the method is dominated by a grid size or
step lengththat is essentiallyunrelatedto the underlying structure
of the objective function. This leads to a phenomenonknown as
“critical slowing down” or “the curse of dimensionality” as the
size of the problem grows.
Genetic algorithms. This “new” classof global optimization
algorithms, often referred to as GAS, actually predatessimulated
annealingby more than a decade.The conceptsinvolved were dis-
covered in the late 1960s and early 1970s by John Holland and
his students.
Simulated annealing is based upon a close analogy between
functionoptimizationand a physicalsystemcomposedof particles
that interact in a relatively simple way but are enormousin num-
ber. Genetic algorithms proceed from a loose analogy between
function optimizationand a biologicalsystemcomposedof organ-
isms that interact in a relatively complex way and are compara-
tively few in number. A genetic algorithm tries to find an optimal
answer by evolving a population of trial answers in a way that
mimics biological evolution. If simulatedannealing “cooks” an
answer, then geneticalgorithms “breed” one.
I nside a GA. To be a little more specific, supposethat we have
a scalar-valuedfunctionwhich is defined over somedomain. Since
our mental model is that of a geophysicalinverse problem, we
refer to points in the domain as “models” and the value of the
function at some model as that model’s “fitness. ” Our goal is to
find a model, or possibly a set of several models, that maximizes
the fitness function: we want to find the best (“fittest”) models
in the spaceof all possiblemodels. (In practice, we’ll often settle
for finding some “pretty fit” models.)
The essenceof a GA is that it’s a set of operationswhich we
apply to a population of models that lead us to a new population
in sucha way that the members of the new populationwill have
a greater expected average fitness than their predecessors.Sup-
posethat we are executinga geneticalgorithm that has a constant
file 3. Each model in the current population gets a portion
of a roulette wheel accordhtgto its rank in a population sorted
by fitness. We select parents by spin&g the wheel once for
each parent (but we require the two parents to be distinct).
The proportions shown here are not intended to diiy reJiect
the situation in Figure 2.
THE LEADING EDGE OF EXPLORATION JANUARY 1992 23
 population size of 15 (there are many variations and this is a
plausibleone). Then at some point in the calculation, we have a
set of 15 models and we have computedthe fitness for each of
these. Figure 2 shows a populationwith 15 members for an ap-
plication in which a model consistsof a single real number, x, in
the interval 0 < x < 1. Also shownis the fitnessof each model,
as a vertical line from the abscissaof the curve to the fitnessfunc-
tion. These models were selectedat random (which is how GAS
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are usually started);Figure 5, to which we shall turn later, shows
the populationwhen the searchhas progressedfarther.
We then do our “GA-thing” on the populationand are led to
a new populationof models (many of which may be identical to
membersof the predecessorpopulation). The transitionprocesses
which tell us how to evolve the new populationfrom the old one
are designedso that (amongother things) the expectedaveragejr-
nem of the new population is at least as large as the average fit-
nessof the old one. We simply apply theseprocessesrepetitively
until we have found a satisfactoryanswer (or we have given up).
The details of these transition processes(which are the heart
of GAS) vary widely, but all sharea basic tripartite structure.The
elementsof that structureare:
l Selection:designatingwhich membersof the currentpopula-
tion will be allowed an opportunityto passon their characteristics
to the next generation
l Recombination:constructingnew child models by combin-
ing model featurescopied from the set of selectedparent models
l Mutation: randomly perturbing the model parametersof an
occasionalchild model (for the purposeof addingdiversity to the
population).
The field aboundswith a lush andbewildering variety of genetic
algorithms. We must content ourselveshere with describingthe
particular algorithm we actually used (which is of a fairly com-
mon sort) in the example to be described.
Selection. We first select two parent models from the current
population.The parent models will be allowed to passon someof
their characteristicsto a child model in the next generation. We
try to selectthe parentsin a way that favors better models(in the
senseof fitness) over poorer models, but which still affords all
models a reasonableopportunity to reproduce; we will return to
this point later. In our algorithm, the selectedparents remain in
the population(that is, reproductionis not fatal).
1 0 0 0 0
Parents
1 + 1 1 1 1
1 1 0 0 0
Offspring
1 0 1 1 1
Figure 4. Each model is coded as a binary string of length S.
The two upper modelsare the parents (and are already present
in the population) and the two lower modelsare the offspring
produced by recombination. After a crossover point Is chosen
randomly from the chromosome’s interior, each child is con-
structed by ta the first portion of its chromosomes from
one parent and the second portion from the other.
24 GEOPHYSICS: THE LEADING EDGE OF EXPLORATION JANUARY 1992
A commonly used form of selectionis illustratedin Figure 3.
We assigna slice of a roulette wheel to each model. The size of
each model’s slice is somehowrelated to that model’s relative fit-
ness.In the example we discusslater, “wheel space” is allocated
to each member of the population as a function solely of that
member’s position in the population’s rank order; that is, the posi-
tion in the populationonce it has been sorted in order of fitness.
We use this schemebecauseit is independentof many decisions
about objective function scaling, but many other choices are in
use.
Recombination. The next step is the creation of a “child”
model from the selected parents. This step is in some sensethe
inner magic of GAS becauseit is mainly here that searchingex-
tends into new regions of model space. Recombination, often
called crossover, constructsa child model by splicing together
piecescopied from two parent models. The notionof splicingbits
of models together makes sensebecausewe explicitly regard a
model as composed of a list of values. This list is called a
“chromosome.”
The details of this representationare extremely important to
producingan effective algorithm, and the selectionof an efficient
representationis a major part of the art of GAS. In the example
shown in Figure 2, where the “real” model was a single, real-
valuednumber, a good representationmight be made to usea five-
bit binary number. In this case, our chromosomewould consist
of five values, each of which was 0 or 1.
The simplesttype of recombination,called one-pointcrossover,
is illustratedin Figure 4. Here two parent models, namely 10000
and 11111, are recombinedto form two child models, 11000 and
10111. The recombinationprocessshown here simply requiresus
to pick a random intermediatepoint in the chromosomesand con-
structeach child by selectingthe first portion of its chromosome
from one parent and the secondportion from the other parent.
In our algorithm, oneof the offspring is returnedto the popula-
tion to compete.At that moment, sincethe parentsare still present,
there is an extra member in the population. We then discardthe
least fit of these. In this scheme,a child mustbe at least as fit as
the least fit preexistingmember in order to survive.
The five-bit chromosomeof binary digits can represent25 =
32 different states. There is no intrinsic reason these had to be
equally spaced,or even ordered, points acrossthe model domain.
We are free to use mappingsthat are more natural to a particular
I
0.6 0.8
model parameter
Figure 5. A stagein the hypotheticalevolutionof a GA maxi-
mizationcalculationassociatedwith the modelshownin Figure
2. The elementsof the populationare clusteringnear peaksof
the objectivefunction.
 problem, suchas nonequallyspacedpointsor different binary rep
resentationschemessuch as (as is often done) Gray coding. Fur-
ther, individual chromosome values do not have to be binary;
many applicationsuse larger domains (as does one we discuss
later). The selectionof useful representationsis one of the most
challengingand central issuesin making GAS useful optimizers.
Note alsothat recombinationresultsin a searchin model space
in which newly sampledregions need not be adjacentto previous-
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ly sampledregions. (Simulatedannealing,on the other hand, pro-
ceeds by a seriesof neighbor-to-neighborsteps.) This nonlinear,
nonproximate search process results in a surprisingly efficient
reconnaissanceof model space.
Mutation. Finally, most GAS also incorporate a low-
probability, randomizing processcalled mutation. Mutation acts
to randomly perturb a randomly chosenelement in an occasional
(randomly selected) child. In the absence of mutation, no child
could ever acquire a chromosomegene value which was not al-
ready present in the Population.
S earth. The result of these three operations-selection, cross-
over, and mutation-is a new populationof models the same size
as the old one. Figure 5 representsan intermediate stage in the
hypothetical evolution of a GA for the optimization problem il-
lustratedin Figure 2. We can seethat the membersof the popula-
tion have begun to cluster aroundthe maxima.
The selectionprocessis crucialto a GA’s effectivenessbecause
it determinesthe balancebetween explorationand exploitation. A
selectionalgorithm which gives too little weight to fitnesswill not
lead to convergencenearmaxima; with no weight at all, the process
simply becomesa kind of unbiasedrandom search.The other ex-
treme, an algorithmthat overemphasizesfitness,tendsto converge
too quickly around the one or two fittest initial models; this ex-
treme does not searchlong enoughto get the lay of the land.
There are many other issuesinvolved in selecting a GA. Do
we allow duplicate models in the population?How do we choose
an initial population?How do we know when to stop?We do not
have the space, the experience, or the insight to discussany of
these comprehensively.It is our experience, however, that these
designissuesare still openquestions,and anyonewho would apply
these algorithms must be prepared to spend some effort in ex-
perimentingwith the algorithm.
Schemata. In Adaptation in Natural and Artificial Systems
(University of Michigan Press, 1975), Holland provided a deep
theoreticalresult that shedslight on the nature of a GA’s search.
Holland’s insight derives from consideringthe effects of selection,
crossover, and mutation on the probability of occurrence of
schematain the population.
A schemais a regular expressionin model space.A schemais
1 0 0 0 1
1 0 0 1 1
1 0 1 0 1 Mode1s
1 0 1 1 1
Figure 6. A schemarepresentsan equivalenceclassof models.
The asteriskls a wild card or “don’t care” symbol.It can take
on any value ln the alphabet (in this case0 or 1). The four
modelsshownare all associated with the schemalO**l.
GEOPHYSICS:
constructedby replacingzero or more of the parametersin a model
with “don’t care” symbols (see Figure 6). A schema always
matchesone or more actual models.
Schemataplay the central role in Holland’s analysisof the inner
workingsof GAS becauseschemata,unlike the modelsthemselves,
have significant and calculablechancesof surviving reproduction
even when the child model is different from both of its parents.
Holland analyzed a simple (but representative)form of GA in
terms of the change in the number of instancesof a particular
schemain the population. Define the fitness of a schemato be the
average fitness of all the models that are representedby that
schema.Holland showedthat the expectednumberof instancesof
a particularschemawill grow more or less exponentiallywith an
exponentthat reflects the ratio of the fitness of that schemato the
averagefitness of all schemata.
Holland’s insight suggeststhat GAS are searchingfor globally
distributedinformationabout the behavior of the function we seek
to minimize, but that the form this information takes is subtle. It
also points out that the “state” of a GA is carried by the entire
populationof models, as opposedto simulatedannealingin which
the stateis carried by one point. Thus, in some sense, a GA has
greater potential becauseit has a larger and more complex form
of “memory” than simulatedannealing.
Ex ample: array optimization. ln Oceanographicexperiment
designby simulatedannealing(Journalof PhysicalOceanography,
September1990), Norman Barth and Carl Wunschproposedusing
optimization techniquesto aid in designing acoustictomography
experiments. They applied simulated annealing to a simple yet
interestingand illustrative design example. We’ll apply a GA to
a reducedversion of their calculation.
Supposethat we wish to design a traveltime tomographyex-
periment that is, in a sensethat we describe shortly, maximally
eficient. To be more specific, supposethat the model we wish to
determine consistsof a 3 x 3 array of homogeneousblocks and
we wish to determine the acousticslownessof each block. Sup-
Posefurther that we are given a set of potential observations;that
is, a set of potential raypathsfrom which we choosethe (smaller)
set of actual raypathsalong which we may observe traveltimes.
Figure 7. The set of 216 rays made available to a fictitious
tomographicexperiment.The model ls a 3 x 3 block model.
Deslgnlngthe experimentrequiresthe selectionof nine rays
from this set suchthat the mostpoorly resolvedmodelparam-
eter is as well resolvedas possible.Not all rays are separate-
ly resolvedIn the figure.
T‘HE LEADING EDGE OF EXPLORATION JANUARY 1992 25
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Figure 8. Model calculated by the GA which maximizes the
smallesteigenvalue of the forward operator.
Finally, supposethat we can ignore ray-bending so that all rays
are straightlines. We will be allowed to make nine actualobser-
vations, the smallest number that could possibly resolve all nine
model parameters. Our problem is to select the nine actual rays
from the set of potential rays such that the wave speeds in the
model’s block are determinedas accuratelyas possible.
We follow Barth and Wunsch in defining “as accurately as
possible” in terms of the singularvaluesof the system’s sensitivity
matrix. Supposethat we have chosena set of actual rays. Then
we can computea 9 x 9 matrix, S, which tells us how to compute
the traveltimes for this set of rays, T, given the values of the
model’s slownessparameters,u ; T = S u
The singular values of S are a measureof the dependenceof
errors in the model’s parameters,d , upon errors in the traveltime
data, T. The larger the singular values of S are, the smaller the
errors in u . Our measure of goodnesswill be the value of the
smallestsingular value of S. (Since S is a function of the actual
rays being observed, then obviously the singularvalues are also
a function of the actualrays being observed).
We specify the calculationby specifying the size of the model
(3 x 3 in this case) and a set of potential rays from which the final
rays must be selected.We chosea set of 216 potential rays which
are shownin Figure 7. (The numberof geometricallyfeasiblerays
is larger than this; we reject rays that, for example, have both
endpointson the same side, or give rise to the same matrix coef-
ficients.) Each trial solution of our optimization problem is a set
of nine actual rays chosenfrom the set of 216 potential rays. For
those nine rays, we compute a sensitivity matrix, S, and its sin-
gular value decomposition.The goodnessof the chosenset of nine
rays is the value of the smallestsingular value of S.
The function we are trying to optimize is very complicatedand
probably imperviousto assaultsby local optimizationtechniques.
Think of each trial solutionas being a point in a nine-dimensional
solutionspace; each coordinateis integer-valuedand can take on
any value in the range 1-216 (representingthe selection of one
ray from the set of potential rays). If we ponder a bit on whether
or not the quantity we are trying to optimize is unimodal (hasonly
one extremum) or not, we will .beforced to the conclusionthat in
fact this function has no natural shape. Becausewe are free to
map the integer values1-216 to the set of basisrays in any fashion
we want, and becausethere is no “natural” mapping, we can
make the shape of the function into virtually anything we wish.
More to the point, we have no idea how to choose a mapping
which will make this calculationamenableto local optimization.
26 GEOPHYSICS: THE LEADING EDGE OF EXPLORATION JANUARY
0’ 4
2 4 6 8 10
Figure 9. Singular value spectrum for the ray set shown in the
previous figure. There are nine singular values and the smal-
lest is 0.37.
We fed this problem to a fairly straightforwardGA and allowed
it to chug along for 2.5 x 105 trials. It came up with the ray set
shownin Figure 8. We don’t know if there is a better solutionbut
this seemsto be a prettygoodone. Its singular values are shown
in Figure 9.
The GA found this result after examining 3.5 X 105 ray sets.
This soundslike a lot of work (and it is); but the model space
contained8 x 1020models, so from that point of view, this cal-
culationwas astoundinglyefficient.
E xeunt. We don’t want to leave the impressionthat GAS are a
magic combinationof a black box and silver bullet; they’re not.
Casting a particular problem into a GA requires making crucial
decisionsabouthow to representthe problem domain and how to
implementthe basicreproductiveoperations.In our examplehere,
we had to decide how to deal with the permutationaldegeneracy
of our goodnessfunction: all of the permutationsof a particular
set of actual rays have the same goodness.We also had to con-
sider whetheror not the GA crossoveroperationwould be allowed
to give rise to a child structurein which some specific ray ap-
peared more than once: the smallestsingularvalue for any set of
actualrays with duplicationsis exactly zero. The point here is not
how we actually dealt with theseissues,but rather that the issues
themselvesare extremely importantto the efficiency of GAS and
can easily make the difference between successand failure.
On the other hand, we believe that global optimization tech-
niques in general, and GAS in particular, will see increasinguse.
This popularity will reflect the increasingpower of computing
hardware (which makeslarge numericalefforts ever more practi-
cal), the increasingcomplexity of geophysicalinversecalculations
(particularly in the application of a priori information), and the
fascinatingpossibilitiesraisedby the existenceof global optimiza-
tion algorithms suchas these.
S suggestions for further readiug. An extensiveand enjoyable
discussionof the formulation of inverse problemsas problems in
Bayesianinference is containedin Inverse Problem Theoryby Al-
bert Tarantola (Elsevier, 1987). The invention of simulatedan-
nealing is the article Optimizationby simulatedannealingby S.
Kirkpatrick et al. (Science1983). Major advancesin this technique
have been made in the last two years. They are summarizedin the
paper Global searchmethou% for multimodalinverseproblemsby
Scaleset al. (Journalof GmputatimaI Physics1991).
Genetic algorithms is a very active field of research. Useful
texts are Handbookof Genetic Algorithms(Van Nostrand Rein-
hold, 1991) and proceedingsvolwnes from internationalconfer-
ences on this subject held in 1987, 1989, and 1991. A good
introductorytext is Genetic Algotithms in Search, Optimiution
and Machine Learning by David Goldberg (Addison-Wesley,
1989). E
1992