Many real world problems in science and engineering can be treated as optimization problems with multiple objectives or criteria. The demand for fast and robust stochastic algorithms to cater to the optimization needs is very high. When the cost function for the problem is nonlinear and non-differentiable, direct search approaches are the methods of choice. Many such approaches use the greedy criterion, which is based on accepting the new parameter vector only if it reduces the value of the cost function. This could result in fast convergence, but also in misconvergence where it could lead the vectors to get trapped in local minima. Inherently, parallel search techniques have more exploratory power. These techniques discourage premature convergence and consequently, there are some candidate solution vectors which do not converge to the global minimum solution at any point of time. Rather, they constantly explore the whole search space for other possible solutions. In this thesis, we concentrate on benchmarking three popular algorithms: Real-valued Genetic Algorithm (RGA), Particle Swarm Optimization (PSO), and Differential Evolution (DE). The DE algorithm is found to out-perform the other algorithms in fast convergence and in attaining low-cost function values. The DE algorithm is selected and used to build a model for forecasting auroral oval boundaries during a solar storm event. This is compared against an established model by Feldstein and Starkov. As an extended study, the ability of the DE is further put into test in another example of a nonlinear system study, by using it to study and design phase-locked loop circuits. In particular, the algorithm is used to obtain circuit parameters when frequency steps are applied at the input at particular instances.

Many real world problems in science and engineering can be treated as optimization problems with multiple objectives or criteria. The demand for fast and robust stochastic algorithms to cater to the optimization needs is very high. When the cost function for the problem is nonlinear and non-differentiable, direct search approaches are the methods of choice. Many such approaches use the greedy criterion, which is based on accepting the new parameter vector only if it reduces the value of the cost function. This could result in fast convergence, but also in misconvergence where it could lead the vectors to get trapped in local minima. Inherently, parallel search techniques have more exploratory power. These techniques discourage premature convergence and consequently, there are some candidate solution vectors which do not converge to the global minimum solution at any point of time. Rather, they constantly explore the whole search space for other possible solutions. In this thesis, we concentrate on benchmarking three popular algorithms: Real-valued Genetic Algorithm (RGA), Particle Swarm Optimization (PSO), and Differential Evolution (DE). The DE algorithm is found to out-perform the other algorithms in fast convergence and in attaining low-cost function values. The DE algorithm is selected and used to build a model for forecasting auroral oval boundaries during a solar storm event. This is compared against an established model by Feldstein and Starkov. As an extended study, the ability of the DE is further put into test in another example of a nonlinear system study, by using it to study and design phase-locked loop circuits. In particular, the algorithm is used to obtain circuit parameters when frequency steps are applied at the input at particular instances.

The genetic algorithm (GA) is a popular random search and optimization method inspired by the concepts of crossover, random mutation, and natural selection from evolutionary biology. The real-valued genetic algorithm (RGA) is an improved version of the genetic algorithm designed for direct operation on real-valued variables. In this work, a modified version of a genetic algorithm is introduced, which is called a modified genetic algorithm with micro-movement (MGAM). It implements a particle swarm optimization(PSO)-inspired micro-movement phase that helps to improve the convergence rate, while employing the e'cient GA mechanism for maintaining population diversity. In order to test the capability of the MGAM, we firrst implement it on five generally used test functions. Then we test the MGAM on two typical nonlinear dynamical systems. The performance of the MGAM is compared to a basic RGA on all these applications. Finally, we implement the MGAM on the most important application, which is the plasma physics-based model of the solar wind-driven magnetosphere-ionosphere system (WINDMI). In order to use this model for real-time prediction of geomagnetic activity, the model parameters require up-dating every 6-8 hours. We use the MGAM to train the parameters of the model in order to achieve the lowest mean square error (MSE) against the measured auroral electrojet (AL) and Dst indices. The performance of the MGAM is compared to the RGA on historical geomagnetic storm datasets. While the MGAM performs substantially better than the RGA when evaluating standard test functions, the improvement is about 6-12 percent when used on the 20D nonlinear dynamical WINDMI model.