An ellipsoidal distance-based search strategy of ants for nonlinear single and multiple response optimization problems

► CACO-MDS create neighborhood considering covariance structure of the search space. ► Multivariate statistical distance is used for diversification scheme of CACO-MDS. ► MD-based diversification ensures a minimum distance to escape local optima. ► CACO-MDS is efficient to handle a correlated structure of continuous input space. ► NM based intensification in CACO-MDS improves the local search scheme of ACO. Various continuous ant colony optimization (CACO) strategies are proposed by researchers to resolve continuous single response optimization problems. However, no such work is reported which also verifies suitability of CACO in case of both single and multiple response situations. In addition, as per literature survey, no variant of CACO can balance simultaneously all the three important aspects of an efficient search strategy, viz. escaping local optima, balancing between intensification and diversification scheme, and handling correlated variable search space structure. In this paper, a variant of CACO, so-called ‘CACO-MDS’ is proposed, which attempts to address all these three aspects. CACO-MDS strategy is based on a Mahalanobis distance-based diversification, and Nelder–Mead simplex-based intensification search scheme. Mahalanobis distance-based diversification search ensures exact measure of multivariate distance for correlated structured search space. The proposed CACO-MDS strategy is verified using fourteen single and multiple response multimodal function optimization test problems. A comparative analysis of CACO-MDS, with three different metaheuristic strategies, viz. ant colony optimization in real space (ACOR), a variant of local-best particle swarm optimization (SPSO) and simplex-simulated annealing (SIMPSA), also indicates its superiority in most of the test situations.