非线性约束优化问题的自适应差分进化算法

提出了一种非线性约束优化问题改进的自适应差分进化算法。该算法对差分进化算法中固定的加权因子和交叉概率因子进行改进;定义了约束违反度函数,将约束优化问题转化为无约束双目标优化问题,在每次迭代中按照约束违反度的大小保留一部分性能较优不可行粒子,有效地维持了种群的多样性;为了扩大粒子的搜索范围引入变异算子。数值实验表明,新算法具有较快的收敛速度和较好的全局寻优能力。     

组织进化粒子群数值优化算法

为充分利用粒子的通讯、响应、协作和自学习能力等特性,克服算法早熟收敛,本文提出一种组织进化粒子群算法.该算法将进化操作直接作用在组织上,通过组织间的相互竞争、协作,最终达到全局优化的目的,且证明算法的全局收敛性.实验中,用12个无约束标准测试函数对算法性能进行测试,与其它算法进行比较,并对算法中的参数进行分析.结果表明,本文算法无论在解的质量上还是在计算复杂度上都明显优于其它算法.参数分析表明该算法具有性能稳定、成功率高、对参数不敏感等优良特性.     

一类带约束动态多目标优化问题的进化算法

动态多目标约束优化问题是一类NP-Hard问题,定义了动态环境下进化种群中个体的序值和个体的约束度,结合这两个定义给出了一种选择算子.在一种环境变化判断算子下给出了求解环境变量取值于正整数集Z+的一类带约束动态多目标优化问题的进化算法.通过几个典型的Benchmark函数对算法的性能进行了测试,其结果表明新算法能够较好地求出带约束动态多目标优化问题在不同环境下质量较好、分布较均匀的Pareto最优解集.     

基于Oracle罚函数的自适应约束差分进化算法

为有效求解约束优化问题,减少算法参数,提出基于Oracle罚函数方法的自适应约束差分进化算法。为满足求解优化问题的常用标准,提出一种改进的Oracle罚函数方法。将改进的Oracle罚函数方法与三种自适应差分进化算法相结合,提出三种自适应约束差分进化算法。对11个典型测试函数的优化结果验证了Oracle罚函数方法与自适应差分进化算法结合的有效性。与参考文献中提出的算法的比较结果表明该方法具有良好的寻优性能,因此基于Oracle罚函数方法的自适应约束差分进化算法是一种有效约束优化方法。     

基于群智能求解带约束问题的时域鲁棒优化算法

针对现有的时域鲁棒优化算法无法解决带约束的优化问题,基于群智能优化方法,提出一种求解带约束优化问题的时域鲁棒优化算法.首先,用约束条件构造罚函数,将带约束优化问题处理成为无约束优化问题;然后,采用一个分段函数作为粒子的适应度评价函数,通过竞争规则筛选粒子,设计带约束问题的时域鲁棒优化算法.以优化碳纤维原丝的性能为背景,将算法在多组参数下进行测试和对比分析,结果表明了所提出算法的有效性.进一步分析AR模型对算法性能的影响,指出预测模型的改进是提升算法性能的一个重要手段.     

引入模拟退火算子的差分进化算法性能研究

为了提高差分进化算法的优化性能,将模拟退火算子引入到差分进化算法中,利用模拟退火算子良好的全局搜索能力进一步提高差分进化算法对复杂问题的优化能力．通过对复杂函数优化的仿真结果表明,算法在求解复杂优化问题上具有更快的收敛速度和更好的全局收敛性．     

灰狼优化与差分进化的混合算法及函数优化

灰狼优化(Grey Wolf Optimization,GWO)算法是近年被提出的一种新型智能优化算法,具有收敛速度快和优化精度高的特点,但对于一些复杂优化问题易陷入局部最优。差分进化(Differential Evolution,DE)算法的全局搜索能力强,但其性能对参数敏感,且局部搜索能力不足。为了发挥二者各自的优点并弥补存在的缺陷,提出了一种灰狼优化与差分进化的混合优化算法。首先使用嵌入趋优算子的GWO算法搜索,以便在更短的过程中获得更高的优化精度和更快的收敛速度;然后采用自适应调节参数的差分进化策略来进一步提高算法对复杂优化函数的寻优性能,从而获得一种高性能的混合优化算法,以便能更高效地解决各种函数优化问题。对12个高维函数的优化结果表明,与标准GWO,ACS,DMPSO及SinDE相比,新的混合优化算法不仅具有更好的收敛速度和优化性能,而且具有更好的普适性,更适用于解决各种函数优化问题。     

基于约束处理和平滑技术的改进的进化算法

进化算法是解决复杂非线性规划的一种有效方法,然而其计算量通常比较大,约束较难处理。本文首先利用约束处理技术将约束最优化问题转化为无约束最优化问题以降低问题求解难度。其次,为了减少局部最优解的个数,利用了平滑技术,该技术可以消除不优于当前最优解的全部局部最优解。此外,设计新的交叉算子。基于此,本文提出一种改进的进化算法,实验结果表明该算法具有较低的计算量和更快的收敛速度。     

动态罚函数法求解约束优化问题

针对罚函数法在求解约束优化问题时罚系数不易选取的问题,提出一种基于动态罚函数的差分进化算法.利用罚函数法将约束优化问题转化为无约束优化问题.为平衡种群的目标函数和约束违反程度,结合ε约束法设计了一种动态罚系数策略,其中罚系数随着种群质量和进化代数的改变而改变.采用差分进化算法更新种群直到搜索到最优解.对IEEE CEC...     

PSO混合DE算法求解约束优化问题

提出了一个全新的混合算法并命名为微粒群差分算法,该算法在标准微粒群算法的基础上结合了差分进化算法用于求解约束的数值和工程优化问题。传统的标准微粒群算法由于其种群单一性容易陷入局部最优值,针对这一缺点利用差分进化算法中的变异、交叉、选择3个算子来更新每次迭代每个粒子新生产的位置以使粒子跳出局部优值。融合了标准微粒群算法和差分进化算法优点的混合算法加速了粒子的收敛速度。为了避免惩罚因子的选择对实验结果的影响,采取了可行规则法来处理约束优化问题。最后将微粒群差分算法用于5个基准函数和两个工程问题,并与其他算法作了比较,试验结果表明,微粒群差分算法算法具有很好的精准性、鲁棒性和有效性。     

An organizational evolutionary algorithm for numerical optimization.

Taking inspiration from the interacting process among organizations in human societies, this correspondence designs a kind of structured population and corresponding evolutionary operators to form a novel algorithm, Organizational Evolutionary Algorithm (OEA), for solving both unconstrained and constrained optimization problems. In OEA, a population consists of organizations, and an organization consists of individuals. All evolutionary operators are designed to simulate the interaction among organizations. In experiments, 15 unconstrained functions, 13 constrained functions, and 4 engineering design problems are used to validate the performance of OEA, and thorough comparisons are made between the OEA and the existing approaches. The results show that the OEA obtains good performances in both the solution quality and the computational cost. Moreover, for the constrained problems, the good performances are obtained by only incorporating two simple constraints handling techniques into the OEA. Furthermore, systematic analyses have been made on all parameters of the OEA. The results show that the OEA is quite robust and easy to use.     

自收缩性的演化算法及其在布局优化问题中的应用

布局优化问题是现代工程应用中广泛存在的一类组合优化问题,但在理论上它却属于NPC(NP-Complete)问题,如果需考虑性能约束,则问题将更难于求解。论文基于演化算法自适应,自组织,自学习的特性,针对布局优化问题自身的特点,提出了一种自收缩性的演化算法(SCEA)。该算法采用浮点编码方式,定义了二元实向量类型的适应值及适应值间的严格偏序关系。算法借鉴日常生活中的一个简单事实—振动容器则装物更多,引入了三类自适应性的收缩算子(其中第三类特别适用于带性能约束的布局优化问题)。此外,文中使用了对带约束的函数优化问题特别有效的多父体杂交算子,并且针对带性能约束的布局优化问题,提出了“零性能约束初始化”过程。文后,引用了两个带性能约束的布局优化问题的已知例子和一个作者构造的较大规模布局优化问题的例子,实验结果表明,前两个问题对比目前已知最好结果无论在求解时间或结果的精度上均有较大突破,后一个问题也获得了相当好的结果,从而充分验证了算法的有效性和可行性。     

目标约束融合的约束多目标免疫算法及性能评价准则

免疫算法求解约束多目标优化问题时,如何设计抗体的亲和力,以及如何保持或提高种群的多样性为算法设计的关键.本文基于免疫系统的固有免疫和自适应免疫交互运行模式,提出目标约束融合的并行约束多目标免疫算法(parallel constrained multiobjective immune algorithm,PCMIOA).利用支配度和浓度设计抗体的亲和力,提出了目标约束融合的评价方法,增强了算法的收敛性.借助基因重组中DNA片段的转移机制,设计一种转移(transformation)算子,提高了种群的多样性.针对已有性能评价准则存在的不足给出一种改进的支配范围评价准则.数值实验选用12个约束二目标和4个非约束三目标测试函数验证PCMIOA的优化性能,并将其与3种著名的约束多目标算法和5种非约束多目标算法进行比较.结果表明:PCMIOA具有较强的优化性能.与其他算法相比,PCMIOA所获的Pareto最优前沿能较好的逼近真实Pareto最优前沿,且分布较均匀.     

采用不可微精确罚函数的约束优化演化算法

针对多数已有的采用罚函数的约束优化遗传算法存在优化效果差的问题 ,提出了一种新的求解约束优化问题的演化算法 .借助不可微精确罚函数把约束问题转化为单个无约束问题来处理 .采用混合杂交和间歇变异来提高算法的搜索能力 .数值实验结果表明了新算法的优化效果远远优于已有的几种采用罚函数的遗传算法     

An adaptive penalty based covariance matrix adaptation–evolution strategy

Although most of unconstrained optimization problems with moderate to high dimensions can be easily handled with Evolutionary Computation (EC) techniques, constraint optimization problems (COPs) with inequality and equality constraints are very hard to deal with. Despite the fact that only equality constraints can be used to eliminate a certain variable, both types of constraints implicitly enforce a relation between problem variables. Most conventional constraint handling methods in EC do not consider the correlations between problem variables imposed by the problem constraints. This paper relies on the idea that a proper genetic operator, which captures mentioned implicit correlations, can improve performance of evolutionary constrained optimization algorithms. With this in mind, we employ a (μ+λ)-Evolution Strategy with a simplified variant of Covariance Matrix Adaptation based mutation operator along an adaptive weight adjustment scheme. The proposed algorithm is tested on two test sets. The outperformance of the algorithm is significant on the first benchmark when compared with five conventional methods. The results on the second test set show that algorithm is highly competitive when benchmarked with three state-of-art algorithms. The main drawback of the algorithm is its slightly lower speed of convergence for problems with high dimension and/or large search domain.     

Immunity-based hybrid evolutionary algorithm for multi-objective optimization in global container repositioning

The development of evolutionary algorithms for optimization has always been a stimulating and growing research area with an increasing demand in using them to solve complex industrial optimization problems. A novel immunity-based hybrid evolutionary algorithm known as Hybrid Artificial Immune Systems (HAIS) for solving both unconstrained and constrained multi-objective optimization problems is developed in this research. The algorithm adopts the clonal selection and immune suppression theories, with a sorting scheme featuring uniform crossover, multi-point mutation, non-dominance and crowding distance sorting to attain the Pareto optimal front in an efficient manner. The proposed algorithm was verified with nine benchmarking functions on its global optimal search ability as well as compared with four optimization algorithms to assess its diversity and spread. Sensitivity analysis was also carried out to investigate the selection of key parameters of the algorithm. It is found that the developed immunity-based hybrid evolutionary algorithm provides a useful means for solving optimization problems and has successfully applied to the problem of global repositioning of containers, which is one of a constrained multi-objective optimization problem. The developed HAIS will assist shipping liners on timely decision making and planning of container repositioning operations in global container transportation business in an optimized and cost effective manner.     

A new algorithm inspired in the behavior of the social-spider for constrained optimization

During the past decade, solving constrained optimization problems with swarm algorithms has received considerable attention among researchers and practitioners. In this paper, a novel swarm algorithm called the Social Spider Optimization (SSO-C) is proposed for solving constrained optimization tasks. The SSO-C algorithm is based on the simulation of cooperative behavior of social-spiders. In the proposed algorithm, individuals emulate a group of spiders which interact to each other based on the biological laws of the cooperative colony. The algorithm considers two different search agents (spiders): males and females. Depending on gender, each individual is conducted by a set of different evolutionary operators which mimic different cooperative behaviors that are typically found in the colony. For constraint handling, the proposed algorithm incorporates the combination of two different paradigms in order to direct the search towards feasible regions of the search space. In particular, it has been added: (1) a penalty function which introduces a tendency term into the original objective function to penalize constraint violations in order to solve a constrained problem as an unconstrained one; (2) a feasibility criterion to bias the generation of new individuals toward feasible regions increasing also their probability of getting better solutions. In order to illustrate the proficiency and robustness of the proposed approach, it is compared to other well-known evolutionary methods. Simulation and comparisons based on several well-studied benchmarks functions and real-world engineering problems demonstrate the effectiveness, efficiency and stability of the proposed method.     

Multi-objective optimization with artificial weed colonies

Invasive Weed Optimization (IWO) was recently proposed as a simple but powerful metaheuristic algorithm for real parameter optimization. IWO draws inspiration from the ecological process of weeds colonization and distribution and is capable of solving general multi-dimensional, linear and nonlinear optimization problems with appreciable efficiency. This article extends the basic IWO for tackling multi-objective optimization problems that aim at achieving two or more objectives (very often conflicting) simultaneously. The concept of fuzzy dominance has been used to sort the promising candidate solutions at each iteration. The new algorithm has been shown to be statistically significantly better than some state of the art existing evolutionary multi-objective algorithms, namely NSGAIILS, DECMOSA-SQP, MOEP, Clustering MOEA, GDE3, and MOEADGM on a 12-function test-suite (including both unconstrained and constrained problems) from the IEEE CEC (Congress on Evolutionary Computation) 2009 competition and special session on multi-objective optimization algorithms. The following performance metrics were considered: IGD, Spacing, and Minimum Spacing. Our experimental results suggest that IWO holds immense promise to appear as an efficient metaheuristic for multi-objective optimization.     

Coupled eagle strategy and differential evolution for unconstrained and constrained global optimization

The performance of an optimization tool is largely determined by the efficiency of the search algorithm used in the process. The fundamental nature of a search algorithm will essentially determine its search efficiency and thus the types of problems it can solve. Modern metaheuristic algorithms are generally more suitable for global optimization. This paper carries out extensive global optimization of unconstrained and constrained problems using the recently developed eagle strategy by Yang and Deb in combination with the efficient differential evolution. After a detailed formulation and explanation of its implementation, the proposed algorithm is first verified using twenty unconstrained optimization problems or benchmarks. For the validation against constrained problems, this algorithm is subsequently applied to thirteen classical benchmarks and three benchmark engineering problems reported in the engineering literature. The performance of the proposed algorithm is further compared with various, state-of-the-art algorithms in the area. The optimal solutions obtained in this study are better than the best solutions obtained by the existing methods. The unique search features used in the proposed algorithm are analyzed, and their implications for future research are also discussed in detail.     

SO-MI: A surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems

This paper introduces a surrogate model based algorithm for computationally expensive mixed-integer black-box global optimization problems with both binary and non-binary integer variables that may have computationally expensive constraints. The goal is to find accurate solutions with relatively few function evaluations. A radial basis function surrogate model (response surface) is used to select candidates for integer and continuous decision variable points at which the computationally expensive objective and constraint functions are to be evaluated. In every iteration multiple new points are selected based on different methods, and the function evaluations are done in parallel. The algorithm converges to the global optimum almost surely. The performance of this new algorithm, SO-MI, is compared to a branch and bound algorithm for nonlinear problems, a genetic algorithm, and the NOMAD (Nonsmooth Optimization by Mesh Adaptive Direct Search) algorithm for mixed-integer problems on 16 test problems from the literature (constrained, unconstrained, unimodal and multimodal problems), as well as on two application problems arising from structural optimization, and three application problems from optimal reliability design. The numerical experiments show that SO-MI reaches significantly better results than the other algorithms when the number of function evaluations is very restricted (200–300 evaluations).