Combinations of Estimation of Distribution Algorithms and Other Techniques

This paper summaries our recent work on combining estimation of distribution algorithms (EDA) and other techniques for solving hard search and optimization problems:a) guided mutation,an offspring generator in which the ideas from EDAs and genetic algorithms are combined together,we have shown that an evolutionary algorithm with guided mutation outperforms the best GA for the maximum clique problem,b)evolutionary algorithms refining a heuristic,we advocate a strategy for solving a hard optimization problem with complicated data structure,and c) combination of two different local search techniques and EDA for numerical global optimization problems,its basic idea is that not all the new generated points are needed to be improved by an expensive local search.     

An evolutionary algorithm with guided mutation for the maximum clique problem

Estimation of distribution algorithms sample new solutions (offspring) from a probability model which characterizes the distribution of promising solutions in the search space at each generation. The location information of solutions found so far (i.e., the actual positions of these solutions in the search space) is not directly used for generating offspring in most existing estimation of distribution algorithms. This paper introduces a new operator, called guided mutation. Guided mutation generates offspring through combination of global statistical information and the location information of solutions found so far. An evolutionary algorithm with guided mutation (EA/G) for the maximum clique problem is proposed in this paper. Besides guided mutation, EA/G adopts a strategy for searching different search areas in different search phases. Marchiori's heuristic is applied to each new solution to produce a maximal clique in EA/G. Experimental results show that EA/G outperforms the heuristic genetic algorithm of Marchiori (the best evolutionary algorithm reported so far) and a MIMIC algorithm on DIMACS benchmark graphs.     

基于概率幅编码的混合量子演化算法

个体基于量子概率幅进行编码,并将经典遗传算法的杂交算子用于量子演化算法中演化目标的优化,提出了混合量子演化算法。算法中对量子旋转角自适应更新,并首次引入了突变度的概念定义了自适应的变异算子,对量子个体的演化目标定期实施杂交,有效地交换并利用了演化信息,避免了未成熟收敛,提高了算法效率。数值优化问题的实验结果表明该算法优于QEA和CGA,并能以极大概率成功地解决“大海捞针”问题,且计算效率高,优化速度与CGA相当。     

基于进化个体适应值灰度的自适应交互式遗传算法

为将交互式遗传算法成功应用于复杂优化问题,有必要提高交互式遗传算法的性能。提出基于进化个体适应值灰度的交互式遗传算法,该算法采用灰度衡量进化个体的适应值评价不确定性;通过适应值区间的分析,提取反映进化种群分布的信息;基于此,给出了进化个体的交叉和变异概率。将该算法应用于服装进化设计系统,结果表明该算法在每代可以获取更多的满意解。     

基于分解和多策略变异的多目标差分进化算法*

差分进化是一种有效的优化技术,已成功用于多目标优化问题。但也存在Pareto最优集合的收敛慢和多样性差等问题。针对上述不足,本文提出了一种基于分解和多策略变异的多目标差分进化算法(MODE/DMSM)。该算法利用基于分解的方法将多目标优化问题分解为多个单目标优化问题;通过高效的非支配排序方法选择具有良好收敛性和多样性的解来指导差分进化过程;采用了多策略变异方法来平衡进化过程中收敛性和多样性。在ZDT和DTLZ的10个测试函数上的仿真结果表明,本文算法在Parato最优集合的收敛性和多样性优于其他六种代表性多目标优化算法。     

Global replacement-based differential evolution with neighbor-based memory for dynamic optimization

Dynamic optimization problems challenge the evolutionary algorithms, owing to the diversity loss or the low search efficiency of the algorithms, especially when the problems change frequently. This paper presents a novel differential evolution algorithm to address the dynamic optimization problems. Unlike the most used “DE/rand/1” mutation operator, in this paper, the “DE/best/1” mutation is employed to generate a mutant individual. In order to enhance the search efficiency of differential evolution, the classical differential evolution algorithm is modified by a novel replacement operator, in which the worst individual in the whole population is replaced by the newly generated trial vector as a “steady-state” manner. During optimizing, some newly generated solutions are stored into a memory set, in which these stored solutions are located around the current best solution. When the environmental change is detected, the stored solutions are expected to guide the reinitialized solutions to track the new location of global optimum as soon as possible. The performance of the proposed algorithm is compared with six state-of-the-art dynamic evolutionary algorithms over some benchmark problems. The experimental results show that the proposed algorithm clearly outperforms the competitors.     

Coevolutionary augmented Lagrangian methods for constrainedoptimization

This paper introduces a coevolutionary method developed for solving constrained optimization problems. This algorithm is based on the evolution of two populations with opposite objectives to solve saddle-point problems. The augmented Lagrangian approach is taken to transform a constrained optimization problem to a zero-sum game with the saddle point solution. The populations of the parameter vector and the multiplier vector approximate the zero-sum game by a static matrix game, in which the fitness of individuals is determined according to the security strategy of each population group. Selection, recombination, and mutation are done by using the evolutionary mechanism of conventional evolutionary algorithms such as evolution strategies, evolutionary programming, and genetic algorithms. Four benchmark problems are solved to demonstrate that the proposed coevolutionary method provides consistent solutions with better numerical accuracy than other evolutionary methods     

Integrating adaptive mutations and family competition into genetic algorithms as function optimizer

 In this paper, we propose a robust evolutionary algorithm, called adaptive mutations genetic algorithm, for function optimization problems. Our main contribution is robustly optimizing problems whose number of variables from 2 to 200. In order to have a fair comparison, we propose the criteria for constructing a testing bed and for classifying these problems into different complexity degrees. The proposed approach, based on the family competition and multiple adaptive rules, successfully integrates the decreasing-based Gaussian mutation and self-adaptive Cauchy mutation to balance the exploitation and exploration. It is implemented and applied to widely used test functions and several nonseparable multimodal functions. Experimental results indicate that our approach is more robust than ten evolutionary algorithms.     

Diversity Guided Evolutionary Programming: A novel approach for continuous optimization

Avoiding premature convergence to local optima and rapid convergence towards global optima has been the major concern with evolutionary systems research. In order to avoid premature convergence, sufficient amount of genetic diversity within the evolving population is considered necessary. Several studies have focused to devise techniques to control and preserve population diversity throughout the evolution. Since mutation is the major operator in many evolutionary systems, such as evolutionary programming and evolutionary strategies, a significant amount of research has also been done for the elegant control and adaptation of the mutation step size that is proper for traversing across the locally optimum points and reach for the global optima. This paper introduces Diversity Guided Evolutionary Programming, a novel approach to combine the best of both these research directions. This scheme incorporates diversity guided mutation, an innovative mutation scheme that guides the mutation step size using the population diversity information. It also takes some extra diversity preservative measures to maintain adequate amount of population diversity in order to assist the proposed mutation scheme. An extensive simulation has been done on a wide range of benchmark numeric optimization problems and the results have been compared with a number of recent evolutionary systems. Experimental results show that the performance of the proposed system is often better than most other algorithms in comparison on most of the problems.     

Portfolio optimization problems in different risk measures using genetic algorithm

This paper introduces a heuristic approach to portfolio optimization problems in different risk measures by employing genetic algorithm (GA) and compares its performance to mean–variance model in cardinality constrained efficient frontier. To achieve this objective, we collected three different risk measures based upon mean–variance by Markowitz; semi-variance, mean absolute deviation and variance with skewness. We show that these portfolio optimization problems can now be solved by genetic algorithm if mean–variance, semi-variance, mean absolute deviation and variance with skewness are used as the measures of risk. The robustness of our heuristic method is verified by three data sets collected from main financial markets. The empirical results also show that the investors should include only one third of total assets into the portfolio which outperforms than those contained more assets.     

C-PSA: Constrained Pareto simulated annealing for constrained multi-objective optimization

In recent years, evolutionary algorithms (EAs) have been extensively developed and utilized to solve multi-objective optimization problems. However, some previous studies have shown that for certain problems, an approach which allows for non-greedy or uphill moves (unlike EAs), can be more beneficial. One such approach is simulated annealing (SA). SA is a proven heuristic for solving numerical optimization problems. But owing to its point-to-point nature of search, limited efforts has been made to explore its potential for solving multi-objective problems. The focus of the presented work is to develop a simulated annealing algorithm for constrained multi-objective problems. The performance of the proposed algorithm is reported on a number of difficult constrained benchmark problems. A comparison with other established multi-objective optimization algorithms, such as infeasibility driven evolutionary algorithm (IDEA), Non-dominated sorting genetic algorithm II (NSGA-II) and multi-objective Scatter search II (MOSS-II) has been included to highlight the benefits of the proposed approach.     

Quantum inspired evolutionary algorithm for ordering problems

This paper proposes a new quantum-inspired evolutionary algorithm for solving ordering problems. Quantum-inspired evolutionary algorithms based on binary and real representations have been previously developed to solve combinatorial and numerical optimization problems, providing better results than classical genetic algorithms with less computational effort. However, for ordering problems, order-based genetic algorithms are more suitable than those with binary and real representations. This is because specialized crossover and mutation processes are employed to always generate feasible solutions. Therefore, this work proposes a new quantum-inspired evolutionary algorithm especially devised for ordering problems (QIEA-O). Two versions of the algorithm have been proposed. The so-called pure version generates solutions by using the proposed procedure alone. The hybrid approach, on the other hand, combines the pure version with a traditional order-based genetic algorithm. The proposed quantum-inspired order-based evolutionary algorithms have been evaluated for two well-known benchmark applications – the traveling salesman problem (TSP) and the vehicle routing problem (VRP) – as well as in a real problem of line scheduling. Numerical results were obtained for ten cases (7 VRP and 3 TSP) with sizes ranging from 33 to 101 stops and 1 to 10 vehicles, where the proposed quantum-inspired order-based genetic algorithm has outperformed a traditional order-based genetic algorithm in most experiments.     

Evolutionary algorithms refining a heuristic: a hybrid method for shared-path protections in WDM networks under SRLG constraints.

An evolutionary algorithm (EA) can be used to tune the control parameters of a construction heuristic to an optimization problem and generate a nearly optimal solution. This approach is in the spirit of indirect encoding EAs. Its performance relies on both the heuristic and the EA. This paper proposes a three-phase parameterized construction heuristic for the shared-path protection problem in wavelength division multiplexing networks with shared-risk link group constraints and applies an EA for optimizing the control parameters of the proposed heuristics. The experimental results show that the proposed approach is effective on all the tested network instances. It was also demonstrated that an EA with guided mutation performs better than a conventional genetic algorithm for tuning the control parameters, which indicates that a combination of global statistical information extracted from the previous search and location information of the best solutions found so far could improve the performance of an algorithm.     

基于改进北极熊算法的制造云服务组合优化

为了提高云制造环境下制造服务组合优化的效率,提出了一种基于改进北极熊算法的制造云服务组合优化方法。该方法对制造服务进行实数编码,并以服务功能和服务质量为评价指标,使用改进的北极熊算法对制造云服务组合优化问题进行求解,得到最优的服务组合方案。同时通过引入动态视野,对算法的局部搜索进行调整,并与遗传算法中的变异策略相结合,以提高求解多目标问题的效率,同时降低因初始参数影响而导致算法陷入局部最优的可能。算例分析表明,改进的北极熊算法在求解制造云服务组合优化问题上比原始北极熊算法、标准遗传算法、改进的灰狼优化算法和改进的粒子群优化算法具有更高的效率。     

Superior solution guided particle swarm optimization combined with local search techniques

Particle swarm optimization (PSO) is an evolutionary algorithm known for its simplicity and effectiveness in solving various optimization problems. PSO should have strong yet balanced exploration and exploitation capabilities to enhance its performance. A superior solution guided PSO (SSG-PSO) framework integrated with an individual level based mutation operator and different local search techniques is proposed in this study. In SSG-PSO, a collection of superior solutions is maintained and updated with the evolutionary process, such that each particle can comprehensively learn from the recorded superior solutions. In addition, to maintain the diversity of the particle swarm, SSG-PSO is combined with an individual level based mutation operator, which will be invoked when a particle is trapped in a local optimum (determined by the fitness and position states of the particle), thereby improving the adaptation and flexibility of each individual particle. Moreover, two gradient-based local search techniques, namely, the Broyden–Fletcher–Goldfarb–Shanno (BFGS) and Davidon–Fletcher–Powell (DFP) Quasi–Newton methods, and two derivative-free local search techniques, namely, pattern search and Nelder–Mead simplex search, are incorporated into SSG-PSO. The performances of SSG-PSO and that of its local search enhanced variants are extensively and comparatively studied on a suit of benchmark optimization functions.     

Combining genetic algorithms with BESO for topology optimization

This paper proposes a new algorithm for topology optimization by combining the features of genetic algorithms (GAs) and bi-directional evolutionary structural optimization (BESO). An efficient treatment of individuals and population for finite element models is presented which is different from traditional GAs application in structural design. GAs operators of crossover and mutation suitable for topology optimization problems are developed. The effects of various parameters used in the proposed GA on the optimization speed and performance are examined. Several 2D and 3D examples of compliance minimization problems are provided to demonstrate the efficiency of the proposed new approach and its capability of obtaining convergent solutions. Wherever possible, the numerical results of the proposed algorithm are compared with the solutions of other GA methods and the SIMP method.     

A memetic algorithm for cardinality-constrained portfolio optimization with transaction costs

A memetic approach that combines a genetic algorithm (GA) and quadratic programming is used to address the problem of optimal portfolio selection with cardinality constraints and piecewise linear transaction costs. The framework used is an extension of the standard Markowitz mean–variance model that incorporates realistic constraints, such as upper and lower bounds for investment in individual assets and/or groups of assets, and minimum trading restrictions. The inclusion of constraints that limit the number of assets in the final portfolio and piecewise linear transaction costs transforms the selection of optimal portfolios into a mixed-integer quadratic problem, which cannot be solved by standard optimization techniques. We propose to use a genetic algorithm in which the candidate portfolios are encoded using a set representation to handle the combinatorial aspect of the optimization problem. Besides specifying which assets are included in the portfolio, this representation includes attributes that encode the trading operation (sell/hold/buy) performed when the portfolio is rebalanced. The results of this hybrid method are benchmarked against a range of investment strategies (passive management, the equally weighted portfolio, the minimum variance portfolio, optimal portfolios without cardinality constraints, ignoring transaction costs or obtained with L₁ regularization) using publicly available data. The transaction costs and the cardinality constraints provide regularization mechanisms that generally improve the out-of-sample performance of the selected portfolios.     

多期证券投资组合问题的区间多目标规划求解方法

投资组合问题主要研究如何将有限的资金合理地分配到不同的金融资产中,以实现收益最大化与风险最小化之间的均衡.然而,证券市场往往具有很强的不确定性,投资者对于证券的期望收益率和风险损失率难以用精确数值描述,区间规划则是处理这类不确定性问题的有力工具.鉴于此,首先基于区间多目标规划建立一个以预期收益率、风险损失率和流动性为目标函数的多期投资组合选择模型;然后通过设计一个定向变异算子,改进基于偏好多面体的交互式遗传算法,并将上述算法的运算机制与所建模型的多期特性相结合以求解模型;最后在不确定交互进化优化系统上进行实证分析.实验结果表明,所提出算法能够根据投资者的不同需要得到相应最满意的多期资产组合.     

一种基于多样性度量的多目标化进化算法

针对如何通过附加的方法对多目标化问题进行理论分析,提出并证明了选择附加函数的3个前提条件.提出一种多目标化进化算法,根据种群中个体的多样性度量进行多目标化,并采用改进的非劣分类遗传算法对构造所得的多目标优化问题进行多目标优化.在静态和动态两种环境下进行算法性能验证,结果表明,在种群多样性保持、处理欺骗问题、动态环境下的适应能力等方面,所提算法明显优于其他同类算法.     

The mean–variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms

This paper compares the effectiveness of five state-of-the-art multiobjective evolutionary algorithms (MOEAs) together with a steady state evolutionary algorithm on the mean–variance cardinality constrained portfolio optimization problem (MVCCPO). The main computational challenges of the model are due to the presence of a nonlinear objective function and the discrete constraints. The MOEAs considered are the Niched Pareto genetic algorithm 2 (NPGA2), non-dominated sorting genetic algorithm II (NSGA-II), Pareto envelope-based selection algorithm (PESA), strength Pareto evolutionary algorithm 2 (SPEA2), and e-multiobjective evolutionary algorithm (e-MOEA). The computational comparison was performed using formal metrics proposed by the evolutionary multiobjective optimization community on publicly available data sets which contain up to 2196 assets.