Gaining-Sharing Knowledge Based Algorithm for Solving Stochastic Programming Problems

This paper presents a novel application of metaheuristic algorithms for solving stochastic programming problems using a recently developed gaining sharing knowledge based optimization (GSK) algorithm. The algorithm is based on human behavior in which people gain and share their knowledge with others. Different types of stochastic fractional programming problems are considered in this study. The augmented Lagrangian method (ALM) is used to handle these constrained optimization problems by converting them into unconstrained optimization problems. Three examples from the literature are considered and transformed into their deterministic form using the chance-constrained technique. The transformed problems are solved using GSK algorithm and the results are compared with eight other state-of-the-art metaheuristic algorithms. The obtained results are also compared with the optimal global solution and the results quoted in the literature. To investigate the performance of the GSK algorithm on a real-world problem, a solid stochastic fixed charge transportation problem is examined, in which the parameters of the problem are considered as random variables. The obtained results show that the GSK algorithm outperforms other algorithms in terms of convergence, robustness, computational time, and quality of obtained solutions.     

Improvement of Stochastic Competitive Learning for Social Network

As an unsupervised learning method, stochastic competitive learning is commonly used for community detection in social network analysis. Compared with the traditional community detection algorithms, it has the advantage of realizing the timeseries community detection by simulating the community formation process. In order to improve the accuracy and solve the problem that several parameters in stochastic competitive learning need to be pre-set, the author improves the algorithms and realizes improved stochastic competitive learning by particle position initialization, parameter optimization and particle domination ability self-adaptive. The experiment result shows that each improved method improves the accuracy of the algorithm, and the F1 score of the improved algorithm is 9.07% higher than that of original algorithm.     

Unequal-area stochastic facility layout problems: solutions using improved covariance matrix adaptation evolution strategy,particle swarm optimisation,and genetic algorithm

Determining the locations of departments or machines in a shop floor is classified as a facility layout problem. This article studies unequal-area stochastic facility layout problems where the shapes of departments are fixed during the iteration of an algorithm and the product demands are stochastic with a known variance and expected value. These problems are non-deterministic polynomial-time hard and very complex, thus meta-heuristic algorithms and evolution strategies are needed to solve them. In this paper, an improved covariance matrix adaptation evolution strategy (CMA ES) was developed and its results were compared with those of two improved meta-heuristic algorithms (i.e. improved particle swarm optimisation [PSO] and genetic algorithm [GA]). In the three proposed algorithms, the swapping method and two local search techniques which altered the positions of departments were used to avoid local optima and to improve the quality of solutions for the problems. A real case and two problem instances were introduced to test the proposed algorithms. The results showed that the proposed CMA ES has found better layouts in contrast to the proposed PSO and GA.     

An Artificial Intelligence Approach for Solving Stochastic Transportation Problems

Recent years witness a great deal of interest in artificial intelligence (AI) tools in the area of optimization. AI has developed a large number of tools to solve the most difficult search-and-optimization problems in computer science and operations research. Indeed, metaheuristic-based algorithms are a sub-field of AI. This study presents the use of the metaheuristic algorithm, that is, water cycle algorithm (WCA), in the transportation problem. A stochastic transportation problem is considered in which the parameters supply and demand are considered as random variables that follow the Weibull distribution. Since the parameters are stochastic, the corresponding constraints are probabilistic. They are converted into deterministic constraints using the stochastic programming approach. In this study, we propose evolutionary algorithms to handle the difficulties of the complex high-dimensional optimization problems. WCA is influenced by the water cycle process of how streams and rivers flow toward the sea (optimal solution). WCA is applied to the stochastic transportation problem, and obtained results are compared with that of the new metaheuristic optimization algorithm, namely the neural network algorithm which is inspired by the biological nervous system. It is concluded that WCA presents better results when compared with the neural network algorithm.     

广义随机模糊神经网络及在随机混沌时间序列预测中的应用

针对随机模糊神经网络缺乏自适应性，引入广义高斯函数和广义随机模糊神经网络，使系统中隶属函数具有自适应性；并对参数进行遗传退火算法优化，使系统具有最佳结构和参数。以随机混沌时间序列为例进行仿真预测分析，结果表明广义随机模糊神经网络能够更好地预测原随机混沌时间序列，精度良好，具有抗噪声干扰能力．     

不确定车数的随机车辆路径问题模型及算法

研究了一类有时间约束、车辆数量不确定的随机车辆路径问题;建立了该类问题的随机规划数学模型;设计了模型求解的遗传算法、禁忌搜索算法和遗传-禁忌混合算法.禁忌算法采用了对当前解的车辆-顾客分配结构和解的路径顺序分别禁忌的双层禁忌算法,使算法全局性更好,同时也降低了搜索时间.把禁忌算法作为变异算子应用于遗传算法形成了混合算法.最后给出了计算示例,对算法进行了比较分析.     

Probabilistic asymptotic analysis of stochastic online scheduling problems

In the stochastic online scheduling environment, jobs with unknown release times and weights arrive over time. Upon arrival, the information on the weight of the job is revealed but the processing requirement remains unknown until the job is finished. In this paper we consider the objective of minimizing the total weighted completion time. With the assumptions that job weights are bounded, machine capacity is adequate, and processing requirements are bounded and identical and independently distributed across the machines and jobs, we show that any nondelay algorithm is asymptotically optimal for the stochastic online single machine problem, flow shop problem, and uniform parallel machine problem. Our simulation studies of these stochastic online scheduling problems show that two generic nondelay algorithms perform very well as long as the number of jobs is larger than 100.     

An ant colony system-based hybrid algorithm for square root concave cost transhipment problems

Concave cost transhipment problems are difficult to optimally solve for large-scale problems within a limited period of time. Recently, some modern meta-heuristics have been employed for the development of advanced local search based or population-based stochastic search algorithms that can improve the conventional heuristics. Besides these meta-heuristics, the ant colony system algorithm is a population-based stochastic search algorithm which has been used to obtain good results in many applications. This study employs the ant colony system algorithm, coupled with some genetic algorithm and threshold accepting algorithm techniques, to develop a population based stochastic search algorithm for efficiently solving square root concave cost transhipment problems. The developed algorithms are evaluated with a number of problem instances. The results indicate that the proposed algorithm is more effective for solving square root concave cost transhipment problems than other recently designed local search based algorithms and genetic algorithm.     

Efficient procedures for the optimization of defects in photonic crystal structures

Seven different stochastic binary optimizers--based on the concepts of genetic algorithms and evolutionary strategies--are developed, applied to determine defect locations in several photonic crystal structures that serve as test cases, and compared by extensive statistical analysis. In addition to the stochastic optimizers, a quasi-deterministic optimizer based on an algorithm inspired by hill-climbing algorithms was implemented. The test cases include the prominent 90 degrees photonic crystal waveguide bend and a photonic crystal power divider. The analysis of the results shows that many different photonic crystal structures with high transmission may be found for any operating frequency. All of the eight optimizers outperform standard codes-because they maintain an incomplete fitness table-and find the global optima with a high probability even when the number of fitness evaluations is much smaller than the number of potential solutions contained in the discrete search space. Based on the incomplete fitness table, an algorithm to estimate bit-fitness values is presented. The bit-fitness values are then used to improve the performance of some algorithms. The four best algorithms-an extended microgenetic algorithm, two mutation-based algorithms, and the quasi-deterministic algorithm inspired by hill-climbing algorithms-are considered to be of high value for the optimization of defects in photonic crystals and for similar binary optimization problems.     

New minimum error rate algorithms for DFE

Abstract

We propose new adaptive minimum symbol error rate algorithms (MSER) for decision feedback equalization over M‐ary PAM channels. In addition, we take into consideration biased as well as unbiased estimates leading to two major versions respectively called biased MSER (BMSER) and unbiased MSER (UMSER). The exact forms of these algorithms are computationally complex and require channel parameter information and thus must be processed off‐line. We thus modify the exact forms into stochastic and simplified versions to reduce computation load. The stochastic version requires no channel information and hence can be processed on‐line, but at the cost of convergence rate. Merits and characteristics of various versions are discussed and compared.