Evolutionary game algorithm for continuous parameter optimization

In this paper a novel optimization algorithm is presented. The algorithm sets up appropriate mappings between optimization problems and non-cooperative games, and achieves the optimization objective by exploring the equilibrium points of the corresponding games. The global convergence property of the algorithm is given and experimental results show its efficiency.     

Designing multilayer perceptrons using a Guided Saw-tooth Evolutionary Programming Algorithm

In this paper, a diversity generating mechanism is proposed for an Evolutionary Programming (EP) algorithm that determines the basic structure of Multilayer Perceptron classifiers and simultaneously estimates the coefficients of the models. We apply a modified version of a saw-tooth diversity enhancement mechanism recently presented for Genetic Algorithms, which uses a variable population size and periodic partial reinitializations of the population in the form of a saw-tooth function. Our improvement on this standard scheme consists of guiding saw-tooth reinitializations by considering the variance of the best individuals in the population. The population restarts are performed when the difference of variance between two consecutive generations is lower than a percentage of the previous variance. From the analysis of the results over ten benchmark datasets, it can be concluded that the computational cost of the EP algorithm with a constant population size is reduced by using the original saw-tooth scheme. Moreover, the guided saw-tooth mechanism involves a significantly lower computer time demand than the original scheme. Finally, both saw-tooth schemes do not involve an accuracy decrease and, in general, they obtain a better or similar precision.     

A new hybrid approach for dynamic continuous optimization problems

A new hybrid approach for dynamic optimization problems with continuous search spaces is presented. The proposed approach hybridizes efficient features of the particle swarm optimization in tracking dynamic changes with a new evolutionary procedure. In the proposed dynamic hybrid PSO (DHPSO) algorithm, the swarm size is varied in a self-regulatory manner. Inspired from the microbial life, the particles can reproduce infants and the old ones die. The infants are especially reproduced by high potential particles and located near the local optimum points, using the quadratic interpolation method. The algorithm is adapted to perform in continuous search spaces, utilizing continuous movement of the particles and using Euclidian norm to define the neighborhood in the reproduction procedure. The performance of the new proposed approach is tested against various benchmark problems and compared with those of some other heuristic optimization algorithms. In this regard, different types of dynamic environments including periodic, linear and random changes are taken with different performance metrics such as real-time error, offline performance and offline error. The results indicate a desirable better efficiency of the new algorithm over the existing ones.     

Preserving and Exploiting Genetic Diversity in Evolutionary Programming Algorithms

Evolution programming (EP) is an important category of evolutionary algorithms. It relies primarily on mutation operators to search for solutions of function optimization problems (FOPs). Recently a series of new mutation operators have been proposed in order to improve the performance of EP. One prominent example is the fast EP (FEP) algorithm which employs a mutation operator based on the Cauchy distribution instead of the commonly used Gaussian distribution. In this paper, we seek to improve the performance of EP via exploring another important factor of EP, namely, the selection strategy. Three selection rules R1–R3 have been presented to encourage both fitness diversity and solution diversity. Meanwhile, two solution exchange rules R4 and R5 have been introduced to further exploit the preserved genetic diversity. Simple theoretical analysis suggests that through the proper use of R1–R5, EP is more likely to find high-fitness solutions quickly. Our claim has been examined on 25 benchmark functions. Empirical evidence shows that our solution selection and exchange rules can significantly enhance the performance of EP.      

一种求解鲁棒优化问题的多目标进化方法

鲁棒优化问题（Robust Optimization Problem,ROP）是进化算法（Evolutionary Algorithms,EAs）研究的重要方面之一,对于许多实际工程优化问题,通常需要得到鲁棒最优解。利用多目标优化中的Pareto思想优化ROP的鲁棒性和最优性,将ROP转化为一个两目标的优化问题,一个目标为解的鲁棒性,一个目标为解的最优性。针对ROP与多目标优化的特点,利用动态加权思想,设计一种求解ROP的多目标进化算法。通过测试函数的实验仿真,验证了该方法的有效性。     

一种遗传进化规划

本文提出一种遗传进化规划,该方法结合了遗传算法和进化规划两种算法的优点,在进化过程中遗传算法的交换率、变异率和进化规划的变异规则均根据种群的进化信息而自适应变化。该方法不仅能够加快算法的收敛速度,而且能够有效地保持种群的多样性。用该方法求解混合非线性整数规划问题,计算机仿真实验结果表明是非常有效的.     

A novel approach to LCD optimization

Abstract— A novel approach to optimization liquid‐crystal displays (LCDs) is presented. The optimization module allows for a prediction with a high accuracy for the best results, which can be obtained for one or the other configuration of the polarizers and phase retarders in various electro‐optical modes, if the LC parameters and the operating voltages are fixed. The module is a part of our program, MOUSE‐LCD, which is efficient software for LCD optimization and modeling.     

SHAPES: A novel approach for learning search heuristics inunder-constrained optimization problems

Although much research in machine learning has been carried out on acquiring knowledge for problem-solving in many problem domains, little effort has been focused on learning search-control knowledge for solving optimization problems. This paper reports on the development of SHAPES, a system that learns heuristic search guidance for solving optimization problems in intractable, under-constrained domains based on the Explanation-Based Learning (EBL) framework. The system embodies two new and novel approaches to machine learning. First, it makes use of explanations of varying levels of approximation as a mean for verifying heuristic-based decisions, allowing heuristic estimates to be revised and corrected during problem-solving. The provision of such a revision mechanism is particularly important when working in intractable and under-constrained domains, where heuristics tend to be highly over-generalized, and hence at times will give rise to incorrect results. Second, it employs a new linear and quadratic programming-based weight-assignment algorithm formulated to direct search toward optimal solutions under best-first search. The algorithm offers a direct method for assigning rule strengths and, in so doing, avoids the need to address the credit-assignment problem faced by other iterative weight-adjustment methods     

A Stochastic-Goal Mixed-Integer Programming approach for integrated stock and bond portfolio optimization

We consider a Stochastic-Goal Mixed-Integer Programming (SGMIP) approach for an integrated stock and bond portfolio problem. The portfolio model integrates uncertainty in asset prices as well as several important real-world trading constraints. The resulting formulation is a structured large-scale problem that is solved using a model specific algorithm that consists of a decomposition, warm-start, and iterative procedure to minimize constraint violations. We present computational results and portfolio return values in comparison to a market performance measure. For many of the test cases the algorithm produces optimal solutions, where CPU time is improved greatly.     

A novel method for real parameter optimization based on Gene Expression Programming

Gene Expression Programming (GEP) is a new technique of evolutionary algorithm that implements genome/phoneme representation in computing programs. Due to its power in global search, it is widely applied in symbolic regression. However, little work has been done to apply it to real parameter optimization yet. This paper proposes a real parameter optimization method named Uniform-Constants based GEP (UC-GEP). In UC-GEP, the constant domain directly participates in the evolution. Our research conducted extensive experiments over nine benchmark functions from the IEEE Congress on Evolutionary Computation 2005 and compared the results to three other algorithms namely Meta-Constants based GEP (MC-GEP), Meta-Uniform-Constants based GEP (MUC-GEP), and the Floating Point Genetic Algorithm (FP-GA). For simplicity, all GEP methods adopt a one-tier index gene structure. The results demonstrate the optimal performance of our UC-GEP in solving multimodal problems and show that at least one GEP method outperforms FP-GA on all test functions with higher computational complexity.     

A sequential refinement approach for parameter optimization in continuous dynamic models

The determination of the optimal values for parameters in a continuous dynamic system model is normally a computationally intensive task. Two separate numerical processes are involved; namely, the mechanism for solving the ordinary differential equations that comprise the system model, and the function minimization procedure used to search for the optimal parameter values. Both these processes typically have embedded parameters which control their respective operations. In this paper a general approach is described for adjusting these parameters in a way which allows the two processes to function in a more integrated and hence more efficient way in solving the parameter optimization problem. A specific implementation of the approach is described and the results of an extensive set of numerical experiments are given, These results indicate that the approach can provide a significant advantage in reducing the computational effort.     

一种双种群进化规划算法

在分析了导致进化规划算法早熟原因的基础上,提出了一种新的双群进化规划算法.在该算法中,进化在两个不同的子群间并行进行,通过使用不同的变异策略,实现种群在解空间具有尽可能分散的探索能力的同时在局部具有尽可能细致的搜索能力.通过子群重组实现子群间的信息交换.对该算法性能进行的理论分析以及基于典型算例的数字仿真均证明该算法具有更好的性能.     

一种多目标进化算法的分布度评价方法

系统分析现存多目标进化算法中分布度评价方法的特点和不足,提出一种基于最小生成树的可变邻域分布度评价方法,通过评价解集在"邻域"内的相对均匀程度,准确给出解集的分布结果,并部分解决现有方法不能对Pareto最优面为非均匀分布的测试函数评价的问题,另外,给出一种解集映射方法,使其在少考虑一维信息同时,保持分布情况不变,实验结果证明该方法的可行性和有效性.     

A novel optimization approach for minimum cost design of trusses

This paper describes new optimization strategies that offer significant improvements in performance over existing methods for bridge-truss design. In this study, a real-world cost function that consists of costs on the weight of the truss and the number of products in the design is considered. We propose a new sizing approach that involves two algorithms applied in sequence – (1) a novel approach to generate a “good” initial solution and (2) a local search that attempts to generate the optimal solution by starting with the final solution from the previous algorithm. A clustering technique, which identifies members that are likely to have the same product type, is used with cost functions that consider a cost on the number of products. The proposed approach gives solutions that are much lower in cost compared to those generated in a comprehensive study of the same problem using genetic algorithms (GA). Also, the number of evaluations needed to arrive at the optimal solution is an order of magnitude lower than that needed in GAs. Since existing optimization techniques use cost functions like those of minimum-weight truss problems to illustrate their performance, the proposed approach is also applied to the same examples in order to compare its relative performance. The proposed approach is shown to generate solutions of not only better quality but also much more efficiently. To highlight the use of this sizing approach in a broader optimization framework, a simple geometry optimization algorithm that uses the sizing approach is presented. This algorithm is also shown to provide solutions better than the existing results in literature.     

Evolutionary optimization for disaster relief operations: A survey

Effective planning and scheduling of relief operations play a key role in saving lives and reducing damage in disasters. These emergency operations involve a variety of challenging optimization problems, for which evolutionary computation methods are well suited. In this paper we survey the research advances in evolutionary algorithms (EAs) applied to disaster relief operations. The operational problems are classified into five typical categories, and representative works on EAs for solving the problems are summarized, in order to give readers a general overview of the state-of-the-arts and facilitate them to find suitable methods in practical applications. Several state-of-art methods are compared on a set of real-world emergency transportation problem instances, and some lessons are drawn from the experimental analysis. Finally, the strengths, limitations and future directions in the area are discussed.     

一种混合策略的Pareto演化规划

提出一种多目标演化算法--混合策略Pareto演化规划(Mixed Strategies Pareto Evolutionary Programming,MSPEP).借鉴强度Pareto Ⅱ演化算法的个体比较技术,通过计算个体位序的Pareto强度值进行比较排序,混合策略变异机制用于指导算法有效搜索过程.标准测试函数的实验结果验证算法的通用性和有效性.算法搜索的解集能快速逼近Pareto最优前沿.     

Stacking sequence optimization for constant stiffness laminates based on a continuous optimization approach

In this paper, an optimization procedure based on multi-phase topology optimization is developed to determine the optimal stacking sequence of laminates made up of conventional plies oriented at ?45°, 0°, 45 and 90°. The formulation relies on the SFP (Shape Functions with Penalization) parameterization, in which the discrete optimization problem is replaced by a continuous approach with a penalty to exclude intermediate values of the design variables. In this approach, the material stiffness of each physical ply is expressed as a weighted sum over the stiffness of the candidate plies corresponding to ?45°, 0°, 45 and 90° orientations. In SFP, two design variables are needed for each physical ply in the laminate to parameterize the problem with respect to the 4 candidate orientations. Even if only constant stiffness laminates of constant thickness are considered in this paper, specific design rules used in aeronautics for composite panels (i.e., no more than a maximum number of consecutive plies with the same orientation in the stacking sequence) are however formulated and taken into account in the optimization problem. The methodology is demonstrated on an application. It is discussed how the different design rules can affect the solution.     

MCEDA: A novel many-objective optimization approach based on model and clustering

To solve many-objective optimization problems (MaOPs) by evolutionary algorithms (EAs), the maintenance of convergence and diversity is essential and difficult. Improved multi-objective optimization evolutionary algorithms (MOEAs), usually based on the genetic algorithm (GA), have been applied to MaOPs, which use the crossover and mutation operators of GAs to generate new solutions. In this paper, a new approach, based on decomposition and the MOEA/D framework, is proposed: model and clustering based estimation of distribution algorithm (MCEDA). MOEA/D means the multi-objective evolutionary algorithm based on decomposition. The proposed MCEDA is a new estimation of distribution algorithm (EDA) framework, which is intended to extend the application of estimation of distribution algorithm to MaOPs. MCEDA was implemented by two similar algorithm, MCEDA/B (based on bits model) and MCEDA/RM (based on regular model) to deal with MaOPs. In MCEDA, the problem is decomposed into several subproblems. For each subproblem, clustering algorithm is applied to divide the population into several subgroups. On each subgroup, an estimation model is created to generate the new population. In this work, two kinds of models are adopted, the new proposed bits model and the regular model used in RM-MEDA (a regularity model based multi-objective estimation of distribution algorithm). The non-dominated selection operator is applied to improve convergence. The proposed algorithms have been tested on the benchmark test suite for evolutionary algorithms (DTLZ). The comparison with several state-of-the-art algorithms indicates that the proposed MCEDA is a competitive and promising approach.     

一个用于多目标优化的进化规划算法

进化计算的群体搜索机制为多目标优化问题的直接求解提供了途径.本文将多目标遗传算法中的一些技术用于进化规划,提出一个多目标进化规划算法,并给出计算实例.