An algorithm for computationally expensive engineering optimization problems

Abstract

Modern engineering design often relies on computer simulations to evaluate candidate designs, a scenario which results in an optimization of a computationally expensive black-box function. In these settings, there will often exist candidate designs which cause the simulation to fail, and can therefore degrade the search effectiveness. To address this issue, this paper proposes a new metamodel-assisted computational intelligence optimization algorithm which incorporates classifiers into the optimization search. The classifiers predict which candidate designs are expected to cause the simulation to fail, and this prediction is used to bias the search towards designs predicted to be valid. To enhance the search effectiveness, the proposed algorithm uses an ensemble approach which concurrently employs several metamodels and classifiers. A rigorous performance analysis based on a set of simulation-driven design optimization problems shows the effectiveness of the proposed algorithm.     

一种改进的混沌优化算法

为了克服遗传算法的早熟现象以及混沌优化的搜索时间过长的缺点,将遗传算法、混沌优化和变尺度方法相结合,提出了一种改进的混沌优化算法.该算法利用混沌的随机性、遍历性和规律性来避免陷入局部极小值,从而也克服了遗传算法中的早熟现象,同时引入了变尺度方法提高该算法的搜索速度.本文还给出了算法的收敛性分析.对典型测试函数的仿真结果表明此算法优于变尺度混沌优化和遗传算法.     

生物地理学优化算法研究

对生物地理学优化算法(biogeography-based optimization,BBO)的研究现状进行了总结,并介绍了一些最新的研究进展。从BBO算法提出的背景出发,讨论了算法的主要思想、算法原理以及算法步骤。论述了该算法的研究进展,包括BBO算法的改进、算法的收敛性分析、BBO算法与其他算法的融合以及BBO算法在优化领域的典型应用,对BBO算法有待研究的问题做了总结。     

Interval-parameter optimization problems on graphs

Well-known optimization problems on graphs are considered under uncertainty when parameter domains are specified in the form of intervals. Exponential estimates of computational complexity of problems being studied and also problems that are polynomial in the classical formulation are substantiated. Polynomially solvable subclasses are found, and sufficient conditions of statistical efficiency of a proposed approximate algorithm are constructively substantiated. Translated from Kibernetika i Sistemnyi Analiz, No. 2, pp. 3–14, March–April 2009.     

多峰函数优化的自适应小生境克隆选择算法

为了解决de Castro在2000年提出的CLONALG算法在多峰值函数优化时多峰搜索能力弱,训练时间长的问题,提出自适应小生境克隆选择算法（ANCSA）。该算法运用自适应小生镜技术、高频变异算子和小生镜免疫优势选择技术来对原有算法进行改进。新算法具有较强的全局和局部搜索能力,并且搜索时间较短。理论分析和仿真研究结果表明,相比CLONALG算法,提出的算法能够在较短的时间内搜索到所有的全局最优解和更多的局部最优解。     

Cognitive behavior optimization algorithm for solving optimization problems

Nature-based algorithms have become popular in recent fifteen years and have been widely applied in various fields of science and engineering, such as robot control, cluster analysis, controller design, dynamic optimization and image processing. In this paper, a new swarm intelligence algorithm named cognitive behavior optimization algorithm (COA) is introduced, which is used to solve the real-valued numerical optimization problems. COA has a detailed cognitive behavior model. In the model of COA, the common phenomenon of foraging food source for population is summarized as the process of exploration–communication–adjustment. Matching with the process, three main behaviors and two groups in COA are introduced. Firstly, cognitive population uses Gaussian and Levy flight random walk methods to explore the search space in the rough search behavior. Secondly, the improved crossover and mutation operator are used in the information exchange and share behavior between the two groups: cognitive population and memory population. Finally, the intelligent adjustment behavior is used to enhance the exploitation of the population for cognitive population. To verify the performance of our approach, both the classic and modern complex benchmark functions considered as the unconstrained functions are employed. Meanwhile, some well-known engineering design optimization problems are used as the constrained functions in the literature. The experimental results, considering both convergence and accuracy simultaneously, demonstrate the effectiveness of COA for global numerical and engineering optimization problems.     

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.     

A self-organizing random immigrants genetic algorithm for dynamic optimization problems

In this paper a genetic algorithm is proposed where the worst individual and individuals with indices close to its index are replaced in every generation by randomly generated individuals for dynamic optimization problems. In the proposed genetic algorithm, the replacement of an individual can affect other individuals in a chain reaction. The new individuals are preserved in a subpopulation which is defined by the number of individuals created in the current chain reaction. If the values of fitness are similar, as is the case with small diversity, one single replacement can affect a large number of individuals in the population. This simple approach can take the system to a self-organizing behavior, which can be useful to control the diversity level of the population and hence allows the genetic algorithm to escape from local optima once the problem changes due to the dynamics.     

A single front genetic algorithm for parallel multi-objective optimization in dynamic environments

This paper proposes a new parallel evolutionary procedure to solve multi-objective dynamic optimization problems along with some measures to evaluate multi-objective optimization in dynamic environments. These dynamic optimization problems appear in quite different real-world applications with actual socio-economic relevance. In these applications, the objective functions, the constraints, and hence, also the solutions, can change over time and usually demand to be solved online whilst the size of the changes is unknown. Although parallel processing could be very useful in these problems to meet the solution quality requirements and constraints, to date, not many parallel approaches have been reported in the literature. Taking this into account, we introduce a multi-objective optimization procedure for dynamic problems that are based on PSFGA, a parallel evolutionary algorithm previously proposed by us for multi-objective optimization. It uses an island model where a process divides the population among the remaining processes and allows the communication and coordination among the subpopulations in the different islands. The proposed algorithm makes an exclusive use of non-dominating individuals for the selection and variation operator and applies a crowding mechanism to maintain the diversity and the distribution of the solutions in the Pareto front. We also propose a model to understand the benefits of parallel processing in multi-objective problems and the speedup figures obtained in our experiments.     

An approximation algorithm for interval data minmax regret combinatorial optimization problems

The general problem of minimizing the maximal regret in combinatorial optimization problems with interval data is considered. In many cases, the minmax regret versions of the classical, polynomially solvable, combinatorial optimization problems become NP-hard and no approximation algorithms for them have been known. Our main result is a polynomial time approximation algorithm with a performance ratio of 2 for this class of problems.     

一种基于群智能的快速多目标优化算法

粒子群优化算法是一种典型的仿真群智能的算法。探讨了利用粒子群算法求解多目标优化问题,为了提高算法速度,采用了几何Pareto选择算法作为文档算法,用多方向搜索的办法寻找极端点。实验表明：该算法得到的解的数量多,速度快并且近似前沿的程度比较高。     

An adaptive single-point algorithm for global numerical optimization

This paper describes a novel algorithm for numerical optimization, called Simple Adaptive Climbing (SAC). SAC is a simple efficient single-point approach that does not require a careful fine-tunning of its two parameters. SAC algorithm shares many similarities with local optimization heuristics, such as random walk, gradient descent, and hill-climbing. SAC has a restarting mechanism, and a powerful adaptive mutation process that resembles the one used in Differential Evolution. The algorithms SAC is capable of performing global unconstrained optimization efficiently in high dimensional test functions. This paper shows results on 15 well-known unconstrained problems. Test results confirm that SAC is competitive against state-of-the-art approaches such as micro-Particle Swarm Optimization, CMA-ES or Simple Adaptive Differential Evolution.     

Multiobjective optimization using an immunodominance and clonal selection inspired algorithm

Based on the mechanisms of immunodominance and clonal selection theory, we propose a new multiobjective optimization algorithm, immune dominance clonal multiobjective algorithm （IDCMA）. IDCMA is unique in that its fitness values of current dominated individuals are assigned as the values of a custom distance measure, termed as Ab-Ab affinity, between the dominated individuals and one of the nondominated individuals found so far. According to the values of Ab-Ab affinity, all dominated individuals （antibodies） are divided into two kinds, subdominant antibodies and cryptic antibodies. Moreover, local search only applies to the subdominant antibodies, while the cryptic antibodies are redundant and have no function during local search, but they can become subdominant （active） antibodies during the subsequent evolution. Furthermore, a new immune operation, clonal proliferation is provided to enhance local search. Using the clonal proliferation operation, IDCMA reproduces individuals and selects their improved maturated progenies after local search, so single individuals can exploit their surrounding space effectively and the newcomers yield a broader exploration of the search space. The performance comparison of IDCMA with MISA, NSGA-Ⅱ, SPEA, PAES, NSGA, VEGA, NPGA, and HLGA in solving six well-known multiobjective function optimization problems and nine multiobjective 0/1 knapsack problems shows that IDCMA has a good performance in converging to approximate Pareto-optimal fronts with a good distribution.     

交通选线优化算法的设计与实现

将交通选线问题求解转化为最小生成树（Minimun Spanning Tree,MST）的求解,对比了经典MST求解算法,以图论为基础,采取一种求最小生成树的改进遗传算法．该算法以二进制编码表示最小树问题,用深度优先搜索算法进行图的连通性判断,并采用相应的适应度函数、单亲换位算子和单亲逆转算子及多种控制进化策略,能在一次遗传进化过程中获得一批最小生成树,可供决策部门综合评价与决策．     

一种自适应鲸鱼快速优化算法

针对标准鲸鱼优化算法存在的局部搜索能力不足、收敛速度慢等问题,提出了一种自适应鲸鱼快速优化算法AWOA。该算法根据个体的集散程度自适应选择全局搜索或局部搜索,在两者之间实现了动态平衡。针对偏离样本平均位置程度较高的个体引入Levy Flight进行二次优化,进一步扩大搜索区域,保证了算法的全局搜索能力。采用标准测试函数证实了AOWA具有较高的收敛速度及稳定性。将AWOA应用于无人车路径规划问题,仿真结果表明其具有稳定的局部搜索能力和全局搜索能力。     

二进制粒子群算法在人脸识别中的应用

把二进制粒子群优化算法(BPSO)应用到人脸识别中.对人脸图像进行二维离散余弦变换(DCT),获得人脸图像的特征向量,应用BPSO算法对得到的特征向量进行特征选择,得到最具代表性的人脸特征.与遗传算法(GA)相比,在选择的特征较少的情况下,BPSO算法比遗传算法有更好的识别率.实验结果表明,BPSO算法应用到人脸识别中有较高的识别率,是一种非常有效的特征提取方法.     

基于在线优化的切换多模型自适应控制

介绍了切换多模型控制方法，针对多模型方法中子模型数量过多的问题，提出一种基于模型集在线优化方案的多模型自适应控制算法，并对其实时性进行讨论，该方法能减少子模型数量，降低计算复杂度，缩短系统的采样间隔，计算机仿真结果表明，该方法在控制精度，计算复杂度等方面均优于采用固定模型集的切换方案。     

A novel cultural algorithm for real-parameter optimization

The intellects-masses optimizer (IMO) is a new variant of cultural algorithm, which is used to solve continuous numerical optimization problems. The proposed method divides its population into two sub-populations, one that contains the fittest individuals (called the intellects) and the other sub-population, which includes the rest of the individuals in the population (called the masses). The two sub-populations evolve in parallel and influence each other. IMO is a simple, easy to code approach that has few, easy to tune parameters. The performance of IMO is investigated on 25 problems; five of them are real-world engineering problems and six high-dimensional problems. IMO is compared with 6 other state-of-the-art swarm intelligence approaches on the 25 problems. The results show that IMO generally outperforms the other approaches.     

Handling multiple objectives with biogeography-based optimization

Biogeography-based optimization (BBO) is a new evolutionary optimization method inspired by biogeography. In this paper, BBO is extended to a multi-objective optimization, and a biogeography-based multi-objective optimization (BBMO) is introduced, which uses the cluster attribute of islands to naturally decompose the problem. The proposed algorithm makes use of nondominated sorting approach to improve the convergence ability effciently. It also combines the crowding distance to guarantee the diversity of Pareto optimal solutions. We compare the BBMO with two representative state-of-the-art evolutionary multi-objective optimization methods, non-dominated sorting genetic algorithm-II (NSGA-II) and archive-based micro genetic algorithm (AMGA) in terms of three metrics. Simulation results indicate that in most cases, the proposed BBMO is able to find much better spread of solutions and converge faster to true Pareto optimal fronts than NSGA-II and AMGA do.     

Stochastic convergence analysis and parameter selection of the standard particle swarm optimization algorithm

This letter presents a formal stochastic convergence analysis of the standard particle swarm optimization (PSO) algorithm, which involves with randomness. By regarding each particle's position on each evolutionary step as a stochastic vector, the standard PSO algorithm determined by non-negative real parameter tuple {ω,c₁,c₂} is analyzed using stochastic process theory. The stochastic convergent condition of the particle swarm system and corresponding parameter selection guidelines are derived.