A new metaheuristic for optimization: Optics inspired optimization (OIO)

Due to the law of reflection, a concave reflecting surface/mirror causes the incident light rays to converge and a convex surface/mirror causes the light rays to reflect away so that they all appear to be diverging. These converging and diverging behaviors cause that the curved mirrors show different image types depending on the distance between the object and the mirror. We model such optical phenomena metaphorically into the searching process of numerical optimization by a new algorithm called optics inspired optimization (OIO). OIO treats the surface of the numerical function to be optimized as a reflecting surface in which each peak is assumed to reflect as a convex mirror and each valley to reflect as a concave one. Each individual is assumed to be an artificial object (or light point) that its artificially glittered ray is reflected back by the function surface, given that the surface is convex or concave, and the artificial image is formed (a candidate solution is generated within the search domain) based on the mirror equations adopted from physics of optics. Besides OIO, we introduce different variants of it, called ROIO (Rotation based OIO), and COIO (Convex combination based OIO) algorithms and conduct an extensive computational effort to find out the merit of the new algorithms. Our comparisons on benchmark test functions and a real world engineering design application (i.e., optimization of a centrifuge pump) demonstrate that the new algorithms are efficient and compete better than or similar to most of state of the art optimization algorithms with the advantage of accepting few input parameters.     

Using memory and fuzzy rules in a co-operative multi-thread strategy for optimization

In this article, we analyze a co-operative multi-thread search-based optimization strategy, where each solver thread represents a different optimization algorithm (or the same one with different settings), and they are all controlled by a centralized co-ordinator. We also propose the use of memory to keep track of both the state of the individual threads and the obtained solutions. Based on this memory, a very simple fuzzy rule base is used to control the system behavior.We also present the results of three computational experiments. The first of these checks the strategy by comparing it with an independent search strategy and a sequential algorithm, and the superiority of the co-operative scheme is confirmed. The second analyzes how definition of the threads affects the quality of the results, and the importance of there being a balanced set between intensification and diversification is corroborated. The third explores the use of memory with two different fuzzy rules, and the results indicate that the best combination is to use memory together with two rules (solver dependent and solver independent ones) (although this combination should not be activated at the beginning of the search in order to avoid premature convergence).     

Optimal power flow using an Improved Colliding Bodies Optimization algorithm

This paper proposes Improved Colliding Bodies Optimization (ICBO) algorithm to solve efficiently the optimal power flow (OPF) problem. Several objectives, constraints and formulations at normal and preventive operating conditions are used to model the OPF problem. Applications are carried out on three IEEE standard test systems through 16 case studies to assess the efficiency and the robustness of the developed ICBO algorithm. A proposed performance evaluation procedure is proposed to measure the strength and robustness of the proposed ICBO against numerous optimization algorithms. Moreover, a new comparison approach is developed to compare the ICBO with the standard CBO and other well-known algorithms. The obtained results demonstrate the potential of the developed algorithm to solve efficiently different OPF problems compared to the reported optimization algorithms in the literature.     

Minimising total tardiness in the m-machine flowshop problem: A review and evaluation of heuristics and metaheuristics

In this work, a review and comprehensive evaluation of heuristics and metaheuristics for the m-machine flowshop scheduling problem with the objective of minimising total tardiness is presented. Published reviews about this objective usually deal with a single machine or parallel machines and no recent methods are compared. Moreover, the existing reviews do not use the same benchmark of instances and the results are difficult to reproduce and generalise. We have implemented a total of 40 different heuristics and metaheuristics and we have analysed their performance under the same benchmark of instances in order to make a global and fair comparison. In this comparison, we study from the classical priority rules to the most recent tabu search, simulated annealing and genetic algorithms. In the evaluations we use the experimental design approach and careful statistical analyses to validate the effectiveness of the different methods tested. The results allow us to clearly identify the state-of-the-art methods.     

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.     

Hybridizing the cross-entropy method: An application to the max-cut problem

Cross-entropy has been recently proposed as a heuristic method for solving combinatorial optimization problems. We briefly review this methodology and then suggest a hybrid version with the goal of improving its performance. In the context of the well-known max-cut problem, we compare an implementation of the original cross-entropy method with our proposed version. The suggested changes are not particular to the max-cut problem and could be considered for future applications to other combinatorial optimization problems.     

Tabu search-based metaheuristic algorithm for software system reliability problems

This paper presents a new metaheuristic-based algorithm for complex reliability problems. The algorithm effectively uses features of the Tabu Search paradigm, with special emphasis on the exploitation of memory-based mechanisms. It balances intensification with diversification via the use of short-term and long-term memory. The algorithm has been thoroughly tested on benchmark problems from the literature as well as on a pool of random generated instances of very large scale software systems. The proposed algorithm proves to be robust with respect to its parameters and it is especially suited for very large scale instances of the reliability problem, when exact approaches are doomed to fail.     

Michigan Particle Swarm Optimization for Prototype Reduction in Classification Problems

This paper presents a new approach to Particle Swarm Optimization, called Michigan Approach PSO (MPSO), and its application to continuous classification problems as a Nearest Prototype (NP) classifier. In Nearest Prototype classifiers, a collection of prototypes has to be found that accurately represents the input patterns. The classifier then assigns classes based on the nearest prototype in this collection. The MPSO algorithm is used to process training data to find those prototypes. In the MPSO algorithm each particle in a swarm represents a single prototype in the solution and it uses modified movement rules with particle competition and cooperation that ensure particle diversity. The proposed method is tested both with artificial problems and with real benchmark problems and compared with several algorithms of the same family. Results show that the particles are able to recognize clusters, find decision boundaries and reach stable situations that also retain adaptation potential. The MPSO algorithm is able to improve the accuracy of 1-NN classifiers, obtains results comparable to the best among other classifiers, and improves the accuracy reported in literature for one of the problems.

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.     

Ant algorithms and stigmergy

Ant colonies, and more generally social insect societies, are distributed systems that, in spite of the simplicity of their individuals, present a highly structured social organization. As a result of this organization, ant colonies can accomplish complex tasks that in some cases far exceed the individual capacities of a single ant. The study of ant colonies behavior and of their self-organizing capacities is interesting for computer scientists because it provides models of distributed organization which are useful to solve difficult optimization and distributed control problems. In this paper we overview some models derived from the observation of real ants, emphasizing the role played by stigmergy as distributed communication paradigm, and we show how these models have inspired a number of novel algorithms for the solution of distributed optimization and distributed control problems.