An interval type-2 fuzzy logic system-based method for prediction interval construction

This paper introduces a new non-parametric method for uncertainty quantification through construction of prediction intervals (PIs). The method takes the left and right end points of the type-reduced set of an interval type-2 fuzzy logic system (IT2FLS) model as the lower and upper bounds of a PI. No assumption is made in regard to the data distribution, behaviour, and patterns when developing intervals. A training method is proposed to link the confidence level (CL) concept of PIs to the intervals generated by IT2FLS models. The new PI-based training algorithm not only ensures that PIs constructed using IT2FLS models satisfy the CL requirements, but also reduces widths of PIs and generates practically informative PIs. Proper adjustment of parameters of IT2FLSs is performed through the minimization of a PI-based objective function. A metaheuristic method is applied for minimization of the non-linear non-differentiable cost function. Performance of the proposed method is examined for seven synthetic and real world benchmark case studies with homogenous and heterogeneous noise. The demonstrated results indicate that the proposed method is capable of generating high quality PIs. Comparative studies also show that the performance of the proposed method is equal to or better than traditional neural network-based methods for construction of PIs in more than 90% of cases. The superiority is more evident for the case of data with a heterogeneous noise. © 2014 Elsevier B.V.

Neural network training by hybrid accelerated cuckoo particle swarm optimization algorithm

Metaheuristic algorithm is one of the most popular methods in solving many optimization problems. This paper presents a new hybrid approach comprising of two natures inspired metaheuristic algorithms i.e. Cuckoo Search (CS) and Accelerated Particle Swarm Optimization (APSO) for training Artificial Neural Networks (ANN). In order to increase the probability of the egg’s survival, the cuckoo bird migrates by traversing more search space. It can successfully search better solutions by performing levy flight with APSO. In the proposed Hybrid Accelerated Cuckoo Particle Swarm Optimization (HACPSO) algorithm, the communication ability for the cuckoo birds have been provided by APSO, thus making cuckoo bird capable of searching for the best nest with better solution. Experimental results are carried-out on benchmarked datasets, and the performance of the proposed hybrid algorithm is compared with Artificial Bee Colony (ABC) and similar hybrid variants. The results show that the proposed HACPSO algorithm performs better than other algorithms in terms of convergence and accuracy.

Busca heurística através de algoritmo genético e memético com construção de vocábulos para o problema de atribuição de localidades a anéis Sonet

Telecommunications play a key role in contemporary society. However, as new technologies are put into the market, it also grows the demanding for new products and services that depend on the offered infrastructure, making the problems of planning telecommunications networks, despite the advances in technology, increasingly larger and complex. However, many of these problems can be formulated as models of combinatorial optimization, and the use of heuristic algorithms can help solving these issues in the planning phase. In this project it was developed two pure metaheuristic implementations Genetic algorithm (GA) and Memetic Algorithm (MA) plus a third hybrid implementation Memetic Algorithm with Vocabulary Building (MA+VB) for a problem in telecommunications that is known in the literature as Problem SONET Ring Assignment Problem or SRAP. The SRAP arises during the planning stage of the physical network and it consists in the selection of connections between a number of locations (customers) in order to meet a series of restrictions on the lowest possible cost. This problem is NP-hard, so efficient exact algorithms (in polynomial complexity ) are not known and may, indeed, even exist

Estratégias de aplicações sequenciais e paralelas da metaheurística otimização por enxame de partículas ao problema do caixeiro viajante

Particle Swarm Optimization is a metaheuristic that arose in order to simulate the behavior of a number of birds in flight, with its random movement locally, but globally determined. This technique has been widely used to address non-liner continuous problems and yet little explored in discrete problems. This paper presents the operation of this metaheuristic, and propose strategies for implementation of optimization discret problems as form of execution parallel as sequential. The computational experiments were performed to instances of the TSP, selected in the library TSPLIB contenct to 3038 nodes, showing the improvement of performance of parallel methods for their sequential versions, in executation time and results

Metaheurísticas evolutivas para o problema de roteamento de unidades móveis de pistoneio

This paper presents metaheuristic strategies based on the framework of evolutionary algorithms (Genetic and Memetic) with the addition of Technical Vocabulary Building for solving the Problem of Optimizing the Use of Multiple Mobile Units Recovery of Oil (MRO units). Because it is an NP-hard problem, a mathematical model is formulated for the problem, allowing the construction of test instances that are used to validate the evolutionary metaheuristics developed

Algoritmo Q-learning como estratégia de exploração e/ou explotação para metaheurísticas GRASP e algoritmo genético

Techniques of optimization known as metaheuristics have achieved success in the resolution of many problems classified as NP-Hard. These methods use non deterministic approaches that reach very good solutions which, however, don t guarantee the determination of the global optimum. Beyond the inherent difficulties related to the complexity that characterizes the optimization problems, the metaheuristics still face the dilemma of xploration/exploitation, which consists of choosing between a greedy search and a wider exploration of the solution space. A way to guide such algorithms during the searching of better solutions is supplying them with more knowledge of the problem through the use of a intelligent agent, able to recognize promising regions and also identify when they should diversify the direction of the search. This way, this work proposes the use of Reinforcement Learning technique - Q-learning Algorithm - as exploration/exploitation strategy for the metaheuristics GRASP (Greedy Randomized Adaptive Search Procedure) and Genetic Algorithm. The GRASP metaheuristic uses Q-learning instead of the traditional greedy-random algorithm in the construction phase. This replacement has the purpose of improving the quality of the initial solutions that are used in the local search phase of the GRASP, and also provides for the metaheuristic an adaptive memory mechanism that allows the reuse of good previous decisions and also avoids the repetition of bad decisions. In the Genetic Algorithm, the Q-learning algorithm was used to generate an initial population of high fitness, and after a determined number of generations, where the rate of diversity of the population is less than a certain limit L, it also was applied to supply one of the parents to be used in the genetic crossover operator. Another significant change in the hybrid genetic algorithm is the proposal of a mutually interactive cooperation process between the genetic operators and the Q-learning algorithm. In this interactive/cooperative process, the Q-learning algorithm receives an additional update in the matrix of Q-values based on the current best solution of the Genetic Algorithm. The computational experiments presented in this thesis compares the results obtained with the implementation of traditional versions of GRASP metaheuristic and Genetic Algorithm, with those obtained using the proposed hybrid methods. Both algorithms had been applied successfully to the symmetrical Traveling Salesman Problem, which was modeled as a Markov decision process

Aplicaçaõ das técnicas Path-relinking e Vocabulary buiding na melhoria de performance do algoritmo memético para o problema do caixeiro viajante assimétrico

The present essay shows strategies of improvement in a well succeded evolutionary metaheuristic to solve the Asymmetric Traveling Salesman Problem. Such steps consist in a Memetic Algorithm projected mainly to this problem. Basically this improvement applied optimizing techniques known as Path-Relinking and Vocabulary Building. Furthermore, this last one has being used in two different ways, in order to evaluate the effects of the improvement on the evolutionary metaheuristic. These methods were implemented in C++ code and the experiments were done under instances at TSPLIB library, being possible to observe that the procedures purposed reached success on the tests done

Hybrid evolutionary algorithm for the Capacitated Centered Clustering Problem

The Capacitated Centered Clustering Problem (CCCP) consists of defining a set of p groups with minimum dissimilarity on a network with n points. Demand values are associated with each point and each group has a demand capacity. The problem is well known to be NP-hard and has many practical applications. In this paper, the hybrid method Clustering Search (CS) is implemented to solve the CCCP. This method identifies promising regions of the search space by generating solutions with a metaheuristic, such as Genetic Algorithm, and clustering them into clusters that are then explored further with local search heuristics. Computational results considering instances available in the literature are presented to demonstrate the efficacy of CS. (C) 2010 Elsevier Ltd. All rights reserved.

Efficient method for AC transmission network expansion planning

A combinatorial mathematical model in tandem with a metaheuristic technique for solving transmission network expansion planning (TNEP) using an AC model associated with reactive power planning (RPP) is presented in this paper. AC-TNEP is handled through a prior DC model while additional lines as well as VAr-plants are used as reinforcements to cope with real network requirements. The solution of the reinforcement stage can be obtained by assuming all reactive demands are supplied locally to achieve a solution for AC-TNEP and by neglecting the local reactive sources, a reactive power planning (RPP) will be managed to find the minimum required reactive power sources. Binary GA as well as a real genetic algorithm (RCA) are employed as metaheuristic optimization techniques for solving this combinatorial TNEP as well as the RPP problem. High quality results related with lower investment costs through case studies on test systems show the usefulness of the proposal when working directly with the AC model in transmission network expansion planning, instead of relaxed models. (C) 2010 Elsevier B.V. All rights reserved.

Efficient heuristic algorithm used for optimal capacitor placement in distribution systems

An efficient heuristic algorithm is presented in this work in order to solve the optimal capacitor placement problem in radial distribution systems. The proposal uses the solution from the mathematical model after relaxing the integrality of the discrete variables as a strategy to identify the most attractive bus to add capacitors to each step of the heuristic algorithm. The relaxed mathematical model is a nonlinear programming problem and is solved using a specialized interior point method, The algorithm still incorporates an additional strategy of local search that enables the finding of a group of quality solutions after small alterations in the optimization strategy. Proposed solution methodology has been implemented and tested in known electric systems getting a satisfactory outcome compared with metaheuristic methods.The tests carried out in electric systems known in specialized literature reveal the satisfactory outcome of the proposed algorithm compared with metaheuristic methods. (C) 2009 Elsevier Ltd. All rights reserved.

O problema do caixeiro viajante alugador : um estudo algorítmico

The Car Rental Salesman Problem (CaRS) is a variant of the classical Traveling Salesman Problem which was not described in the literature where a tour of visits can be decomposed into contiguous paths that may be performed in different rental cars. The aim is to determine the Hamiltonian cycle that results in a final minimum cost, considering the cost of the route added to the cost of an expected penalty paid for each exchange of vehicles on the route. This penalty is due to the return of the car dropped to the base. This paper introduces the general problem and illustrates some examples, also featuring some of its associated variants. An overview of the complexity of this combinatorial problem is also outlined, to justify their classification in the NPhard class. A database of instances for the problem is presented, describing the methodology of its constitution. The presented problem is also the subject of a study based on experimental algorithmic implementation of six metaheuristic solutions, representing adaptations of the best of state-of-the-art heuristic programming. New neighborhoods, construction procedures, search operators, evolutionary agents, cooperation by multi-pheromone are created for this problem. Furtermore, computational experiments and comparative performance tests are conducted on a sample of 60 instances of the created database, aiming to offer a algorithm with an efficient solution for this problem. These results will illustrate the best performance reached by the transgenetic algorithm in all instances of the dataset