A modified micro genetic algorithm for undertaking multi-objective optimization problems

In this paper, a Modified micro Genetic Algorithm (MmGA) is proposed for undertaking Multi-objective Optimization Problems (MOPs). An NSGA-II inspired elitism strategy and a population initialization strategy are embedded into the traditional micro Genetic Algorithm (mGA) to form the proposed MmGA. The main aim of the MmGA is to improve its convergence rate towards the pareto optimal solutions. To evaluate the effectiveness of the MmGA, two experiments using the Kursawe test function in MOPs are conducted, and the results are compared with those from other approaches using a multi-objective evolutionary algorithm indicator, i.e. the Generational Distance (GD). The outcomes positively demonstrate that the MmGA is able to provide useful solutions with improved GD measures for tackling MOPs.

A modified Intelligent Water Drops algorithm and its application to optimization problems

The Intelligent Water Drop (IWD) algorithm is a recent stochastic swarm-based method that is useful for solving combinatorial and function optimization problems. In this paper, we investigate the effectiveness of the selection method in the solution construction phase of the IWD algorithm. Instead of the fitness proportionate selection method in the original IWD algorithm, two ranking-based selection methods, namely linear ranking and exponential ranking, are proposed. Both ranking-based selection methods aim to solve the identified limitations of the fitness proportionate selection method as well as to enable the IWD algorithm to escape from local optima and ensure its search diversity. To evaluate the usefulness of the proposed ranking-based selection methods, a series of experiments pertaining to three combinatorial optimization problems, i.e., rough set feature subset selection, multiple knapsack and travelling salesman problems, is conducted. The results demonstrate that the exponential ranking selection method is able to preserve the search diversity, therefore improving the performance of the IWD algorithm. © 2014 Elsevier Ltd. All rights reserved.

An ensemble of intelligent water drop algorithms and its application to optimization problems

Crown Copyright © 2015 Published by Elsevier Inc. All rights reserved. The Intelligent Water Drop (IWD) algorithm is a recent stochastic swarm-based method that is useful for solving combinatorial and function optimization problems. In this paper, we propose an IWD ensemble known as the Master-River, Multiple-Creek IWD (MRMC-IWD) model, which serves as an extension of the modified IWD algorithm. The MRMC-IWD model aims to improve the exploration capability of the modified IWD algorithm. It comprises a master river which cooperates with multiple independent creeks to undertake optimization problems based on the divide-and-conquer strategy. A technique to decompose the original problem into a number of sub-problems is first devised. Each sub-problem is then assigned to a creek, while the overall solution is handled by the master river. To empower the exploitation capability, a hybrid MRMC-IWD model is introduced. It integrates the iterative improvement local search method with the MRMC-IWD model to allow a local search to be conducted, therefore enhancing the quality of solutions provided by the master river. To evaluate the effectiveness of the proposed models, a series of experiments pertaining to two combinatorial problems, i.e., the travelling salesman problem (TSP) and rough set feature subset selection (RSFS), are conducted. The results indicate that the MRMC-IWD model can satisfactorily solve optimization problems using the divide-and-conquer strategy. By incorporating a local search method, the resulting hybrid MRMC-IWD model not only is able to balance exploration and exploitation, but also to enable convergence towards the optimal solutions, by employing a local search method. In all seven selected TSPLIB problems, the hybrid MRMC-IWD model achieves good results, with an average deviation of 0.021% from the best known optimal tour lengths. Compared with other state-of-the-art methods, the hybrid MRMC-IWD model produces the best results (i.e. the shortest and uniform reducts of 20 runs) for all13 selected RSFS problems.

Evolutionary multiobjective optimization in engineering management: an empirical study on bridge deck rehabilitation

There exist multiple objectives in engineering management such as minimum cost and maximum service capacity. Although solution methods of multiobjective optimization problems have undergone continual development over the past several decades, the methods available to date are not particularly robust, and none of them performs well on the broad classes. Because genetic algorithms work with a population of points, they can capture a number of solutions simultaneously, and easily incorporate the concept of Pareto optimal set in their optimization process. In this paper, a genetic algorithm is modified to deal with the rehabilitation planning of bridge decks at a network level by minimizing the rehabilitation cost and deterioration degree simultaneously.

Evolutionary multiobjective optimization in engineering management: an empirical application in infrastructure systems

Generally multiple objectives exist in transportation infrastructure management, such as minimum cost and maximum service capacity. Although solution methoak of multiobjective optimization problems have undergone continual development over the part several decades, the methods available to date are not particularly robust, and none of them perform well on the broad classes. Because genetic algorithms work with apopulation ofpoints, they can capture a number of solutions simultaneously, and easily incorporate the concept of a Pareto optimal set in their optimization process. In this paper, a genetic algorithm is modified to deal with an empirical application for the rehabilitation planning of bridge decks, at a network level, by minimizing the rehabilitation cost and deterioration degree simultaneously.

Construction of aggregation operators for automated decision making via optimal interpolation and global optimization

This paper examines methods of point wise construction of aggregation operators via optimal interpolation. It is shown that several types of application-specific requirements lead to interpolatory type constraints on the aggregation function. These constraints are translated into global optimization problems, which are the focus of this paper. We present several methods of reduction of the number of variables, and formulate suitable numerical algorithms based on Lipschitz optimization.

Construction of neural network-based prediction intervals using particle swarm optimization

Prediction intervals (PIs) are excellent tools for quantification of uncertainties associated with point forecasts and predictions. This paper adopts and develops the lower upper bound estimation (LUBE) method for construction of PIs using neural network (NN) models. This method is fast and simple and does not require calculation of heavy matrices, as required by traditional methods. Besides, it makes no assumption about the data distribution. A new width-based index is proposed to quantitatively check how much PIs are informative. Using this measure and the coverage probability of PIs, a multi-objective optimization problem is formulated to train NN models in the LUBE method. The optimization problem is then transformed into a training problem through definition of a PI-based cost function. Particle swarm optimization (PSO) with the mutation operator is used to minimize the cost function. Experiments with synthetic and real-world case studies indicate that the proposed PSO-based LUBE method can construct higher quality PIs in a simpler and faster manner.

Global non-smooth optimization in robust multivariate regression

Robust regression in statistics leads to challenging optimization problems. Here, we study one such problem, in which the objective is non-smooth, non-convex and expensive to calculate. We study the numerical performance of several derivative-free optimization algorithms with the aim of computing robust multivariate estimators. Our experiences demonstrate that the existing algorithms often fail to deliver optimal solutions. We introduce three new methods that use Powell's derivative-free algorithm. The proposed methods are reliable and can be used when processing very large data sets containing outliers.

A new approach based on support vector machine for solving stochastic optimization

Making decision usually occurs in the state of being uncertain. These kinds of problems often expresses in a formula as optimization problems. It is desire for decision makers to find a solution for optimization problems. Typically, solving optimization problems in uncertain environment is difficult. This paper proposes a new hybrid intelligent algorithm to solve a kind of stochastic optimization i.e. dependent chance programming (DCP) model. In order to speed up the solution process, we used support vector machine regression (SVM regression) to approximate chance functions which is the probability of a sequence of uncertain event occurs based on the training data generated by the stochastic simulation. The proposed algorithm consists of three steps: (1) generate data to estimate the objective function, (2) utilize SVM regression to reveal a trend hidden in the data (3) apply genetic algorithm (GA) based on SVM regression to obtain an estimation for the chance function. Numerical example is presented to show the ability of algorithm in terms of time-consuming and precision.

A hybrid cuckoo search and variable neighborhood descent for single and multiobjective scheduling problems

Cuckoo search (CS) is a relatively new meta-heuristic that has proven its strength in solving continuous optimization problems. This papers applies cuckoo search to the class of sequencing problems by hybridizing it with a variable neighborhood descent local search for enhancing the quality of the obtained solutions. The Lévy flight operator proposed in the original CS is modified to address the discrete nature of scheduling problems. Two well-known problems are used to demonstrate the effectiveness of the proposed hybrid CS approach. The first is the NP-hard single objective problem of minimizing the weighted total tardiness time (Formula presented.) and the second is the multiobjective problem of minimizing the flowtime ¯ and the maximum tardiness Tmaxfor single machine (Formula presented.). For the first problem, computational results show that the hybrid CS is able to find the optimal solutions for all benchmark test instances with 40, 50, and 100 jobs and for most instances with 150, 200, 250, and 300 jobs. For the second problem, the hybrid CS generated solutions on and very close to the exact Pareto fronts of test instances with 10, 20, 30, and 40 jobs. In general, the results reveal that the hybrid CS is an adequate and robust method for tackling single and multiobjective scheduling problems.

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.

Evolutionary optimization: a big data perspective

Stochastic search techniques such as evolutionary algorithms (EA) are known to be better explorer of search space as compared to conventional techniques including deterministic methods. However, in the era of big data like most other search methods and learning algorithms, suitability of evolutionary algorithms is naturally questioned. Big data pose new computational challenges including very high dimensionality and sparseness of data. Evolutionary algorithms' superior exploration skills should make them promising candidates for handling optimization problems involving big data. High dimensional problems introduce added complexity to the search space. However, EAs need to be enhanced to ensure that majority of the potential winner solutions gets the chance to survive and mature. In this paper we present an evolutionary algorithm with enhanced ability to deal with the problems of high dimensionality and sparseness of data. In addition to an informed exploration of the solution space, this technique balances exploration and exploitation using a hierarchical multi-population approach. The proposed model uses informed genetic operators to introduce diversity by expanding the scope of search process at the expense of redundant less promising members of the population. Next phase of the algorithm attempts to deal with the problem of high dimensionality by ensuring broader and more exhaustive search and preventing premature death of potential solutions. To achieve this, in addition to the above exploration controlling mechanism, a multi-tier hierarchical architecture is employed, where, in separate layers, the less fit isolated individuals evolve in dynamic sub-populations that coexist alongside the original or main population. Evaluation of the proposed technique on well known benchmark problems ascertains its superior performance. The algorithm has also been successfully applied to a real world problem of financial portfolio management. Although the proposed method cannot be considered big data-ready, it is certainly a move in the right direction.

On the kidney exchange problem: cardinality constrained cycle and chain problems on directed graphs: a survey of integer programming approaches

The Kidney Exchange Problem (KEP) is a combinatorial optimization problem and has attracted the attention from the community of integer programming/combinatorial optimisation in the past few years. Defined on a directed graph, the KEP has two variations: one concerns cycles only, and the other, cycles as well as chains on the same graph. We call the former a Cardinality Constrained Multi-cycle Problem (CCMcP) and the latter a Cardinality Constrained Cycles and Chains Problem (CCCCP). The cardinality for cycles is restricted in both CCMcP and CCCCP. As for chains, some studies in the literature considered cardinality restrictions, whereas others did not. The CCMcP can be viewed as an Asymmetric Travelling Salesman Problem that does allow subtours, however these subtours are constrained by cardinality, and that it is not necessary to visit all vertices. In existing literature of the KEP, the cardinality constraint for cycles is usually considered to be small (to the best of our knowledge, no more than six). In a CCCCP, each vertex on the directed graph can be included in at most one cycle or chain, but not both. The CCMcP and the CCCCP are interesting and challenging combinatorial optimization problems in their own rights, particularly due to their similarities to some travelling salesman- and vehicle routing-family of problems. In this paper, our main focus is to review the existing mathematical programming models and solution methods in the literature, analyse the performance of these models, and identify future research directions. Further, we propose a polynomial-sized and an exponential-sized mixed-integer linear programming model, discuss a number of stronger constraints for cardinality-infeasible-cycle elimination for the latter, and present some preliminary numerical results.

On the proximal Landweber Newton method for a class of nonsmooth convex problems

We consider a class of nonsmooth convex optimization problems where the objective function is a convex differentiable function regularized by the sum of the group reproducing kernel norm and (Formula presented.)-norm of the problem variables. This class of problems has many applications in variable selections such as the group LASSO and sparse group LASSO. In this paper, we propose a proximal Landweber Newton method for this class of convex optimization problems, and carry out the convergence and computational complexity analysis for this method. Theoretical analysis and numerical results show that the proposed algorithm is promising.

Towards insightful algorithm selection for optimisation using meta-learning concepts

In this paper we propose a meta-learning inspired framework for analysing the performance of meta-heuristics for optimization problems, and developing insights into the relationships between search space characteristics of the problem instances and algorithm performance. Preliminary results based on several meta-heuristics for well-known instances of the Quadratic Assignment Problem are presented to illustrate the approach using both supervised and unsupervised learning methods.