置换流水车间调度问题的中心引力优化算法求解

目前求解置换流水车间调度问题的智能优化算法都是随机型优化方法,存在的一个问题是解的稳定性较差。针对该问题,本文给出一种确定型智能优化算法——中心引力优化算法的求解方法。为处理基本中心引力优化算法对初始解选择要求高的问题,利用低偏差序列生成初始解,提高初始解质量;利用加速度和位置迭代方程更新解的状态;利用两位置交换排序法进行局部搜索,提高算法的优化性能。采用置换流水车间调度问题标准测试算例进行数值实验,并和基本中心引力优化算法、NEH启发式算法、微粒群优化算法和萤火虫算法进行比较。结果表明该算法不仅具有更好的解的稳定性,而且具有更高的计算精度,为置换流水车间调度问题的求解提供了一种可行有效的方法。     

非线性约束优化问题的混合粒子群算法

把处理约束条件的一个外点方法和改进的粒子群优化算法相结合,提出了一种求解非线性约束优化问题的混合粒子群优化算法.该方法兼顾了粒子群优化和外点法的优点,对算法迭代过程中出现不可行粒子,利用外点法处理后产生可行粒子.数值实验表明了提出的新算法具有有效性、通用性和稳健性.     

离散变量结构优化设计的组合算法*

本文首先给出了离散变量优化设计局部最优解的定义,然后提出了一种综合的组合算法.该算法采用分级优化的方法,第一级优化首先采用计算效率很高且经过随机抽样性能实验表明性能较高的启发式算法─—相对差商法,求解离散变量结构优化设计问题近似最优解 X ;第二级采用组合算法,在 X 的离散邻集内建立离散变量结构优化设计问题的(-1,0.1)规划模型,再进一步将其化为(0,1)规划模型,应用定界组合算法或相对差商法求解该(0,1)规划模型,求得局部最优解.解决了采用启发式算法无法判断近似最优解是否为局部最优解这一长期未得到解决的问题,提高了计算精度,同时,由于相对差商法的高效率与高精度,以上综合的组合算法的计算效率也还是较高的.     

非线性整数规划的一个新的无参数填充函数算法

离散填充函数是一种用于求解多极值优化问题最优解的一种行之有效的方法.已被证明对于求解大规模离散优化问题是有效的.本文基于改进的离散填充函数定义,构造了一个新的无参数填充函数,并在理论上给出了证明,提出了一个新的填充函数算法.该填充函数无需调节参数,而且只需极小化一次目标函数.数值结果表明,该算法是高效的、可行的.     

一种改进的禁忌搜索算法及其在连续全局优化中的应用

禁忌搜索算法是一种元启发式的全局优化算法,是局部搜索算法的一种推广,已被成功地应用于许多组合优化问题中。本文针对有界闭区域上的连续函数全局优化问题,提出了一种改进的禁忌搜索算法,并进行了理论分析和数值实验。数值实验表明,对于连续函数全局优化问题的求解该算法是可行有效的,并且结构简单,迭代次数较少,是一种较好的全局启发式优化算法。     

求解复杂优化问题的基于信息熵的自适应蚁群算法

针对基本蚁群算法存在收敛速度慢、易陷入局部最优、计算复杂且不易求解连续优化问题等缺陷 ,提出了一种基于信息熵的改进自适应蚁群算法 ,采用由信息熵控制的路径选择及随机扰动策略实现了算法的自适应调节 ,克服了基本蚁群算法的不足 .典型的 NP-hard问题的计算实例表明 ,该方法具有较好的收敛性、稳定性和鲁棒性 ,可用于离散及连续的组合优化问题求解中 ,其不失为求解复杂组合优化问题的一种较好的方法 .     

旅行商问题的交叉粒子群优化算法

本文将粒子群优化算法(PSO)应用于求解旅行商问题(TSP),结合遗传算法的交叉算子,建立了求解此问题的交叉粒子群优化算法,数值模拟结果表明了该算法的有效性.     

求解旅行商问题的搜寻者遗传算法

针对简单遗传算法易陷入局部最优及收敛速度慢的不足,提出一种改进遗传算法-基于启发式策略的搜寻者遗传算法.首先将搜寻者优化算法中的模糊思想和近邻策略相结合改进变异算子,增强种群多样性,避免陷入局部最优;然后针对路径优化问题基于启发式策略设计反转算子,使得路径中不存在交叉边,加快收敛速度;最后将改进遗传算法用于求解旅行商问题.结果表明,改进遗传算法的求解精度和求解效率明显优于基本遗传算法.     

基于禁忌算法的中枢辐射航线网络鲁棒优化方法

文章针对航空公司构建中枢辐射航线网络问题展开研究,采用鲁棒优化的方法建立数学模型,针对鲁棒解的特点以及问题的复杂性,将禁忌算法和最短路算法相结合并加以改进,提出了一种适应于求解大型问题的启发式算法,并通过实例进行了仿真实现.     

基于改进的粒子群算法求解供应链网络均衡问题

传统的供应链求解方法为投影法,针对其要对投影进行计算,十分复杂的缺点,提出用改进的粒子群算法求解供应链均衡问题,利用动态异步调整学习因子来有效的提高了算法搜索能力与精度。本文介绍了供应链网络均衡问题转变为无约束优化问题的方法,然后用改进的粒子群优化算法进行求解。通过四个数值算例,将实验结果与标准粒子群算法、蜂群算法、学习因子同步变化的粒子群算法进行比较,验证了改进的粒子群优化算法在解决供应链网络均衡问题中的有效性与优越性,为供应链网络求解提供了一种新的方法。     

基于引力搜索和粒子群混合优化算法的证券投资组合问题研究

本文研究考虑交易成本的投资组合模型,分别以风险价值(VAR)和夏普比率(SR)作为投资组合的风险评价指标和效益评价指标。为有效求解此模型,本文在引力搜索和粒子群算法的基础上提出了一种混合优化算法(IN-GSA-PSO),将粒子群算法的群体最佳位置和个体最佳位置与引力搜索算法的加速度算子有机结合,使混合优化算法充分发挥单一算法的开采能力和探索能力。通过对算法相关参数的合理设置,算法能够达到全局搜索和局部搜索的平衡,快速收敛到模型的最优解。本文选取上证50股2014年下半年126个交易日的数据,运用Matlab软件进行仿真实验,实验结果显示,考虑交易成本的投资组合模型可使投资者得到更高的收益率。研究同时表明,基于PSO和GSA的混合算法在求解投资组合模型时比单一算法具有更好的性能,能够得到满意的优化结果。     

Runtime Analysis of Ant Colony Optimization with Best-So-Far Reinforcement

The paper provides some theoretical results on the analysis of the expected time needed by a class of Ant Colony Optimization algorithms to solve combinatorial optimization problems. A part of the study refers to some general results on the expected runtime of the considered class of algorithms. These results are then specialized to the case of pseudo-Boolean functions. In particular, three well known functions and a combination of two of them are considered: the OneMax, the Needle-in-a-Haystack, the LeadingOnes, and the OneMax-Needle-in-a-Haystack. The results obtained for these functions are also compared to those from the well-investigated (1+1)-Evolutionary Algorithm. The results shed light on a suitable parameter choice for the considered class of algorithms. Furthermore, it turns out that for two of the four studied problems, the expected runtime for the considered class, expressed in terms of the problem size, is of the same order as that for (1+1)-Evolutionary Algorithm. For the other two problems, the results are significantly in favour of the considered class of Ant Colony Optimization algorithms.      

油田注水系统拓扑布局优化的混合遗传算法

以投资最小为目标函数,建立了注水系统拓扑布局优化数学模型.根据模型特点,将优化问题分为两层,分别采用遗传算法和非线性优化方法进行求解.并对遗传算法的操作过程进行了改进,调整了适应函数,改进了交叉和变异操作,结合了模拟退火算法,在操作过程中使约束条件得到满足,减少了不可行解的产生,使遗传算法的优化性能得到了提高.优化算例说明了该方法的有效性.     

Fireworks algorithm framework for Big Data optimization

This paper presents a novel optimization framework based on the Fireworks Algorithm for Big Data Optimization problems. Indeed, the proposed framework is composed of two optimization algorithms. A single objective Fireworks Algorithm and a multi-objective Fireworks Algorithm are proposed for solving the Big Optimization of Signals problem “Big-OPT” which belongs to the Big Data Optimization problems class. The single objective Fireworks Algorithm adopts a modified search mechanism to ensure rapidity and preserve the explorative capacities of the basic Fireworks Algorithm. Afterward, the algorithm is extended to handle multi-objective optimization of Big-OPT with a supplementary special sparks phase and a novel strategy for next generation selection. To validate the performance of the framework, extensive tests on six EEG datasets are performed. The framework is also compared with several approaches from recent state of the art. The study concludes the competitive performance of the proposed framework in comparison with the other techniques reported in this paper.     

A reassessment of the Snyman–Fatti dynamic search trajectory method for unconstrained global optimization

The aim of this paper is to present a thorough reassessment of the Snyman–Fatti (SF) Multi-start Global Minimization Algorithm with Dynamic Search Trajectories, first published twenty years ago. The reassessment is done with reference to a slightly modified version of the original method, the essentials of which are summarized here. Results of the performance of the current code on an extensive set of standard test problems commonly in use today, are presented. This allows for a fair assessment to be made of the performance of the SF algorithm relative to that of the popular Differential Evolution (DE) method, for which test results on the same standard set of test problems used here for the SF algorithm, are also given. The tests show that the SF algorithm, that requires relatively few parameter settings, is a reliably robust and competitive method compared to the DE method. The results also indicate that the SF trajectory algorithm is particularly promising to solve minimum potential energy problems to determine the structure of atomic and molecular clusters.     

Algorithm robust for the bicriteria discrete optimization problem

We apply Algorithm Robust to various problems in multiple objective discrete optimization. Algorithm Robust is a general procedure that is designed to solve bicriteria optimization problems. The algorithm performs a weight space search in which the weights are utilized in min-max type subproblems. In this paper, we experiment with Algorithm Robust on the bicriteria knapsack problem, the bicriteria assignment problem, and the bicriteria minimum cost network flow problem. We look at a heuristic variation that is based on controlling the weight space search and has an indirect control on the sample of efficient solutions generated. We then study another heuristic variation which generates samples of the efficient set with quality guarantees. We report results of computational experiments.     

On success rates for controlled random search

Controlled Random Search (CRS) is a simple population based algorithm which despite its attractiveness for practical use, has never been very popular among researchers on Global Optimization due to the difficulties in analysing the algorithm. In this paper, a framework to study the behaviour of algorithms in general is presented and embedded into the context of our view on questions in Global Optimization. By using as a reference a theoretical ideal algorithm called N-points Pure Adaptive Search (NPAS) some new analytical results provide bounds on speed of convergence and the Success Rate of CRS in the limit once it has settled down into simple behaviour. To relate the performance of the algorithm to characteristics of functions to be optimized, constructed simple test functions, called extreme cases, are used.     

Similarities between meta-heuristics algorithms and the science of life

In this paper, we show the functional similarities between Meta-heuristics and the aspects of the science of life (biology): (a) Meta-heuristics based on gene transfer: Genetic algorithms (natural evolution of genes in an organic population), Transgenic Algorithm (transfers of genetic material to another cell that is not descending); (b) Meta-heuristics based on interactions among individual insects: Ant Colony Optimization (on interactions among individuals insects, Ant Colonies), Firefly algorithm (fireflies of the family Lampyridze), Marriage in honey bees Optimization algorithm (the process of reproduction of Honey Bees), Artificial Bee Colony algorithm (the process of recollection of Honey Bees); and (c) Meta-heuristics based on biological aspects of alive beings: Tabu Search Algorithm (Classical Conditioning on alive beings), Simulated Annealing algorithm (temperature control of spiders), Particle Swarm Optimization algorithm (social behavior and movement dynamics of birds and fish) and Artificial Immune System (immunological mechanism of the vertebrates).     

Binary Accelerated Particle Swarm Algorithm (BAPSA) for discrete optimization problems

The majority of Combinatorial Optimization Problems (COPs) are defined in the discrete space. Hence, proposing an efficient algorithm to solve the problems has become an attractive subject in recent years. In this paper, a meta-heuristic algorithm based on Binary Particle Swarm Algorithm (BPSO) and the governing Newtonian motion laws, so-called Binary Accelerated Particle Swarm Algorithm (BAPSA) is offered for discrete search spaces. The method is presented in two global and local topologies and evaluated on the 0–1 Multidimensional Knapsack Problem (MKP) as a famous problem in the class of COPs and NP-hard problems. Besides, the results are compared with BPSO for both global and local topologies as well as Genetic Algorithm (GA). We applied three methods of Penalty Function (PF) technique, Check-and-Drop (CD) and Improved Check-and-Repair Operator (ICRO) algorithms to solve the problem of infeasible solutions in the 0–1 MKP. Experimental results show that the proposed methods have better performance than BPSO and GA especially when ICRO algorithm is applied to convert infeasible solutions to feasible ones.     

Primal and dual algorithms for optimization over the efficient set

ABSTRACT

Optimization over the efficient set of a multi-objective optimization problem is a mathematical model for the problem of selecting a most preferred solution that arises in multiple criteria decision-making to account for trade-offs between objectives within the set of efficient solutions. In this paper, we consider a particular case of this problem, namely that of optimizing a linear function over the image of the efficient set in objective space of a convex multi-objective optimization problem. We present both primal and dual algorithms for this task. The algorithms are based on recent algorithms for solving convex multi-objective optimization problems in objective space with suitable modifications to exploit specific properties of the problem of optimization over the efficient set. We first present the algorithms for the case that the underlying problem is a multi-objective linear programme. We then extend them to be able to solve problems with an underlying convex multi-objective optimization problem. We compare the new algorithms with several state of the art algorithms from the literature on a set of randomly generated instances to demonstrate that they are considerably faster than the competitors.