Inspired grey wolf optimizer for solving large-scale function optimization problems

Grey wolf optimizer algorithm was recently presented as a new heuristic search algorithm with satisfactory results in real-valued and binary encoded optimization problems that are categorized in swarm intelligence optimization techniques. This algorithm is more effective than some conventional population-based algorithms, such as particle swarm optimization, differential evolution and gravitational search algorithm. Some grey wolf optimizer variants were developed by researchers to improve the performance of the basic grey wolf optimizer algorithm. Inspired by particle swarm optimization algorithm, this study investigates the performance of a new algorithm called Inspired grey wolf optimizer which extends the original grey wolf optimizer by adding two features, namely, a nonlinear adjustment strategy of the control parameter, and a modified position-updating equation based on the personal historical best position and the global best position. Experiments are performed on four classical high-dimensional benchmark functions, four test functions proposed in the IEEE Congress on Evolutionary Computation 2005 special session, three well-known engineering design problems, and one real-world problem. The results show that the proposed algorithm can find more accurate solutions and has higher convergence rate and less number of fitness function evaluations than the other compared techniques.     

粒子群优化与差分进化混合算法的综述与分类

优化算法的性能改进长期以来一直是算法研究者们追求的一个重要目标,对不同算法进行混合以期利用算法的互补优势来获得性能更优异的算法代表了一类典型的设计思想.针对两类基于群体演化的优化算法——粒子群优化(PSO)与差分进化(DE)算法,对基于二者的各种混合算法(DEPSO)进行了系统而全面的综述,并在此基础上提出了一种混合策...     

A new mechanism to maintain diversity in multi-objective metaheuristics

In this article, a new mechanism to spread the solutions generated by a multi-objective evolutionary algorithm is proposed. This approach is based on the use of stripes that are applied in objective function space and is independent of the search engine adopted. Additionally, it overcomes some of the drawbacks of other previous proposals such as the ?-dominance method. In order to validate the proposed approach, it is coupled to a multi-objective particle swarm optimizer and its performance is assessed with respect to that of state-of-the-art algorithms, using standard test problems and performance measures taken from the specialized literature. The results indicate that the proposed approach is a viable diversity maintenance mechanism that can be incorporated to any multi-objective metaheuristic used for multi-objective optimization.     

Multiobjective big data optimization based on a hybrid salp swarm algorithm and differential evolution

This paper developed a multiobjective Big Data optimization approach based on a hybrid salp swarm algorithm and the differential evolution algorithm. The role of the differential evolution algorithm is to enhance the capability of the feature exploitation of the salp swarm algorithm because the operators of the differential evolution algorithm are used as local search operators. In general, the proposed method contains three stages. In the first stage, the population is generated, and the archive is initialized. The second stage updates the solutions using the hybrid salp swarm algorithm and the differential evolution algorithm, and the final stage determines the nondominated solutions and updates the archive. To assess the performance of the proposed approach, a series of experiments were performed. A set of single-objective and multiobjective problems from the 2015 Big Data optimization competition were tested; the dataset contained data with and without noise. The results of our experiments illustrated that the proposed approach outperformed other approaches, including the baseline nondominated sorting genetic algorithm, on all test problems. Moreover, for single-objective problems, the score value of the proposed method was better than that of the traditional multiobjective salp swarm algorithm. When compared with both algorithms, that is, the adaptive DE algorithm with external archive and the hybrid multiobjective firefly algorithm, its score was the largest. In contrast, for the multiobjective functions, the scores of the proposed algorithm were higher than that of the fireworks algorithm framework.     

A Particle Swarm Optimization Algorithm with Path Relinking for the Location Routing Problem

This paper introduces a new hybrid algorithmic nature inspired approach based on particle swarm optimization, for solving successfully one of the most popular logistics management problems, the location routing problem (LRP). The proposed algorithm for the solution of the location routing problem, the hybrid particle swarm optimization (HybPSO-LRP), combines a particle swarm optimization (PSO) algorithm, the multiple phase neighborhood search – greedy randomized adaptive search procedure (MPNS-GRASP) algorithm, the expanding neighborhood search (ENS) strategy and a path relinking (PR) strategy. The algorithm is tested on a set of benchmark instances. The results of the algorithm are very satisfactory for these instances and for six of them a new best solution has been found.      

A rank based particle swarm optimization algorithm with dynamic adaptation

The particle swarm optimization (PSO) technique is a powerful stochastic evolutionary algorithm that can be used to find the global optimum solution in a complex search space. This paper presents a variation on the standard PSO algorithm called the rank based particle swarm optimizer, or PSO_rank, employing cooperative behavior of the particles to significantly improve the performance of the original algorithm. In this method, in order to efficiently control the local search and convergence to global optimum solution, the γ best particles are taken to contribute to the updating of the position of a candidate particle. The contribution of each particle is proportional to its strength. The strength is a function of three parameters: strivness, immediacy and number of contributed particles. All particles are sorted according to their fitness values, and only the γ best particles will be selected. The value of γ decreases linearly as the iteration increases. A time-varying inertia weight decreasing non-linearly is introduced to improve the performance. PSO_rank is tested on a commonly used set of optimization problems and is compared to other variants of the PSO algorithm presented in the literature. As a real application, PSO_rank is used for neural network training. The PSO_rank strategy outperformed all the methods considered in this investigation for most of the functions. Experimental results show the suitability of the proposed algorithm in terms of effectiveness and robustness.     

An analysis of the velocity updating rule of the particle swarm optimization algorithm

The particle swarm optimization algorithm includes three vectors associated with each particle: inertia, personal, and social influence vectors. The personal and social influence vectors are typically multiplied by random diagonal matrices (often referred to as random vectors) resulting in changes in their lengths and directions. This multiplication, in turn, influences the variation of the particles in the swarm. In this paper we examine several issues associated with the multiplication of personal and social influence vectors by such random matrices, these include: (1) Uncontrollable changes in the length and direction of these vectors resulting in delay in convergence or attraction to locations far from quality solutions in some situations (2) Weak direction alternation for the vectors that are aligned closely to coordinate axes resulting in preventing the swarm from further improvement in some situations, and (3) limitation in particle movement to one orthant resulting in premature convergence in some situations. To overcome these issues, we use randomly generated rotation matrices (rather than the random diagonal matrices) in the velocity updating rule of the particle swarm optimizer. This approach makes it possible to control the impact of the random components (i.e. the random matrices) on the direction and length of personal and social influence vectors separately. As a result, all the above mentioned issues are effectively addressed. We propose to use the Euclidean rotation matrices for rotation because it preserves the length of the vectors during rotation, which makes it easier to control the effects of the randomness on the direction and length of vectors. The direction of the Euclidean matrices is generated randomly by a normal distribution. The mean and variance of the distribution are investigated in detail for different algorithms and different numbers of dimensions. Also, an adaptive approach for the variance of the normal distribution is proposed which is independent from the algorithm and the number of dimensions. The method is adjoined to several particle swarm optimization variants. It is tested on 18 standard optimization benchmark functions in 10, 30 and 60 dimensional spaces. Experimental results show that the proposed method can significantly improve the performance of several types of particle swarm optimization algorithms in terms of convergence speed and solution quality.     

Chaotic catfish particle swarm optimization for solving global numerical optimization problems

Chaotic catfish particle swarm optimization (C-CatfishPSO) is a novel optimization algorithm proposed in this paper. C-CatfishPSO introduces chaotic maps into catfish particle swarm optimization (CatfishPSO), which increase the search capability of CatfishPSO via the chaos approach. Simple CatfishPSO relies on the incorporation of catfish particles into particle swarm optimization (PSO). The introduced catfish particles improve the performance of PSO considerably. Unlike other ordinary particles, the catfish particles initialize a new search from extreme points of the search space when the gbest fitness value (global optimum at each iteration) has not changed for a certain number of consecutive iterations. This results in further opportunities of finding better solutions for the swarm by guiding the entire swarm to promising new regions of the search space and accelerating the search. The introduced chaotic maps strengthen the solution quality of PSO and CatfishPSO significantly. The resulting improved PSO and CatfishPSO are called chaotic PSO (C-PSO) and chaotic CatfishPSO (C-CatfishPSO), respectively. PSO, C-PSO, CatfishPSO, C-CatfishPSO, as well as other advanced PSO procedures from the literature were extensively compared on several benchmark test functions. Statistical analysis of the experimental results indicate that the performance of C-CatfishPSO is better than the performance of PSO, C-PSO, CatfishPSO and that C-CatfishPSO is also superior to advanced PSO methods from the literature.     

Combining differential evolution and particle swarm optimization to tune and realize fractional-order controllers

In recent years, several research works proposed fractional-order controllers as means to improve the performances of common proportional, integral and derivative controllers. However, the design and tuning methods for these new controllers are still at their infancy. As a contribute for filling this gap, this article proposes a two-step design approach. First, differential evolution determines the fractional integral and derivative actions satisfying the required time-domain performance specifications. Second, particle swarm optimization determines rational approximations of the irrational fractional operators as low-order, stable, minimum-phase transfer functions with poles interlacing zeros. Extensive time- and frequency-domain simulations validate the efficiency of the proposed approach.     

An evolutionary game based particle swarm optimization algorithm

Particle swarm optimization (PSO) is an evolutionary algorithm used extensively. This paper presented a new particle swarm optimizer based on evolutionary game (EGPSO). We map particles’ finding optimal solution in PSO algorithm to players’ pursuing maximum utility by choosing strategies in evolutionary games, using replicator dynamics to model the behavior of particles. And in order to overcome premature convergence a multi-start technique was introduced. Experimental results show that EGPSO can overcome premature convergence and has great performance of convergence property over traditional PSO.     

Differential Evolution with Wavelet Mutation in Digital Finite Impulse Response Filter Design

This paper proposes one novel algorithm called differential evolution with wavelet mutation for the optimal design of linear phase finite impulse response filters. For comparative performance study, the Parks–McClellan algorithm and some evolutionary algorithms like the real coded genetic algorithm, conventional particle swarm optimization, and conventional differential evolution have also been applied.     

Particle swarm with radial basis function surrogates for expensive black-box optimization

This paper develops the OPUS (Optimization by Particle swarm Using Surrogates) framework for expensive black-box optimization. In each iteration, OPUS considers multiple trial positions for each particle in the swarm and uses a surrogate model to identify the most promising trial position. Moreover, the current overall best position is refined by finding the global minimum of the surrogate in the neighborhood of that position. OPUS is implemented using an RBF surrogate and the resulting OPUS-RBF algorithm is applied to a 36-D groundwater bioremediation problem, a 14-D watershed calibration problem, and ten mostly 30-D test problems. OPUS-RBF is compared with a standard PSO, CMA-ES, two other surrogate-assisted PSO algorithms, and an RBF-assisted evolution strategy. The numerical results suggest that OPUS-RBF is promising for expensive black-box optimization.     

A class of multi-period semi-variance portfolio selection with a four-factor futures price model

Considering the stochastic exchange rate, a four-factor futures model with the underling asset, convenience yield, instantaneous risk free interest rate and exchange rate, is established. These processes follow jump-diffusion processes (Wiener process and Poisson process). The corresponding partial differential equation (PDE) of the futures price is derived. The general solution with parameters of the PDE is drawn. The weight least squares approach is applied to obtain the parameters of above PDE. Variance is substituted by semi-variance in Markovitz’s portfolio selection model. Therefore, a class of multi-period semi-variance model is formulated originally. A hybrid genetic algorithm (GA) with particle swarm optimizer (PSO) is proposed to solve the multi-period semi-variance model. Finally, an example, which are fuel futures in Shanghai exchange market, is selected to demonstrate the effectiveness of above models and methods.     

Improved particle swarm algorithm for hydrological parameter optimization

In this paper, a new method named MSSE-PSO (master-slave swarms shuffling evolution algorithm based on particle swarm optimization) is proposed. Firstly, a population of points is sampled randomly from the feasible space, and then partitioned into several sub-swarms (one master swarm and other slave swarms). Each slave swarm independently executes PSO or its variants, including the update of particles’ position and velocity. For the master swarm, the particles enhance themselves based on the social knowledge of master swarm and that of slave swarms. At periodic stage in the evolution, the master swarm and the whole slave swarms are forced to mix, and points are then reassigned to several sub-swarms to ensure the share of information. The process is repeated until a user-defined stopping criterion is reached. The tests of numerical simulation and the case study on hydrological model show that MSSE-PSO remarkably improves the accuracy of calibration, reduces the time of computation and enhances the performance of stability. Therefore, it is an effective and efficient global optimization method.     

Dynamic guiding particle swarm optimization with embedded chaotic search for solving multidimensional problems

The proposed approach incorporated dynamic guiding approach and chaotic search procedure into particle swarm optimization (PSO), named DCPSO. Chaotic search, enjoyed ergodicity, irregularity and pseudo-randomness in PSO, would refine global best position evidently. And, dynamic guiding approach with fluctuating property would easily conduct unpredictable migrations for PSO to break away from evolutionary stagnation. The experiment reports indicated that the proposed DCPSO approach could improve the evolution performance significantly, and present the superiority in solving complex multidimensional problems.     

Orthogonal learning harmonizing mutation-based fruit fly-inspired optimizers

The original fruit fly optimizer (FOA) has two core disadvantages: slow convergence speed and low solution quality. Furthermore, fruit fly optimizer tends to skip the optimal optimum when faced with complex or high-dimensional problems. To overcome these shortcomings, we introduce Gaussian mutation and orthogonal learning schemes into the fruit fly optimizer. On the one side, the orthogonal learning strategies can acquire more useful information during the exploratory and exploitative stages and build superior lead vectors.  On the other hand, the Gaussian mutation mechanism also increases the population's perturbation and enhances the diversity of the swarm. With these mechanisms, the proposed method has a higher potential to avoid premature convergence and fall into local optimum. To validate the performance of the proposed method, it is compared with three other state-of-the-art variants of fruit fly optimizer over several reprentative benchmark functions. The results have demonstrated the efficacy of the proposed method is superior to the conventional fruit fly optimizer according to both convergence rapidity and solution quality. Simulations reveal that the proposed new FOA variant has more stable performance and high potential.     

A comparative study of Artificial Bee Colony algorithm

Artificial Bee Colony (ABC) algorithm is one of the most recently introduced swarm-based algorithms. ABC simulates the intelligent foraging behaviour of a honeybee swarm. In this work, ABC is used for optimizing a large set of numerical test functions and the results produced by ABC algorithm are compared with the results obtained by genetic algorithm, particle swarm optimization algorithm, differential evolution algorithm and evolution strategies. Results show that the performance of the ABC is better than or similar to those of other population-based algorithms with the advantage of employing fewer control parameters.     

Particle swarm optimization: Hybridization perspectives and experimental illustrations

Metaheuristic optimization algorithms have become popular choice for solving complex and intricate problems which are otherwise difficult to solve by traditional methods. In the present study an attempt is made to review the hybrid optimization techniques in which one main algorithm is a well known metaheuristic; particle swarm optimization or PSO. Hybridization is a method of combining two (or more) techniques in a judicious manner such that the resulting algorithm contains the positive features of both (or all) the algorithms. Depending on the algorithm/s used we made three classifications as (i) Hybridization of PSO and genetic algorithms (ii) Hybridization of PSO with differential evolution and (iii) Hybridization of PSO with other techniques. Where, other techniques include various local and global search methods. Besides giving the review we also show a comparison of three hybrid PSO algorithms; hybrid differential evolution particle swarm optimization (DE-PSO), adaptive mutation particle swarm optimization (AMPSO) and hybrid genetic algorithm particle swarm optimization (GA-PSO) on a test suite of nine conventional benchmark problems.     

Cognitive learning in differential evolution and its application to model order reduction problem for single-input single-output systems

Differential evolution (DE) is a well known and simple population based probabilistic approach for global optimization over continuous spaces. It has reportedly outperformed a few evolutionary algorithms and other search heuristics like the particle swarm optimization when tested over both benchmark and real world problems. DE, like other probabilistic optimization algorithms, has inherent drawback of premature convergence and stagnation. Therefore, in order to find a trade-off between exploration and exploitation capability of DE algorithm, a new parameter namely, cognitive learning factor (CLF) is introduced in the mutation process. Cognitive learning is a powerful mechanism that adjust the current position of individuals by the means of some specified knowledge (previous experience of individuals). The proposed strategy is named as cognitive learning in differential evolution (CLDE). To prove the efficiency of various approaches of CLF in DE,?CLDE is tested over 25 benchmark problems. Further, to establish the wide applicability of CLF,?CLDE is applied to two advanced DE variants. CLDE is also applied to solve a well known electrical engineering problem called model order reduction problem for single input single output systems.     

一种求解运动曲面上对流扩散方程的三维水平集方法

给出了一种求解运动曲面上对流扩散方程的三维水平集算法. 水平集函数被用来表示曲面.曲面上的微分方程及其解通过水平集方法被延拓到包含曲面的一个小邻域中. 一种半隐式的Crank-Nicholson 格式被用来做时间推进, 中心差分和三阶加权实质无振荡(WENO) 格式被分别用来离散方程中的扩散项和对流项. 分析证明了它在标准的Courant-Friedrichs-Lewy (CFL) 条件下的稳定性. 数值算例显示了它能取得二阶精度.