A self-adaptive global best harmony search algorithm for continuous optimization problems

This paper presents a self-adaptive global best harmony search (SGHS) algorithm for solving continuous optimization problems. In the proposed SGHS algorithm, a new improvisation scheme is developed so that the good information captured in the current global best solution can be well utilized to generate new harmonies. The harmony memory consideration rate (HMCR) and pitch adjustment rate (PAR) are dynamically adapted by the learning mechanisms proposed. The distance bandwidth (BW) is dynamically adjusted to favor exploration in the early stages and exploitation during the final stages of the search process. Extensive computational simulations and comparisons are carried out by employing a set of 16 benchmark problems from literature. The computational results show that the proposed SGHS algorithm is more effective in finding better solutions than the state-of-the-art harmony search (HS) variants.     

SASEGASA: A New Generic Parallel Evolutionary Algorithm for Achieving Highest Quality Results

This paper presents a new generic Evolutionary Algorithm (EA) for retarding the unwanted effects of premature convergence. This is accomplished by a combination of interacting generic methods. These generalizations of a Genetic Algorithm (GA) are inspired by population genetics and take advantage of the interactions between genetic drift and migration. In this regard a new selection scheme is introduced, which is designed to directedly control genetic drift within the population by advantageous self-adaptive selection pressure steering. Additionally this new selection model enables a quite intuitive heuristics to detect premature convergence. Based upon this newly postulated basic principle the new selection mechanism is combined with the already proposed Segregative Genetic Algorithm (SEGA), an advanced Genetic Algorithm (GA) that introduces parallelism mainly to improve global solution quality. As a whole, a new generic evolutionary algorithm (SASEGASA) is introduced. The performance of the algorithm is evaluated on a set of characteristic benchmark problems. Computational results show that the new method is capable of producing highest quality solutions without any problem-specific additions.     

Parameter-setting-free harmony search algorithm

Various phenomenon-mimicking algorithms, such as genetic algorithm, simulated annealing, tabu search, ant colony optimization, and particle swarm optimization, have their own algorithm parameters. These parameters need to be skillfully assigned in order to obtain good results. It is burdensome, especially to novice users, to assign these parameters. The same is true for the harmony search algorithm which was inspired by music performance. Thus, this study proposes a novel technique to eliminate tedious and experience-requiring parameter assigning efforts. The new parameter-setting-free (PSF) technique which this study suggests contains one additional matrix which contains an operation type (random selection, memory consideration, or pitch adjustment) for every variable in harmony memory. Three examples illustrate that the PSF technique can find good solutions robustly.     

LAHS: A novel harmony search algorithm based on learning automata

This study presents a learning automata-based harmony search (LAHS) for unconstrained optimization of continuous problems. The harmony search (HS) algorithm performance strongly depends on the fine tuning of its parameters, including the harmony consideration rate (HMCR), pitch adjustment rate (PAR) and bandwidth (bw). Inspired by the spur-in-time responses in the musical improvisation process, learning capabilities are employed in the HS to select these parameters based on spontaneous reactions. An extensive numerical investigation is conducted on several well-known test functions, and the results are compared with the HS algorithm and its prominent variants, including the improved harmony search (IHS), global-best harmony search (GHS) and self-adaptive global-best harmony search (SGHS). The numerical results indicate that the LAHS is more efficient in finding optimum solutions and outperforms the existing HS algorithm variants.     

An improved harmony search algorithm for synchronization of discrete-time chaotic systems

The harmony search (HS) algorithm is a recently developed meta-heuristic algorithm, and has been very successful in a wide variety of optimization problems. HS was conceptualized using an analogy with music improvisation process where music players improvise the pitches of their instruments to obtain better harmony. The HS algorithm does not require initial values and uses a random search instead of a gradient search, so derivative information is unnecessary. Furthermore, the HS algorithm is simple in concept, few in parameters, easy in implementation, imposes fewer mathematical requirements, and does not require initial value settings of the decision variables. In recent years, the investigation of synchronization and control problem for discrete chaotic systems has attracted much attention, and many possible applications. The tuning of a proportional–integral–derivative (PID) controller based on an improved HS (IHS) algorithm for synchronization of two identical discrete chaotic systems subject the different initial conditions is investigated in this paper. Simulation results of the IHS to determine the PID parameters to synchronization of two Hénon chaotic systems are compared with other HS approaches including classical HS and global-best HS. Numerical results reveal that the proposed IHS method is a powerful search and controller design optimization tool for synchronization of chaotic systems.     

Parameter adaptive harmony search algorithm for unimodal and multimodal optimization problems

This paper presents a parameter adaptive harmony search algorithm (PAHS) for solving optimization problems. The two important parameters of harmony search algorithm namely Harmony Memory Consideration Rate (HMCR) and Pitch Adjusting Rate (PAR), which were either kept constant or the PAR value was dynamically changed while still keeping HMCR fixed, as observed from literature, are both being allowed to change dynamically in this proposed PAHS. This change in the parameters has been done to get the global optimal solution. Four different cases of linear and exponential changes have been explored. The change has been allowed during the process of improvization. The proposed algorithm is evaluated on 15 standard benchmark functions of various characteristics. Its performance is investigated and compared with three existing harmony search algorithms. Experimental results reveal that proposed algorithm outperforms the existing approaches when applied to 15 benchmark functions. The effects of scalability, noise, and harmony memory size have also been investigated on four approaches of HS. The proposed algorithm is also employed for data clustering. Five real life datasets selected from UCI machine learning repository are used. The results show that, for data clustering, the proposed algorithm achieved results better than other algorithms.     

Two improved harmony search algorithms for solving engineering optimization problems

This paper describes two new harmony search (HS) meta-heuristic algorithms for engineering optimization problems with continuous design variables. The key difference between these algorithms and traditional (HS) method is in the way of adjusting bandwidth (bw). bw is very important factor for the high efficiency of the harmony search algorithms and can be potentially useful in adjusting convergence rate of algorithms to optimal solution. First algorithm, proposed harmony search (PHS), introduces a new definition of bandwidth (bw). Second algorithm, improving proposed harmony search (IPHS) employs to enhance accuracy and convergence rate of PHS algorithm. In IPHS, non-uniform mutation operation is introduced which is combination of Yang bandwidth and PHS bandwidth. Various engineering optimization problems, including mathematical function minimization problems and structural engineering optimization problems, are presented to demonstrate the effectiveness and robustness of these algorithms. In all cases, the solutions obtained using IPHS are in agreement or better than those obtained from other methods.     

A Comparative Investigation on Model Selection in Independent Factor Analysis

With uncorrelated Gaussian factors extended to mutually independent factors beyond Gaussian, the conventional factor analysis is extended to what is recently called independent factor analysis. Typically, it is called binary factor analysis (BFA) when the factors are binary and called non-Gaussian factor analysis (NFA) when the factors are from real non-Gaussian distributions. A crucial issue in both BFA and NFA is the determination of the number of factors. In the literature of statistics, there are a number of model selection criteria that can be used for this purpose. Also, the Bayesian Ying-Yang (BYY) harmony learning provides a new principle for this purpose. This paper further investigates BYY harmony learning in comparison with existing typical criteria, including Akaik’s information criterion (AIC), the consistent Akaike’s information criterion (CAIC), the Bayesian inference criterion (BIC), and the cross-validation (CV) criterion on selection of the number of factors. This comparative study is made via experiments on the data sets with different sample sizes, data space dimensions, noise variances, and hidden factors numbers. Experiments have shown that for both BFA and NFA, in most cases BIC outperforms AIC, CAIC, and CV while the BYY criterion is either comparable with or better than BIC. In consideration of the fact that the selection by these criteria has to be implemented at the second stage based on a set of candidate models which have to be obtained at the first stage of parameter learning, while BYY harmony learning can provide not only a new class of criteria implemented in a similar way but also a new family of algorithms that perform parameter learning at the first stage with automated model selection, BYY harmony learning is more preferred since computing costs can be saved significantly.     

Chaotic harmony search algorithms

Harmony Search (HS) is one of the newest and the easiest to code music inspired heuristics for optimization problems. Like the use of chaos in adjusting note parameters such as pitch, dynamic, rhythm, duration, tempo, instrument selection, attack time, etc. in real music and in sound synthesis and timbre construction, this paper proposes new HS algorithms that use chaotic maps for parameter adaptation in order to improve the convergence characteristics and to prevent the HS to get stuck on local solutions. This has been done by using of chaotic number generators each time a random number is needed by the classical HS algorithm. Seven new chaotic HS algorithms have been proposed and different chaotic maps have been analyzed in the benchmark functions. It has been detected that coupling emergent results in different areas, like those of HS and complex dynamics, can improve the quality of results in some optimization problems. It has been also shown that, some of the proposed methods have somewhat increased the solution quality, that is in some cases they improved the global searching capability by escaping the local solutions.     

水资源配置方案综合评价中的信息损失测度研究

水资源配置的多属性特征使得在方案综合评价中依据不同的聚合方法,能够获得不完全一致的方案排序结果。本文从水资源配置方案评价的决策矩阵及方案排序结果中的信息量大小入手,利用信息熵理论和斯皮尔曼等级相关系数提出衡量水资源配置方案综合评价中信息损失的香农斯皮尔曼测度。并构造由2种权重(熵权法权重、证据理论权重)与3种评价模型(简单加权法、模糊优选法、TOPSIS)组合而成的6种综合评价模型。最后,将香农斯皮尔曼测度运用到天津市水资源配置方案综合评价过程中的信息损失的衡量,并与文献中的综合评价模型所得结果进行比较。结果表明,采用证据理论权重-模糊优选评价模型所得评价结果的绝对信息损失和相对信息损失最小。通过水资源配置方案综合评价中的信息损失测度研究,能够使得水资源配置方案综合评价过程更加透明,并为决策部门选取理想的水资源配置方案综合评价方法提供决策支持。     

Improved probabilistic point estimation schemes for uncertainty analysis

The probabilistic point estimation (PPE) methods replace the probability distribution of the random parameters of a model with a finite number of discrete points in sample space selected in such a way to preserve limit probabilistic information of involved random parameters. Most PPE methods developed thus far match the distribution of random parameters up to the third statistical moment and, in general, could provide reasonable accurate estimation only for the first two statistical moments of model output. This study proposes two optimization-based point selection schemes for the PPE methods to enhance the accuracy of higher-order statistical moments estimation for model output. Several test models of varying degrees of complexity and nonlinearity are used to examine the performance of the proposed point selection schemes. The results indicate that the proposed point selection schemes provide significantly more accurate estimation of model output uncertainty features than the existing schemes.     

Wilcoxon‐type rank‐sum statistics for selecting the best population: Some advances

In this article, we introduce three new nonparametric procedures for testing the equality of two lifetime distributions. The proposed testing processes are based on appropriately modified Wilcoxon‐type rank‐sum statistics. The exact null distribution of these statistics is studied and closed formulae for the corresponding exact probability of correct selection of the best population are derived for the class of Lehmann alternatives. A detailed numerical study is carried out to elucidate the performance of the proposed testing schemes. For illustration purposes, a real data application is presented in some detail.     

A class of weighted estimating equations for additive hazard models with covariates missing at random

Missing covariate data arise frequently in biomedical studies. In this article, we propose a class of weighted estimating equations for the additive hazard regression model when some of the covariates are missing at random. Time-specific and subject-specific weights are incorporated into the formulation of weighted estimating equations. Unified results are established for estimating selection probabilities that cover both parametric and non-parametric modeling schemes. The resulting estimators have closed forms and are shown to be consistent and asymptotically normal. Simulation studies indicate that the proposed estimators perform well for practical settings. An application to a mouse leukemia study is illustrated.

     

Hydraulic fracturing modeling using the enriched numerical manifold method

Recent attempts to solve rock mechanics problems using the numerical manifold method (NMM) have been regarded as fruitful. In this paper, a coupled hydro-mechanical (HM) model is incorporated into the enriched NMM to simulate fluid driven fracturing in rocks. In this HM model, a “cubic law” is employed to model fluid flow through fractures. Several benchmark problems are investigated to verify the coupled HM model. The simulation results agree well with the analytical and experimental results, indicating that the coupled HM model is able to simulate the hydraulic fracturing process reliably and correctly.     

Multivariate sensitivity analysis for dynamic models with both random and random process inputs

Dynamic models with both random and random process inputs are frequently used in engineering. However, sensitivity analysis (SA) for such models is still a challenging problem. This paper, therefore, proposes a new multivariate SA technique to aid the safety design of these models. The new method can decompose the SA of dynamic models into a series of SA of their principle components based on singular value decomposition, which will make the SA of dynamic models much more efficient. It is shown that the effect of both random and random process inputs on the uncertainty of dynamic output can be measured from their effects on both the distributions and directions of the principle components, based on which the individual sensitivities are defined. The generalized sensitivities are then proposed to synthesize the information that is spread between the principal components to assess the influence of each input on the entire uncertainty of dynamic output. The properties of the new sensitivities are derived and an efficient estimation algorithm is proposed based on unscented transformation. Numerical results are discussed with application to a hydrokinetic turbine blade model, where the new method is compared with the existing variance-based method.     

Distinguisher-based attacks on public-key cryptosystems using Reed–Solomon codes

Because of their interesting algebraic properties, several authors promote the use of generalized Reed–Solomon codes in cryptography. Niederreiter was the first to suggest an instantiation of his cryptosystem with them but Sidelnikov and Shestakov showed that this choice is insecure. Wieschebrink proposed a variant of the McEliece cryptosystem which consists in concatenating a few random columns to a generator matrix of a secretly chosen generalized Reed–Solomon code. More recently, new schemes appeared which are the homomorphic encryption scheme proposed by Bogdanov and Lee, and a variation of the McEliece cryptosystem proposed by Baldi et al. which hides the generalized Reed–Solomon code by means of matrices of very low rank. In this work, we show how to mount key-recovery attacks against these public-key encryption schemes. We use the concept of distinguisher which aims at detecting a behavior different from the one that one would expect from a random code. All the distinguishers we have built are based on the notion of component-wise product of codes. It results in a powerful tool that is able to recover the secret structure of codes when they are derived from generalized Reed–Solomon codes. Lastly, we give an alternative to Sidelnikov and Shestakov attack by building a filtration which enables to completely recover the support and the non-zero scalars defining the secret generalized Reed–Solomon code.     

Navigation of underwater robot based on dynamically adaptive harmony search algorithm

The current research work has employed an evolutionary based novel navigational strategy to trace the collision free near optimal path for underwater robot in a three-dimensional scenario. The population based harmony search algorithm has been dynamically adapted and used to search next global best pose for underwater robot while obstacle is identified near about robot’s current pose. Each pose is evaluated based on their respective value for objective function which incorporates features of path length minimization as well as obstacle avoidance. Dynamic adaptation of control parameters and new perturbation schemes for solution vectors of harmony search has been proposed to strengthen both exploitation and randomization ability of present search process in a balanced manner. Such adaptive tuning process has found to be more effective for avoiding early convergence during underwater motion in comparison with performances of other popular variants of Harmony Search. The proposed path planning method has also shown better navigational performance in comparison with improved version of ant colony optimization and heuristic potential field method for avoiding static obstacles of different shape and sizes during underwater motion. Simulation studies and corresponding experimental verification for three-dimensional navigation are performed to check the accuracy, robustness and efficiency of proposed dynamically adaptive harmony search algorithm.     

结合Armijo步长搜索的一类新的记忆梯度算法及其收敛特征

对求解无约束规划的超记忆梯度算法中线搜索方向中的参数,给了一个假设条件,从而确定了它的一个新的取值范围,保证了搜索方向是目标函数的充分下降方向,由此提出了一类新的记忆梯度算法.在去掉迭代点列有界和Armijo步长搜索下,讨论了算法的全局收敛性,且给出了结合形如共轭梯度法FR,PR,HS的记忆梯度法的修正形式.数值实验表明,新算法比Armijo线搜索下的FR、PR、HS共轭梯度法和超记忆梯度法更稳定、更有效.     

随机模糊的等比例-最小方差投资组合优化研究

Markowitz的均值-方差模型在投资组合优化中得到了广泛的运用和拓展,其中多数拓展模型仅局限于对随机投资组合或模糊投资组合的研究,而忽略了实际问题同时包含了随机信息和模糊信息两个方面。本文首先定义随机模糊变量的方差用以度量投资组合的风险,提出具有阀值约束的最小方差随机模糊投资组合模型,基于随机模糊理论,将该模型转化为具有线性等式和不等式约束的凸二次规划问题。为了提高上述模型的有效性,本文以投资者期望效用最大化为压缩目标对投资组合权重进行压缩,构建等比例-最小方差混合的随机模糊投资组合模型,并求解该模型的最优解。最后,运用滚动实际数据的方法,比较上述两个模型的夏普比率以验证其有效性。     

Approximated structured pseudospectra

Pseudospectra and structured pseudospectra are important tools for the analysis of matrices. Their computation, however, can be very demanding for all but small matrices. A new approach to compute approximations of pseudospectra and structured pseudospectra, based on determining the spectra of many suitably chosen rank‐one or projected rank‐one perturbations of the given matrix is proposed. The choice of rank‐one or projected rank‐one perturbations is inspired by Wilkinson's analysis of eigenvalue sensitivity. Numerical examples illustrate that the proposed approach gives much better insight into the pseudospectra and structured pseudospectra than random or structured random rank‐one perturbations with lower computational burden. The latter approach is presently commonly used for the determination of structured pseudospectra.