基于模矢搜索和遗传算法的混合约束优化算法

近年,免梯度方法又开始引起大家的注意，由于不需要计算函数的梯度．特别适合用来求解那些无法得到梯度信息或需要花很大计算量才能得到梯度信息的问题．本文构造了一个基于模矢搜索和遗传算法的混合优化算法．在模矢搜索方法的搜索步，用一个类似于遗传算法的方法产生一个有限点集．算法是全局收敛的.     

A particle swarm pattern search method for bound constrained global optimization

In this paper we develop, analyze, and test a new algorithm for the global minimization of a function subject to simple bounds without the use of derivatives. The underlying algorithm is a pattern search method, more specifically a coordinate search method, which guarantees convergence to stationary points from arbitrary starting points. In the optional search phase of pattern search we apply a particle swarm scheme to globally explore the possible nonconvexity of the objective function. Our extensive numerical experiments showed that the resulting algorithm is highly competitive with other global optimization methods also based on function values. Support for Luís N. Vicente was provided by Centro de Matemática da Universidade de Coimbra and by FCT under grant POCI/MAT/59442/2004.     

A new approach for solving linear bilevel problems using genetic algorithms

Bilevel programming involves two optimization problems where the constraint region of the first level problem is implicitly determined by another optimization problem. This paper develops a genetic algorithm for the linear bilevel problem in which both objective functions are linear and the common constraint region is a polyhedron. Taking into account the existence of an extreme point of the polyhedron which solves the problem, the algorithm aims to combine classical extreme point enumeration techniques with genetic search methods by associating chromosomes with extreme points of the polyhedron. The numerical results show the efficiency of the proposed algorithm. In addition, this genetic algorithm can also be used for solving quasiconcave bilevel problems provided that the second level objective function is linear.     

基于混合算法的实时订货信息下的车辆调度优化

实时订货信息下的车辆调度是随机性车辆调度中货物需求量、需求点均不确定的情况下的车辆调度.针对该问题,本文构建了配送总成本最小的目标函数,提出了采用混合算法求解的思路.即以局部搜索法求得初始解,采用遗传算法优化初始解,并在送货时间更新后,利用禁忌搜索法求解速度快的特点改进调度方案,得到订货信息不断更新的条件下的车辆调度方案.通过实例分析,本方法既可解决电子商务条件下实时订货的车辆调度问题,也具有求解结果可靠、求解过程快速的特点.     

Pattern search ranking and selection algorithms for mixed variable simulation-based optimization

The class of generalized pattern search (GPS) algorithms for mixed variable optimization is extended to problems with stochastic objective functions. Because random noise in the objective function makes it more difficult to compare trial points and ascertain which points are truly better than others, replications are needed to generate sufficient statistical power to draw conclusions. Rather than comparing pairs of points, the approach taken here augments pattern search with a ranking and selection (R&S) procedure, which allows for comparing many function values simultaneously. Asymptotic convergence for the algorithm is established, numerical issues are discussed, and performance of the algorithm is studied on a set of test problems.     

An Application of a Multi-Objective Tabu Search Algorithm to a Bicriteria Flowshop Problem

This paper proposes a new tabu search algorithm for multi-objective combinatorial problems with the goal of obtaining a good approximation of the Pareto-optimal or efficient solutions. The algorithm works with several paths of solutions in parallel, each with its own tabu list, and the Pareto dominance concept is used to select solutions from the neighborhoods. In this way we obtain at each step a set of local nondominated points. The dispersion of points is achieved by a clustering procedure that groups together close points of this set and then selects the centroids of the clusters as search directions. A nice feature of this multi-objective algorithm is that it introduces only one additional parameter, namely, the number of paths. The algorithm is applied to the permutation flowshop scheduling problem in order to minimize the criteria of makespan and maximum tardiness. For instances involving two machines, the performance of the algorithm is tested against a Branch-and-Bound algorithm proposed in the literature, and for more than two machines it is compared with that of a tabu search algorithm and a genetic local search algorithm, both from the literature. Computational results show that the heuristic yields a better approximation than these algorithms.     

Some fundamental issues of basic line search algorithm for linear programming problems

In this article we present the fundamental idea, concepts and theorems of a basic line search algorithm for solving linear programming problems which can be regarded as an extension of the simplex method. However, unlike the iteration of the simplex method from a basic point to an improved adjacent basic point via pivot operation, the basic line search algorithm, also by pivot operation, moves from a basic line which contains two basic feasible points to an improved basic line which also contains two basic feasible points whose objective values are no worse than that of the two basic feasible points on the previous basic line. The basic line search algorithm may skip some adjacent vertices so that it converges to an optimal solution faster than the simplex method. For example, for a 2-dimensional problem, the basic line search algorithm can find an optimal solution with only one iteration.     

Test driving three 1995 genetic algorithms: New test functions and geometric matching

Genetic algorithms have attracted a good deal of interest in the heuristic search community. Yet there are several different types of genetic algorithms with varying performance and search characteristics. In this article we look at three genetic algorithms: an elitist simple genetic algorithm, the CHC algorithm and Genitor. One problem in comparing algorithms is that most test problems in the genetic algorithm literature can be solved using simple local search methods. In this article, the three algorithms are compared using new test problems that are not readily solved using simple local search methods. We then compare a local search method to genetic algorithms for geometric matching and examine a hybrid algorithm that combines local and genetic search. The geometric matching problem matches a model (e.g., a line drawing) to a subset of lines contained in a field of line fragments. Local search is currently the best known method for solving general geometric matching problems.     

Performance of a genetic algorithm for the graph partitioning problem

The performance of the genetic algorithm (GA) for the graph partitioning problem (GPP) is investigated by comparison with standard heuristics on well-known benchmark graphs. In general, there is a case where a practical performance of a conventional genetic approach, which performs only simple operations without a local search strategy, is not sufficient. However, it is known that a combination of GA and local search can produce better solutions. From this practice, we incorporate a simple local search algorithm into the GA. In particular, the search ability of the GA is compared with standard heuristics such as multistart local search and simulated annealing, which use the same neighborhood structure of the simple local search, for solving the GPP. Experimental results show that the GA performs better than its competitors.     

多目标规划的一种混合遗传算法

本文利用遗传算法的全局搜索内能力及直接搜索算法的局部优化能力，提出了一种用于多目标规划的混合遗传算法．与Pareto遗传算法相比．本文提出的算法能提高多目标遗传算法优化搜索效率，并保证了能得到适舍决策者要求的Pareto最优解．最后，理论与实践证明其有有效性．     

A dynamic genetic algorithm based on continuous neural networks for a kind of non-convex optimization problems

This paper presents a kind of dynamic genetic algorithm based on a continuous neural network, which is intrinsically the steepest decent method for constrained optimization problems. The proposed algorithm combines the local searching ability of the steepest decent methods with the global searching ability of genetic algorithms. Genetic algorithms are used to decide each initial point of the steepest decent methods so that all the initial points can be searched intelligently. The steepest decent methods are employed to decide the fitness of genetic algorithms so that some good initial points can be selected. The proposed algorithm is motivated theoretically and biologically. It can be used to solve a non-convex optimization problem which is quadratic and even more non-linear. Compared with standard genetic algorithms, it can improve the precision of the solution while decreasing the searching scale. In contrast to the ordinary steepest decent method, it can obtain global sub-optimal solution while lessening the complexity of calculation.     

圆形区域分散布局问题研究

针对圆形区域分散布局问题, 文中给出了一个带约束的非线性规划模型. 当布局点数量较少时, 通过将模型转化为无约束优化问题, 利用梯度方法进行求解; 对于布局点数量较多的情况, 提出了一个界为1/2的多项式时间的近似算法, 并进行了相应的算例分析, 进一步来验证算法解的合理性. 研究的结论及方法一定程度上丰富和完善了圆形区域的分散布局理论.     

A genetic algorithm for the unrelated parallel machine scheduling problem with sequence dependent setup times

In this work a genetic algorithm is presented for the unrelated parallel machine scheduling problem in which machine and job sequence dependent setup times are considered. The proposed genetic algorithm includes a fast local search and a local search enhanced crossover operator. Two versions of the algorithm are obtained after extensive calibrations using the Design of Experiments (DOE) approach. We review, evaluate and compare the proposed algorithm against the best methods known from the literature. We also develop a benchmark of small and large instances to carry out the computational experiments. After an exhaustive computational and statistical analysis we can conclude that the proposed method shows an excellent performance overcoming the rest of the evaluated methods in a comprehensive benchmark set of instances.     

Scatter Search and Genetic Algorithms for MAX-SAT Problems

In this paper, both scatter search (SS) and genetic algorithms (GAs) are studied for the NP-Hard optimization variant of the satisfiability problem, namely MAX-SAT. First, we investigate a new selection strategy based on both fitness and diversity to choose individuals to participate in the reproduction phase of a genetic algorithm. The resulting algorithm is enhanced in two ways leading to two genetic algorithm variants: the first one uses a uniform crossover. The second one uses a specific crossover operator (to MAX-SAT). The crossover operator is combined with an improved stochastic local search (SLS). The crossover operator is used to identify promising regions while the stochastic local search performs an intensified search of solutions around these regions. Secondly, we propose a scatter search variant for MAX-SAT. Both the SS and the GAs implementations share the solution selection strategy, the improved SLS method and the combination operator. Experiments on several instances from MAX-SAT libraries are performed to show and compare the effectiveness of our approaches. The computational experiments show that both (SS) and (GAs) with a stochastic local search (SLS) improvement technique outperform a classical genetic algorithm (without SLS). The two metaheuristics are able of balancing search diversification and intensification which leads to good results. In general, the specific genetic algorithm with a (SLS) improvement technique and a specific combination method provides competitive results and finds solutions of a higher quality than a scatter search.     

Memetic algorithms, domain knowledge, and financial investing

How might domain knowledge constrain a genetic algorithm and systematically impact the algorithm’s traversal of the search space? In particular, in this paper the hypothesis is advanced that a semantic tree of financial knowledge can be used to influence the results of a genetic algorithm for financial investing problems. An algorithm is described, called the “Memetic Algorithm for Domain Knowledge”, and is instantiated in a software system. In mutation experiments, this system chooses financial ratios to use as inputs to a neural logic network which classifies stocks as likely to increase or decrease in value. The mutation is guided by a semantic tree of financial ratios. In crossover experiments, this system solves a portfolio optimization problem in which components of an individual represent weights on stocks; knowledge in the form of a semantic tree of industries determines the order in which components are sorted in individuals. Both synthetic data and real-world data are used. The experimental results show that knowledge can be used to reach higher fitness individuals more quickly. More interestingly, the results show how conceptual distance in the human knowledge can correspond to distance between evolutionary individuals and their fitness. In other words, knowledge might be dynamically used to at times increase the step size in a search algorithm or at times to decrease the step size. These results shed light on the role of knowledge in evolutionary computation and are part of the larger body of work to delineate how domain knowledge might usefully constrain the genetic algorithm.     

On principle axis based line symmetry clustering techniques

In this paper, at first a new line symmetry (LS) based distance is proposed which calculates the amount of symmetry of a point with respect to the first principal axis of a data set. The proposed distance uses a recently developed point symmetry (PS) based distance in its computation. Kd-tree based nearest neighbor search is used to reduce the complexity of computing the closest symmetric point. Thereafter an evolutionary clustering technique is described that uses this new principal axis based LS distance for assignment of points to different clusters. The proposed GA with line symmetry distance based (GALS) clustering technique is able to detect any type of clusters, irrespective of their geometrical shape, size or convexity as long as they possess the characteristics of LS. GALS is compared with the existing genetic algorithm based K-means clustering technique, GAK-means, existing genetic algorithm with PS based clustering technique, GAPS, spectral clustering technique, and average linkage clustering technique. Five artificially generated data sets having different characteristics and seven real-life data sets are used to demonstrate the superiority of the proposed GALS clustering technique. In a part of experiment, utility of the proposed genetic LS distance based clustering technique is demonstrated for segmenting the satellite image of the part of the city of Kolkata. The proposed technique is able to distinguish different landcover types in the image. In the last part of the paper genetic algorithm is used to search for the suitable line of symmetry of each cluster.     

A comparison of local search methods for flow shop scheduling

Local search techniques are widely used to obtain approximate solutions to a variety of combinatorial optimization problems. Two important categories of local search methods are neighbourhood search and genetic algorithms. Commonly used neighbourhood search methods include descent, threshold accepting, simulated annealing and tabu search. In this paper, we present a computational study that compares these four neighbourhood search methods, a genetic algorithm, and a hybrid method in which descent is incorporated into the genetic algorithm. The performance of these six local search methods is evaluated on the problem of scheduling jobs in a permutation flow shop to minimize the total weighted completion time. Based on the results of extensive computational tests, simulated annealing is found to generate better quality solutions than the other neighborhood search methods. However, the results also indicate that the hybrid genetic descent algorithm is superior to simulated annealing.     

A modified DNA genetic algorithm for parameter estimation of the 2-Chlorophenol oxidation in supercritical water

Based on the mechanism of biological DNA genetic information and evolution, a modified DNA genetic algorithm (MDNA-GA) is proposed to estimate the kinetic parameters of the 2-Chlorophenol oxidation in supercritical water. In this approach, DNA encoding method, choose crossover operator and frame-shift mutation operator inspired by the biological DNA are developed for improving the global searching ability. Besides, an adaptive mutation probability which can be adjusted automatically according to the diversity of population is also adopted. A local search method is used to explore the search space to accelerate the convergence towards global optimum. The performance of MDNA-GA in typical benchmark functions and kinetic parameter estimation is studied and compared with RNA-GA. The experimental results demonstrate that the proposed algorithm can overcome premature convergence and yield the global optimum with high efficiency.     

求解整数规划问题的混合遗传算法及收敛性

1引言 科学和工程领域中的许多优化问题最终可以归结为求解一个带有约束条件的整数规划问题.其形式为: {maxx∈In f(x) s.t.gi(x)=0,j=1,…,me; gi(x)≥0,i=me+1,…m, x∈nΠi=1 Ai, 式中I表示整数集,x=(x1,…,xn)T,Ai(i∈{1,…,n})为有限整数集. 遗传算法作为一种优化技术,是一种近似算法,一般不能保证一定能得到优化问题的精确解.     

基于模式搜索的渴求函数法在多响应优化中的应用

渴求函数法是处理多响应参数优化的常用方法之一,它通过最大化总体渴求值获得因子的最佳水平组合.然而,随着因子个数和响应个数的增加,渴求函数往往变得多约束、多峰分布、高度非线性,传统的基于梯度的优化算法不适用.根据因子及响应个数等问题复杂程度不同,提出了以模式搜索算法为基础,用重叠等值线图或遗传算法设定模式搜索的起始点,对总体渴求函数进行寻优的新方法.算例验证了该方法的有效性.