On the Finite-Time Dynamics of Ant Colony Optimization

An analytical framework for investigating the finite-time dynamics of ant colony optimization (ACO) under a fitness-proportional pheromone update rule on arbitrary construction graphs is developed. A limit theorem on the approximation of the stochastic ACO process by a deterministic process is demonstrated, and a system of ordinary differential equations governing the process dynamics is identified. As an example for the application of the presented theory, the behavior of ACO on three different construction graphs for subset selection problems is analyzed and compared for some basic test functions. The theory enables first rough theoretical predictions of the convergence speed of ACO. AMS 2000 Subject classification 68W20, 68W40     

蚁群遗传混合算法

将蚁群遗传混合算法分别求解离散空间的和连续空间优化问题.求解旅行商问题的混合算法是以遗传算法为整个算法的框架,利用了蚁群算法中的信息素特性的进行交叉操作;根据旅行商问题的特点,给出了4种变异策略;针对遗传算法存在的过早收敛问题,加入2-0pt方法对问题求解进行了局部优化.与模拟退火算法、标准遗传算法和标准蚁群算法进行比较,4种混合算法效果都比较好,策略D的混合算法效果最好.求解连续空间优化问题是以蚁群算法为整个算法的框架,加入遗传算法的交叉操作和变异操作,用测试函数验证了混合蚁群算法的正确性.     

求解最小Steiner树的蚁群优化算法及其收敛性

最小Steiner树问题是NP难问题,它在通信网络等许多实际问题中有着广泛的应用．蚁群优化算法是最近提出的求解复杂组合优化问题的启发式算法．本文以无线传感器网络中的核心问题之一,路由问题为例,给出了求解最小Steiner树的蚁群优化算法的框架．把算法的迭代过程看作是离散时间的马尔科夫过程,证明了在一定的条件下,该算法所产生的解能以任意接近于1的概率收敛到路由问题的最优解．     

改进蚁群算法在智能交通中的应用

为了诱导车辆在出行时选择较高质量的路线,提出并建立了城市道路权值仿真模型.为求解该模型,从分析基本蚁群算法入手,通过在状态转移规则中加入扰动因子,改进全局更新规则,以及引入信息素更新算子改进了蚁群算法.然后利用道路权值模型对两种算法在路径寻优效果上做了比较和分析,实验结果表明改进后的蚁群算法能有效地避免停留在局部最优解,并提高计算效率,具有良好的寻优性和收敛性,能准确找出路网中满足综合要求的最优路径.     

An Ant Colony Optimization Algorithm for Shop Scheduling Problems

We deal with the application of ant colony optimization to group shop scheduling, which is a general shop scheduling problem that includes, among others, the open shop scheduling problem and the job shop scheduling problem as special cases. The contributions of this paper are twofold. First, we propose a neighborhood structure for this problem by extending the well-known neighborhood structure derived by Nowicki and Smutnicki for the job shop scheduling problem. Then, we develop an ant colony optimization approach, which uses a strong non-delay guidance for constructing solutions and which employs black-box local search procedures to improve the constructed solutions. We compare this algorithm to an adaptation of the tabu search by Nowicki and Smutnicki to group shop scheduling. Despite its general nature, our algorithm works particularly well when applied to open shop scheduling instances, where it improves the best known solutions for 15 of the 28 tested instances. Moreover, our algorithm is the first competitive ant colony optimization approach for job shop scheduling instances.     

A note on coloring sparse random graphs

Coja-Oghlan and Taraz [Amin Coja-Oghlan, Anusch Taraz, Exact and approximative algorithms for coloring , Random Structures and Algorithms 24 (3) (2004) 259-278] presented a graph coloring algorithm that has expected linear running time for random graphs with edge probability p satisfying np≤1.01. In this work, we develop their analysis by exploiting generating function techniques. We show that, in fact, their algorithm colors G_n,p with the minimal number of colors and has expected linear running time, provided that np≤1.33.     

Finding Edge-disjoint Paths in Networks: An Ant Colony Optimization Algorithm

One of the basic operations in communication networks consists in establishing routes for connection requests between physically separated network nodes. In many situations, either due to technical constraints or to quality-of-service and survivability requirements, it is required that no two routes interfere with each other. These requirements apply in particular to routing and admission control in large-scale, high-speed and optical networks. The same requirements also arise in a multitude of other applications such as real-time communications, vlsi design, scheduling, bin packing, and load balancing. This problem can be modeled as a combinatorial optimization problem as follows. Given a graph G representing a network topology, and a collection T={(s ₁,t ₁)...(s _k ,t _k )} of pairs of vertices in G representing connection request, the maximum edge-disjoint paths problem is an NP-hard problem that consists in determining the maximum number of pairs in T that can be routed in G by mutually edge-disjoint s _i −t _i paths. We propose an ant colony optimization (aco) algorithm to solve this problem. aco algorithms are approximate algorithms that are inspired by the foraging behavior of real ants. The decentralized nature of these algorithms makes them suitable for the application to problems arising in large-scale environments. First, we propose a basic version of our algorithm in order to outline its main features. In a subsequent step we propose several extensions of the basic algorithm and we conduct an extensive parameter tuning in order to show the usefulness of those extensions. In comparison to a multi-start greedy approach, our algorithm generates in general solutions of higher quality in a shorter amount of time. In particular the run-time behaviour of our algorithm is one of its important advantages.

---

Work partially supported by the fet Integrated Project 15964 (aeolus), and by the Spanish cicyt projects tin2005-09198-c02-02 (asce), tin2005-08818-c04-02 (oplink) and tin2005-25859-e. C. Blum also acknowledges support by the ramón y cajal postdoctoral program of the Spanish Ministry of Science and Technology. Preliminary versions of this work were presented at the 1st European Workshop on Evolutionary Computation in Communications, Networks, and Connected Systems, lncs 3005:160–169, Springer 2004, and in the 9th Intl. Workshop on Nature Inspired Distributed Computing, p. 239, ieee 2006.     

Some Properties of CIR Processes

Abstract

This article derives some properties of variants of squared Bessel processes known as CIR processes in the finance literature. We derive the transition probability density function of a square-root process and compute the resolvent density of CIR processes. As a consequence, we derive the density of CIR processes sampled at an independent exponential time. Moreover, we derive explicit expressions of the Laplace transforms (LTs) of first hitting times by martingale methods.     

动态连续蚁群系统及其在天基预警中的应用

存在监控冲突的天基中段预警传感器调度优化是一个动态、高维、复杂多约束的非线性优化问题,其解空间的高维度与状态复杂性直接制约了智能优化算法的运用.本文以任务分解与任务复合优先权计算为基础,通过二级分离机制将解空间维度与状态复杂性降低至适于连续蚁群(continuous ant-colony optimization,CACO)处理的全局优化形态,构建出相应的优化子路径集.在此基础上,针对监控冲突导致的状态变化特性,从局部搜索递进与募集的角度提出适于传感器调度优化的MG-DCACO(double direction continuous ant-colony optimization based mass recruitment and group recruitment)算法,成功将智能优化算法应用于基于低轨星座的天基中段预警中.最后对算法的收敛性进行论证,并通过与已有规则调度算法的对比得出MG-DCACO算法可获得优于规则调度算法的全局最优解.     

An Extended Ant Colony Algorithm and Its Convergence Analysis

In this work, we propose a stochastic algorithm for solving combinatorial optimization problems. The procedure is formulated within the Ant Colony Optimization (ACO) framework, and extends the so-called Graph-based Ant System with time-dependent evaporation factor, (GBAS/tdev) studied in Gutjahr (2002). In particular, we consider an ACO search procedure which also takes into account the objective function value. We provide a rigorous theoretical study on the convergence of the proposed algorithm. Further, for a toy example, we compare by simulation the rate of convergence of the proposed algorithm with those from the Random Search (RS) and from the corresponding procedure in Gutjahr (2002).AMS 2000 Subject Classification: 9OC15, 9OC27     

集装箱翻箱问题的蚁群算法改进

翻箱问题属于NP难问题,基本蚁群算法在求解该问题上收敛困难且寻优能力低。因此,本文提出了一种适合于翻箱模型的改进型蚁群算法,在概率决策机制、解的重构、信息素更新机制三个方面对基本蚁群算法进行改进。最后通过与其他算法的分析比较,验证了该改进算法的可行性与有效性。     

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 .     

Easy distributions for combinatorial optimization problems with probabilistic constraints

We show how we can linearize individual probabilistic linear constraints with binary variables when all coefficients are independently distributed according to either N(μ_i,λμ_i), for some λ>0 and μ_i>0, or Γ(k_i,θ) for some θ>0 and k_i>0. The constraint can also be linearized when the coefficients are independent and identically distributed and either positive or strictly stable random variables.     

Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes

LetX be a strongly symmetric standard Markov process on a locally compact metric spaceS with 1-potential densityu ¹(x, y). Let {L _t ^y , (t, y)R ⁺×S} denote the local times ofX and letG={G(y), yS} be a mean zero Gaussian process with covarianceu ¹(x, y). In this paper results about the moduli of continuity ofG are carried over to give similar moduli of continuity results aboutL _t ^y considered as a function ofy. Several examples are given with particular attention paid to symmetric Lévy processes.The research of both authors was supported in part by a grant from the National Science Foundation. In addition the research of Professor Rosen was also supported in part by a PSC-CUNY research grant. Professor Rosen would like to thank the Israel Institute of Technology, where he spent the academic year 1989–90 and was supported, in part, by the United States-Israel Binational Science Foundation. Professor Marcus was a faculty member at Texas A&M University while some of this research was carried out.     

A Hybrid Genetic Algorithm with Boltzmann Convergence Properties

Stochastic global search algorithms such as genetic algorithms are used to attack difficult combinatorial optimization problems. However, genetic algorithms suffer from the lack of a convergence proof. This means that it is difficult to establish reliable algorithm braking criteria without extensive a priori knowledge of the solution space. The hybrid genetic algorithm presented here combines a genetic algorithm with simulated annealing in order to overcome the algorithm convergence problem. The genetic algorithm runs inside the simulated annealing algorithm and provides convergence via a Boltzmann cooling process. The hybrid algorithm was used successfully to solve a classical 30-city traveling salesman problem; it consistently outperformed both a conventional genetic algorithm and a conventional simulated annealing algorithm. This work was supported by the University of Colorado at Colorado Springs.     

求解无线传感器网络路由问题的蚁群最优化算法及其收敛性

首先将无线传感器网络的路由问题转化成求解最小Steiner树问题,然后给出了求解无线传感器网络路由的蚁群优化算法,并对算法的收敛性进行了证明．最后对找到最优解后信息素值的变化进行了分析．即在限制信息素取值的条件下,当迭代次数充分大时,该算法能以任意接近于1的概率找到最优解,并且当最优解找到后,最优树边上的信息素单调增加,而最优解以外边上的信息素在有限步达到最小值．     

灾情巡视问题的蚁群两目标优化算法研究

分析目前灾情巡视问题求解方法存在的缺陷,归纳出灾情巡视问题两目标优化模型.针对灾情巡视问题模型特点,引入蚁群算法和多目标优化理论,提出两个灾情巡视问题的蚁群两目标优化算法:算法1将灾情巡视问题的道路网络转化为完全图,增加m-1个(m为巡视组数)虚拟巡视起点,将灾情巡视两目标优化问题转化为单旅行商两目标优化问题,然后使用蚁群算法和多目标优化理论进行迭代求解.算法2使用一只蚂蚁寻找一个子回路,m个子回路构成一个灾情巡视可行方案,采用罚函数法和多目标优化理论构建增广两目标优化评价函数,使用g组,共g×m只蚂蚁共同协作来发现灾情巡视问题的最优解.算法特点:①算法1将灾情巡视两目标优化问题转化为单旅行商两目标优化问题,可以充分利用已有蚁群算法求解单旅行商问题的研究成果;②两个算法引入蚁群算法,提高了算法效率;③两个算法克服目前灾情巡视问题的求解方法不严密性缺陷;④两目标优化算法可以为用户提供多个满足约束条件的Pareto组合解,扩大了用户选择范围,增强了算法的适用性.算法测试表明:灾情巡视问题的蚁群两目标优化算法是完全可行和有效的.