共查询到20条相似文献,搜索用时 15 毫秒
1.
In this paper, a genetic algorithm to search a set of technical trading rules which gives buying and selling advices about individual stocks is proposed. This approach is tested out of a sample of 24 French stocks among the most important stocks traded on the French market. We show that in most cases, the method outperforms a simple buy and hold strategy. However, we also illustrate the fact that the near‐optimal set of rules varies through time and across stocks. Copyright © 2002 John Wiley & Sons, Ltd. 相似文献
2.
In this paper, we are interested in the survivable network design problem (SNDP) for last mile communication networks called (L-SNDP). Given a connected, weighted, undirected graph \(\mathrm{{G}} = (\mathrm{V, E})\); a set of infrastructure nodes and a set of customers C including two customer types where customers in the subset C1 require a single connection (type-1) and customers in the subset C2 need to be redundantly connected (type-2). The aim is to seek a sub-graph of G with the smallest weight in which all customers are connected to infrastructure nodes and the connections are protected against failures. This is a NP-hard problem and it has been solved only with the objective of minimizing the network cost. In this paper, we introduce a new multi-objective approach to solve L-SNDP called ML-SNDP. These objectives are to minimize the network cost (total cost) and to minimize the maximal amount of sharing links between connections. Results of computational experiments reported show the efficiency of our proposal. 相似文献
3.
In face of the clustering problem, many clustering methods usually require the designer to provide the number of clusters as input. Unfortunately, the designer has no idea, in general, about this information beforehand. In this article, we develop a genetic algorithm based clustering method called automatic genetic clustering for unknown K (AGCUK). In the AGCUK algorithm, noising selection and division-absorption mutation are designed to keep a balance between selection pressure and population diversity. In addition, the Davies-Bouldin index is employed to measure the validity of clusters. Experimental results on artificial and real-life data sets are given to illustrate the effectiveness of the AGCUK algorithm in automatically evolving the number of clusters and providing the clustering partition. 相似文献
4.
In the Dial-a-Ride problem (DARP), customers request transportation from an operator. A request consists of a specified pickup location and destination location along with a desired departure or arrival time and capacity demand. The aim of DARP is to minimize transportation cost while satisfying customer service level constraints (Quality of Service). In this paper, we present a genetic algorithm (GA) for solving the DARP. The algorithm is based on the classical cluster-first, route-second approach, where it alternates between assigning customers to vehicles using a GA and solving independent routing problems for the vehicles using a routing heuristic. The algorithm is implemented in Java and tested on publicly available data sets. The new solution method has achieved solutions comparable with the current state-of-the-art methods. 相似文献
5.
Goal programming is a technique often used in engineering design activities primarily to find a compromised solution which will simultaneously satisfy a number of design goals. In solving goal programming problems, classical methods reduce the multiple goal-attainment problem into a single objective of minimizing a weighted sum of deviations from goals. This procedure has a number of known difficulties. First, the obtained solution to the goal programming problem is sensitive to the chosen weight vector. Second, the conversion to a single-objective optimization problem involves additional constraints. Third, since most real-world goal programming problems involve nonlinear criterion functions, the resulting single-objective optimization problem becomes a nonlinear programming problem, which is difficult to solve using classical optimization methods. In tackling nonlinear goal programming problems, although successive linearization techniques have been suggested, they are found to be sensitive to the chosen starting solution. In this paper, we pose the goal programming problem as a multi-objective optimization problem of minimizing deviations from individual goals and then suggest an evolutionary optimization algorithm to find multiple Pareto-optimal solutions of the resulting multi-objective optimization problem. The proposed approach alleviates all the above difficulties. It does not need any weight vector. It eliminates the need of having extra constraints needed with the classical formulations. The proposed approach is also suitable for solving goal programming problems having nonlinear criterion functions and having a non-convex trade-off region. The efficacy of the proposed approach is demonstrated by solving a number of nonlinear goal programming test problems and an engineering design problem. In all problems, multiple solutions (each corresponding to a different weight vector) to the goal programming problem are found in one single simulation run. The results suggest that the proposed approach is an effective and practical tool for solving real-world goal programming problems. 相似文献
6.
A new method for simultaneously determining the order and the parameters of autoregressive moving average (ARMA) models is presented in this article. Given an ARMA ( p, q) model in the absence of any information for the order, the correct order of the model ( p, q) as well as the correct parameters will be simultaneously determined using genetic algorithms (GAs). These algorithms simply search the order and the parameter spaces to detect their correct values using the GA operators. The proposed method works on the principle of maximizing the GA fitness value relying on the deviation between the actual plant output, with or without an additive noise, and the estimated plant output. Simulation results show in detail the efficiency of the proposed approach. In addition to that, a practical model identification and parameter estimation is conducted in this article with results obtained as desired. The new method is compared with other well-known methods for ARMA model order and parameter estimation. 相似文献
7.
The synthesis of genetics-based machine learning and fuzzy logic is beginning to show promise as a potent tool in solving complex control problems in multi-variate non-linear systems. In this paper an overview of current research applying the genetic algorithm to fuzzy rule based control is presented. A novel approach to genetics-based machine learning of fuzzy controllers, called a Pittsburgh Fuzzy Classifier System # 1 (P-FCS1) is proposed. P-FCS1 is based on the Pittsburgh model of learning classifier systems and employs variable length rule-sets and simultaneously evolves fuzzy set membership functions and relations. A new crossover operator which respects the functional linkage between fuzzy rules with overlapping input fuzzy set membership functions is introduced. Experimental results using P-FCS 1 are reported and compared with other published results. Application of P-FCS1 to a distributed control problem (dynamic routing in computer networks) is also described and experimental results are presented. 相似文献
8.
The trajectory planning of redundant robots is an important area of research and efficient optimization algorithms are needed. This paper presents a new technique that combines the closed-loop pseudoinverse method with genetic algorithms. The results are compared with a genetic algorithm that adopts the direct kinematics. In both cases the trajectory planning is formulated as an optimization problem with constraints. 相似文献
9.
The crossover operator is the most innovative and relevant operator in real-coded genetic algorithms. In this work we propose
a new strategy to improve the performance of this operator by the creation of virtual parents obtained from the population
parameters of localisation and dispersion of the best individuals. The idea consists of mating these virtual parents with
individuals of the population. In this way, the offspring are created in the most promising regions. This strategy has been
incorporated into several crossover operators. After analysing the results we can conclude that this strategy significantly
improves the performance of the algorithm in most problems analysed. 相似文献
10.
The purpose of this paper is to present a genetic learning process for learning fuzzy control rules from examples. It is developed in three stages: the first one is a fuzzy rule genetic generating process based on a rule learning iterative approach, the second one combines two kinds of rules, experts rules if there are and the previously generated fuzzy control rules, removing the redundant fuzzy rules, and the thrid one is a tuning process for adjusting the membership functions of the fuzzy rules. The three components of the learning process are developed formulating suitable genetic algorithms. 相似文献
11.
The push for better understanding and design of complex systems requires the solution of challenging optimization problems with large numbers of decision variables. This note presents principled results demonstrating the scalable solution of a difficult test function on instances over a billion variables using a parallel implementation of a genetic algorithm (GA). The problem addressed is a noisy, blind problem over a vector of binary decision variables. Noise is added equaling a tenth of the deterministic objective function variance of the problem, thereby making it difficult for simple hillclimbers to find the optimal solution. The genetic algorithm used—the compact GA—is able to find the optimum in the presence of noise quickly, reliably, and accurately, and the solution scalability follows known convergence theories. These results on noisy problem together with other results on problems involving varying modularity, hierarchy, and overlap foreshadow routine solution of billion‐variable problems across the landscape of complexity science. © 2007 Wiley Periodicals, Inc. Complexity 12: 27–29, 2007 相似文献
12.
The use of finite elements in both kinematic analysis and synthesis of mechanisms has shown good performance. Its only drawback is the need for an initial reasonable quality solution. To address this topic, the use of genetic algorithms with a finite-element-based error function is proposed in this paper. This approach has not only shown good behaviour with simple mechanisms, but also with complex kinematic chains. The energy-based error function, which has demonstrated such good behaviour in the optimization via second-order Newton–Raphson methods, presented some limitations. To solve them, a new distance-based error function has been developed. Simultaneously, new finite elements have been created to represent some joints and kinematic elements. The need to address some specific configuration problems has led to the development of a correction algorithm. 相似文献
13.
In apparel industry, manufacturers developed standard allowed minutes (SAMs) databases on various manufacturing operations in order to facilitate better scheduling, while effective production schedules ensure smoothness of downstream operations. As apparel manufacturing environment is fuzzy and dynamic, rigid production schedules based on SAMs become futile in the presence of any uncertainty. In this paper, a fuzzification scheme is proposed to fuzzify the static standard time so as to incorporate some uncertainties, in terms of both job-specific and human related factors, into the fabric-cutting scheduling problem. A genetic optimisation procedure is also proposed to search for fault-tolerant schedules using genetic algorithms, such that makespan and scheduling uncertainties are minimised. Two sets of real production data were collected to validate the proposed method. Experimental results indicate that the genetically optimised fault-tolerant schedules not only improve the operation performance but also minimise the scheduling risks. 相似文献
15.
One of the most important tasks in service and manufacturing systems is how to schedule arriving jobs such that some criteria
will be satisfied. Up to now there have been defined a great variety of scheduling problems as well as corresponding models
and solution approaches. Most models suffer from such more or less restrictive assumptions like single machine, unique processing
times, zero set-up times or a single criterion. On the other hand some classical approaches like linear or dynamic programming
are practicable for small-size problems only. Therefore over the past years we can observe an increasing application of heuristic
search methods. But scheduling problems with multiple machines, forbidden setups and multiple objectives are scarcely considered.
In our paper we apply a Genetic Algorithm to such a problem which was found at a continuous casting plant. Because of the
forbidden setups the probability for a random generated schedule to be feasible is nearly zero. To resolve this problem we
use three kinds of penalties, a global, a local and a combined approach. For performance investigations of these penalty types
we applied our approaches to a real world test instance with 96 jobs, three machines and two objectives. We tested five different
penalty levels with 51 independent runs to evaluate the impact of the penalties. 相似文献
16.
The theoretical presentation and analysis is given for two families of simple in-place merging algorithms and their limiting cases. The first family merges stably in O( k· n) time and O( n
1/k
) additional space with a limiting case running in O( n log n) time and constant space. The second family merges unstably in O ( k · n) time and O(log
k
n) space with a limiting case running in O( nG( n)) time and constant space. Here G( n) is the least k such that F( k) n where F(0)=1 and F( i)=2
F(i–1) for i1. Each algorithm gives rise to a corresponding merge sort. 相似文献
17.
Designing cost-effective telecommunications networks often involves solving several challenging, interdependent combinatorial optimization problems simultaneously. For example, it may be necessary to select a least-cost subset of locations (network nodes) to serve as hubs where traffic is to be aggregated and switched; optimally assign other nodes to these hubs, meaning that the traffic entering the network at these nodes will be routed to the assigned hubs while respecting capacity constraints on the links; and optimally choose the types of links to be used in interconnecting the nodes and hubs based on the capacities and costs associated with each link type. Each of these three combinatorial optimization problems must be solved while taking into account its impacts on the other two. This paper introduces a genetic algorithm (GA) approach that has proved effective in designing networks for carrying personal communications services (PCS) traffic. The key innovation is to represent information about hub locations and their interconnections as two parts of a chromosome, so that solutions to both aspects of the problem evolve in parallel toward a globally optimal solution. This approach allows realistic problems that take 4–10 hours to solve via a more conventional branch-and-bound heuristic to be solved in 30–35 seconds. Applied to a real network design problem provided as a test case by Cox California PCS, the heuristics successfully identified a design 10% less expensive than the best previously known design. Cox California PCS has adopted the heuristic results and plans to incorporate network optimization in its future network designs and requests for proposals. 相似文献
18.
This paper investigates solving the knapsack problem with imprecise weight coefficients using genetic algorithms. This work is based on the assumption that each weight coefficient is imprecise due to decimal truncation or coefficient rough estimation by the decision-maker. To deal with this kind of imprecise data, fuzzy sets provide a powerful tool to model and solve this problem. We investigate the possibility of using genetic algorithms in solving the fuzzy knapsack problem without defining membership functions for each imprecise weight coefficient. The proposed approach simulates a fuzzy number by distributing it into some partition points. We use genetic algorithms to evolve the values in each partition point so that the final values represent the membership grade of a fuzzy number. The empirical results show that the proposed approach can obtain very good solutions within the given bound of each imprecise weight coefficient than the fuzzy knapsack approach. The fuzzy genetic algorithm concept approach is different, but gives better results than the traditional fuzzy approach. 相似文献
19.
This study addresses the optimization of rational fraction approximations for the discrete-time calculation of fractional derivatives. The article starts by analyzing the standard techniques based on Taylor series and Padé expansions. In a second phase the paper re-evaluates the problem in an optimization perspective by tacking advantage of the flexibility of the genetic algorithms. 相似文献
20.
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. 相似文献
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