Enhanced speciation in particle swarm optimization for multi-modal problems

In this paper, we present a novel multi-modal optimization algorithm for finding multiple local optima in objective function surfaces. We build from Species-based particle swarm optimization (SPSO) by using deterministic sampling to generate new particles during the optimization process, by implementing proximity-based speciation coupled with speciation of isolated particles, and by including “turbulence regions” around already found solutions to prevent unnecessary function evaluations. Instead of using error threshold values, the new algorithm uses the particle’s experience, geometric mean, and “exclusion factor” to detect local optima and stop the algorithm. The performance of each extension is assessed with leave-it-out tests, and the results are discussed. We use the new algorithm called Isolated-Speciation-based particle swarm optimization (ISPSO) and a benchmark algorithm called Niche particle swarm optimization (NichePSO) to solve a six-dimensional rainfall characterization problem for 192 rain gages across the United States. We show why it is important to find multiple local optima for solving this real-world complex problem by discussing its high multi-modality. Solutions found by both algorithms are compared, and we conclude that ISPSO is more reliable than NichePSO at finding optima with a significantly lower objective function value.     

A new discrete particle swarm optimization approach for the single-machine total weighted tardiness scheduling problem with sequence-dependent setup times

In this paper we present a new Discrete Particle Swarm Optimization (DPSO) approach to face the NP-hard single machine total weighted tardiness scheduling problem in presence of sequence-dependent setup times. Differently from previous approaches the proposed DPSO uses a discrete model both for particle position and velocity and a coherent sequence metric. We tested the proposed DPSO mainly over a benchmark originally proposed by Cicirello in 2003 and available online. The results obtained show the competitiveness of our DPSO, which is able to outperform the best known results for the benchmark. In addition, we also tested the DPSO on a set of benchmark instances from ORLIB for the single machine total weighted tardiness problem, and we analysed the role of the DPSO swarm intelligence mechanisms as well as the local search intensification phase included in the algorithm.     

A hybrid simplex search and particle swarm optimization for unconstrained optimization

This paper proposes the hybrid NM-PSO algorithm based on the Nelder–Mead (NM) simplex search method and particle swarm optimization (PSO) for unconstrained optimization. NM-PSO is very easy to implement in practice since it does not require gradient computation. The modification of both the Nelder–Mead simplex search method and particle swarm optimization intends to produce faster and more accurate convergence. The main purpose of the paper is to demonstrate how the standard particle swarm optimizers can be improved by incorporating a hybridization strategy. In a suite of 20 test function problems taken from the literature, computational results via a comprehensive experimental study, preceded by the investigation of parameter selection, show that the hybrid NM-PSO approach outperforms other three relevant search techniques (i.e., the original NM simplex search method, the original PSO and the guaranteed convergence particle swarm optimization (GCPSO)) in terms of solution quality and convergence rate. In a later part of the comparative experiment, the NM-PSO algorithm is compared to various most up-to-date cooperative PSO (CPSO) procedures appearing in the literature. The comparison report still largely favors the NM-PSO algorithm in the performance of accuracy, robustness and function evaluation. As evidenced by the overall assessment based on two kinds of computational experience, the new algorithm has demonstrated to be extremely effective and efficient at locating best-practice optimal solutions for unconstrained optimization.     

A discrete particle swarm optimization for lot-streaming flowshop scheduling problem

We consider an n-job, m-machine lot-streaming problem in a flowshop with equal-size sublots where the objective is to minimize the total weighted earliness and tardiness. To solve this problem, we first propose a so-called net benefit of movement (NBM) algorithm, which is much more efficient than the existing linear programming model for obtaining the optimal starting and completion times of sublots for a given job sequence. A new discrete particle swarm optimization (DPSO) algorithm incorporating the NBM algorithm is then developed to search for the best sequence. The new DPSO improves the existing DPSO by introducing an inheritance scheme, inspired by a genetic algorithm, into particles construction. To verify the proposed DPSO algorithm, comparisons with the existing DPSO algorithm and a hybrid genetic algorithm (HGA) are made. Computational results show that the proposed DPSO algorithm with a two-point inheritance scheme is very competitive for the lot-streaming flowshop scheduling problem.     

Self-adaptive velocity particle swarm optimization for solving constrained optimization problems

Particle swarm optimization (PSO) is originally developed as an unconstrained optimization technique, therefore lacks an explicit mechanism for handling constraints. When solving constrained optimization problems (COPs) with PSO, the existing research mainly focuses on how to handle constraints, and the impact of constraints on the inherent search mechanism of PSO has been scarcely explored. Motivated by this fact, in this paper we mainly investigate how to utilize the impact of constraints (or the knowledge about the feasible region) to improve the optimization ability of the particles. Based on these investigations, we present a modified PSO, called self-adaptive velocity particle swarm optimization (SAVPSO), for solving COPs. To handle constraints, in SAVPSO we adopt our recently proposed dynamic-objective constraint-handling method (DOCHM), which is essentially a constituent part of the inherent search mechanism of the integrated SAVPSO, i.e., DOCHM + SAVPSO. The performance of the integrated SAVPSO is tested on a well-known benchmark suite and the experimental results show that appropriately utilizing the knowledge about the feasible region can substantially improve the performance of the underlying algorithm in solving COPs.     

Integrating particle swarm optimization with genetic algorithms for solving nonlinear optimization problems

Heuristic optimization provides a robust and efficient approach for solving complex real-world problems. The aim of this paper is to introduce a hybrid approach combining two heuristic optimization techniques, particle swarm optimization (PSO) and genetic algorithms (GA). Our approach integrates the merits of both GA and PSO and it has two characteristic features. Firstly, the algorithm is initialized by a set of random particles which travel through the search space. During this travel an evolution of these particles is performed by integrating PSO and GA. Secondly, to restrict velocity of the particles and control it, we introduce a modified constriction factor. Finally, the results of various experimental studies using a suite of multimodal test functions taken from the literature have demonstrated the superiority of the proposed approach to finding the global optimal solution.     

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.     

Memetic particle swarm optimization

We propose a new Memetic Particle Swarm Optimization scheme that incorporates local search techniques in the standard Particle Swarm Optimization algorithm, resulting in an efficient and effective optimization method, which is analyzed theoretically. The proposed algorithm is applied to different unconstrained, constrained, minimax and integer programming problems and the obtained results are compared to that of the global and local variants of Particle Swarm Optimization, justifying the superiority of the memetic approach.     

A novel hybrid differential evolution and particle swarm optimization algorithm for unconstrained optimization

An algorithm called DE-PSO is proposed which incorporates concepts from DE and PSO, updating particles not only by DE operators but also by mechanisms of PSO. The proposed algorithm is tested on several benchmark functions. Numerical comparisons with different hybrid meta-heuristics demonstrate its effectiveness and efficiency.     

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 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.     

Balanced fuzzy particle swarm optimization

In the present study an extension of particle swarm optimization (PSO) algorithm which is in conformity with actual nature is introduced for solving combinatorial optimization problems. Development of this algorithm is essentially based on balanced fuzzy sets theory. The classical fuzzy sets theory cannot distinguish differences between positive and negative information of membership functions, while in the new method both kinds of information “positive and negative” about membership function are equally important. The balanced fuzzy particle swarm optimization algorithm is used for fundamental optimization problem entitled traveling salesman problem (TSP). For convergence inspecting of new algorithm, method was used for TSP problems. Convergence curves were represented fast convergence in restricted and low iterations for balanced fuzzy particle swarm optimization algorithm (BF-PSO) comparison with fuzzy particle swarm optimization algorithm (F-PSO).     

A binary particle swarm optimization algorithm inspired by multi-level organizational learning behavior

Recently, nature-inspired algorithms have increasingly attracted the attention of researchers. Due to the fact that in BPSO the position vectors consisting of ‘0’ and ‘1’ can be seen as a decision behavior (support or oppose), in this paper, we propose a BPSO with hierarchical structure (BPSO_HS for short), on the basis of multi-level organizational learning behavior. At each iteration of BPSO_HS, particles are divided into two classes, named ‘leaders’ and ‘followers’, and different evolutionary strategies are used in each class. In addition, the mutation strategy is adopted to overcome the premature convergence and slow convergent speed during the later stages of optimization. The algorithm was tested on two discrete optimization problems (Traveling Salesman and Bin Packing) as well as seven real-parameter functions. The experimental results showed that the performance of BPSO_HS was significantly better than several existing algorithms.     

Particle swarm with equilibrium strategy of selection for multi-objective optimization

A new ranking scheme based on equilibrium strategy of selection is proposed for multi-objective particle swarm optimization (MOPSO), and the preference ordering is used to identify the “best compromise” in the ranking stage. This scheme increases the selective pressure, especially when the number of objectives is very large. The proposed algorithm has been compared with other multi-objective evolutionary algorithms (MOEAs). The experimental results indicate that our algorithm produces better convergence performance.     

A variable selection method based on Tabu search for logistic regression models

A Tabu search method is proposed and analysed for selecting variables that are subsequently used in Logistic Regression Models. The aim is to find from among a set of m variables a smaller subset which enables the efficient classification of cases. Reducing dimensionality has some very well-known advantages that are summarized in literature. The specific problem consists in finding, for a small integer value of p, a subset of size p of the original set of variables that yields the greatest percentage of hits in Logistic Regression. The proposed Tabu search method performs a deep search in the solution space that alternates between a basic phase (that uses simple moves) and a diversification phase (to explore regions not previously visited). Testing shows that it obtains significantly better results than the Stepwise, Backward or Forward methods used by classic statistical packages. Some results of applying these methods are presented.     

On solving multiobjective bin packing problems using evolutionary particle swarm optimization

The bin packing problem is widely found in applications such as loading of tractor trailer trucks, cargo airplanes and ships, where a balanced load provides better fuel efficiency and safer ride. In these applications, there are often conflicting criteria to be satisfied, i.e., to minimize the bins used and to balance the load of each bin, subject to a number of practical constraints. Unlike existing studies that only consider the issue of minimum bins, a multiobjective two-dimensional mathematical model for bin packing problems with multiple constraints (MOBPP-2D) is formulated in this paper. To solve MOBPP-2D problems, a multiobjective evolutionary particle swarm optimization algorithm (MOEPSO) is proposed. Without the need of combining both objectives into a composite scalar weighting function, MOEPSO incorporates the concept of Pareto’s optimality to evolve a family of solutions along the trade-off surface. Extensive numerical investigations are performed on various test instances, and their performances are compared both quantitatively and statistically with other optimization methods to illustrate the effectiveness and efficiency of MOEPSO in solving multiobjective bin packing problems.     

A novel particle swarm optimization algorithm based on particle migration

Inspired by the migratory behavior in the nature, a novel particle swarm optimization algorithm based on particle migration (MPSO) is proposed in this work. In this new algorithm, the population is randomly partitioned into several sub-swarms, each of which is made to evolve based on particle swarm optimization with time varying inertia weight and acceleration coefficients (LPSO-TVAC). At periodic stage in the evolution, some particles migrate from one complex to another to enhance the diversity of the population and avoid premature convergence. It further improves the ability of exploration and exploitation. Simulations for benchmark test functions illustrate that the proposed algorithm possesses better ability to find the global optima than other variants and is an effective global optimization tool.     

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.     

An efficient co-swarm particle swarm optimization for non-linear constrained optimization

This paper proposes a new co-swarm PSO (CSHPSO) for constrained optimization problems, which is obtained by hybridizing the recently proposed shrinking hypersphere PSO (SHPSO) with the differential evolution (DE) approach. The total swarm is subdivided into two sub swarms in such a way that the first sub swarms uses SHPSO and second sub swarms uses DE. Experiments are performed on a state-of-the-art problems proposed in IEEE CEC 2006. The results of the CSHPSO is compared with SHPSO and DE in a variety of fashions. A statistical approach is applied to provide the significance of the numerical experiments. In order to further test the efficacy of the proposed CSHPSO, an economic dispatch (ED) problem with valve points effects for 40 generating units is solved. The results of the problem using CSHPSO is compared with SHPSO, DE and the existing solutions in the literature. It is concluded that CSHPSO is able to give the minimal cost for the ED problem in comparison with the other algorithms considered. Hence, CSHPSO is a promising new co-swarm PSO which can be used to solve any real constrained optimization problem.     

The fitness evaluation strategy in particle swarm optimization

The particle swarm optimization (PSO) computational method has recently become popular. However, it has limitations. It may trap into local optima and cause the premature convergence phenomenon, especially for multimodal and high-dimensional problems. In this paper, we focus on investigating the fitness evaluation in terms of a particle’s position. Particularly, we find that the fitness evaluation strategy in the standard PSO has two drawbacks, i.e., “two steps forward and one step back” and “two steps back and one step forward”. In addition, we propose a general fitness evaluation strategy (GFES), by which a particle is evaluated in multiple subspaces and different contexts in order to take diverse paces towards the destination position. As demonstrations of GFES, a series of PSOs with GFES are presented. Experiments are conducted on several benchmark optimization problems. The results show that GFES is effective at handling multimodal and high-dimensional problems.