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 hybrid shuffled complex evolution approach based on differential evolution for unconstrained optimization

Numerous optimization methods have been proposed for the solution of the unconstrained optimization problems, such as mathematical programming methods, stochastic global optimization approaches, and metaheuristics. In this paper, a metaheuristic algorithm called Modified Shuffled Complex Evolution (MSCE) is proposed, where an adaptation of the Downhill Simplex search strategy combined with the differential evolution method is proposed. The efficiency of the new method is analyzed in terms of the mean performance and computational time, in comparison with the genetic algorithm using floating-point representation (GAF) and the classical shuffled complex evolution (SCE-UA) algorithm using six benchmark optimization functions. Simulation results and the comparisons with SCE-UA and GAF indicate that the MSCE improves the search performance on the five benchmark functions of six tested functions.     

A Bayesian algorithm for global optimization

A crucial step in global optimization algorithms based on random sampling in the search domain is decision about the achievement of a prescribed accuracy. In order to overcome the difficulties related to such a decision, the Bayesian Nonparametric Approach has been introduced. The aim of this paper is to show the effectiveness of the approach when an ad hoc clustering technique is used for obtaining promising starting points for a local search algorithm. Several test problems are considered.     

Imperialist competitive algorithm combined with chaos for global optimization

A novel chaotic improved imperialist competitive algorithm (CICA) is presented for global optimization. The ICA is a new meta-heuristic optimization developed based on a socio-politically motivated strategy and contains two main steps: the movement of the colonies and the imperialistic competition. Here different chaotic maps are utilized to improve the movement step of the algorithm. Seven different chaotic maps are investigated and the Logistic and Sinusoidal maps are found as the best choices. Comparing the new algorithm with the other ICA-based methods demonstrates the superiority of the CICA for the benchmark functions.     

A new constructing auxiliary function method for global optimization

A new auxiliary function method based on the idea which executes a two-stage deterministic search for global optimization is proposed. Specifically, a local minimum of the original function is first obtained, and then a stretching function technique is used to modify the objective function with respect to the obtained local minimum. The transformed function stretches the function values higher than the obtained minimum upward while it keeps the ones with lower values unchanged. Next, an auxiliary function is constructed on the stretched function, which always descends in the region where the function values are higher than the obtained minimum, and it has a stationary point in the lower area. We optimize the auxiliary function and use the found stationary point as the starting point to turn to the first step to restart the search. Repeat the procedure until termination. A theoretical analysis is also made. The main feature of the new method is that it relaxes significantly the requirements for the parameters. Numerical experiments on benchmark functions with different dimensions (up to 50) demonstrate that the new algorithm has a more rapid convergence and a higher success rate, and can find the solutions with higher quality, compared with some other existing similar algorithms, which is consistent with the analysis in theory.     

A counterexample to a global optimization algorithm

A counterexample to an algorithm of Dien (1988) for solving a minimization problem with a quasiconcave objective function and both linear and a reverse-convex constraint shows that this algorithm needn't lead to a solution of the given problem.     

Towards global bilevel dynamic optimization

The global solution of bilevel dynamic optimization problems is discussed. An overview of a deterministic algorithm for bilevel programs with nonconvex functions participating is given, followed by a summary of deterministic algorithms for the global solution of optimization problems with nonlinear ordinary differential equations embedded. Improved formulations for scenario-integrated optimization are proposed as bilevel dynamic optimization problems. Solution procedures for some of the problems are given, while for others open challenges are discussed. Illustrative examples are given.     

Optimal and sub-optimal stopping rules for the Multistart algorithm in global optimization

In this paper the problem of stopping the Multistart algorithm for global optimization is considered. The algorithm consists of repeatedly performing local searches from randomly generated starting points. The crucial point in this algorithmic scheme is the development of a stopping criterion; the approach analyzed in this paper consists in stopping the sequential sampling as soon as a measure of the trade-off between the cost of further local searches is greater than the expected benefit, i.e. the possibility of discovering a better optimum.Stopping rules are thoroughly investigated both from a theoretical point of view and from a computational one via extensive simulation. This latter clearly shows that the simple1-step look ahead rule may achieve surprisingly good results in terms of computational cost vs. final accuracy.The research of the second author was partially supported by Progetto MPI 40% Metodi di Ottimizzazione per le Decisioni.     

A penalty function-based differential evolution algorithm for constrained global optimization

We propose a differential evolution-based algorithm for constrained global optimization. Although differential evolution has been used as the underlying global solver, central to our approach is the penalty function that we introduce. The adaptive nature of the penalty function makes the results of the algorithm mostly insensitive to low values of the penalty parameter. We have also demonstrated both empirically and theoretically that the high value of the penalty parameter is detrimental to convergence, specially for functions with multiple local minimizers. Hence, the penalty function can dispense with the penalty parameter. We have extensively tested our penalty function-based DE algorithm on a set of 24 benchmark test problems. Results obtained are compared with those of some recent algorithms.     

An algorithm for global optimization of Lipschitz continuous functions

An algorithm is presented which locates the global minimum or maximum of a function satisfying a Lipschitz condition. The algorithm uses lower bound functions defined on a partitioned domain to generate a sequence of lower bounds for the global minimum. Convergence is proved, and some numerical results are presented.     

A perturb biogeography based optimization with mutation for global numerical optimization

Biogeography based optimization (BBO) is a new evolutionary optimization algorithm based on the science of biogeography for global optimization. We propose three extensions to BBO. First, we propose a new migration operation based sinusoidal migration model called perturb migration, which is a generalization of the standard BBO migration operator. Then, the Gaussian mutation operator is integrated into perturb biogeography based optimization (PBBO) to enhance its exploration ability and to improve the diversity of population. Experiments have been conducted on 23 benchmark problems of a wide range of dimensions and diverse complexities. Simulation results and comparisons demonstrate the proposed PBBO algorithm using sinusoidal migration model is better, or at least comparable to, the RCBBO based linear model, RCBBO-G, RCBBO-L and evolutionary algorithms from literature when considering the quality of the solutions obtained.     

On a new stochastic global optimization algorithm based on censored observations

In this paper a new algorithm is proposed for global optimization problems. The main idea is that of modifying a standard clustering approach by sequentially sampling the objective function while adaptively deciding an appropriate sample size. Theoretical as well as computational results are presented.     

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.     

Parameter analysis based on stochastic model for differential evolution algorithm

In this paper, a stochastic model is used to describe and analyze the evolution process of differential evolution (DE) for numerical optimization. With the model, it illustrates how the probability distribution of the whole population is changed by mutation, selection and crossover operations. Based on the theoretical analysis, some guidelines about the parameter setting for DE are provided. In addition, numerical simulations are carried out to verify the conclusions drawn from model analysis.     

SPT: a stochastic tunneling algorithm for global optimization

A stochastic approach to solving unconstrained continuous-function global optimization problems is presented. It builds on the tunneling approach to deterministic optimization presented by Barhen and co-workers (Bahren and Protopopescu, in: State of the Art in Global Optimization, Kluwer, 1996; Barhen et al., Floudas and Pardalos (eds.), TRUST: a deterministic algorithm for global optimization, 1997) by combining a series of local descents with stochastic searches. The method uses a rejection-based stochastic procedure to locate new local minima descent regions and a fixed Lipschitz-like constant to reject unpromising regions in the search space, thereby increasing the efficiency of the tunneling process. The algorithm is easily implemented in low-dimensional problems and scales easily to large problems. It is less effective without further heuristics in these latter cases, however. Several improvements to the basic algorithm which make use of approximate estimates of the algorithms parameters for implementation in high-dimensional problems are also discussed. Benchmark results are presented, which show that the algorithm is competitive with the best previously reported global optimization techniques. A successful application of the approach to a large-scale seismology problem of substantial computational complexity using a low-dimensional approximation scheme is also reported.     

A Lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures

In this work we present a global optimization algorithm for solving a class of large-scale nonconvex optimization models that have a decomposable structure. Such models, which are very expensive to solve to global optimality, are frequently encountered in two-stage stochastic programming problems, engineering design, and also in planning and scheduling. A generic formulation and reformulation of the decomposable models is given. We propose a specialized deterministic branch-and-cut algorithm to solve these models to global optimality, wherein bounds on the global optimum are obtained by solving convex relaxations of these models with certain cuts added to them in order to tighten the relaxations. These cuts are based on the solutions of the sub-problems obtained by applying Lagrangean decomposition to the original nonconvex model. Numerical examples are presented to illustrate the effectiveness of the proposed method compared to available commercial global optimization solvers that are based on branch and bound methods.     

A new genetic algorithm for global optimization of multimodal continuous functions

In this paper a new genetic algorithm is developed to find the near global optimal solution of multimodal nonlinear optimization problems. The algorithm defined makes use of a real encoded crossover and mutation operator. The performance of GA is tested on a set of twenty-seven nonlinear global optimization test problems of variable difficulty level. Results are compared with some well established popular GAs existing in the literature. It is observed that the algorithm defined performs significantly better than the existing ones.     

An adaptive simulated annealing algorithm for global optimization over continuous variables

A method is presented for attempting global minimization for a function of continuous variables subject to constraints. The method, calledAdaptive Simulated Annealing (ASA), is distinguished by the fact that the fixed temperature schedules and step generation routines that characterize other implementations are here replaced by heuristic-based methods that effectively eliminate the dependence of the algorithm's overall performance on user-specified control parameters. A parallelprocessing version of ASA that gives increased efficiency is presented and applied to two standard problems for illustration and comparison.This research was supported by the University Research Initiative of the U.S. Army Research Office.     

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.