Evaluating the Multiple Offspring Sampling framework on complex continuous optimization functions

In this contribution we present a study on the combination of Differential Evolution and the IPOP-CMA-ES algorithms. The hybrid algorithm has been constructed by using the Multiple Offspring Sampling framework, which allows the seamless combination of multiple metaheuristics in a dynamic algorithm capable of adjusting the participation of each of the composing algorithms according to their current performance. In this study we analyze the existing synergies, if any, emerging from the combination of the two algorithms. For this purpose, the COCO suite used in BBOB 2009 and 2010 Workshops has been used. The experimental results on the noiseless testbed show a robust behavior of the algorithm and a good scalability as the dimensionality increases. In the noisy testbed, the algorithm shows a good performance on functions with moderate to severe noise.     

A novel multi-objective memetic algorithm based on opposition-based self-adaptive differential evolution

Under the framework of evolutionary paradigms, many evolutionary algorithms have been designed for handling multi-objective optimization problems. Each of the different algorithms may display exceptionally good performance in certain optimization problems, but none of them can be completely superior over one another. As such, different evolutionary algorithms are being synthesized to complement each other in view of their strengths and the limitations inherent in them. In this study, the novel memetic algorithm known as the Opposition-based Self-adaptive Hybridized Differential Evolution algorithm (OSADE) is being comprehensively investigated through a comparative study with some state-of-the-art algorithms, such as NSGA-II, non-dominated sorting Differential Evolution (NSDE), MOEA/D-SBX, MOEA/D-DE and the Multi-objective Evolutionary Gradient Search (MO-EGS) by using a suite of different benchmark problems. Through the experimental results that are presented by employing the Inverted Generational Distance (IGD) and the Hausdorff Distance performance indicators, it is seen that OSADE is able to achieve competitive, if not better, performance when compared to the other algorithms in this study.     

Self-adaptive differential evolution incorporating a heuristic mixing of operators

A considerable number of differential evolution variants have been proposed in the last few decades. However, no variant was able to consistently perform over a wide range of test problems. In this paper, propose two novel differential evolution based algorithms are proposed for solving constrained optimization problems. Both algorithms utilize the strengths of multiple mutation and crossover operators. The appropriate mix of the mutation and crossover operators, for any given problem, is determined through an adaptive learning process. In addition, to further accelerate the convergence of the algorithm, a local search technique is applied to a few selected individuals in each generation. The resulting algorithms are named as Self-Adaptive Differential Evolution Incorporating a Heuristic Mixing of Operators. The algorithms have been tested by solving 60 constrained optimization test instances. The results showed that the proposed algorithms have a competitive, if not better, performance in comparison to the-state-of-the-art algorithms.     

A unified framework for population-based metaheuristics

Based on the analysis of the basic schemes of a variety of population-based metaheuristics (PBMH), the main components of PBMH are described with functional relationships in this paper and a unified framework (UF) is proposed for PBMH to provide a comprehensive way of viewing PBMH and to help understand the essential philosophy of PBMH from a systematic standpoint. The relevance of the proposed UF and some typical PBMH methods is illustrated, including particle swarm optimization, differential evolution, scatter search, ant colony optimization, genetic algorithm, evolutionary programming, and evolution strategies, which can be viewed as the instances of the UF. In addition, as a platform to develop the new population-based metaheuristics, the UF is further explained to provide some designing issues for effective/efficient PBMH algorithms. Subsequently, the UF is extended, namely UFmeme to describe the Memetic Algorithms (MAs) by adding local search (memetic component) to the framework as an extra-feature. Finally, we theoretically analyze the asymptotic convergence properties of PBMH described by the UF and MAs by the UFmeme.     

Differential evolution with multi-constraint consensus methods for constrained optimization

Constrained optimization is an important research topic that assists in quality planning and decision making. To solve such problems, one of the important aspects is to improve upon any constraint violation, and thus bring infeasible individuals to the feasible region. To achieve this goal, different constraint consensus methods have been introduced, but no single method performs well for all types of problems. Hence, in this research, for solving constrained optimization problems, we introduce different variants of the Differential Evolution algorithm, with multiple constraint consensus methods. The proposed algorithms are tested and analyzed by solving a set of well-known bench mark problems. For further improvements, a local search is applied to the best variant. We have compared our algorithms among themselves, as well as with other state of the art algorithms. Those comparisons show similar, if not better performance, while also using significantly lower computational time.     

A preference-based multi-objective evolutionary algorithm R-NSGA-II with stochastic local search

Incorporation of a decision maker’s preferences into multi-objective evolutionary algorithms has become a relevant trend during the last decade, and several preference-based evolutionary algorithms have been proposed in the literature. Our research is focused on improvement of a well-known preference-based evolutionary algorithm R-NSGA-II by incorporating a local search strategy based on a single agent stochastic approach. The proposed memetic algorithm has been experimentally evaluated by solving a set of well-known multi-objective optimization benchmark problems. It has been experimentally shown that incorporation of the local search strategy has a positive impact to the quality of the algorithm in the sense of the precision and distribution evenness of approximation.     

Step-size Adaptation in a Multi-objective Differential Evolution Algorithm

If Differential Evolution (DE) is applied to multi-objective optimization problems, some of its features like automatic problem-specific step-size adaptation gets lost. This can be resolved by modifying the DE equations. Three strategies are proposed and compared with existing algorithms. It is shown, that the proposed strategies deliver a superior convergence and preserve the positive characteristics of DE known from solving mono-objective optimization problems. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

An efficient Differential Evolution based algorithm for solving multi-objective optimization problems

In the present study, a modified variant of Differential Evolution (DE) algorithm for solving multi-objective optimization problems is presented. The proposed algorithm, named Multi-Objective Differential Evolution Algorithm (MODEA) utilizes the advantages of Opposition-Based Learning for generating an initial population of potential candidates and the concept of random localization in mutation step. Finally, it introduces a new selection mechanism for generating a well distributed Pareto optimal front. The performance of proposed algorithm is investigated on a set of nine bi-objective and five tri-objective benchmark test functions and the results are compared with some recently modified versions of DE for MOPs and some other Multi Objective Evolutionary Algorithms (MOEAs). The empirical analysis of the numerical results shows the efficiency of the proposed algorithm.     

The continuous differential ant-stigmergy algorithm for numerical optimization

Many promising optimization algorithms for solving numerical optimization problems come from population-based metaheuristics. A few of them are based on Swarm-Intelligence Algorithms, which are inspired by the collective behavior of social organisms. One of the most successful of such algorithms is the Differential Ant-Stigmergy Algorithm (DASA), which uses stigmergy, a method of communication in emergent systems where the individual parts (artificial ants) of the system communicate with one another by modifying their local environment (pheromone intensity). The main characteristic of the DASA is its underlying structure (pheromone graph) that uses discrete steps to move through a continuous search space. As a consequence of this the search-space movement is in some way limited and the algorithm’s time/space complexity is increased. In order to overcome the problem an improved algorithm called the Continuous Differential Ant-Stigmergy Algorithm (CDASA) is proposed and then benchmarked on standard benchmark functions. This benchmarking showed that the CDASA performs better than the DASA, especially at lower dimensions, that its time/space complexity is decreased, and that the algorithm code is simplified. As such, the CDASA is more suitable for parallel implementations on General-Purpose Graphic Processing Units. Compared to the Swarm-Intelligence Algorithms presented in this paper, the CDASA is the best-performing algorithm and competitive to the state-of-the-art algorithms belonging to different metaheuristic approaches.     

Bacterial memetic algorithm for offline path planning of mobile robots

The goal of the path planning problem is to determine an optimal collision-free path between a start and a target point for a mobile robot in an environment surrounded by obstacles. This problem belongs to the group of combinatorial optimization problems which are approached by modern optimization techniques such as evolutionary algorithms. In this paper the bacterial memetic algorithm is proposed for path planning of a mobile robot. The objective is to minimize the path length and the number of turns without colliding with an obstacle. The representation used in the paper fits well to the algorithm. Memetic algorithms combine evolutionary algorithms with local search heuristics in order to speed up the evolutionary process. The bacterial memetic algorithm applies the bacterial operators instead of the genetic algorithm??s crossover and mutation operator. One advantage of these operators is that they easily can handle individuals with different length. The method is able to generate a collision-free path for the robot even in complicated search spaces. The proposed algorithm is tested in real environment.     

改进种群多样性的双变异差分进化算法

差分进化算法(DE)是一种基于种群的启发式随机搜索技术,对于解决连续性优化问题具有较强的鲁棒性.然而传统差分进化算法存在种群多样性和收敛速度之间的矛盾,一种改进种群多样性的双变异差分进化算法(DADE),通过引入BFS-best机制(基于排序的可行解选取递减策略)改进变异算子"DE/current-to-best",将其与DE/rand/1构成双变异策略来改善DE算法中种群多样性减少的问题.同时,每个个体的控制参数基于排序自适应更新.最后,利用多个CEC2013标准测试函数对改进算法进行测试,实验结果表明,改进后的算法能有效改善种群多样性,较好地提高了算法的全局收敛能力和收敛速度.     

Evolutionary Operators in Global Optimization with Dynamic Search Trajectories

One of the most commonly encountered approaches for the solution of unconstrained global optimization problems is the application of multi-start algorithms. These algorithms usually combine already computed minimizers and previously selected initial points, to generate new starting points, at which, local search methods are applied to detect new minimizers. Multi-start algorithms are usually terminated once a stochastic criterion is satisfied. In this paper, the operators of the Differential Evolution algorithm are employed to generate the starting points of a global optimization method with dynamic search trajectories. Results for various well-known and widely used test functions are reported, supporting the claim that the proposed approach improves drastically the performance of the algorithm, in terms of the total number of function evaluations required to reach a global minimizer.     

Differential Evolution algorithm with Separated Groups for multi-dimensional optimization problems

The classical Differential Evolution (DE) algorithm, one of population-based Evolutionary Computation methods, proved to be a successful approach for relatively simple problems, but does not perform well for difficult multi-dimensional non-convex functions. A number of significant modifications of DE have been proposed in recent years, including very few approaches referring to the idea of distributed Evolutionary Algorithms. The present paper presents a new algorithm to improve optimization performance, namely DE with Separated Groups (DE-SG), which distributes population into small groups, defines rules of exchange of information and individuals between the groups and uses two different strategies to keep balance between exploration and exploitation capabilities. The performance of DE-SG is compared to that of eight algorithms belonging to the class of Evolutionary Strategies (Covariance Matrix Adaptation ES), Particle Swarm Optimization (Comprehensive Learning PSO and Efficient Population Utilization Strategy PSO), Differential Evolution (Distributed DE with explorative-exploitative population families, Self-adaptive DE, DE with global and local neighbours and Grouping Differential Evolution) and multi-algorithms (AMALGAM). The comparison is carried out for a set of 10-, 30- and 50-dimensional rotated test problems of varying difficulty, including 10- and 30-dimensional composition functions from CEC2005. Although slow for simple functions, the proposed DE-SG algorithm achieves a great success rate for more difficult 30- and 50-dimensional problems.     

A Differential Evolution algorithm to deal with box, linear and quadratic-convex constraints for boundary optimization

We both propose and test an implicit strategy that is based on changing the search space from points to directions, which in combination with the Differential Evolution (DE) algorithm, is easily implemented for solving boundary optimization of a generic continuous function. In particular, we see that the DE method can be efficiently implemented to find solutions on the boundary of a convex and bounded feasible set resulting when the constraints are bounds on the variables, linear inequalities and quadratic convex inequalities. The computational results are performed on different classes of boundary minimization problems. The proposed technique is compared with the Generalized Differential Evolution method.     

A novel metaheuristics approach for continuous global optimization

This paper proposes a novel metaheuristics approach to find the global optimum of continuous global optimization problems with box constraints. This approach combines the characteristics of modern metaheuristics such as scatter search (SS), genetic algorithms (GAs), and tabu search (TS) and named as hybrid scatter genetic tabu (HSGT) search. The development of the HSGT search, parameter settings, experimentation, and efficiency of the HSGT search are discussed. The HSGT has been tested against a simulated annealing algorithm, a GA under the name GENOCOP, and a modified version of a hybrid scatter genetic (HSG) search by using 19 well known test functions. Applications to Neural Network training are also examined. From the computational results, the HSGT search proved to be quite effective in identifying the global optimum solution which makes the HSGT search a promising approach to solve the general nonlinear optimization problem.     

Global optimization of higher order moments in portfolio selection

We discuss the global optimization of the higher order moments of a portfolio of financial assets. The proposed model is an extension of the celebrated mean variance model of Markowitz. Asset returns typically exhibit excess kurtosis and are often skewed. Moreover investors would prefer positive skewness and try to reduce kurtosis of their portfolio returns. Therefore the mean variance model (assuming either normally distributed returns or quadratic utility functions) might be too simplifying. The inclusion of higher order moments has therefore been proposed as a possible augmentation of the classical model in order to make it more widely applicable. The resulting problem is non-convex, large scale, and highly relevant in financial optimization. We discuss the solution of the model using two stochastic algorithms. The first algorithm is Differential Evolution (DE). DE is a population based metaheuristic originally designed for continuous optimization problems. New solutions are generated by combining up to four existing solutions plus noise, and acceptance is based on evolutionary principles. The second algorithm is based on the asymptotic behavior of a suitably defined Stochastic Differential Equation (SDE). The SDE consists of three terms. The first term tries to reduce the value of the objective function, the second enforces feasibility of the iterates, while the third adds noise in order to enable the trajectory to climb hills.     

Scale factor local search in differential evolution

This paper proposes the scale factor local search differential evolution (SFLSDE). The SFLSDE is a differential evolution (DE) based memetic algorithm which employs, within a self-adaptive scheme, two local search algorithms. These local search algorithms aim at detecting a value of the scale factor corresponding to an offspring with a high performance, while the generation is executed. The local search algorithms thus assist in the global search and generate offspring with high performance which are subsequently supposed to promote the generation of enhanced solutions within the evolutionary framework. Despite its simplicity, the proposed algorithm seems to have very good performance on various test problems. Numerical results are shown in order to justify the use of a double local search instead of a single search. In addition, the SFLSDE has been compared with a standard DE and three other modern DE based metaheuristic for a large and varied set of test problems. Numerical results are given for relatively low and high dimensional cases. A statistical analysis of the optimization results has been included in order to compare the results in terms of final solution detected and convergence speed. The efficiency of the proposed algorithm seems to be very high especially for large scale problems and complex fitness landscapes.     

A multi-objective memetic algorithm based on decomposition for big optimization problems

When solving multi-objective optimization problems (MOPs) with big data, traditional multi-objective evolutionary algorithms (MOEAs) meet challenges because they demand high computational costs that cannot satisfy the demands of online data processing involving optimization. The gradient heuristic optimization methods show great potential in solving large scale numerical optimization problems with acceptable computational costs. However, some intrinsic limitations make them unsuitable for searching for the Pareto fronts. It is believed that the combination of these two types of methods can deal with big MOPs with less computational cost. The main contribution of this paper is that a multi-objective memetic algorithm based on decomposition for big optimization problems (MOMA/D-BigOpt) is proposed and a gradient-based local search operator is embedded in MOMA/D-BigOpt. In the experiments, MOMA/D-BigOpt is tested on the multi-objective big optimization problems with thousands of variables. We also combine the local search operator with other widely used MOEAs to verify its effectiveness. The experimental results show that the proposed algorithm outperforms MOEAs without the gradient heuristic local search operator.     

Optimal Design of Reliable Computer Networks: A Comparison of Metaheuristics

In many computer communications network design problems, such as those faced by hospitals, universities, research centers, and water distribution systems, the topology is fixed because of geographical and physical constraints or the existence of an existing system. When the topology is known, a reasonable approach to design is to select components among discrete alternatives for links and nodes to maximize reliability subject to cost. This problem is NP-hard with the added complication of a very computationally intensive objective function. This paper compares the performance of three classic metaheuristic procedures for solving large and realistic versions of the problem: hillclimbing, simulated annealing and genetic algorithms. Three alterations that use local search to seed the search or improve solutions during each iteration are also compared. It is shown that employing local search during evolution of the genetic algorithm, a memetic algorithm, yields the best network designs and does so at a reasonable computational cost. Hillclimbing performs well as a quick search for good designs, but cannot identify the most superior designs even when computational effort is equal to the metaheuristics.     

Clonal selection: an immunological algorithm for global optimization over continuous spaces

In this research paper we present an immunological algorithm (IA) to solve global numerical optimization problems for high-dimensional instances. Such optimization problems are a crucial component for many real-world applications. We designed two versions of the IA: the first based on binary-code representation and the second based on real values, called opt-IMMALG01 and opt-IMMALG, respectively. A large set of experiments is presented to evaluate the effectiveness of the two proposed versions of IA. Both opt-IMMALG01 and opt-IMMALG were extensively compared against several nature inspired methodologies including a set of Differential Evolution algorithms whose performance is known to be superior to many other bio-inspired and deterministic algorithms on the same test bed. Also hybrid and deterministic global search algorithms (e.g., DIRECT, LeGO, PSwarm) are compared with both IA versions, for a total 39 optimization algorithms.The results suggest that the proposed immunological algorithm is effective, in terms of accuracy, and capable of solving large-scale instances for well-known benchmarks. Experimental results also indicate that both IA versions are comparable, and often outperform, the state-of-the-art optimization algorithms.