A novel bee swarm optimization algorithm for numerical function optimization

The optimization algorithms which are inspired from intelligent behavior of honey bees are among the most recently introduced population based techniques. In this paper, a novel algorithm called bee swarm optimization, or BSO, and its two extensions for improving its performance are presented. The BSO is a population based optimization technique which is inspired from foraging behavior of honey bees. The proposed approach provides different patterns which are used by the bees to adjust their flying trajectories. As the first extension, the BSO algorithm introduces different approaches such as repulsion factor and penalizing fitness (RP) to mitigate the stagnation problem. Second, to maintain efficiently the balance between exploration and exploitation, time-varying weights (TVW) are introduced into the BSO algorithm. The proposed algorithm (BSO) and its two extensions (BSO–RP and BSO–RPTVW) are compared with existing algorithms which are based on intelligent behavior of honey bees, on a set of well known numerical test functions. The experimental results show that the BSO algorithms are effective and robust; produce excellent results, and outperform other algorithms investigated in this consideration.     

CBSO: a memetic brain storm optimization with chaotic local search

Brain storm optimization (BSO) is a newly proposed optimization algorithm inspired by human being brainstorming process. After its appearance, much attention has been paid on and many attempts to improve its performance have been made. The search ability of BSO has been enhanced, but it still suffers from sticking into stagnation during exploitation phase. This paper proposes a novel method which incorporates BSO with chaotic local search (CLS) with the purpose of alleviating this situation. Chaos has properties of randomicity and ergodicity. These properties ensure CLS can explore every state of the search space if the search time duration is long enough. The incorporation of CLS can make BSO break the stagnation and keep the population’s diversity simultaneously, thus realizing a better balance between exploration and exploitation. Twelve chaotic maps are randomly selected for increasing the diversity of the search mechanism. Experimental and statistical results based on 25 benchmark functions demonstrate the superiority of the proposed method.     

A hybrid particle swarm optimization and bacterial foraging for power system stability enhancement

A novel hybrid approach involving particle swarm optimization (PSO) and bacterial foraging optimization algorithm (BFOA) called bacterial swarm optimization (BSO) is illustrated for designing static var compensator (SVC) in a multimachine power system. In BSO, the search directions of tumble behavior for each bacterium are oriented by the individual's best location and the global best location of PSO. The proposed hybrid algorithm has been extensively compared with the original BFOA algorithm and the PSO algorithm. Simulation results have shown the validity of the proposed BSO in tuning SVC compared with BFOA and PSO. Moreover, the results are presented to demonstrate the effectiveness of the proposed controller to improve the power system stability over a wide range of loading conditions. © 2014 Wiley Periodicals, Inc. Complexity 21: 245–255, 2015     

Adaptive brainstorm optimisation with multiple strategies

Brainstorm optimisation (BSO) algorithm is a recently developed swarm intelligence algorithm inspired by the human problem-solving process. BSO has been shown to be an efficient method for creating better ideas to deal with complex problems. The original BSO suffers from low convergence and is easily trapped in local optima due to the improper balance between global exploration and local exploitation. Motivated by the memetic framework, an adaptive BSO with two complementary strategies (AMBSO) is proposed in this study. In AMBSO, a differential-based mutation technique is designed for global exploration improvement and a sub-gradient strategy is integrated for local exploitation enhancement. To dynamically trigger the appropriate strategy, an adaptive selection mechanism based on historical effectiveness is developed. The proposed algorithm is tested on 30 benchmark functions with various properties, such as unimodal, multimodal, shifted and rotated problems, in dimensions of 10, 30 and 50 to verify their scalable performance. Six state-of-the-art optimisation algorithms are included for comparison. Experimental results indicate the effectiveness of AMBSO in terms of solution quality and convergence speed.     

Stability improvement of multimachine power system via new coordinated design of PSSs and SVC

In this article, the assessment of new coordinated design of power system stabilizers (PSSs) and static var compensator (SVC) in a multimachine power system via statistical method is proposed. The coordinated design problem of PSSs and SVC over a wide range of loading conditions is handled as an optimization problem. The bacterial swarming optimization (BSO), which synergistically couples the bacterial foraging with the particle swarm optimization (PSO), is used to seek for optimal controllers parameters. By minimizing the proposed objective function, in which the speed deviations between generators are involved; stability performance of the system is enhanced. To compare the capability of PSS and SVC, both are designed independently, and then in a coordinated manner. Simultaneous tuning of the BSO‐based coordinated controller gives robust damping performance over wide range of operating conditions and large disturbance in compare to optimized PSS controller based on BSO (BSOPSS) and optimized SVC controller based on BSO (BSOSVC). Moreover, a statistical T test is executed to validate the robustness of coordinated controller versus uncoordinated one. © 2014 Wiley Periodicals, Inc. Complexity 21: 256–266, 2015     

Close formation flight of swarm unmanned aerial vehicles via metric-distance brain storm optimization

Close formation flight of swarm unmanned aerial vehicles (UAVs) has drawn much attention from scholars due to its significant importance in many aspects. In this paper, we focus on an advanced controller design for swarm UAV close formation based on a novel bio-inspired algorithm, i.e., metric-distance brain storm optimization (MDBSO). The proposed method utilizes the brain storm optimization (BSO) which has been extensively adopted in complicated systems with great performances and modifies its basic operators to formulate the formation flight controller design. The original clustering operator in BSO is replaced by a fresh clustering method based on metric distances, while the individual updating operator utilizes Lévy distribution to extend search steps to fit into the metric searching regions. Then the proposed algorithm is applied to optimize the benchmark controller in swarm UAV close formation to enhance the tracking performances under complicated circumstances. Simulation results demonstrate that our approach is more superior in stable configuration of swarm UAV close formations by comparing with several generic methods.     

Flying-V型仓储布局货位分配优化方法研究

Flying-V是一种典型的非传统布局方式,根据其布局方式的特性,针对仓储货位分配优化问题,以货物出入库效率最高和货物存放的重心最低为优化目标,建立了货位分配多目标优化模型,并采用自适应策略的遗传算法(GA),以及粒子群算法(PSO)进行求解。根据货位分配的优化特点,在GA算法的选择、交叉和变异环节均采用自适应策略, 同时采用惯性权重线性递减的方法设计了PSO算法,有效地解决了两种算法收敛速度慢和易“早熟”的问题,提高了算法的寻优性能。为了更好地表现两种优化求解算法的有效性和优越性,结合具体的货位分配实例利用MATLAB软件编程实现。通过对比分析优化结果表明,PSO算法在收敛速度和优化效果方面相比于自适应GA算法更具有优势,更加合适于解决Flying-V型仓储布局货位分配优化问题。     

Online surrogate multiobjective optimization algorithm for contaminated groundwater remediation designs

This paper proposes an online surrogate model-assisted multiobjective optimization framework to identify optimal remediation strategies for groundwater contaminated with dense non-aqueous phase liquids. The optimization involves three objectives: minimizing the remediation cost and duration and maximizing the contamination removal rate. The proposed framework adopts a multiobjective feasibility-enhanced particle swarm optimization algorithm to solve the optimization model and uses an online surrogate model as a substitute for the time-consuming multiphase flow model for calculating contamination removal rates during the optimization process. The resulting approach allows decision makers to find a balance among the remediation cost, remediation duration and contamination removal rate for remediating contaminated groundwater. The new algorithm is compared with the nondominated sorting genetic algorithm II, which is an extensively applied and well-known algorithm. The results show that the Pareto solutions obtained by the new algorithm have greater diversity and stability than those obtained by the nondominated sorting genetic algorithm II, indicating that the new algorithm is more applicable than the nondominated sorting genetic algorithm II for optimizing remediation strategies for contaminated groundwater. Additionally, the surrogate model and Pareto optimal set obtained by the proposed framework are compared with those of the offline surrogate model-assisted multiobjective optimization framework. The results indicate that the surrogate model accuracy and Pareto front achieved by the proposed framework outperform those of the offline surrogate model-assisted optimization framework. Thus, we conclude that the proposed framework can effectively enhance the surrogate model accuracy and further extend the comprehensive performance of Pareto solutions.     

Process flowsheet optimization strategies: recent results and future directions

Optimization strategies based on detailed and rigorous models of process flowsheets have been of interest to process engineers for the past 25 years. Here we review earlier optimization strategies and emphasize more recent strategies based on successive quadratic programming (SQP). Application of SQP strategies to process optimization have reduced the computational effort by more than an order of magnitude over conventional methods and now create the potential to make simulator-based optimization with complex process models a powerful tool. This report describes the process optimization problem with a simple flowsheeting model and briefly discusses the infeasible path approach, which permits simultaneous recycle convergence and optimization with SQP. Several improvements to the infeasible path algorithm are then outlined that include better gradient calculation and scaling strategies, a more efficient line search function and more reliable performance through intermediate recycle convergence. These concepts are applied to a large-scale process problem and resulting improvements are demonstrated. Finally, we present a brief discussion of open research questions and directions for future research.     

基于迭代投影的梯度硬阈值追踪算法

梯度硬阈值追踪算法是求解稀疏优化问题的有效算法之一.考虑到算法中投影对最优解的影响,提出一种比贪婪策略更好的投影算法是很有必要的.针对一般的稀疏约束优化问题,利用整数规划提出一种迭代投影策略,将梯度投影算法中的投影作为一个子问题求解.通过迭代求解该子问题得到投影的指标集,并以此继续求解原问题,以提高梯度硬阈值追踪算法的计算效果.证明了算法的收敛性,并通过数值实例验证了算法的有效性.     

A new chaos optimization algorithm based on symmetrization and levelling approaches for global optimization

Chaos optimization algorithm is a recently developed method for global optimization based on chaos theory. It has many good features such as easy implementation, short execution time and robust mechanisms for escaping from local minima compared with existing stochastic searching algorithms. In the present paper, we propose a new chaos optimization algorithm (COA) approach called SLC (symmetric levelled chaos) based on new strategies including symmetrization and levelling: the proposed SLC method is, to our knowledge, the first chaos approach that can efficiently and successfully operates in higher-dimensional spaces. The proposed method is tested on a number of benchmark functions, and its performance comparisons are provided against previous COAs. The experiment results show that the proposed method has a marked improvement in performance over the classical COA approaches. Moreover, among all COA approaches, SLC is the only one to work efficiently in higher-dimensional spaces.     

Testing Parallel Variable Transformation

This paper studies performance of the parallel variable transformation (PVT) algorithm for unconstrained nonlinear optimization through numerical experiments on a Fujitsu VPP500, one of the most up-to-date vector parallel computers. Special attention is paid to a particular form of the PVT algorithm that is regarded as a generalization of the block Jacobi algorithm that allows overlapping of variables among processors. Implementation strategies on the VPP500 are described in detail and results of numerical experiments are reported.     

Interval Branch and Bound with Local Sampling for Constrained Global Optimization

In this article, we introduce a global optimization algorithm that integrates the basic idea of interval branch and bound, and new local sampling strategies along with an efficient data structure. Also included in the algorithm are procedures that handle constraints. The algorithm is shown to be able to find all the global optimal solutions under mild conditions. It can be used to solve various optimization problems. The local sampling (even if done stochastically) is used only to speed up the convergence and does not affect the fact that a complete search is done. Results on several examples of various dimensions ranging from 1 to 100 are also presented to illustrate numerical performance of the algorithm along with comparison with another interval method without the new local sampling and several noninterval methods. The new algorithm is seen as the best performer among those tested for solving multi-dimensional problems.     

Stochastic optimization algorithms for barrier dividend strategies

This work focuses on finding optimal barrier policy for an insurance risk model when the dividends are paid to the share holders according to a barrier strategy. A new approach based on stochastic optimization methods is developed. Compared with the existing results in the literature, more general surplus processes are considered. Precise models of the surplus need not be known; only noise-corrupted observations of the dividends are used. Using barrier-type strategies, a class of stochastic optimization algorithms are developed. Convergence of the algorithm is analyzed; rate of convergence is also provided. Numerical results are reported to demonstrate the performance of the algorithm.     

A comparative study of Artificial Bee Colony algorithm

Artificial Bee Colony (ABC) algorithm is one of the most recently introduced swarm-based algorithms. ABC simulates the intelligent foraging behaviour of a honeybee swarm. In this work, ABC is used for optimizing a large set of numerical test functions and the results produced by ABC algorithm are compared with the results obtained by genetic algorithm, particle swarm optimization algorithm, differential evolution algorithm and evolution strategies. Results show that the performance of the ABC is better than or similar to those of other population-based algorithms with the advantage of employing fewer control parameters.     

面向两类客户的双渠道采购库存控制策略

采用排队分析技术,构建基于利润最大化的库存控制模型来考察零售商面向两类客户需求的环境下,双渠道采购库存控制策略.首先,建立了库存水平状态稳态概率分布的平衡方程,并推导出其稳态概率分布以及作为构建系统利润函数的稳态性能指标.然后,建立系统利润最优化模型,并设计改进的遗传算法.最后,通过数值实验考察系统库存控制策略以及参数的敏感性.     

A three-term conjugate gradient algorithm for large-scale unconstrained optimization problems

In this paper, a three-term conjugate gradient algorithm is developed for solving large-scale unconstrained optimization problems. The search direction at each iteration of the algorithm is determined by rectifying the steepest descent direction with the difference between the current iterative points and that between the gradients. It is proved that such a direction satisfies the approximate secant condition as well as the conjugacy condition. The strategies of acceleration and restart are incorporated into designing the algorithm to improve its numerical performance. Global convergence of the proposed algorithm is established under two mild assumptions. By implementing the algorithm to solve 75 benchmark test problems available in the literature, the obtained results indicate that the algorithm developed in this paper outperforms the existent similar state-of-the-art algorithms.     

On solving generalized Nash equilibrium problems via optimization

This paper deals with the generalized Nash equilibrium problem (GNEP), i.e. a noncooperative game in which the strategy set of each player, as well as his payoff function, depends on the strategies of all players. We consider an equivalent optimization reformulation of GNEP using a regularized Nikaido–Isoda function so that solutions of GNEP coincide with global minima of the optimization problem. We then propose a derivative-free descent type method with inexact line search to solve the equivalent optimization problem and we prove that our algorithm is globally convergent. The convergence analysis is not based on conditions guaranteeing that every stationary point of the optimization problem is a solution of GNEP. Finally, we present the performance of our algorithm on some examples.     

Applying simulation optimization to the asset allocation of a property–casualty insurer

Proper asset allocations are vital for property–casualty insurers to be competitive and solvent. Theories of finance offer little practical guidance in constructing such asset allocations however. This research integrates simulation models with a newly developed evolutionary algorithm for the multi-period asset allocation problem of a property–casualty insurer. We first construct a simulation model to simulate operations of a property–casualty insurer. Then we develop multi-phase evolution strategies (MPES) to be used with the simulation model to search for promising asset allocations for the insurer. A thorough experiment is conducted to evaluate the performance of our simulation optimization approach. Computational results show that MPES is an effective search algorithm. It dominates the grid search method by a significant margin. The re-allocation strategy resulting from MPES outperforms re-balancing strategies significantly. This research further demonstrates that the simulation optimization approach can be used to study economic issues related to multi-period asset allocation problems in practical settings.     

A multiple local search algorithm for continuous dynamic optimization

Many real-world optimization problems are dynamic (time dependent) and require an algorithm that is able to track continuously a changing optimum over time. In this paper, we propose a new algorithm for dynamic continuous optimization. The proposed algorithm is based on several coordinated local searches and on the archiving of the optima found by these local searches. This archive is used when the environment changes. The performance of the algorithm is analyzed on the Moving Peaks Benchmark and the Generalized Dynamic Benchmark Generator. Then, a comparison of its performance to the performance of competing dynamic optimization algorithms available in the literature is done. The obtained results show the efficiency of the proposed algorithm.