AN ADAPTATIVE EVOLUTIONARY MODEL OF FINANCIAL INVESTORS

The main purpose of the paper is to determine a general behavior of a multi-agent model capable of describing the process of deliberation of an investors group witch may repeatedly decide whether to buy or sell an asset. Each adaptive agent was modeled asProgramming Models, Genetic algorithms, Information efficiency

A Taxonomy for the Crossover Operator for Real-Coded Genetic Algorithms: An Experimental Study

The main real-coded genetic algorithm (RCGA) research effort has been spent on developing efficient crossover operators. This study presents a taxonomy for this operator that groups its instances in different categories according to the way they generate the genes of the offspring from the genes of the parents. The empirical study of representative crossovers of all the categories reveals concrete features that allow the crossover operator to have a positive influence on RCGA performance. They may be useful to design more effective crossover models

Reactive scheduling to treat disruptive events in the MRCPSP

Esta tesis se centra en diseñar y desarrollar una metodología para abordar el MRCPSP con diversas funciones objetivo y diferentes tipos de interrupciones. En esta tesis se exploran el MRCPSP con dos funciones objetivo, a saber: (1) minimizar la duración del proyecto y (2) maximizar el valor presente neto del proyecto. Luego, se tiene en cuenta dos tipos diferentes de interrupciones, (a) interrupción de duración, e (b) interrupción de recurso renovable. Para resolver el MRCPSP, en esta tesis se proponen tres estrategias metaheurísticas: (1) algoritmo memético para minimizar la duración del proyecto, (2) algoritmo adaptativo de forrajeo bacteriano para maximizar el valor presente neto del proyecto y (3) algoritmo de optimización multiobjetivo de forrajeo bacteriano (MBFO) para resolver el MRCPSP con eventos de interrupción. Para juzgar el rendimiento del algoritmo memético y de forrajeo bacteriano propuestos, se ha llevado a cabo un extenso análisis basado en diseño factorial y diseño Taguchi para controlar y optimizar los parámetros del algoritmo. Además se han puesto a prueba resolviendo las instancias de los conjuntos más importantes en la literatura: PSPLIB (10,12,14,16,18,20 y 30 actividades) y MMLIB (50 y 100 actividades). También se ha demostrado la superioridad de los algoritmos metaheurísticos propuestos sobre otros enfoques heurísticos y metaheurísticos del estado del arte. A partir de los estudios experimentales se ha ajustado la MBFO, utilizando un caso de estudio.DoctoradoDoctor en Ingeniería Industria

A review on the application of evolutionary computation to information retrieval

In this contribution, different proposals found in the specialized literature for the application of evolutionary computation to the field of information retrieval will be reviewed. To do so, different kinds of IR problems that have been solved by evolutionary algorithms are analyzed. Some of the specific existing approaches will be specifically described for some of these problems and the obtained results will be critically evaluated in order to give a clear view of the topic to the reader.CICYT under project TIC2002-03276University of Granada under project ‘‘Mejora de Metaheur ısticas mediante Hibridaci on y sus Aplicaciones

On the Influence of the instance structure for metaheuristic performances -- Application to a graph drawing problem

International audienceMetaheuristics are now so common that for some classical hard combinatorial problems, there exist more than ten variants. Thus, the issue of comparing optimization methods is crucial. In this paper, we focus on one aspect of this question: the impact of the choice of the test instances on the metaheuristic performances and the possible link with the fitness landscape structure. We base our experimental framework on the arc crossing minimization problem for layered digraphs. We compare a hybridized genetic algorithm and a multistart descent which are among the best approaches to this problem. We worked on two instance families with various sizes and structural complexities: small graphs which are easy to draw on a standard size support, and large graphs specifically built for our experiments. We show that, for the smallest instances, there is no significant difference between methods whereas for graphs similar to those classically used nowadays in applications the genetic algorithm is better, and for the largest graphs (with a scaling factor up to $10^{300}$), the multistart descent is the best method. These results suggest that for ``structured'' fitness landscapes associated with real-life instances the GA exploits its implicit learning. On the other hand for very large landscapes with probably numerous local optima, only one exploration on a larger scale can be provided by local searches from a random starting point, cheap in computing effort

A Novel Memetic Framework for Enhancing Differential Evolution Algorithms via Combination With Alopex Local Search

Differential evolution (DE) represents a class of population-based optimization techniques that uses differences of vectors to search for optimal solutions in the search space. However, promising solutions/regions are not adequately exploited by a traditional DE algorithm. Memetic computing has been popular in recent years to enhance the exploitation of global algorithms via incorporation of local search. This paper proposes a new memetic framework to enhance DE algorithms using Alopex Local Search (MFDEALS). The novelty of the proposed MFDEALS framework lies in that the behavior of exploitation (by Alopex local search) can be controlled based on the DE global exploration status (population diversity and search stage). Additionally, an adaptive parameter inside the Alopex local search enables smooth transition of its behavior from exploratory to exploitative during the search process. A study of the important components of MFDEALS shows that there is a synergy between them. MFDEALS has been integrated with both the canonical DE method and the adaptive DE algorithm L-SHADE, leading to the MDEALS and ML-SHADEALS algorithms, respectively. Both algorithms were tested on the benchmark functions from the IEEE CEC’2014 Conference. The experiment results show that Memetic Differential Evolution with Alopex Local Search (MDEALS) not only improves the original DE algorithm but also outperforms other memetic DE algorithms by obtaining better quality solutions. Further, the comparison between ML-SHADEALS and L-SHADE demonstrates that applying the MFDEALS framework with Alopex local search can significantly enhance the performance of L-SHADEThis research was supported by grants from both Swedish Research Council (project number 2016-05431) and Spanish Ministry of Science TIN2016- 8113-R

Evolutionary design optimization of traffic signals applied to Quito city

This work applies evolutionary computation and machine learning methods to study the transportation system of Quito from a design optimization perspective. It couples an evolutionary algorithm with a microscopic transport simulator and uses the outcome of the optimization process to deepen our understanding of the problem and gain knowledge about the system. The work focuses on the optimization of a large number of traffic lights deployed on a wide area of the city and studies their impact on travel time, emissions and fuel consumption. An evolutionary algorithm with specialized mutation operators is proposed to search effectively in large decision spaces, evolving small populations for a short number of generations. The effects of the operators combined with a varying mutation schedule are studied, and an analysis of the parameters of the algorithm is also included. In addition, hierarchical clustering is performed on the best solutions found in several runs of the algorithm. An analysis of signal clusters and their geolocation, estimation of fuel consumption, spatial analysis of emissions, and an analysis of signal coordination provide an overall picture of the systemic effects of the optimization process