A metaheuristic-based framework for index tracking with practical constraints

Recently, numerous investors have shifted from active strategies to passive strategies because the passive strategy approach affords stable returns over the long term. Index tracking is a popular passive strategy. Over the preceding year, most researchers handled this problem via a two-step procedure. However, such a method is a suboptimal global-local optimization technique that frequently results in uncertainty and poor performance. This paper introduces a framework to address the comprehensive index tracking problem (IPT) with a joint approach based on metaheuristics. The purpose of this approach is to globally optimize this problem, where optimization is measured by the tracking error and excess return. Sparsity, weights, assets under management, transaction fees, the full share restriction, and investment risk diversification are considered in this problem. However, these restrictions increase the complexity of the problem and make it a nondeterministic polynomial-time-hard problem. Metaheuristics compose the principal process of the proposed framework, as they balance a desirable tradeoff between the computational resource utilization and the quality of the obtained solution. This framework enables the constructed model to fit future data and facilitates the application of various metaheuristics. Competitive results are achieved by the proposed metaheuristic-based framework in the presented simulation

Review of distributed control and optimization in energy internet: From traditional methods to artificial intelligence-based methods

Abstract: Energy internet (EI) can alleviate the arduous challenges brought about by the energy crisis and global warming and has aroused the concern of many scholars. In the research of EI control systems, the access of distributed energy causes the power system to exhibit complex nonlinearity, high uncertainty and strong coupling. Traditional control and optimization methods often have limited effectiveness in solving these problems. With the widespread application of distributed control technology and the maturity of artificial intelligence (AI) technology, the combination of distributed control and AI has become an effective method to break through current research bottlenecks. This study reviews the research progress of EI distributed control technologies based on AI in recent years. It can be found that AI‐based distributed control methods have many advantages in maintaining EI stability and achieving optimal energy management. This combination of AI and distributed control makes EI control systems more intelligent, safe and efficient, which will be an important direction for future research. The purpose of this study is to provide a reference as well as useful research ideas for the study of EI control systems

Convergence of Neural Networks with a Class of Real Memristors with Rectifying Characteristics

The paper considers a neural network with a class of real extended memristors obtained via the parallel connection of an ideal memristor and a nonlinear resistor. The resistor has the same rectifying characteristic for the current as that used in relevant models in the literature to account for diode-like effects at the interface between the memristor metal and insulating material. The paper proves some fundamental results on the trajectory convergence of this class of real memristor neural networks under the assumption that the interconnection matrix satisfies some symmetry conditions. First of all, the paper shows that, while in the case of neural networks with ideal memristors, it is possible to explicitly find functions of the state variables that are invariants of motions, the same functions can be used as Lyapunov functions that decrease along the trajectories in the case of real memristors with rectifying characteristics. This fundamental property is then used to study convergence by means of a reduction-of-order technique in combination with a Lyapunov approach. The theoretical predictions are verified via numerical simulations, and the convergence results are illustrated via the applications of real memristor neural networks to the solution of some image processing tasks in real time

A Comprehensive Review of Bio-Inspired Optimization Algorithms Including Applications in Microelectronics and Nanophotonics

The application of artificial intelligence in everyday life is becoming all-pervasive and unavoidable. Within that vast field, a special place belongs to biomimetic/bio-inspired algorithms for multiparameter optimization, which find their use in a large number of areas. Novel methods and advances are being published at an accelerated pace. Because of that, in spite of the fact that there are a lot of surveys and reviews in the field, they quickly become dated. Thus, it is of importance to keep pace with the current developments. In this review, we first consider a possible classification of bio-inspired multiparameter optimization methods because papers dedicated to that area are relatively scarce and often contradictory. We proceed by describing in some detail some more prominent approaches, as well as those most recently published. Finally, we consider the use of biomimetic algorithms in two related wide fields, namely microelectronics (including circuit design optimization) and nanophotonics (including inverse design of structures such as photonic crystals, nanoplasmonic configurations and metamaterials). We attempted to keep this broad survey self-contained so it can be of use not only to scholars in the related fields, but also to all those interested in the latest developments in this attractive area

Adaptive and learning-based formation control of swarm robots

Autonomous aerial and wheeled mobile robots play a major role in tasks such as search and rescue, transportation, monitoring, and inspection. However, these operations are faced with a few open challenges including robust autonomy, and adaptive coordination based on the environment and operating conditions, particularly in swarm robots with limited communication and perception capabilities. Furthermore, the computational complexity increases exponentially with the number of robots in the swarm. This thesis examines two different aspects of the formation control problem. On the one hand, we investigate how formation could be performed by swarm robots with limited communication and perception (e.g., Crazyflie nano quadrotor). On the other hand, we explore human-swarm interaction (HSI) and different shared-control mechanisms between human and swarm robots (e.g., BristleBot) for artistic creation. In particular, we combine bio-inspired (i.e., flocking, foraging) techniques with learning-based control strategies (using artificial neural networks) for adaptive control of multi- robots. We first review how learning-based control and networked dynamical systems can be used to assign distributed and decentralized policies to individual robots such that the desired formation emerges from their collective behavior. We proceed by presenting a novel flocking control for UAV swarm using deep reinforcement learning. We formulate the flocking formation problem as a partially observable Markov decision process (POMDP), and consider a leader-follower configuration, where consensus among all UAVs is used to train a shared control policy, and each UAV performs actions based on the local information it collects. In addition, to avoid collision among UAVs and guarantee flocking and navigation, a reward function is added with the global flocking maintenance, mutual reward, and a collision penalty. We adapt deep deterministic policy gradient (DDPG) with centralized training and decentralized execution to obtain the flocking control policy using actor-critic networks and a global state space matrix. In the context of swarm robotics in arts, we investigate how the formation paradigm can serve as an interaction modality for artists to aesthetically utilize swarms. In particular, we explore particle swarm optimization (PSO) and random walk to control the communication between a team of robots with swarming behavior for musical creation

Evolutionary Computation 2020

Intelligent optimization is based on the mechanism of computational intelligence to refine a suitable feature model, design an effective optimization algorithm, and then to obtain an optimal or satisfactory solution to a complex problem. Intelligent algorithms are key tools to ensure global optimization quality, fast optimization efficiency and robust optimization performance. Intelligent optimization algorithms have been studied by many researchers, leading to improvements in the performance of algorithms such as the evolutionary algorithm, whale optimization algorithm, differential evolution algorithm, and particle swarm optimization. Studies in this arena have also resulted in breakthroughs in solving complex problems including the green shop scheduling problem, the severe nonlinear problem in one-dimensional geodesic electromagnetic inversion, error and bug finding problem in software, the 0-1 backpack problem, traveler problem, and logistics distribution center siting problem. The editors are confident that this book can open a new avenue for further improvement and discoveries in the area of intelligent algorithms. The book is a valuable resource for researchers interested in understanding the principles and design of intelligent algorithms

Reinforcement Learning

Brains rule the world, and brain-like computation is increasingly used in computers and electronic devices. Brain-like computation is about processing and interpreting data or directly putting forward and performing actions. Learning is a very important aspect. This book is on reinforcement learning which involves performing actions to achieve a goal. The first 11 chapters of this book describe and extend the scope of reinforcement learning. The remaining 11 chapters show that there is already wide usage in numerous fields. Reinforcement learning can tackle control tasks that are too complex for traditional, hand-designed, non-learning controllers. As learning computers can deal with technical complexities, the tasks of human operators remain to specify goals on increasingly higher levels. This book shows that reinforcement learning is a very dynamic area in terms of theory and applications and it shall stimulate and encourage new research in this field

Machine Learning

Machine Learning can be defined in various ways related to a scientific domain concerned with the design and development of theoretical and implementation tools that allow building systems with some Human Like intelligent behavior. Machine learning addresses more specifically the ability to improve automatically through experience

Multi-Agent Systems

This Special Issue ""Multi-Agent Systems"" gathers original research articles reporting results on the steadily growing area of agent-oriented computing and multi-agent systems technologies. After more than 20 years of academic research on multi-agent systems (MASs), in fact, agent-oriented models and technologies have been promoted as the most suitable candidates for the design and development of distributed and intelligent applications in complex and dynamic environments. With respect to both their quality and range, the papers in this Special Issue already represent a meaningful sample of the most recent advancements in the field of agent-oriented models and technologies. In particular, the 17 contributions cover agent-based modeling and simulation, situated multi-agent systems, socio-technical multi-agent systems, and semantic technologies applied to multi-agent systems. In fact, it is surprising to witness how such a limited portion of MAS research already highlights the most relevant usage of agent-based models and technologies, as well as their most appreciated characteristics. We are thus confident that the readers of Applied Sciences will be able to appreciate the growing role that MASs will play in the design and development of the next generation of complex intelligent systems. This Special Issue has been converted into a yearly series, for which a new call for papers is already available at the Applied Sciences journal’s website: https://www.mdpi.com/journal/applsci/special_issues/Multi-Agent_Systems_2019