A population-based optimization method using Newton fractal

Department of Mathematical SciencesMetaheuristic is a general procedure to draw an agreement in a group based on the decision making of each individual beyond heuristic. For last decade, there have been many attempts to develop metaheuristic methods based on swarm intelligence to solve global optimization such as particle swarm optimizer, ant colony optimizer, firefly optimizer. These methods are mostly stochastic and independent on specific problems. Since metaheuristic methods based on swarm intelligence require no central coordination (or minimal, if any), they are especially well-applicable to those problems which have distributed or parallel structures. Each individual follows few simple rules, keeping the searching cost at a decent level. Despite its simplicity, the methods often yield a fast approximation in good precision, compared to conventional methods. Exploration and exploitation are two important features that we need to consider to find a global optimum in a high dimensional domain, especially when prior information is not given. Exploration is to investigate the unknown space without using the information from history to find undiscovered optimum. Exploitation is to trace the neighborhood of the current best to improve it using the information from history. Because these two concepts are at opposite ends of spectrum, the tradeoff significantly affects the performance at the limited cost of search. In this work, we develop a chaos-based metaheuristic method, ???Newton Particle Optimization(NPO)???, to solve global optimization problems. The method is based on the Newton method which is a well-established mathematical root-finding procedure. It actively utilizes the chaotic nature of the Newton method to place a proper balance between exploration and exploitation. While most current population-based methods adopt stochastic effects to maximize exploration, they often suffer from weak exploitation. In addition, stochastic methods generally show poor reproducing ability and premature convergence. It has been argued that an alternative approach using chaos may mitigate such disadvantages. The unpredictability of chaos is correspondent with the randomness of stochastic methods. Chaos-based methods are deterministic and therefore easy to reproduce the results with less memory. It has been shown that chaos avoids local optimum better than stochastic methods and buffers the premature convergence issue. Newton method is deterministic but shows chaotic movements near the roots. It is such complexity that enables the particles to search the space for global optimization. We initialize the particle???s position randomly at first and choose the ???leading particles??? to attract other particles near them. We can make a polynomial function whose roots are those leading particles, called ???a guiding function???. Then we update the positions of particles using the guiding function by Newton method. Since the roots are not updated by Newton method, the leading particles survive after update. For diverse movements of particles, we use modified newton method, which has a coefficient $m$ in the variation of movements for each particle. Efficiency in local search is closely related to the value of m which determines the convergence rate of the Newton method. We can control the balance between exploration and exploitation by choice of leading particles. It is interesting that selection of excellent particles as leading particles not always results in the best result. Including mediocre particles in the roots of guiding function maintains the diversity of particles in position. Though diversity seems to be inefficient at first, those particles contribute to the exploration for global search finally. We study the conditions for the convergence of NPO. NPO enjoys the well-established analysis of the Newton method. This contrasts with other ???nature-inspired??? algorithms which have often been criticized for lack of rigorous mathematical ground. We compare the results of NPO with those of two popular metaheuristic methods, particle swarm optimizer(PSO) and firefly optimizer(FO). Though it has been shown that there are no such algorithms superior to all problems by no free lunch theorem, that is why the researchers are concerned about adaptable global optimizer for specific problems. NPO shows good performance to CEC 2013 competition test problems comparing to PSO and FO.ope

The design and applications of the african buffalo algorithm for general optimization problems

Optimization, basically, is the economics of science. It is concerned with the need to maximize profit and minimize cost in terms of time and resources needed to execute a given project in any field of human endeavor. There have been several scientific investigations in the past several decades on discovering effective and efficient algorithms to providing solutions to the optimization needs of mankind leading to the development of deterministic algorithms that provide exact solutions to optimization problems. In the past five decades, however, the attention of scientists has shifted from the deterministic algorithms to the stochastic ones since the latter have proven to be more robust and efficient, even though they do not guarantee exact solutions. Some of the successfully designed stochastic algorithms include Simulated Annealing, Genetic Algorithm, Ant Colony Optimization, Particle Swarm Optimization, Bee Colony Optimization, Artificial Bee Colony Optimization, Firefly Optimization etc. A critical look at these ‘efficient’ stochastic algorithms reveals the need for improvements in the areas of effectiveness, the number of several parameters used, premature convergence, ability to search diverse landscapes and complex implementation strategies. The African Buffalo Optimization (ABO), which is inspired by the herd management, communication and successful grazing cultures of the African buffalos, is designed to attempt solutions to the observed shortcomings of the existing stochastic optimization algorithms. Through several experimental procedures, the ABO was used to successfully solve benchmark optimization problems in mono-modal and multimodal, constrained and unconstrained, separable and non-separable search landscapes with competitive outcomes. Moreover, the ABO algorithm was applied to solve over 100 out of the 118 benchmark symmetric and all the asymmetric travelling salesman’s problems available in TSPLIB95. Based on the successful experimentation with the novel algorithm, it is safe to conclude that the ABO is a worthy contribution to the scientific literature

Lattice dynamical wavelet neural networks implemented using particle swarm optimisation for spatio-temporal system identification

Starting from the basic concept of coupled map lattices, a new family of adaptive wavelet neural networks, called lattice dynamical wavelet neural networks (LDWNN), is introduced for spatiotemporal system identification, by combining an efficient wavelet representation with a coupled map lattice model. A new orthogonal projection pursuit (OPP) method, coupled with a particle swarm optimisation (PSO) algorithm, is proposed for augmenting the proposed network. A novel two-stage hybrid training scheme is developed for constructing a parsimonious network model. In the first stage, by applying the orthogonal projection pursuit algorithm, significant wavelet-neurons are adaptively and successively recruited into the network, where adjustable parameters of the associated waveletneurons are optimised using a particle swarm optimiser. The resultant network model, obtained in the first stage, may however be redundant. In the second stage, an orthogonal least squares (OLS) algorithm is then applied to refine and improve the initially trained network by removing redundant wavelet-neurons from the network. The proposed two-stage hybrid training procedure can generally produce a parsimonious network model, where a ranked list of wavelet-neurons, according to the capability of each neuron to represent the total variance in the system output signal is produced. Two spatio-temporal system identification examples are presented to demonstrate the performance of the proposed new modelling framework

Optimal Control of an Uninhabited Loyal Wingman

As researchers strive to achieve autonomy in systems, many believe the goal is not that machines should attain full autonomy, but rather to obtain the right level of autonomy for an appropriate man-machine interaction. A common phrase for this interaction is manned-unmanned teaming (MUM-T), a subset of which, for unmanned aerial vehicles, is the concept of the loyal wingman. This work demonstrates the use of optimal control and stochastic estimation techniques as an autonomous near real-time dynamic route planner for the DoD concept of the loyal wingman. First, the optimal control problem is formulated for a static threat environment and a hybrid numerical method is demonstrated. The optimal control problem is transcribed to a nonlinear program using direct orthogonal collocation, and a heuristic particle swarm optimization algorithm is used to supply an initial guess to the gradient-based nonlinear programming solver. Next, a dynamic and measurement update model and Kalman filter estimating tool is used to solve the loyal wingman optimal control problem in the presence of moving, stochastic threats. Finally, an algorithm is written to determine if and when the loyal wingman should dynamically re-plan the trajectory based on a critical distance metric which uses speed and stochastics of the moving threat as well as relative distance and angle of approach of the loyal wingman to the threat. These techniques are demonstrated through simulation for computing the global outer-loop optimal path for a minimum time rendezvous with a manned lead while avoiding static as well as moving, non-deterministic threats, then updating the global outer-loop optimal path based on changes in the threat mission environment. Results demonstrate a methodology for rapidly computing an optimal solution to the loyal wingman optimal control problem

Cooperative Particle Swarm Optimization for Combinatorial Problems

A particularly successful line of research for numerical optimization is the well-known computational paradigm particle swarm optimization (PSO). In the PSO framework, candidate solutions are represented as particles that have a position and a velocity in a multidimensional search space. The direct representation of a candidate solution as a point that flies through hyperspace (i.e., Rn) seems to strongly predispose the PSO toward continuous optimization. However, while some attempts have been made towards developing PSO algorithms for combinatorial problems, these techniques usually encode candidate solutions as permutations instead of points in search space and rely on additional local search algorithms. In this dissertation, I present extensions to PSO that by, incorporating a cooperative strategy, allow the PSO to solve combinatorial problems. The central hypothesis is that by allowing a set of particles, rather than one single particle, to represent a candidate solution, combinatorial problems can be solved by collectively constructing solutions. The cooperative strategy partitions the problem into components where each component is optimized by an individual particle. Particles move in continuous space and communicate through a feedback mechanism. This feedback mechanism guides them in the assessment of their individual contribution to the overall solution. Three new PSO-based algorithms are proposed. Shared-space CCPSO and multispace CCPSO provide two new cooperative strategies to split the combinatorial problem, and both models are tested on proven NP-hard problems. Multimodal CCPSO extends these combinatorial PSO algorithms to efficiently sample the search space in problems with multiple global optima. Shared-space CCPSO was evaluated on an abductive problem-solving task: the construction of parsimonious set of independent hypothesis in diagnostic problems with direct causal links between disorders and manifestations. Multi-space CCPSO was used to solve a protein structure prediction subproblem, sidechain packing. Both models are evaluated against the provable optimal solutions and results show that both proposed PSO algorithms are able to find optimal or near-optimal solutions. The exploratory ability of multimodal CCPSO is assessed by evaluating both the quality and diversity of the solutions obtained in a protein sequence design problem, a highly multimodal problem. These results provide evidence that extended PSO algorithms are capable of dealing with combinatorial problems without having to hybridize the PSO with other local search techniques or sacrifice the concept of particles moving throughout a continuous search space

Towards a more efficient use of computational budget in large-scale black-box optimization

Evolutionary algorithms are general purpose optimizers that have been shown effective in solving a variety of challenging optimization problems. In contrast to mathematical programming models, evolutionary algorithms do not require derivative information and are still effective when the algebraic formula of the given problem is unavailable. Nevertheless, the rapid advances in science and technology have witnessed the emergence of more complex optimization problems than ever, which pose significant challenges to traditional optimization methods. The dimensionality of the search space of an optimization problem when the available computational budget is limited is one of the main contributors to its difficulty and complexity. This so-called curse of dimensionality can significantly affect the efficiency and effectiveness of optimization methods including evolutionary algorithms. This research aims to study two topics related to a more efficient use of computational budget in evolutionary algorithms when solving large-scale black-box optimization problems. More specifically, we study the role of population initializers in saving the computational resource, and computational budget allocation in cooperative coevolutionary algorithms. Consequently, this dissertation consists of two major parts, each of which relates to one of these research directions. In the first part, we review several population initialization techniques that have been used in evolutionary algorithms. Then, we categorize them from different perspectives. The contribution of each category to improving evolutionary algorithms in solving large-scale problems is measured. We also study the mutual effect of population size and initialization technique on the performance of evolutionary techniques when dealing with large-scale problems. Finally, assuming uniformity of initial population as a key contributor in saving a significant part of the computational budget, we investigate whether achieving a high-level of uniformity in high-dimensional spaces is feasible given the practical restriction in computational resources. In the second part of the thesis, we study the large-scale imbalanced problems. In many real world applications, a large problem may consist of subproblems with different degrees of difficulty and importance. In addition, the solution to each subproblem may contribute differently to the overall objective value of the final solution. When the computational budget is restricted, which is the case in many practical problems, investing the same portion of resources in optimizing each of these imbalanced subproblems is not the most efficient strategy. Therefore, we examine several ways to learn the contribution of each subproblem, and then, dynamically allocate the limited computational resources in solving each of them according to its contribution to the overall objective value of the final solution. To demonstrate the effectiveness of the proposed framework, we design a new set of 40 large-scale imbalanced problems and study the performance of some possible instances of the framework