Refined Genetic Algorithms for Polypeptide Structure Prediction

Accurate and reliable prediction of macromolecular structures has eluded researchers for nearly 40 years. Prediction via energy minimization assumes the native conformation has the globally minimal energy potential. An exhaustive search is impossible since for molecules of normal size, the size of the search space exceeds the size of the universe. Domain knowledge sources, such as the Brookhaven PDB can be mined for constraints to limit the search space. Genetic algorithms (GAs) are stochastic, population based, search algorithms of polynomial (P) time complexity that can produce semi-optimal solutions for problems of nondeterministic polynomial (NP) time complexity such as PSP. Three refined GAs are presented: A farming model parallel hybrid GA (PHGA) preserves the effectiveness of the serial algorithm with substantial speed up. Portability across distributed and MPP platforms is accomplished with the Message Passing Interface (MPI) communications standard. A Real-valved GA system, real-valued Genetic Algorithm, Limited by constraints (REGAL), exploiting domain knowledge. Experiments with the pentapeptide Met-enkephalin have identified conformers with lower energies (CHARMM) than the accepted optimal conformer (Scheraga, et al), -31.98 vs -28.96 kcals/mol. Analysis of exogenous parameters yields additional insight into performance. A parallel version (Para-REGAL), an island model modified to allow different active constraints in the distributed subpopulations and novel concepts of Probability of Migration and Probability of Complete Migration

An Evolutionary Approach to Multistage Portfolio Optimization

Portfolio optimization is an important problem in quantitative finance due to its application in asset management and corporate financial decision making. This involves quantitatively selecting the optimal portfolio for an investor given their asset return distribution assumptions, investment objectives and constraints. Analytical portfolio optimization methods suffer from limitations in terms of the problem specification and modelling assumptions that can be used. Therefore, a heuristic approach is taken where Monte Carlo simulations generate the investment scenarios and' a problem specific evolutionary algorithm is used to find the optimal portfolio asset allocations. Asset allocation is known to be the most important determinant of a portfolio's investment performance and also affects its risk/return characteristics. The inclusion of equity options in an equity portfolio should enable an investor to improve their efficient frontier due to options having a nonlinear payoff. Therefore, a research area of significant importance to equity investors, in which little research has been carried out, is the optimal asset allocation in equity options for an equity investor. A purpose of my thesis is to carry out an original analysis of the impact of allowing the purchase of put options and/or sale of call options for an equity investor. An investigation is also carried out into the effect ofchanging the investor's risk measure on the optimal asset allocation. A dynamic investment strategy obtained through multistage portfolio optimization has the potential to result in a superior investment strategy to that obtained from a single period portfolio optimization. Therefore, a novel analysis of the degree of the benefits of a dynamic investment strategy for an equity portfolio is performed. In particular, the ability of a dynamic investment strategy to mimic the effects ofthe inclusion ofequity options in an equity portfolio is investigated. The portfolio optimization problem is solved using evolutionary algorithms, due to their ability incorporate methods from a wide range of heuristic algorithms. Initially, it is shown how the problem specific parts ofmy evolutionary algorithm have been designed to solve my original portfolio optimization problem. Due to developments in evolutionary algorithms and the variety of design structures possible, a purpose of my thesis is to investigate the suitability of alternative algorithm design structures. A comparison is made of the performance of two existing algorithms, firstly the single objective stepping stone island model, where each island represents a different risk aversion parameter, and secondly the multi-objective Non-Dominated Sorting Genetic Algorithm2. Innovative hybrids of these algorithms which also incorporate features from multi-objective evolutionary algorithms, multiple population models and local search heuristics are then proposed. . A novel way is developed for solving the portfolio optimization by dividing my problem solution into two parts and then applying a multi-objective cooperative coevolution evolutionary algorithm. The first solution part consists of the asset allocation weights within the equity portfolio while the second solution part consists 'ofthe asset allocation weights within the equity options and the asset allocation weights between the different asset classes. An original portfolio optimization multiobjective evolutionary algorithm that uses an island model to represent different risk measures is also proposed.Imperial Users onl

Examination scheduling using the ant system.

This work is concerned with heuristic approaches to examination timetabling. It is demonstrated that a relatively new evolutionary method, the Ant System, can be the basis of a successful two-phase solution method. The first phase exploits ant feedback in order both to produce large volumes of feasible timetables and to optimise secondary objectives. The second phase acts as a repair facility where solution quality is improved further while maintaining feasibility. This is accomplished without increasing computational effort to unrealistic levels. The work builds on an existing implementation for the graph colouring problem, the natural model for examination scheduling. It is demonstrated that by adjusting the graph model to allow the accommodation of several side constraints as well incorporating enhancement techniques within the algorithm itself, the Ant System algorithm becomes very effective at producing feasible timetables. The enhancements include a diversification function, new reward functions and trail replenishment tactics. It is observed that the achievement of second-order objectives can be enhanced through a variety of means. A modified elitist strategy (ERF) significantly improves the performance of the Ant System due to the extra emphasis on second-order feedback. It is also shown that through the incorporation of the ERF, trail limits and, in particular, 19th century evolutionary theory the area of the solution space explored by the ants during the infancy of the search can be reduced. In addition, a good level of exploration is maintained as the search matures. This balance between exploration and exploitation is the main determinant of solution quality. The use of a repair facility, as is common practice with evolutionary algorithms, encourages fitter solutions. The interaction between Lamarckian evolution and searching in an extended neighbourhood through the graph theoretic concept of Kempe chains leads to better overall solutions

A reduced-uncertainty hybrid evolutionary algorithm for solving dynamic shortest-path routing problem

The need for effective packet transmission to deliver advanced performance in wireless networks creates the need to find shortest network paths efficiently and quickly. This paper addresses a Reduced Uncertainty Based Hybrid Evolutionary Algorithm (RUBHEA) to solve Dynamic Shortest Path Routing Problem (DSPRP) effectively and rapidly. Genetic Algorithm (GA) and Particle Swarm Optimization (PSO) are integrated as a hybrid algorithm to find the best solution within the search space of dynamically changing networks. Both GA and PSO share context of individuals to reduce uncertainty in RUBHEA. Various regions of search space are explored and learned by RUBHEA. By employing a modified priority encoding method, each individual in both GA and PSO are represented as a potential solution for DSPRP. A Complete statistical analysis has been performed to compare the performance of RUBHEA with various state-of-the-art algorithms. It shows that RUBHEA is considerably superior (reducing the failure rate by up to 50%) to similar approaches with increasing number of nodes encountered in the networks

A Framework for Hyper-Heuristic Optimisation of Conceptual Aircraft Structural Designs

Conceptual aircraft structural design concerns the generation of an airframe that will provide sufficient strength under the loads encountered during the operation of the aircraft. In providing such strength, the airframe greatly contributes to the mass of the vehicle, where an excessively heavy design can penalise the performance and cost of the aircraft. Structural mass optimisation aims to minimise the airframe weight whilst maintaining adequate resistance to load. The traditional approach to such optimisation applies a single optimisation technique within a static process, which prevents adaptation of the optimisation process to react to changes in the problem. Hyper-heuristic optimisation is an evolving field of research wherein the optimisation process is evaluated and modified in an attempt to improve its performance, and thus the quality of solutions generated. Due to its relative infancy, hyper-heuristics have not been applied to the problem of aircraft structural design optimisation. It is the thesis of this research that hyper-heuristics can be employed within a framework to improve the quality of airframe designs generated without incurring additional computational cost. A framework has been developed to perform hyper-heuristic structural optimisation of a conceptual aircraft design. Four aspects of hyper-heuristics are included within the framework to promote improved process performance and subsequent solution quality. These aspects select multiple optimisation techniques to apply to the problem, analyse the solution space neighbouring good designs and adapt the process based on its performance. The framework has been evaluated through its implementation as a purpose-built computational tool called AStrO. The results of this evaluation have shown that significantly lighter airframe designs can be generated using hyper-heuristics than are obtainable by traditional optimisation approaches. Moreover, this is possible without penalising airframe strength or necessarily increasing computational costs. Furthermore, improvements are possible over the existing aircraft designs currently in production and operation

Evolutionary approaches to optimisation in rough machining

This thesis concerns the use of Evolutionary Computation to optimise the sequence and selection of tools and machining parameters in rough milling applications. These processes are not automated in current Computer-Aided Manufacturing (CAM) software and this work, undertaken in collaboration with an industrial partner, aims to address this. Related research has mainly approached tool sequence optimisation using only a single tool type, and machining parameter optimisation of a single-tool sequence. In a real world industrial setting, tools with different geometrical profiles are commonly used in combination on rough machining tasks in order to produce components with complex sculptured surfaces. This work introduces a new representation scheme and search operators to support the use of the three most commonly used tool types: end mill, ball nose and toroidal. Using these operators, single-objective metaheuristic algorithms are shown to find near-optimal solutions, while surveying only a small number of tool sequences. For the first time, a multi-objective approach is taken to tool sequence optimisation. The process of ‘multi objectivisation’ is shown to offer two benefits: escaping local optima on deceptive multimodal search spaces and providing a selection of tool sequence alternatives to a machinist. The multi-objective approach is also used to produce a varied set of near-Pareto optimal solutions, offering different trade-offs between total machining time and total tooling costs, simultaneously optimising tool sequences and the cutting speeds of individual tools. A challenge for using computationally expensive CAM software, important for real world machining, is the time cost of evaluations. An asynchronous parallel evolutionary optimisation system is presented that can provide a significant speed up, even in the presence of heterogeneous evaluation times produced by variable length tool sequences. This system uses a distributed network of processors that could be easily and inexpensively implemented on existing commercial hardware, and accessible to even small workshops

Applications and enhancements of aircraft design optimization techniques

The aircraft industry has been at the forefront in developing design optimization strategies ever since the advent of high performance computing. Thanks to the large computational resources now available, many new as well as more mature optimization methods have become well established. However, the same cannot be said for other stages along the optimization process - chiefly, and this is where the present thesis seeks to make its first main contribution, at the geometry parameterization stage.The first major part of the thesis is dedicated to the goal of reducing the size of the search space by reducing the dimensionality of existing parameterization schemes, thus improving the effectiveness of search strategies based upon them. Specifically, a refinement to the Kulfan parameterization method is presented, based on using Genetic Programming and a local search within a Baldwinian learning strategy to evolve a set of analytical expressions to replace the standard 'class function' at the basis of the Kulfan method. The method is shown to significantly reduce the number of parameters and improves optimization performance - this is demonstrated using a simple aerodynamic design case study.The second part describes an industrial level case study, combining sophisticated, high fidelity, as well as fast, low fidelity numerical analysis with a complex physical experiment. The objective is the analysis of a topical design question relating to reducing the environmental impact of aviation: what is the optimum layout of an over-the-wing turbofan engine installation designed to enable the airframe to shield near-airport communities on the ground from fan noise. An experiment in an anechoic chamber reveals that a simple half-barrier noise model can be used as a first order approximation to the change of inlet broadband noise shielding by the airframe with engine position, which can be used within design activities. Moreover, the experimental results are condensed into an acoustic shielding performance metric to be used in a Multidisciplinary Design Optimization study, together with drag and engine performance values acquired through CFD. By using surrogate models of these three performance metrics we are able to find a set of non-dominated engine positions comprising a Pareto Front of these objectives. This may give designers of future aircraft an insight into an appropriate engine position above a wing, as well as a template for blending multiple levels of computational analysis with physical experiments into a multidisciplinary design optimization framework

Evolutionary computing techniques for handling variable interaction in engineering design optimisation

The ever-increasing market demands to produce better products, with reduced costs and lead times, has prompted the industry to look for rigorous ways of optimising its designs. However, the lack of flexibility and adequacy of existing optimisation techniques in dealing with the challenges of engineering design optimisation, has prevented the industry from using optimisation algorithms. The aim of this research is to explore the field of evolutionary computation for developing techniques that are capable of dealing with three features of engineering design optimisation problems: multiple objectives, constraints and variable interaction. An industry survey grounds the research within the industrial context. A literature survey of EC techniques for handling multiple objectives, constraints and variable interaction highlights a lack of techniques to handle variable interaction. This research, therefore, focuses on the development of techniques for handling variable interaction in the presence of multiple objectives and constraints. It attempts to fill this gap in research by formally defining and classifying variable interaction as inseparable function interaction and variable dependence. The research then proposes two new algorithms, GRGA and GAVD, that are respectively capable of handling these types of variable interaction. Since it is difficult to find a variety of real-life cases with required complexities, this research develops two test beds (RETB and RETB-II) that have the required features (multiple objectives, constraints and variable interaction), and enable controlled testing of optimisation algorithms. The performance of GRGA and GAVD is analysed and compared to the current state-of-the-art optimisation algorithm (NSGAII) using RETB, RETB-II and other ‘popular’ test problems. Finally, a set of real-life optimisation problems from literature are analysed from the point of variable interaction. The performance of GRGA and GAVD is finally validated using three appropriately chosen problems from this set. In this way, this research proposes a fully tested and validated methodology for dealing with engineering design optimisation problems with variable interaction.Ph