Optimized Hidden Markov Model based on Constrained Particle Swarm Optimization

International audienceAs one of Bayesian analysis tools, Hidden Markov Model (HMM) has been used to in extensive applications. Most HMMs are solved by Baum-Welch algorithm (BWHMM) to predict the model parameters, which is difficult to find global optimal solutions. This paper proposes an optimized Hidden Markov Model with Particle Swarm Optimization (PSO) algorithm and so is called PSOHMM. In order to overcome the statistical constraints in HMM, the paper develops re-normalization and re-mapping mechanisms to ensure the constraints in HMM. The experiments have shown that PSOHMM can search better solution than BWHMM, and has faster convergence speed

The development and application of metaheuristics for problems in graph theory: A computational study

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.It is known that graph theoretic models have extensive application to real-life discrete optimization problems. Many of these models are NP-hard and, as a result, exact methods may be impractical for large scale problem instances. Consequently, there is a great interest in developing e±cient approximate methods that yield near-optimal solutions in acceptable computational times. A class of such methods, known as metaheuristics, have been proposed with success. This thesis considers some recently proposed NP-hard combinatorial optimization problems formulated on graphs. In particular, the min- imum labelling spanning tree problem, the minimum labelling Steiner tree problem, and the minimum quartet tree cost problem, are inves- tigated. Several metaheuristics are proposed for each problem, from classical approximation algorithms to novel approaches. A compre- hensive computational investigation in which the proposed methods are compared with other algorithms recommended in the literature is reported. The results show that the proposed metaheuristics outper- form the algorithms recommended in the literature, obtaining optimal or near-optimal solutions in short computational running times. In addition, a thorough analysis of the implementation of these methods provide insights for the implementation of metaheuristic strategies for other graph theoretic problems

Novel Memetic Computing Structures for Continuous Optimisation

This thesis studies a class of optimisation algorithms, namely Memetic Computing Structures, and proposes a novel set of promising algorithms that move the first step towards an implementation for the automatic generation of optimisation algorithms for continuous domains. This thesis after a thorough review of local search algorithms and popular meta-heuristics, focuses on Memetic Computing in terms of algorithm structures and design philosophy. In particular, most of the design carried out during my doctoral studies is inspired by the lex parsimoniae, aka Ockham’s Razor. It has been shown how simple algorithms, when well implemented can outperform complex implementations. In order to achieve this aim, the design is always carried out by attempting to identify the role of each algorithmic component/operator. In this thesis, on the basis of this logic, a set of variants of a recently proposed algorithms are presented. Subsequently a novel memetic structure, namely Parallel Memetic Structure is proposed and tested against modern algorithms representing the state of the art in optimisation. Furthermore, an initial prototype of an automatic design platform is also included. This prototype performs an analysis on separability of the optimisation problem and, on the basis of the analysis results, designs some parts of the parallel structure. Promising results are included. Finally, an investigation of the correlation among the variables and problem dimensionality has been performed. An extremely interesting finding of this thesis work is that the degree of correlation among the variables decreases when the dimensionality increases. As a direct consequence of this fact, large scale problems are to some extent easier to handle than problems in low dimensionality since, due to the lack of correlation among the variables, they can effectively be tackled by an algorithm that performs moves along the axes

Adaptive bio-inspired firefly and invasive weed algorithms for global optimisation with application to engineering problems

The focus of the research is to investigate and develop enhanced version of swarm intelligence firefly algorithm and ecology-based invasive weed algorithm to solve global optimisation problems and apply to practical engineering problems. The work presents two adaptive variants of firefly algorithm by introducing spread factor mechanism that exploits the fitness intensity during the search process. The spread factor mechanism is proposed to enhance the adaptive parameter terms of the firefly algorithm. The adaptive algorithms are formulated to avoid premature convergence and better optimum solution value. Two new adaptive variants of invasive weed algorithm are also developed seed spread factor mechanism introduced in the dispersal process of the algorithm. The working principles and structure of the adaptive firefly and invasive weed algorithms are described and discussed. Hybrid invasive weed-firefly algorithm and hybrid invasive weed-firefly algorithm with spread factor mechanism are also proposed. The new hybridization algorithms are developed by retaining their individual advantages to help overcome the shortcomings of the original algorithms. The performances of the proposed algorithms are investigated and assessed in single-objective, constrained and multi-objective optimisation problems. Well known benchmark functions as well as current CEC 2006 and CEC 2014 test functions are used in this research. A selection of performance measurement tools is also used to evaluate performances of the algorithms. The algorithms are further tested with practical engineering design problems and in modelling and control of dynamic systems. The systems considered comprise a twin rotor system, a single-link flexible manipulator system and assistive exoskeletons for upper and lower extremities. The performance results are evaluated in comparison to the original firefly and invasive weed algorithms. It is demonstrated that the proposed approaches are superior over the individual algorithms in terms of efficiency, convergence speed and quality of the optimal solution achieved