COOMA: AN OBJECT-ORIENTED STOCHASTIC OPTIMIZATION ALGORITHM

Стохастические методы оптимизации такие как генетический алгоритм, алгоритм роя частиц и другие успешно применяются для решения оптимизационных задач. Они основаны на схожих идеях и требуют минимальной адаптации при применении. Но существует несколько факторов, затрудняющих использование стохастических методов оптимизации на практике: мультимодальность целевой функции, наличие системы ограничений, необходимость поиска наилучшей конфигурации параметров алгоритма, увеличение объема пространства поиска и др.В статье предлагается новый Алгоритм каскадной оптимизации и модификации объектов (COOMA), который развивает лучшие идеи известных стохастических методов оптимизации и может применяться к широкому кругу задач, описанных в терминах объектно-ориентированного подхода с использованием практически любых типов параметров, переменных и связей между объектами. Объекты различных классов помещаются в пулы, которые формируют иерархическую структуру в соответствии со структурой связей между классами. Алгоритм также выполняется в соответствии с этой иерархией: методы пулов верхнего уровня перед изменением своих объектов вызывают аналогичные методы вложенных пулов. Алгоритм состоит из шага инициализации и серии итераций, на которых происходит модификация объектов до тех пор, пока не будут выполнены критерии остановки. Объекты модифицируются с использованием операций (инерционного) движения, репликации и мутации. Двухуровневая версия алгоритма реализует механизм автоматического подбора параметров оптимизации.Результаты проведенных серий тестов демонстрируют возможность использования предлагаемого алгоритма для решения многоуровневых задач (с объектами нескольких взаимосвязанных классов), задач с мультимодальной целевой функцией и системами ограничений. Алгоритм реализован на языке Java, исходный код может быть предоставлен по запросу.Stochastic optimization methods such as genetic algorithm, particle swarm optimization algorithm, and others are successfully used to solve optimization problems. They are all based on similar ideas and need minimal adaptation when being implemented. But several factors complicate the application of stochastic search methods in practice: multimodality of the objective function, optimization with constraints, finding the best parameter configuration of the algorithm, the increasing of the searching space, etc.This paper proposes a new Cascade Object Optimization and Modification Algorithm (COOMA) which develops the best ideas of known stochastic optimization methods and can be applied to a wide variety of real-world problems described in the terms of object-oriented models with practically any types of parameters, variables, and associations between objects. The objects of different classes are organized in pools and pools form the hierarchical structure according to the associations between classes. The algorithm is also executed according to the pool structure: the methods of the upper-level pools before changing their objects call the analogous methods of all their subpools. The algorithm starts with initialization step and then passes through a number of iterations during which the objects are modified until the stop criteria are satisfied. The objects are modified using movement, replication and mutation operations. Two-level version of COOMA realizes a built-in self-adaptive mechanism.The optimization statistics for a number of test problems shows that COOMA is able to solve multi-level problems (with objects of different associated classes), problems with multimodal fitness functions and systems of constraints. COOMA source code on Java is available on request

Improvements on the bees algorithm for continuous optimisation problems

This work focuses on the improvements of the Bees Algorithm in order to enhance the algorithm’s performance especially in terms of convergence rate. For the first enhancement, a pseudo-gradient Bees Algorithm (PG-BA) compares the fitness as well as the position of previous and current bees so that the best bees in each patch are appropriately guided towards a better search direction after each consecutive cycle. This method eliminates the need to differentiate the objective function which is unlike the typical gradient search method. The improved algorithm is subjected to several numerical benchmark test functions as well as the training of neural network. The results from the experiments are then compared to the standard variant of the Bees Algorithm and other swarm intelligence procedures. The data analysis generally confirmed that the PG-BA is effective at speeding up the convergence time to optimum. Next, an approach to avoid the formation of overlapping patches is proposed. The Patch Overlap Avoidance Bees Algorithm (POA-BA) is designed to avoid redundancy in search area especially if the site is deemed unprofitable. This method is quite similar to Tabu Search (TS) with the POA-BA forbids the exact exploitation of previously visited solutions along with their corresponding neighbourhood. Patches are not allowed to intersect not just in the next generation but also in the current cycle. This reduces the number of patches materialise in the same peak (maximisation) or valley (minimisation) which ensures a thorough search of the problem landscape as bees are distributed around the scaled down area. The same benchmark problems as PG-BA were applied against this modified strategy to a reasonable success. Finally, the Bees Algorithm is revised to have the capability of locating all of the global optimum as well as the substantial local peaks in a single run. These multi-solutions of comparable fitness offers some alternatives for the decision makers to choose from. The patches are formed only if the bees are the fittest from different peaks by using a hill-valley mechanism in this so called Extended Bees Algorithm (EBA). This permits the maintenance of diversified solutions throughout the search process in addition to minimising the chances of getting trap. This version is proven beneficial when tested with numerous multimodal optimisation problems

Nature-inspired algorithms for solving some hard numerical problems

Optimisation is a branch of mathematics that was developed to find the optimal solutions, among all the possible ones, for a given problem. Applications of optimisation techniques are currently employed in engineering, computing, and industrial problems. Therefore, optimisation is a very active research area, leading to the publication of a large number of methods to solve specific problems to its optimality. This dissertation focuses on the adaptation of two nature inspired algorithms that, based on optimisation techniques, are able to compute approximations for zeros of polynomials and roots of non-linear equations and systems of non-linear equations. Although many iterative methods for finding all the roots of a given function already exist, they usually require: (a) repeated deflations, that can lead to very inaccurate results due to the problem of accumulating rounding errors, (b) good initial approximations to the roots for the algorithm converge, or (c) the computation of first or second order derivatives, which besides being computationally intensive, it is not always possible. The drawbacks previously mentioned served as motivation for the use of Particle Swarm Optimisation (PSO) and Artificial Neural Networks (ANNs) for root-finding, since they are known, respectively, for their ability to explore high-dimensional spaces (not requiring good initial approximations) and for their capability to model complex problems. Besides that, both methods do not need repeated deflations, nor derivative information. The algorithms were described throughout this document and tested using a test suite of hard numerical problems in science and engineering. Results, in turn, were compared with several results available on the literature and with the well-known Durand–Kerner method, depicting that both algorithms are effective to solve the numerical problems considered.A Optimização é um ramo da matemática desenvolvido para encontrar as soluções óptimas, de entre todas as possíveis, para um determinado problema. Actualmente, são várias as técnicas de optimização aplicadas a problemas de engenharia, de informática e da indústria. Dada a grande panóplia de aplicações, existem inúmeros trabalhos publicados que propõem métodos para resolver, de forma óptima, problemas específicos. Esta dissertação foca-se na adaptação de dois algoritmos inspirados na natureza que, tendo como base técnicas de optimização, são capazes de calcular aproximações para zeros de polinómios e raízes de equações não lineares e sistemas de equações não lineares. Embora já existam muitos métodos iterativos para encontrar todas as raízes ou zeros de uma função, eles usualmente exigem: (a) deflações repetidas, que podem levar a resultados muito inexactos, devido ao problema da acumulação de erros de arredondamento a cada iteração; (b) boas aproximações iniciais para as raízes para o algoritmo convergir, ou (c) o cálculo de derivadas de primeira ou de segunda ordem que, além de ser computacionalmente intensivo, para muitas funções é impossível de se calcular. Estas desvantagens motivaram o uso da Optimização por Enxame de Partículas (PSO) e de Redes Neurais Artificiais (RNAs) para o cálculo de raízes. Estas técnicas são conhecidas, respectivamente, pela sua capacidade de explorar espaços de dimensão superior (não exigindo boas aproximações iniciais) e pela sua capacidade de modelar problemas complexos. Além disto, tais técnicas não necessitam de deflações repetidas, nem do cálculo de derivadas. Ao longo deste documento, os algoritmos são descritos e testados, usando um conjunto de problemas numéricos com aplicações nas ciências e na engenharia. Os resultados foram comparados com outros disponíveis na literatura e com o método de Durand–Kerner, e sugerem que ambos os algoritmos são capazes de resolver os problemas numéricos considerados

A comprehensive survey on cultural algorithms

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Applications of Genetic Algorithm and Its Variants in Rail Vehicle Systems: A Bibliometric Analysis and Comprehensive Review

Railway systems are time-varying and complex systems with nonlinear behaviors that require effective optimization techniques to achieve optimal performance. Evolutionary algorithms methods have emerged as a popular optimization technique in recent years due to their ability to handle complex, multi-objective issues of such systems. In this context, genetic algorithm (GA) as one of the powerful optimization techniques has been extensively used in the railway sector, and applied to various problems such as scheduling, routing, forecasting, design, maintenance, and allocation. This paper presents a review of the applications of GAs and their variants in the railway domain together with bibliometric analysis. The paper covers highly cited and recent studies that have employed GAs in the railway sector and discuss the challenges and opportunities of using GAs in railway optimization problems. Meanwhile, the most popular hybrid GAs as the combination of GA and other evolutionary algorithms methods such as particle swarm optimization (PSO), ant colony optimization (ACO), neural network (NN), fuzzy-logic control, etc with their dedicated application in the railway domain are discussed too. More than 250 publications are listed and classified to provide a comprehensive analysis and road map for experts and researchers in the field helping them to identify research gaps and opportunities

Stochastic and deterministic algorithms for continuous black-box optimization

Continuous optimization is never easy: the exact solution is always a luxury demand and the theory of it is not always analytical and elegant. Continuous optimization, in practice, is essentially about the efficiency: how to obtain the solution with same quality using as minimal resources (e.g., CPU time or memory usage) as possible? In this thesis, the number of function evaluations is considered as the most important resource to save. To achieve this goal, various efforts have been implemented and applied successfully. One research stream focuses on the so-called stochastic variation (mutation) operator, which conducts an (local) exploration of the search space. The efficiency of those operator has been investigated closely, which shows a good stochastic variation should be able to generate a good coverage of the local neighbourhood around the current search solution. This thesis contributes on this issue by formulating a novel stochastic variation that yields good space coverage. Algorithms and the Foundations of Software technolog