SQG-Differential Evolution for difficult optimization problems under a tight function evaluation budget

In the context of industrial engineering, it is important to integrate efficient computational optimization methods in the product development process. Some of the most challenging simulation-based engineering design optimization problems are characterized by: a large number of design variables, the absence of analytical gradients, highly non-linear objectives and a limited function evaluation budget. Although a huge variety of different optimization algorithms is available, the development and selection of efficient algorithms for problems with these industrial relevant characteristics, remains a challenge. In this communication, a hybrid variant of Differential Evolution (DE) is introduced which combines aspects of Stochastic Quasi-Gradient (SQG) methods within the framework of DE, in order to improve optimization efficiency on problems with the previously mentioned characteristics. The performance of the resulting derivative-free algorithm is compared with other state-of-the-art DE variants on 25 commonly used benchmark functions, under tight function evaluation budget constraints of 1000 evaluations. The experimental results indicate that the new algorithm performs excellent on the 'difficult' (high dimensional, multi-modal, inseparable) test functions. The operations used in the proposed mutation scheme, are computationally inexpensive, and can be easily implemented in existing differential evolution variants or other population-based optimization algorithms by a few lines of program code as an non-invasive optional setting. Besides the applicability of the presented algorithm by itself, the described concepts can serve as a useful and interesting addition to the algorithmic operators in the frameworks of heuristics and evolutionary optimization and computing

Multi-population-based differential evolution algorithm for optimization problems

A differential evolution (DE) algorithm is an evolutionary algorithm for optimization problems over a continuous domain. To solve high dimensional global optimization problems, this work investigates the performance of differential evolution algorithms under a multi-population strategy. The original DE algorithm generates an initial set of suitable solutions. The multi-population strategy divides the set into several subsets. These subsets evolve independently and connect with each other according to the DE algorithm. This helps in preserving the diversity of the initial set. Furthermore, a comparison of combination of different mutation techniques on several optimization algorithms is studied to verify their performance. Finally, the computational results on the arbitrarily generated experiments, reveal some interesting relationship between the number of subpopulations and performance of the DE. Centralized charging of electric vehicles (EVs) based on battery swapping is a promising strategy for their large-scale utilization in power systems. In this problem, the above algorithm is designed to minimize total charging cost, as well as to reduce power loss and voltage deviation of power networks. The resulting algorithm and several others are executed on an IEEE 30-bus test system, and the results suggest that the proposed algorithm is one of effective and promising methods for optimal EV centralized charging

On optimality of kernels for approximate Bayesian computation using sequential Monte Carlo

Approximate Bayesian computation (ABC) has gained popularity over the past few years for the analysis of complex models arising in population genetics, epidemiology and system biology. Sequential Monte Carlo (SMC) approaches have become work-horses in ABC. Here we discuss how to construct the perturbation kernels that are required in ABC SMC approaches, in order to construct a sequence of distributions that start out from a suitably defined prior and converge towards the unknown posterior. We derive optimality criteria for different kernels, which are based on the Kullback-Leibler divergence between a distribution and the distribution of the perturbed particles. We will show that for many complicated posterior distributions, locally adapted kernels tend to show the best performance. We find that the added moderate cost of adapting kernel functions is easily regained in terms of the higher acceptance rate. We demonstrate the computational efficiency gains in a range of toy examples which illustrate some of the challenges faced in real-world applications of ABC, before turning to two demanding parameter inference problems in molecular biology, which highlight the huge increases in efficiency that can be gained from choice of optimal kernels. We conclude with a general discussion of the rational choice of perturbation kernels in ABC SMC settings

Self Adaptive Artificial Bee Colony for Global Numerical Optimization

AbstractThe ABC algorithm has been used in many practical cases and has demonstrated good convergence rate. It produces the new solution according to the stochastic variance process. In this process, the magnitudes of the perturbation are important since it can affect the new solution. In this paper, we propose a self adaptive artificial bee colony, called self adaptive ABC, for the global numerical optimization. A new self adaptive perturbation is introduced in the basic ABC algorithm, in order to improve the convergence rates. 23 benchmark functions are employed in verifying the performance of self adaptive ABC. Experimental results indicate our approach is effective and efficient. Compared with other algorithms, self adaptive ABC performs better than, or at least comparable to the basic ABC algorithm and other state-of-the-art approaches from literature when considering the quality of the solution obtained