Multimodal estimation of distribution algorithms

Taking the advantage of estimation of distribution algorithms (EDAs) in preserving high diversity, this paper proposes a multimodal EDA. Integrated with clustering strategies for crowding and speciation, two versions of this algorithm are developed, which operate at the niche level. Then these two algorithms are equipped with three distinctive techniques: 1) a dynamic cluster sizing strategy; 2) an alternative utilization of Gaussian and Cauchy distributions to generate offspring; and 3) an adaptive local search. The dynamic cluster sizing affords a potential balance between exploration and exploitation and reduces the sensitivity to the cluster size in the niching methods. Taking advantages of Gaussian and Cauchy distributions, we generate the offspring at the niche level through alternatively using these two distributions. Such utilization can also potentially offer a balance between exploration and exploitation. Further, solution accuracy is enhanced through a new local search scheme probabilistically conducted around seeds of niches with probabilities determined self-adaptively according to fitness values of these seeds. Extensive experiments conducted on 20 benchmark multimodal problems confirm that both algorithms can achieve competitive performance compared with several state-of-the-art multimodal algorithms, which is supported by nonparametric tests. Especially, the proposed algorithms are very promising for complex problems with many local optima

Optimal Microgrid Topology Design and Siting of Distributed Generation Sources Using a Multi-Objective Substrate Layer Coral Reefs Optimization Algorithm

n this work, a problem of optimal placement of renewable generation and topology design for a Microgrid (MG) is tackled. The problem consists of determining the MG nodes where renewable energy generators must be optimally located and also the optimization of the MG topology design, i.e., deciding which nodes should be connected and deciding the lines’ optimal cross-sectional areas (CSA). For this purpose, a multi-objective optimization with two conflicting objectives has been used, utilizing the cost of the lines, C, higher as the lines’ CSA increases, and the MG energy losses, E, lower as the lines’ CSA increases. To characterize generators and loads connected to the nodes, on-site monitored annual energy generation and consumption profiles have been considered. Optimization has been carried out by using a novel multi-objective algorithm, the Multi-objective Substrate Layers Coral Reefs Optimization algorithm (Mo-SL-CRO). The performance of the proposed approach has been tested in a realistic simulation of a MG with 12 nodes, considering photovoltaic generators and micro-wind turbines as renewable energy generators, as well as the consumption loads from different commercial and industrial sites. We show that the proposed Mo-SL-CRO is able to solve the problem providing good solutions, better than other well-known multi-objective optimization techniques, such as NSGA-II or multi-objective Harmony Search algorithm.This research was partially funded by Ministerio de Economía, Industria y Competitividad, project number TIN2017-85887-C2-1-P and TIN2017-85887-C2-2-P, and by the Comunidad Autónoma de Madrid, project number S2013ICE-2933_02

Adaptive multimodal continuous ant colony optimization

Seeking multiple optima simultaneously, which multimodal optimization aims at, has attracted increasing attention but remains challenging. Taking advantage of ant colony optimization algorithms in preserving high diversity, this paper intends to extend ant colony optimization algorithms to deal with multimodal optimization. First, combined with current niching methods, an adaptive multimodal continuous ant colony optimization algorithm is introduced. In this algorithm, an adaptive parameter adjustment is developed, which takes the difference among niches into consideration. Second, to accelerate convergence, a differential evolution mutation operator is alternatively utilized to build base vectors for ants to construct new solutions. Then, to enhance the exploitation, a local search scheme based on Gaussian distribution is self-adaptively performed around the seeds of niches. Together, the proposed algorithm affords a good balance between exploration and exploitation. Extensive experiments on 20 widely used benchmark multimodal functions are conducted to investigate the influence of each algorithmic component and results are compared with several state-of-the-art multimodal algorithms and winners of competitions on multimodal optimization. These comparisons demonstrate the competitive efficiency and effectiveness of the proposed algorithm, especially in dealing with complex problems with high numbers of local optima

Automated offspring sizing in evolutionary algorithms

Evolutionary Algorithms (EAs) are a class of algorithms inspired by biological evolution. EAs are applicable to a wide range of problems; however, there are a number of parameters to set in order to use an EA. The performance of an EA is extremely sensitive to these parameter values; setting these parameters often requires expert knowledge of EAs. This prevents EAs from being more widely adopted by nonexperts. Parameter control, the automation of dynamic parameter value selection, has the potential to not only alleviate the burden of parameter tuning, but also to improve performance of EAs on a variety of problem classes in comparison to employing fixed parameter values. The science of parameter control in EAs is, however, still in its infancy and most published work in this area has concentrated on just a subset of the standard parameters. In particular, the control of offspring size has so far received very little attention, despite its importance for balancing exploration and exploitation. This thesis introduces three novel methods for controlling offspring size: Self- Adaptive Offspring Sizing (SAOS), Futility-Based Offspring Sizing (FuBOS), and Diversity-Guided Futility-Based Offspring Sizing (DiGFuBOS). EAs employing these methods are compared to each other and a highly tuned, fixed offspring size EA on a wide range of test problems. It is shown that an EA employing FuBOS or DiGFuBOS performs on par with the highly tuned, fixed offspring size EA on many complex problem instances, while being far more efficient in terms of fitness evaluations. Furthermore, DiGFuBOS does not introduce any new user parameters, thus truly alleviating the burden of tuning the offspring size parameter in EAs --Abstract, page iii

Adaptively resizing populations: Algorithm, analysis, and first results

Deciding on an appropriate population size for a given Genetic Algorithm (GA) application can often be critical to the algorithm's success. Too small, and the GA can fall victim to sampling error, affecting the efficacy of its search. Too large, and the GA wastes computational resources. Although advice exists for sizing GA populations, much of this advice involves theoretical aspects that are not accessible to the novice user. An algorithm for adaptively resizing GA populations is suggested. This algorithm is based on recent theoretical developments that relate population size to schema fitness variance. The suggested algorithm is developed theoretically, and simulated with expected value equations. The algorithm is then tested on a problem where population sizing can mislead the GA. The work presented suggests that the population sizing algorithm may be a viable way to eliminate the population sizing decision from the application of GA's

Efficient Algorithms for Solving Size-Shape-Topology Truss Optimization and Shortest Path Problems

Efficient numerical algorithms for solving structural and Shortest Path (SP) problems are proposed and explained in this study. A variant of the Differential Evolution (DE) algorithm for optimal (minimum) design of 2-D and 3-D truss structures is proposed. This proposed DE algorithm can handle size-shape-topology structural optimization. The design variables can be mixed continuous, integer/or discrete values. Constraints are nodal displacement, element stresses and buckling limitations. For dynamic (time dependent) networks, two additional algorithms are also proposed in this study. A heuristic algorithm to find the departure time (at a specified source node) for a given (or specified) arrival time (at a specified destination node) of a given dynamic network. Finally, an efficient bidirectional Dijkstra shortest path (SP) heuristic algorithm is also proposed. Extensive numerical examples have been conducted in this study to validate the effectiveness and the robustness of the proposed three numerical algorithms

Modified Selection Mechanisms Designed to Help Evolution Strategies Cope with Noisy Response Surfaces

With the rise in the application of evolution strategies for simulation optimization, a better understanding of how these algorithms are affected by the stochastic output produced by simulation models is needed. At very high levels of stochastic variance in the output, evolution strategies in their standard form experience difficulty locating the optimum. The degradation of the performance of evolution strategies in the presence of very high levels of variation can be attributed to the decrease in the proportion of correctly selected solutions as parents from which offspring solutions are generated. The proportion of solutions correctly selected as parents can be increased by conducting additional replications for each solution. However, experimental evaluation suggests that a very high proportion of correctly selected solutions as parents is not required. A proportion of correctly selected solutions of around 0.75 seems sufficient for evolution strategies to perform adequately. Integrating statistical techniques into the algorithm?s selection process does help evolution strategies cope with high levels of noise. There are four categories of techniques: statistical ranking and selection techniques, multiple comparison procedures, clustering techniques, and other techniques. Experimental comparison of indifference zone selection procedure by Dudewicz and Dalal (1975), sequential procedure by Kim and Nelson (2001), Tukey?s Procedure, clustering procedure by Calsinki and Corsten (1985), and Scheffe?s procedure (1985) under similar conditions suggests that the sequential ranking and selection procedure by Kim and Nelson (2001) helps evolution strategies cope with noise using the smallest number of replications. However, all of the techniques required a rather large number of replications, which suggests that better methods are needed. Experimental results also indicate that a statistical procedure is especially required during the later generations when solutions are spaced closely together in the search space (response surface)