A variable neighborhood search simheuristic for project portfolio selection under uncertainty

With limited nancial resources, decision-makers in rms and governments face the task of selecting the best portfolio of projects to invest in. As the pool of project proposals increases and more realistic constraints are considered, the problem becomes NP-hard. Thus, metaheuristics have been employed for solving large instances of the project portfolio selection problem (PPSP). However, most of the existing works do not account for uncertainty. This paper contributes to close this gap by analyzing a stochastic version of the PPSP: the goal is to maximize the expected net present value of the inversion, while considering random cash ows and discount rates in future periods, as well as a rich set of constraints including the maximum risk allowed. To solve this stochastic PPSP, a simulation-optimization algorithm is introduced. Our approach integrates a variable neighborhood search metaheuristic with Monte Carlo simulation. A series of computational experiments contribute to validate our approach and illustrate how the solutions vary as the level of uncertainty increases

A multi-agent based evolutionary algorithm in non-stationary environments

This article is posted here with permission of IEEE - Copyright @ 2008 IEEEIn this paper, a multi-agent based evolutionary algorithm (MAEA) is introduced to solve dynamic optimization problems. The agents simulate living organism features and co-evolve to find optimum. All agents live in a lattice like environment, where each agent is fixed on a lattice point. In order to increase the energy, agents can compete with their neighbors and can also acquire knowledge based on statistic information. In order to maintain the diversity of the population, the random immigrants and adaptive primal dual mapping schemes are used. Simulation experiments on a set of dynamic benchmark problems show that MAEA can obtain a better performance in non-stationary environments in comparison with several peer genetic algorithms.This work was suported by the Key Program of National Natural Science Foundation of China under Grant No. 70431003, the Science Fund for Creative Research Group of the National Natural Science Foundation of China under Grant No. 60521003, the National Science and Technology Support Plan of China under Grant No. 2006BAH02A09, and the Engineering and Physical Sciences Research Council of the United Kingdom under Grant No. EP/E060722/1

An Improved Differential Evolution Algorithm for Maritime Collision Avoidance Route Planning

High accuracy navigation and surveillance systems are pivotal to ensure efficient ship route planning and marine safety. Based on existing ship navigation and maritime collision prevention rules, an improved approach for collision avoidance route planning using a differential evolution algorithm was developed. Simulation results show that the algorithm is capable of significantly enhancing the optimized route over current methods. It has the potential to be used as a tool to generate optimal vessel routing in the presence of conflicts

A particle swarm optimization based memetic algorithm for dynamic optimization problems

Copyright @ Springer Science + Business Media B.V. 2010.Recently, there has been an increasing concern from the evolutionary computation community on dynamic optimization problems since many real-world optimization problems are dynamic. This paper investigates a particle swarm optimization (PSO) based memetic algorithm that hybridizes PSO with a local search technique for dynamic optimization problems. Within the framework of the proposed algorithm, a local version of PSO with a ring-shape topology structure is used as the global search operator and a fuzzy cognition local search method is proposed as the local search technique. In addition, a self-organized random immigrants scheme is extended into our proposed algorithm in order to further enhance its exploration capacity for new peaks in the search space. Experimental study over the moving peaks benchmark problem shows that the proposed PSO-based memetic algorithm is robust and adaptable in dynamic environments.This work was supported by the National Nature Science Foundation of China (NSFC) under Grant No. 70431003 and Grant No. 70671020, the National Innovation Research Community Science Foundation of China under Grant No. 60521003, the National Support Plan of China under Grant No. 2006BAH02A09 and the Ministry of Education, science, and Technology in Korea through the Second-Phase of Brain Korea 21 Project in 2009, the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant EP/E060722/01 and the Hong Kong Polytechnic University Research Grants under Grant G-YH60

BARD: Better Automated Redistricting

BARD is the first (and at time of writing, only) open source software package for general redistricting and redistricting analysis. BARD provides methods to create, display, compare, edit, automatically refine, evaluate, and profile political districting plans. BARD aims to provide a framework for scientific analysis of redistricting plans and to facilitate wider public participation in the creation of new plans. BARD facilitates map creation and refinement through command-line, graphical user interface, and automatic methods. Since redistricting is a computationally complex partitioning problem not amenable to an exact optimization solution, BARD implements a variety of selectable metaheuristics that can be used to refine existing or randomly-generated redistricting plans based on user-determined criteria. Furthermore, BARD supports automated generation of redistricting plans and profiling of plans by assigning different weights to various criteria, such as district compactness or equality of population. This functionality permits exploration of trade-offs among criteria. The intent of a redistricting authority may be explored by examining these trade-offs and inferring which reasonably observable plans were not adopted. Redistricting is a computationally-intensive problem for even modest-sized states. Performance is thus an important consideration in BARD's design and implementation. The program implements performance enhancements such as evaluation caching, explicit memory management, and distributed computing across snow clusters.

Robust design of a passive wind turbine system

The effectiveness of full passive Wind Turbine (WT) systems has been recently demonstrated. Such low cost and reliable structures without active control and with a minimum number of sensors can be efficient only if the system design parameters are mutually adapted through an integrated optimal design approach. Even if there is a good agreement between theoretical design models and an experimental prototype, it is relevant to evaluate the WT efficiency with respect to design variable variations. Thus, this work is devoted more specifically to the sensitivity analysis of a passive WT system according to electrical variable variations of the Permanent Magnet Synchronous Generator (PMSG). It also investigates the interest of a robust design approach for reducing the sensitivity of the WT efficiency to specific variable variations

Evolutionary design of sustainable mobility and transport system（進化計算を用いた持続可能なモビリティと輸送システムの設計）

信州大学(Shinshu university)博士（工学)ThesisARMAS ANDRADE TITO ROLANDO. Evolutionary design of sustainable mobility and transport system（進化計算を用いた持続可能なモビリティと輸送システムの設計）. 信州大学, 2018, 博士論文. 博士（工学), 甲第686号, 平成30年03月20日授与.doctoral thesi