A memetic particle swarm optimisation algorithm for dynamic multi-modal optimisation problems

Copyright @ 2011 Taylor & Francis.Many real-world optimisation problems are both dynamic and multi-modal, which require an optimisation algorithm not only to find as many optima under a specific environment as possible, but also to track their moving trajectory over dynamic environments. To address this requirement, this article investigates a memetic computing approach based on particle swarm optimisation for dynamic multi-modal optimisation problems (DMMOPs). Within the framework of the proposed algorithm, a new speciation method is employed to locate and track multiple peaks and an adaptive local search method is also hybridised to accelerate the exploitation of species generated by the speciation method. In addition, a memory-based re-initialisation scheme is introduced into the proposed algorithm in order to further enhance its performance in dynamic multi-modal environments. Based on the moving peaks benchmark problems, experiments are carried out to investigate the performance of the proposed algorithm in comparison with several state-of-the-art algorithms taken from the literature. The experimental results show the efficiency of the proposed algorithm for DMMOPs.This work was supported by the Key Program of National Natural Science Foundation (NNSF) of China under Grant no. 70931001, the Funds for Creative Research Groups of China under Grant no. 71021061, the National Natural Science Foundation (NNSF) of China under Grant 71001018, Grant no. 61004121 and Grant no. 70801012 and the Fundamental Research Funds for the Central Universities Grant no. N090404020, the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant no. EP/E060722/01 and Grant EP/E060722/02, and the Hong Kong Polytechnic University under Grant G-YH60

Ant Colony Optimization

Ant Colony Optimization (ACO) is the best example of how studies aimed at understanding and modeling the behavior of ants and other social insects can provide inspiration for the development of computational algorithms for the solution of difficult mathematical problems. Introduced by Marco Dorigo in his PhD thesis (1992) and initially applied to the travelling salesman problem, the ACO field has experienced a tremendous growth, standing today as an important nature-inspired stochastic metaheuristic for hard optimization problems. This book presents state-of-the-art ACO methods and is divided into two parts: (I) Techniques, which includes parallel implementations, and (II) Applications, where recent contributions of ACO to diverse fields, such as traffic congestion and control, structural optimization, manufacturing, and genomics are presented

ENERGY EFFICIENT WIRED NETWORKING

This research proposes a new dynamic energy management framework for a backbone Internet Protocol over Dense Wavelength Division Multiplexing (IP over DWDM) network. Maintaining the logical IP-layer topology is a key constraint of our architecture whilst saving energy by infrastructure sleeping and virtual router migration. The traffic demand in a Tier 2/3 network typically has a regular diurnal pattern based on people‟s activities, which is high in working hours and much lighter during hours associated with sleep. When the traffic demand is light, virtual router instances can be consolidated to a smaller set of physical platforms and the unneeded physical platforms can be put to sleep to save energy. As the traffic demand increases the sleeping physical platforms can be re-awoken in order to host virtual router instances and so maintain quality of service. Since the IP-layer topology remains unchanged throughout virtual router migration in our framework, there is no network disruption or discontinuities when the physical platforms enter or leave hibernation. However, this migration places extra demands on the optical layer as additional connections are needed to preserve the logical IP-layer topology whilst forwarding traffic to the new virtual router location. Consequently, dynamic optical connection management is needed for the new framework. Two important issues are considered in the framework, i.e. when to trigger the virtual router migration and where to move virtual router instances to? For the first issue, a reactive mechanism is used to trigger the virtual router migration by monitoring the network state. Then, a new evolutionary-based algorithm called VRM_MOEA is proposed for solving the destination physical platform selection problem, which chooses the appropriate location of virtual router instances as traffic demand varies. A novel hybrid simulation platform is developed to measure the performance of new framework, which is able to capture the functionality of the optical layer, the IP layer data-path and the IP/optical control plane. Simulation results show that the performance of network energy saving depends on many factors, such as network topology, quiet and busy thresholds, and traffic load; however, savings of around 30% are possible with typical medium-sized network topologies

Investigating evolutionary computation with smart mutation for three types of Economic Load Dispatch optimisation problem

The Economic Load Dispatch (ELD) problem is an optimisation task concerned with how electricity generating stations can meet their customers’ demands while minimising under/over-generation, and minimising the operational costs of running the generating units. In the conventional or Static Economic Load Dispatch (SELD), an optimal solution is sought in terms of how much power to produce from each of the individual generating units at the power station, while meeting (predicted) customers’ load demands. With the inclusion of a more realistic dynamic view of demand over time and associated constraints, the Dynamic Economic Load Dispatch (DELD) problem is an extension of the SELD, and aims at determining the optimal power generation schedule on a regular basis, revising the power system configuration (subject to constraints) at intervals during the day as demand patterns change. Both the SELD and DELD have been investigated in the recent literature with modern heuristic optimisation approaches providing excellent results in comparison with classical techniques. However, these problems are defined under the assumption of a regulated electricity market, where utilities tend to share their generating resources so as to minimise the total cost of supplying the demanded load. Currently, the electricity distribution scene is progressing towards a restructured, liberalised and competitive market. In this market the utility companies are privatised, and naturally compete with each other to increase their profits, while they also engage in bidding transactions with their customers. This formulation is referred to as: Bid-Based Dynamic Economic Load Dispatch (BBDELD). This thesis proposes a Smart Evolutionary Algorithm (SEA), which combines a standard evolutionary algorithm with a “smart mutation” approach. The so-called ‘smart’ mutation operator focuses mutation on genes contributing most to costs and penalty violations, while obeying operational constraints. We develop specialised versions of SEA for each of the SELD, DELD and BBDELD problems, and show that this approach is superior to previously published approaches in each case. The thesis also applies the approach to a new case study relevant to Nigerian electricity deregulation. Results on this case study indicate that our SEA is able to deal with larger scale energy optimisation tasks

Nature inspired computational intelligence for financial contagion modelling

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Financial contagion refers to a scenario in which small shocks, which initially affect only a few financial institutions or a particular region of the economy, spread to the rest of the financial sector and other countries whose economies were previously healthy. This resembles the “transmission” of a medical disease. Financial contagion happens both at domestic level and international level. At domestic level, usually the failure of a domestic bank or financial intermediary triggers transmission by defaulting on inter-bank liabilities, selling assets in a fire sale, and undermining confidence in similar banks. An example of this phenomenon is the failure of Lehman Brothers and the subsequent turmoil in the US financial markets. International financial contagion happens in both advanced economies and developing economies, and is the transmission of financial crises across financial markets. Within the current globalise financial system, with large volumes of cash flow and cross-regional operations of large banks and hedge funds, financial contagion usually happens simultaneously among both domestic institutions and across countries. There is no conclusive definition of financial contagion, most research papers study contagion by analyzing the change in the variance-covariance matrix during the period of market turmoil. King and Wadhwani (1990) first test the correlations between the US, UK and Japan, during the US stock market crash of 1987. Boyer (1997) finds significant increases in correlation during financial crises, and reinforces a definition of financial contagion as a correlation changing during the crash period. Forbes and Rigobon (2002) give a definition of financial contagion. In their work, the term interdependence is used as the alternative to contagion. They claim that for the period they study, there is no contagion but only interdependence. Interdependence leads to common price movements during periods both of stability and turmoil. In the past two decades, many studies (e.g. Kaminsky et at., 1998; Kaminsky 1999) have developed early warning systems focused on the origins of financial crises rather than on financial contagion. Further authors (e.g. Forbes and Rigobon, 2002; Caporale et al, 2005), on the other hand, have focused on studying contagion or interdependence. In this thesis, an overall mechanism is proposed that simulates characteristics of propagating crisis through contagion. Within that scope, a new co-evolutionary market model is developed, where some of the technical traders change their behaviour during crisis to transform into herd traders making their decisions based on market sentiment rather than underlying strategies or factors. The thesis focuses on the transformation of market interdependence into contagion and on the contagion effects. The author first build a multi-national platform to allow different type of players to trade implementing their own rules and considering information from the domestic and a foreign market. Traders’ strategies and the performance of the simulated domestic market are trained using historical prices on both markets, and optimizing artificial market’s parameters through immune - particle swarm optimization techniques (I-PSO). The author also introduces a mechanism contributing to the transformation of technical into herd traders. A generalized auto-regressive conditional heteroscedasticity - copula (GARCH-copula) is further applied to calculate the tail dependence between the affected market and the origin of the crisis, and that parameter is used in the fitness function for selecting the best solutions within the evolving population of possible model parameters, and therefore in the optimization criteria for contagion simulation. The overall model is also applied in predictive mode, where the author optimize in the pre-crisis period using data from the domestic market and the crisis-origin foreign market, and predict in the crisis period using data from the foreign market and predicting the affected domestic market