Application of a new multi-agent Hybrid Co-evolution based Particle Swarm Optimisation methodology in ship design

In this paper, a multiple objective 'Hybrid Co-evolution based Particle Swarm Optimisation' methodology (HCPSO) is proposed. This methodology is able to handle multiple objective optimisation problems in the area of ship design, where the simultaneous optimisation of several conflicting objectives is considered. The proposed method is a hybrid technique that merges the features of co-evolution and Nash equilibrium with a ε-disturbance technique to eliminate the stagnation. The method also offers a way to identify an efficient set of Pareto (conflicting) designs and to select a preferred solution amongst these designs. The combination of co-evolution approach and Nash-optima contributes to HCPSO by utilising faster search and evolution characteristics. The design search is performed within a multi-agent design framework to facilitate distributed synchronous cooperation. The most widely used test functions from the formal literature of multiple objectives optimisation are utilised to test the HCPSO. In addition, a real case study, the internal subdivision problem of a ROPAX vessel, is provided to exemplify the applicability of the developed method

Empirical Evaluation of Mutation-based Test Prioritization Techniques

We propose a new test case prioritization technique that combines both mutation-based and diversity-based approaches. Our diversity-aware mutation-based technique relies on the notion of mutant distinguishment, which aims to distinguish one mutant's behavior from another, rather than from the original program. We empirically investigate the relative cost and effectiveness of the mutation-based prioritization techniques (i.e., using both the traditional mutant kill and the proposed mutant distinguishment) with 352 real faults and 553,477 developer-written test cases. The empirical evaluation considers both the traditional and the diversity-aware mutation criteria in various settings: single-objective greedy, hybrid, and multi-objective optimization. The results show that there is no single dominant technique across all the studied faults. To this end, \rev{we we show when and the reason why each one of the mutation-based prioritization criteria performs poorly, using a graphical model called Mutant Distinguishment Graph (MDG) that demonstrates the distribution of the fault detecting test cases with respect to mutant kills and distinguishment

Differential Evolution for Multiobjective Portfolio Optimization

Financial portfolio optimization is a challenging problem. First, the problem is multiobjective (i.e.: minimize risk and maximize profit) and the objective functions are often multimodal and non smooth (e.g.: value at risk). Second, managers have often to face real-world constraints, which are typically non-linear. Hence, conventional optimization techniques, such as quadratic programming, cannot be used. Stochastic search heuristic can be an attractive alternative. In this paper, we propose a new multiobjective algorithm for portfolio optimization: DEMPO - Differential Evolution for Multiobjective Portfolio Optimization. The main advantage of this new algorithm is its generality, i.e., the ability to tackle a portfolio optimization task as it is, without simplifications. Our empirical results show the capability of our approach of obtaining highly accurate results in very reasonable runtime, in comparison with quadratic programming and another state-of-art search heuristic, the so-called NSGA II.Portfolio Optimization, Multiobjective, Real-world Constraints, Value at Risk, Expected Shortfall, Differential Evolution

Which Surrogate Works for Empirical Performance Modelling? A Case Study with Differential Evolution

It is not uncommon that meta-heuristic algorithms contain some intrinsic parameters, the optimal configuration of which is crucial for achieving their peak performance. However, evaluating the effectiveness of a configuration is expensive, as it involves many costly runs of the target algorithm. Perhaps surprisingly, it is possible to build a cheap-to-evaluate surrogate that models the algorithm's empirical performance as a function of its parameters. Such surrogates constitute an important building block for understanding algorithm performance, algorithm portfolio/selection, and the automatic algorithm configuration. In principle, many off-the-shelf machine learning techniques can be used to build surrogates. In this paper, we take the differential evolution (DE) as the baseline algorithm for proof-of-concept study. Regression models are trained to model the DE's empirical performance given a parameter configuration. In particular, we evaluate and compare four popular regression algorithms both in terms of how well they predict the empirical performance with respect to a particular parameter configuration, and also how well they approximate the parameter versus the empirical performance landscapes