A tutorial for competent memetic algorithms: Model, taxonomy and design issues

The combination of evolutionary algorithms with local search was named "memetic algorithms" (MAs) (Moscato, 1989). These methods are inspired by models of natural systems that combine the evolutionary adaptation of a population with individual learning within the lifetimes of its members. Additionally, MAs are inspired by Richard Dawkin's concept of a meme, which represents a unit of cultural evolution that can exhibit local refinement (Dawkins, 1976). In the case of MA's, "memes" refer to the strategies (e.g., local refinement, perturbation, or constructive methods, etc.) that are employed to improve individuals. In this paper, we review some works on the application of MAs to well-known combinatorial optimization problems, and place them in a framework defined by a general syntactic model. This model provides us with a classification scheme based on a computable index D, which facilitates algorithmic comparisons and suggests areas for future research. Also, by having an abstract model for this class of metaheuristics, it is possible to explore their design space and better understand their behavior from a theoretical standpoint. We illustrate the theoretical and practical relevance of this model and taxonomy for MAs in the context of a discussion of important design issues that must be addressed to produce effective and efficient MAs

Comparison of Multiobjective Memetic Algorithms on 0/1 Knapsack Problems

The paper compares two well-known multiobjective memetic algorithms through computational experiments on 0/1 knapsack problems. The two algorithms are MOGLS (multiple objective genetic local search) of Jaszkiewicz and M-PAES (memetic Pareto archived evolution strategy) of Knowles & Corne. It is shown that the MOGLS with a sophisticated repair algorithm based on the current weight vector in the scalar fitness function has much higher search ability than the M-PAES with a simple repair algorithm. When they use the same simple repair algorithm, the M-PAES performs better overall. It is also shown that the diversity of non-dominated solutions obtained by the MPAES is small in comparison with the MOGLS. For improving the performance of the M-PAES, we examine the use of the scalar fitness function with a random weight vector in the selection procedure of parent solutions

An Evolutionary Approach to Multistage Portfolio Optimization

Portfolio optimization is an important problem in quantitative finance due to its application in asset management and corporate financial decision making. This involves quantitatively selecting the optimal portfolio for an investor given their asset return distribution assumptions, investment objectives and constraints. Analytical portfolio optimization methods suffer from limitations in terms of the problem specification and modelling assumptions that can be used. Therefore, a heuristic approach is taken where Monte Carlo simulations generate the investment scenarios and' a problem specific evolutionary algorithm is used to find the optimal portfolio asset allocations. Asset allocation is known to be the most important determinant of a portfolio's investment performance and also affects its risk/return characteristics. The inclusion of equity options in an equity portfolio should enable an investor to improve their efficient frontier due to options having a nonlinear payoff. Therefore, a research area of significant importance to equity investors, in which little research has been carried out, is the optimal asset allocation in equity options for an equity investor. A purpose of my thesis is to carry out an original analysis of the impact of allowing the purchase of put options and/or sale of call options for an equity investor. An investigation is also carried out into the effect ofchanging the investor's risk measure on the optimal asset allocation. A dynamic investment strategy obtained through multistage portfolio optimization has the potential to result in a superior investment strategy to that obtained from a single period portfolio optimization. Therefore, a novel analysis of the degree of the benefits of a dynamic investment strategy for an equity portfolio is performed. In particular, the ability of a dynamic investment strategy to mimic the effects ofthe inclusion ofequity options in an equity portfolio is investigated. The portfolio optimization problem is solved using evolutionary algorithms, due to their ability incorporate methods from a wide range of heuristic algorithms. Initially, it is shown how the problem specific parts ofmy evolutionary algorithm have been designed to solve my original portfolio optimization problem. Due to developments in evolutionary algorithms and the variety of design structures possible, a purpose of my thesis is to investigate the suitability of alternative algorithm design structures. A comparison is made of the performance of two existing algorithms, firstly the single objective stepping stone island model, where each island represents a different risk aversion parameter, and secondly the multi-objective Non-Dominated Sorting Genetic Algorithm2. Innovative hybrids of these algorithms which also incorporate features from multi-objective evolutionary algorithms, multiple population models and local search heuristics are then proposed. . A novel way is developed for solving the portfolio optimization by dividing my problem solution into two parts and then applying a multi-objective cooperative coevolution evolutionary algorithm. The first solution part consists of the asset allocation weights within the equity portfolio while the second solution part consists 'ofthe asset allocation weights within the equity options and the asset allocation weights between the different asset classes. An original portfolio optimization multiobjective evolutionary algorithm that uses an island model to represent different risk measures is also proposed.Imperial Users onl

Soft Computing Techiniques for the Protein Folding Problem on High Performance Computing Architectures

The protein-folding problem has been extensively studied during the last fifty years. The understanding of the dynamics of global shape of a protein and the influence on its biological function can help us to discover new and more effective drugs to deal with diseases of pharmacological relevance. Different computational approaches have been developed by different researchers in order to foresee the threedimensional arrangement of atoms of proteins from their sequences. However, the computational complexity of this problem makes mandatory the search for new models, novel algorithmic strategies and hardware platforms that provide solutions in a reasonable time frame. We present in this revision work the past and last tendencies regarding protein folding simulations from both perspectives; hardware and software. Of particular interest to us are both the use of inexact solutions to this computationally hard problem as well as which hardware platforms have been used for running this kind of Soft Computing techniques.This work is jointly supported by the FundaciónSéneca (Agencia Regional de Ciencia y Tecnología, Región de Murcia) under grants 15290/PI/2010 and 18946/JLI/13, by the Spanish MEC and European Commission FEDER under grant with reference TEC2012-37945-C02-02 and TIN2012-31345, by the Nils Coordinated Mobility under grant 012-ABEL-CM-2014A, in part financed by the European Regional Development Fund (ERDF). We also thank NVIDIA for hardware donation within UCAM GPU educational and research centers.Ingeniería, Industria y Construcció

Multi-Objective Optimization for Speed and Stability of a Sony Aibo Gait

Locomotion is a fundamental facet of mobile robotics that many higher level aspects rely on. However, this is not a simple problem for legged robots with many degrees of freedom. For this reason, machine learning techniques have been applied to the domain. Although impressive results have been achieved, there remains a fundamental problem with using most machine learning methods. The learning algorithms usually require a large dataset which is prohibitively hard to collect on an actual robot. Further, learning in simulation has had limited success transitioning to the real world. Also, many learning algorithms optimize for a single fitness function, neglecting many of the effects on other parts of the system. As part of the RoboCup 4-legged league, many researchers have worked on increasing the walking/gait speed of Sony AIBO robots. Recently, the effort shifted from developing a quick gait, to developing a gait that also provides a stable sensing platform. However, to date, optimization of both velocity and camera stability has only occurred using a single fitness function that incorporates the two objectives with a weighting that defines the desired tradeoff between them. However, the true nature of this tradeoff is not understood because the pareto front has never been charted, so this a priori decision is uninformed. This project applies the Nondominated Sorting Genetic Algorithm-II (NSGA-II) to find a pareto set of fast, stable gait parameters. This allows a user to select the best tradeoff between balance and speed for a given application. Three fitness functions are defined: one speed measure and two stability measures. A plot of evolved gaits shows a pareto front that indicates speed and stability are indeed conflicting goals. Interestingly, the results also show that tradeoffs also exist between different measures of stability

Evolutionary Computation in System Identification: Review and Recommendations

Two of the steps in system identification are model structure selection and parameter estimation. In model structure selection, several model structures are evaluated and selected. Because the evaluation of all possible model structures during selection and estimation of the parameters requires a lot of time, a rigorous method in which these tasks can be simplified is usually preferred. This paper reviews cumulatively some of the methods that have been tried since the past 40 years. Among the methods, evolutionary computation is known to be the most recent one and hereby being reviewed in more detail, including what advantages the method contains and how it is specifically implemented. At the end of the paper, some recommendations are provided on how evolutionary computation can be utilized in a more effective way. In short, these are by modifying the search strategy and simplifying the procedure based on problem a priori knowledge

Optimizing forecast model complexity using multi-objective evolutionary algorithms

Copyright © 2004 World ScientificWhen inducing a time series forecasting model there has always been the problem of defining a model that is complex enough to describe the process, yet not so complex as to promote data ‘overfitting’ – the so-called bias/variance trade-off. In the sphere of neural network forecast models this is commonly confronted by weight decay regularization, or by combining a complexity penalty term in the optimizing function. The correct degree of regularization, or penalty value, to implement for any particular problem however is difficult, if not impossible, to know a priori. This chapter presents the use of multi-objective optimization techniques, specifically those of an evolutionary nature, as a potential solution to this problem. This is achieved by representing forecast model ‘complexity’ and ‘accuracy’ as two separate objectives to be optimized. In doing this one can obtain problem specific information with regards to the accuracy/complexity trade-off of any particular problem, and, given the shape of the front on a set of validation data, ascertain an appropriate operating point. Examples are provided on a forecasting problem with varying levels of noise

Operational Research in Education

Operational Research (OR) techniques have been applied, from the early stages of the discipline, to a wide variety of issues in education. At the government level, these include questions of what resources should be allocated to education as a whole and how these should be divided amongst the individual sectors of education and the institutions within the sectors. Another pertinent issue concerns the efficient operation of institutions, how to measure it, and whether resource allocation can be used to incentivise efficiency savings. Local governments, as well as being concerned with issues of resource allocation, may also need to make decisions regarding, for example, the creation and location of new institutions or closure of existing ones, as well as the day-to-day logistics of getting pupils to schools. Issues of concern for managers within schools and colleges include allocating the budgets, scheduling lessons and the assignment of students to courses. This survey provides an overview of the diverse problems faced by government, managers and consumers of education, and the OR techniques which have typically been applied in an effort to improve operations and provide solutions