Introductory Review of Swarm Intelligence Techniques

With the rapid upliftment of technology, there has emerged a dire need to fine-tune or optimize certain processes, software, models or structures, with utmost accuracy and efficiency. Optimization algorithms are preferred over other methods of optimization through experimentation or simulation, for their generic problem-solving abilities and promising efficacy with the least human intervention. In recent times, the inducement of natural phenomena into algorithm design has immensely triggered the efficiency of optimization process for even complex multi-dimensional, non-continuous, non-differentiable and noisy problem search spaces. This chapter deals with the Swarm intelligence (SI) based algorithms or Swarm Optimization Algorithms, which are a subset of the greater Nature Inspired Optimization Algorithms (NIOAs). Swarm intelligence involves the collective study of individuals and their mutual interactions leading to intelligent behavior of the swarm. The chapter presents various population-based SI algorithms, their fundamental structures along with their mathematical models.Comment: Submitted to Springe

Wind Integrated Thermal Unit Commitment Solution Using Grey Wolf Optimizer

The augment of ecological shield and the progressive exhaustion of traditional fossil energy sources have increased the interests in integrating renewable energy sources into existing power system. Wind power is becoming worldwide a significant component of the power generation portfolio. Profuse literature have been reported for the thermal Unit Commitment (UC) solution. In this work, the UC problem has been formulated by integrating wind power generators along with thermal power system. The Wind Generator Integrated UC (WGIUC) problem is more complex in nature, that necessitates a promising optimization tool. Hence, the modern bio-inspired algorithm namely, Grey Wolf Optimization (GWO) algorithm has been chosen as the main optimization tool and real coded scheme has been incorporated to handle the operational constraints. The standard test systems are used to validate the potential of the GWO algorithm. Moreover, the ramp rate limits are also included in the mathematical WGIUC formulation. The simulation results prove that the intended algorithm has the capability of obtaining economical resolutions with good solution quality

Robust covariance estimators for mean-variance portfolio optimization with transaction lots

This study presents an improvement to the mean-variance portfolio optimization model, by considering both the integer transaction lots and a robust estimator of the covariance matrices. Four robust estimators were tested, namely the Minimum Covariance Determinant, the S, the MM, and the Orthogonalized Gnanadesikan–Kettenring estimator. These integer optimization problems were solved using genetic algorithms. We introduce the lot turnover measure, a modified portfolio turnover, and the Robust Sharpe Ratio as the measure of portfolio performance. Based on the simulation studies and the empirical results, this study shows that the robust estimators outperform the classical MLE when data contain outliers and when the lots have moderate sizes, e.g. 500 shares or less per lot

Short-Term Electricity Demand Forecasting with Machine Learning

Project Work presented as the partial requirement for obtaining a Master's degree in Data Science and Advanced Analytics, specialization in Business AnalyticsAn accurate short-term load forecasting (STLF) is one of the most critical inputs for power plant units’ planning commitment. STLF reduces the overall planning uncertainty added by the intermittent production of renewable sources; thus, it helps to minimize the hydro-thermal electricity production costs in a power grid. Although there is some research in the field and even several research applications, there is a continual need to improve forecasts. This project proposes a set of machine learning (ML) models to improve the accuracy of 168 hours forecasts. The developed models employ features from multiple sources, such as historical load, weather, and holidays. Of the five ML models developed and tested in various load profile contexts, the Extreme Gradient Boosting Regressor (XGBoost) algorithm showed the best results, surpassing previous historical weekly predictions based on neural networks. Additionally, because XGBoost models are based on an ensemble of decision trees, it facilitated the model’s interpretation, which provided a relevant additional result, the features’ importance in the forecasting

Improvements of task scheduling and load balancing in cloud environment by swarm intelligence metaheuristics

Klaud racunarstvo pripada grupi novijih racunarskih paradigmi, koja se poput paradigme mrežnog racunarstva, bazira na grupisanju resursa i na korišcenju mrežnih i Internet tehnologija. U opštem smislu, klaud racunarstvo se odnosi na novi nacin isporuke racunarskih resursa u vidu usluge, gde se pod resursima podrazumeva gotovo sve, od podataka i softvera, do hardverskih komponenti, kao što su procesirajuci elementi, memorija i skladišta. Klaud racunarstvo je aktuelna i važna multidisciplinarna oblast, o cemu svedoci veliki broj objavljenih radova u vrhunskim me unarodnim casopisima i prikazanih na najznacajnijim svetskim skupovima. Na osnovu naucnih rezultata prikupljenih u objavljenim radovima iz ovog domena, može da se zakljuci da u klaud okruženju postoji veliki broj izazova i problema, za cije rešavanje mogu da se prona u bolje metode, tehnike i algoritmi. Jedan od najvažnijih izazova savremenog klaud okruženja je raspore ivanje zahteva krajnjih korisnika za izvršavanje na ogranicenom skupu raspoloživih resursa (virtuelnih mašina). Problem raspore ivanja na klaudu odnosi se na definisanje rasporeda izvršavanja zadataka na ogranicenom skupu raspoloživih resursa uzimajuci pritom u obzir potencijalna ogranicenja i funkciju cilja koju je potrebno optimizovati. Raspore ivanje poslova vrše algoritmi raspore ivanja, koji mogu da se podele na staticke i dinamicke. U slucaju statickog raspore ivanja, gde se poslovi ne mogu dinamicki prebacivati sa preopterecnih na manje opterecene virtuelne mašine, zadaci se raspore uju za izvršavanje na raspoložive virtuelne mašine pre pocetka izvršavanja. S druge strane, primenom metoda dinamickog raspore ivanja, koje je u literaturi poznato pod nazivom balansiranje opterecenja, vrši se preraspodela poslova izme u aktivnih virtuelnih mašina tokom samog izvršavanja programa raspore ivanja. Preraspodela se vrši tako što se zadaci sa virtuelnih mašina koje imaju vece opterecenje dinamicki prebacuju za izvršavanje na virtuelnim mašinama koje imaju manje opterecenje. Za potrebe dinamickog raspore ivanja koriste se uglavnom heuristicke i metaheuristicke optimizacione metode i algoritmi, koji postižu dobre rezultate. Problemi raspore ivanja poslova i balansiranja opterecenja na klaudu pripadaju grupi NP teških kombinatornih i/ili globalnih problema sa ili bez ogranicenja. Na osnovu publikovanih rezultata u relevantnim literaturnim izvorima, vidi se da su metaheuristike inteligencije rojeva, koje spadaju u grupu prirodom-inspirisanih algoritama, uspešno testirane na bencmark problemima i primenjivane na prakticnim NP teškim optimizacionim problemima (globalnim i kombinatornim) i da mogu da postignu bolje rezultate u smislu brzine konvergencije i kvaliteta rešenja, od drugih metoda, tehnika i algoritama. Polazeci od navedenog, u ovom radu je ispitivano da li je moguce dalje unaprediti rešavanja problema raspore ivanja poslova i balansiranja opterecenja na klaudu primenom metaheuristika inteligencije rojeva. Tokom sprovedenog istraživanja, unapre eno je i adaptirano više metaheuristika inteligencije rojeva za rešavanje problema raspore ivanja poslova i balansiranja opterecenja u klaud okruženju. U disertaciji su detaljno prikazane implementacije dva unapre ena algoritma rojeva - algoritma optimizacije monarh leptirovima i algoritma optimizacije jatom kitova. Za potrebe testiranja, rešavana su dva modela raspore ivanja poslova na klaudu. Prvi model, koji pripada grupi jednokriterijumske optimizacije, uzima u obzir minimizaciju vremena izvršavanja svih zadataka na klaudu, dok drugi, višekriterijumski model uzima u obzir minimizaciju vremena izvršavanja svih zadataka na klaudu i budžeta, tj. troškova za izvršavanje svih zahteva krajnjih korisnika. Simulacije su vršene u robusnom okruženju CloudSim simulatora i oba algoritma su testirana sa skupom veštackih podataka, generisanih u okviru CloudSim platforme, i realnih podataka, koji su preuzeti iz globalno dostupne bencmark baze. Osim testiranja za praktican izazov na klaudu, da bi se preciznije utvrdila unapre- enja modifikovanih metaheuristika u odnosu na osnovne verzije, obe metaheuristike su verifikovane i testiranjima na standardnim skupovima bencmark funkcija za globalnu optimizaciju bez ogranicenja. Upore ivanjem generisanih rezultata (kvalitet rešenja i brzina konvergencije) sa rezultatima najboljih poznatih metaheuristika i heuristika iz literature, koje su primenjivane na iste instance problema (na praktican problem raspore ivanja na klaudu i bencmark testove), dokazan je kvalitet implementiranih algoritama, cime je potvr ena i osnovna hipoteza ovog rada da se rešavanje izazova raspore ivanja poslova i balansiranja opterecenja u klaud okruženju mogu dalje unaprediti primenom metaheuristika inteligencije rojeva

A hybrid grey wolf optimizer for process planning optimization with precedence constraints

Process planning optimization is a well-known NP-hard combinatorial problem extensively studied in the scientific community. Its main components include operation sequencing, selection of manufacturing resources and determination of appropriate setup plans. These problems require metaheuristic-based approaches in order to be effectively and efficiently solved. Therefore, to optimize the complex process planning problem, a novel hybrid grey wolf optimizer (HGWO) is proposed. The traditional grey wolf optimizer (GWO) is improved by employing genetic strategies such as selection, crossover and mutation which enhance global search abilities and convergence of the traditional GWO. Precedence relationships among machining operations are taken into account and precedence constraints are modeled using operation precedence graphs and adjacency matrices. Constraint handling heuristic procedure is adopted to move infeasible solutions to a feasible domain. Minimization of the total weighted machining cost of a process plan is adopted as the objective and three experimental studies that consider three different prismatic parts are conducted. Comparative analysis of the obtained cost values, as well as the convergence analysis, are performed and the HGWO approach demonstrated effectiveness and flexibility in finding optimal and near-optimal process plans. On the other side, comparative analysis of computational times and execution times of certain MATLAB functions showed that the HGWO have good time efficiency but limited since it requires more time compared to considered hybrid and traditional algorithms. Potential directions to improving efficiency and performances of the proposed approach are given in conclusions.Web of Science1423art. no. 736

Community Detection in Networks using Bio-inspired Optimization: Latest Developments, New Results and Perspectives with a Selection of Recent Meta-Heuristics

Detecting groups within a set of interconnected nodes is a widely addressed prob- lem that can model a diversity of applications. Unfortunately, detecting the opti- mal partition of a network is a computationally demanding task, usually conducted by means of optimization methods. Among them, randomized search heuristics have been proven to be efficient approaches. This manuscript is devoted to pro- viding an overview of community detection problems from the perspective of bio-inspired computation. To this end, we first review the recent history of this research area, placing emphasis on milestone studies contributed in the last five years. Next, we present an extensive experimental study to assess the performance of a selection of modern heuristics over weighted directed network instances. Specifically, we combine seven global search heuristics based on two different similarity metrics and eight heterogeneous search operators designed ad-hoc. We compare our methods with six different community detection techniques over a benchmark of 17 Lancichinetti-Fortunato-Radicchi network instances. Ranking statistics of the tested algorithms reveal that the proposed methods perform com- petitively, but the high variability of the rankings leads to the main conclusion: no clear winner can be declared. This finding aligns with community detection tools available in the literature that hinge on a sequential application of different algorithms in search for the best performing counterpart. We end our research by sharing our envisioned status of this area, for which we identify challenges and opportunities which should stimulate research efforts in years to come

Short-term electricity load forecasting with machine learning

An accurate short-term load forecasting (STLF) is one of the most critical inputs for power plant units’ planning commitment. STLF reduces the overall planning uncertainty added by the intermittent production of renewable sources; thus, it helps to minimize the hydrothermal electricity production costs in a power grid. Although there is some research in the field and even several research applications, there is a continual need to improve forecasts. This research proposes a set of machine learning (ML) models to improve the accuracy of 168 h forecasts. The developed models employ features from multiple sources, such as historical load, weather, and holidays. Of the five ML models developed and tested in various load profile contexts, the Extreme Gradient Boosting Regressor (XGBoost) algorithm showed the best results, surpassing previous historical weekly predictions based on neural networks. Additionally, because XGBoost models are based on an ensemble of decision trees, it facilitated the model’s interpretation, which provided a relevant additional result, the features’ importance in the forecasting.info:eu-repo/semantics/publishedVersio