Algorithm XXX: VTDIRECT95: Serial and Parallel Codes for the Global Optimization Algorithm DIRECT

VTDIRECT95 is a Fortran 95 implementation of D.R. Jones' deterministic global optimization algorithm called DIRECT, which is widely used in multidisciplinary engineering design, biological science, and physical science applications. The package includes both a serial code and a data-distributed massively parallel code for different problem scales and optimization (exploration vs. exploitation) goals. Dynamic data structures are used to organize local data, handle unpredictable memory requirements, reduce the memory usage, and share the data across multiple processors. The parallel code employs a multilevel functional and data parallelism to boost concurrency and mitigate the data dependency, thus improving the load balancing and scalability. In addition, checkpointing features are integrated into both versions to provide fault tolerance and hot restarts. Important alogrithm modifications and design considerations are discussed regarding data structures, parallel schemes, error handling, and portability. Using several benchmark functions and real-world applications, the software is evaluated on different systems in terms of optimization effectiveness, data structure efficency, parallel performance, and checkpointing overhead. The package organization and usage are also described in detail

Explicit memory schemes for evolutionary algorithms in dynamic environments

Copyright @ 2007 Springer-VerlagProblem optimization in dynamic environments has atrracted a growing interest from the evolutionary computation community in reccent years due to its importance in real world optimization problems. Several approaches have been developed to enhance the performance of evolutionary algorithms for dynamic optimization problems, of which the memory scheme is a major one. This chapter investigates the application of explicit memory schemes for evolutionary algorithms in dynamic environments. Two kinds of explicit memory schemes: direct memory and associative memory, are studied within two classes of evolutionary algorithms: genetic algorithms and univariate marginal distribution algorithms for dynamic optimization problems. Based on a series of systematically constructed dynamic test environments, experiments are carried out to investigate these explicit memory schemes and the performance of direct and associative memory schemes are campared and analysed. The experimental results show the efficiency of the memory schemes for evolutionary algorithms in dynamic environments, especially when the environment changes cyclically. The experimental results also indicate that the effect of the memory schemes depends not only on the dynamic problems and dynamic environments but also on the evolutionary algorithm used

Population-based incremental learning with associative memory for dynamic environments

Copyright © 2007 IEEE. Reprinted from IEEE Transactions on Evolutionary Computation. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In recent years there has been a growing interest in studying evolutionary algorithms (EAs) for dynamic optimization problems (DOPs) due to its importance in real world applications. Several approaches, such as the memory and multiple population schemes, have been developed for EAs to address dynamic problems. This paper investigates the application of the memory scheme for population-based incremental learning (PBIL) algorithms, a class of EAs, for DOPss. A PBIL-specific associative memory scheme, which stores best solutions as well as corresponding environmental information in the memory, is investigated to improve its adaptability in dynamic environments. In this paper, the interactions between the memory scheme and random immigrants, multi-population, and restart schemes for PBILs in dynamic environments are investigated. In order to better test the performance of memory schemes for PBILs and other EAs in dynamic environments, this paper also proposes a dynamic environment generator that can systematically generate dynamic environments of different difficulty with respect to memory schemes. Using this generator a series of dynamic environments are generated and experiments are carried out to compare the performance of investigated algorithms. The experimental results show that the proposed memory scheme is efficient for PBILs in dynamic environments and also indicate that different interactions exist between the memory scheme and random immigrants, multi-population schemes for PBILs in different dynamic environments

Population-based incremental learning with memory scheme for changing environments

Copyright @ 2005 ACMIn recent years there has been a growing interest in studying evolutionary algorithms for dynamic optimization problems due to its importance in real world applications. Several approaches have been developed, such as the memory scheme. This paper investigates the application of the memory scheme for population-based incremental learning (PBIL) algorithms, a class of evolutionary algorithms, for dynamic optimization problems. A PBIL-specific memory scheme is proposed to improve its adaptability in dynamic environments. In this memory scheme the working probability vector is stored together with the best sample it creates in the memory and is used to reactivate old environments when change occurs. Experimental study based on a series of dynamic environments shows the efficiency of the memory scheme for PBILs in dynamic environments. In this paper, the relationship between the memory scheme and the multipopulation scheme for PBILs in dynamic environments is also investigated. The experimental results indicate a negative interaction of the multi-population scheme on the memory scheme for PBILs in the dynamic test environments

Ant colony optimization with immigrants schemes in dynamic environments

This is the post-print version of this article. The official published version can be accessed from the link below - Copyright @ 2010 Springer-VerlagIn recent years, there has been a growing interest in addressing dynamic optimization problems (DOPs) using evolutionary algorithms (EAs). Several approaches have been developed for EAs to increase the diversity of the population and enhance the performance of the algorithm for DOPs. Among these approaches, immigrants schemes have been found beneficial for EAs for DOPs. In this paper, random, elitismbased, and hybrid immigrants schemes are applied to ant colony optimization (ACO) for the dynamic travelling salesman problem (DTSP). The experimental results show that random immigrants are beneficial for ACO in fast changing environments, whereas elitism-based immigrants are beneficial for ACO in slowly changing environments. The ACO algorithm with hybrid immigrants scheme combines the merits of the random and elitism-based immigrants schemes. Moreover, the results show that the proposed algorithms outperform compared approaches in almost all dynamic test cases and that immigrant schemes efficiently improve the performance of ACO algorithms in DTSP.This work was supported by the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant EP/E060722/1

Memory-based immigrants for genetic algorithms in dynamic environments

Copyright @ 2005 ACMInvestigating and enhancing the performance of genetic algorithms in dynamic environments have attracted a growing interest from the community of genetic algorithms in recent years. This trend reflects the fact that many real world problems are actually dynamic, which poses serious challenge to traditional genetic algorithms. Several approaches have been developed into genetic algorithms for dynamic optimization problems. Among these approches, random immigrants and memory schemes have shown to be beneficial in many dynamic problems. This paper proposes a hybrid memory and random immigrants scheme for genetic algorithms in dynamic environments. In the hybrid scheme, the best solution in memory is retrieved and acts as the base to create random immigrants to replace the worst individuals in the population. In this way, not only can diversity be maintained but it is done more efficiently to adapt the genetic algorithm to the changing environment. The experimental results based on a series of systematically constructed dynamic problems show that the proposed memory based immigrants scheme efficiently improves the performance of genetic algorithms in dynamic environments

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

Learning the dominance in diploid genetic algorithms for changing optimization problems

Using diploid representation with dominance scheme is one of the approaches developed for genetic algorithms to address dynamic optimization problems. This paper proposes an adaptive dominance mechanism for diploid genetic algorithms in dynamic environments. In this scheme, the genotype to phenotype mapping in each gene locus is controlled by a dominance probability, which is learnt adaptively during the searching progress. The proposed dominance scheme isexperimentally compared to two other schemes for diploid genetic algorithms. Experimental results validate the efficiency of the dominance learning scheme

Memory-based immigrants for ant colony optimization in changing environments

Copyright @ 2011 SpringerAnt colony optimization (ACO) algorithms have proved that they can adapt to dynamic optimization problems (DOPs) when they are enhanced to maintain diversity. DOPs are important due to their similarities to many real-world applications. Several approaches have been integrated with ACO to improve their performance in DOPs, where memory-based approaches and immigrants schemes have shown good results on different variations of the dynamic travelling salesman problem (DTSP). In this paper, we consider a novel variation of DTSP where traffic jams occur in a cyclic pattern. This means that old environments will re-appear in the future. A hybrid method that combines memory and immigrants schemes is proposed into ACO to address this kind of DTSPs. The memory-based approach is useful to directly move the population to promising areas in the new environment by using solutions stored in the memory. The immigrants scheme is useful to maintain the diversity within the population. The experimental results based on different test cases of the DTSP show that the memory based immigrants scheme enhances the performance of ACO in cyclic dynamic environments.This work was supported by the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant EP/E060722/2