Modelo de computación evolutivo para redes sostenibles, eficientes y resistentes.

We present a new approach to adapt the differential evolution (DE) algorithm so that it can be applied in combinatorial optimization problems. The differential evolution algorithm has been proposed as an optimization algorithm for the continuous domain, using real numbers to encode the solutions, and its main operator, the mutation, uses a arithmetic operations to create a mutant using three different random solutions. This mutation operator cannot be used in combinatorial optimization problems, which have a domain of a discrete and finite set of objects. Based on this concept, we present an idea of representing each solution as a set, and replace the arithmetic operators in the classic DE genetic operators by set operators. Using a well known NP-hard problem, the traveling salesman problem (TSP), as an example of a combinatorial optimization problem, we study different possibilities for the mutation operator, presenting the advantages and disadvantages of each, before setting with the best one. We also explain the modifications made to adapt the algorithm for a multiobjective optimization algorithm. Some of these modifications are inherent to the different type of problems, other modification are proposed to improve the algorithm. Amongst the later modification are using more than one population in the evolution process. We also present a new self-adaptive variation of the multiobjective optimization algorithm, although this is not limited to the multi-objective case, and can be used also in the single-objective

Improving Results of Differential Evolution Algorithm

Optimisation problems are of prime importance in scientific and engineering communities. Many day-to-day tasks in these fields can be classified as optimisation problems. Due to their enormous solution spaces, optimisation problems frequently lie in class NP. In such cases, engineers and researchers have to rely on algorithms and techniques that can find sub-optimal solutions to these problems. One of the most dependable algorithms for numerical optimisation problems is Differential Evolution (DE). Since its introduction in the mid 1990’s, DE has been on the fore front when it comes to applicability of optimisation algorithms to variety of real-parameter optimisation problems. This popularity of DE has driven intensive research to further improve its capability to find optimal solutions. In this thesis we present a variant of DE to produce improved solutions with greater reliability. In doing so, we introduce a novel strategy to incorporate ancestral vectors into the optimisation process. We show that a controlled introduction of ancestral vectors into the optimisation process has a generally positive influence on convergence rate of the algorithm. Evaluation of the proposed algorithm forms a major part of this work, as an empirical evidence serves to demonstrate the performance of stochastic algorithms. The resulting implementation of the algorithm is made available as an open source software along with its reference manual

Application of computational intelligence to explore and analyze system architecture and design alternatives

Systems Engineering involves the development or improvement of a system or process from effective need to a final value-added solution. Rapid advances in technology have led to development of sophisticated and complex sensor-enabled, remote, and highly networked cyber-technical systems. These complex modern systems present several challenges for systems engineers including: increased complexity associated with integration and emergent behavior, multiple and competing design metrics, and an expansive design parameter solution space. This research extends the existing knowledge base on multi-objective system design through the creation of a framework to explore and analyze system design alternatives employing computational intelligence. The first research contribution is a hybrid fuzzy-EA model that facilitates the exploration and analysis of possible SoS configurations. The second contribution is a hybrid neural network-EA in which the EA explores, analyzes, and evolves the neural network architecture and weights. The third contribution is a multi-objective EA that examines potential installation (i.e. system) infrastructure repair strategies. The final contribution is the introduction of a hierarchical multi-objective evolutionary algorithm (MOEA) framework with a feedback mechanism to evolve and simultaneously evaluate competing subsystem and system level performance objectives. Systems architects and engineers can utilize the frameworks and approaches developed in this research to more efficiently explore and analyze complex system design alternatives --Abstract, page iv

U-Control Chart Based Differential Evolution Clustering for Determining the Number of Cluster in k-Means

The automatic clustering differential evolution (ACDE) is one of the clustering methods that are able to determine the cluster number automatically. However, ACDE still makes use of the manual strategy to determine k activation threshold thereby affecting its performance. In this study, the ACDE problem will be ameliorated using the u-control chart (UCC) then the cluster number generated from ACDE will be fed to k-means. The performance of the proposed method was tested using six public datasets from the UCI repository about academic efficiency (AE) and evaluated with Davies Bouldin Index (DBI) and Cosine Similarity (CS) measure. The results show that the proposed method yields excellent performance compared to prior researches

Evolutionary Algorithms in Engineering Design Optimization

Evolutionary algorithms (EAs) are population-based global optimizers, which, due to their characteristics, have allowed us to solve, in a straightforward way, many real world optimization problems in the last three decades, particularly in engineering fields. Their main advantages are the following: they do not require any requisite to the objective/fitness evaluation function (continuity, derivability, convexity, etc.); they are not limited by the appearance of discrete and/or mixed variables or by the requirement of uncertainty quantification in the search. Moreover, they can deal with more than one objective function simultaneously through the use of evolutionary multi-objective optimization algorithms. This set of advantages, and the continuously increased computing capability of modern computers, has enhanced their application in research and industry. From the application point of view, in this Special Issue, all engineering fields are welcomed, such as aerospace and aeronautical, biomedical, civil, chemical and materials science, electronic and telecommunications, energy and electrical, manufacturing, logistics and transportation, mechanical, naval architecture, reliability, robotics, structural, etc. Within the EA field, the integration of innovative and improvement aspects in the algorithms for solving real world engineering design problems, in the abovementioned application fields, are welcomed and encouraged, such as the following: parallel EAs, surrogate modelling, hybridization with other optimization techniques, multi-objective and many-objective optimization, etc

Constrained Optimization with Evolutionary Algorithms: A Comprehensive Review

Global optimization is an essential part of any kind of system. Various algorithms have been proposed that try to imitate the learning and problem solving abilities of the nature up to certain level. The main idea of all nature-inspired algorithms is to generate an interconnected network of individuals, a population. Although most of unconstrained optimization problems can be easily handled with Evolutionary Algorithms (EA), constrained optimization problems (COPs) are very complex. In this paper, a comprehensive literature review will be presented which summarizes the constraint handling techniques for COP

Evolutionary approaches for portfolio optimization

Portfolio optimization involves the optimal assignment of limited capital to different available financial assets to achieve a reasonable trade-off between profit and risk objectives. Markowitz’s mean variance (MV) model is widely regarded as the foundation of modern portfolio theory and provides a quantitative framework for portfolio optimization problems. In real market, investors commonly face real-world trading restrictions and it requires that the constructed portfolios have to meet trading constraints. When additional constraints are added to the basic MV model, the problem thus becomes more complex and the exact optimization approaches run into difficulties to deliver solutions within reasonable time for large problem size. By introducing the cardinality constraint alone already transformed the classic quadratic optimization model into a mixed-integer quadratic programming problem which is an NP-hard problem. Evolutionary algorithms, a class of metaheuristics, are one of the known alternatives for optimization problems that are too complex to be solved using deterministic techniques. This thesis focuses on single-period portfolio optimization problems with practical trading constraints and two different risk measures. Four hybrid evolutionary algorithms are presented to efficiently solve these problems with gradually more complex real world constraints. In the first part of the thesis, the mean variance portfolio model is investigated by taking into account real-world constraints. A hybrid evolutionary algorithm (PBILDE) for portfolio optimization with cardinality and quantity constraints is presented. The proposed PBILDE is able to achieve a strong synergetic effect through hybridization of PBIL and DE. A partially guided mutation and an elitist update strategy are proposed in order to promote the efficient convergence of PBILDE. Its effectiveness is evaluated and compared with other existing algorithms over a number of datasets. A multi-objective scatter search with archive (MOSSwA) algorithm for portfolio optimization with cardinality, quantity and pre-assignment constraints is then presented. New subset generations and solution combination methods are proposed to generate efficient and diverse portfolios. A learning-guided multi-objective evolutionary (MODEwAwL) algorithm for the portfolio optimization problems with cardinality, quantity, pre-assignment and round lot constraints is presented. A learning mechanism is introduced in order to extract important features from the set of elite solutions. Problem-specific selection heuristics are introduced in order to identify high-quality solutions with a reduced computational cost. An efficient and effective candidate generation scheme utilizing a learning mechanism, problem specific heuristics and effective direction-based search methods is proposed to guide the search towards the promising regions of the search space. In the second part of the thesis, an alternative risk measure, VaR, is considered. A non-parametric mean-VaR model with six practical trading constraints is investigated. A multi-objective evolutionary algorithm with guided learning (MODE-GL) is presented for the mean-VaR model. Two different variants of DE mutation schemes in the solution generation scheme are proposed in order to promote the exploration of the search towards the least crowded region of the solution space. Experimental results using historical daily financial market data from S &P 100 and S & P 500 indices are presented. When the cardinality constraints are considered, incorporating a learning mechanism significantly promotes the efficient convergence of the search