Composing Distributed Data-intensive Web Services Using a Flexible Memetic Algorithm

Web Service Composition (WSC) is a particularly promising application of Web services, where multiple individual services with specific functionalities are composed to accomplish a more complex task, which must fulfil functional requirements and optimise Quality of Service (QoS) attributes, simultaneously. Additionally, large quantities of data, produced by technological advances, need to be exchanged between services. Data-intensive Web services, which manipulate and deal with those data, are of great interest to implement data-intensive processes, such as distributed Data-intensive Web Service Composition (DWSC). Researchers have proposed Evolutionary Computing (EC) fully-automated WSC techniques that meet all the above factors. Some of these works employed Memetic Algorithms (MAs) to enhance the performance of EC through increasing its exploitation ability of in searching neighbourhood area of a solution. However, those works are not efficient or effective. This paper proposes an MA-based approach to solving the problem of distributed DWSC in an effective and efficient manner. In particular, we develop an MA that hybridises EC with a flexible local search technique incorporating distance of services. An evaluation using benchmark datasets is carried out, comparing existing state-of-the-art methods. Results show that our proposed method has the highest quality and an acceptable execution time overall.Comment: arXiv admin note: text overlap with arXiv:1901.0556

On the evolutionary optimisation of many conflicting objectives

This inquiry explores the effectiveness of a class of modern evolutionary algorithms, represented by Non-dominated Sorting Genetic Algorithm (NSGA) components, for solving optimisation tasks with many conflicting objectives. Optimiser behaviour is assessed for a grid of mutation and recombination operator configurations. Performance maps are obtained for the dual aims of proximity to, and distribution across, the optimal trade-off surface. Performance sweet-spots for both variation operators are observed to contract as the number of objectives is increased. Classical settings for recombination are shown to be suitable for small numbers of objectives but correspond to very poor performance for higher numbers of objectives, even when large population sizes are used. Explanations for this behaviour are offered via the concepts of dominance resistance and active diversity promotion

A hybrid genetic algorithm and tabu search approach for post enrolment course timetabling

Copyright @ Springer Science + Business Media. All rights reserved.The post enrolment course timetabling problem (PECTP) is one type of university course timetabling problems, in which a set of events has to be scheduled in time slots and located in suitable rooms according to the student enrolment data. The PECTP is an NP-hard combinatorial optimisation problem and hence is very difficult to solve to optimality. This paper proposes a hybrid approach to solve the PECTP in two phases. In the first phase, a guided search genetic algorithm is applied to solve the PECTP. This guided search genetic algorithm, integrates a guided search strategy and some local search techniques, where the guided search strategy uses a data structure that stores useful information extracted from previous good individuals to guide the generation of offspring into the population and the local search techniques are used to improve the quality of individuals. In the second phase, a tabu search heuristic is further used on the best solution obtained by the first phase to improve the optimality of the solution if possible. The proposed hybrid approach is tested on a set of benchmark PECTPs taken from the international timetabling competition in comparison with a set of state-of-the-art methods from the literature. The experimental results show that the proposed hybrid approach is able to produce promising results for the test PECTPs.This work was supported by the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant EP/E060722/01 and Grant EP/E060722/02

An evolutionary non-Linear great deluge approach for solving course timetabling problems

The aim of this paper is to extend our non-linear great deluge algorithm into an evolutionary approach by incorporating a population and a mutation operator to solve the university course timetabling problems. This approach might be seen as a variation of memetic algorithms. The popularity of evolutionary computation approaches has increased and become an important technique in solving complex combinatorial optimisation problems. The proposed approach is an extension of a non-linear great deluge algorithm in which evolutionary operators are incorporated. First, we generate a population of feasible solutions using a tailored process that incorporates heuristics for graph colouring and assignment problems. The initialisation process is capable of producing feasible solutions even for large and most constrained problem instances. Then, the population of feasible timetables is subject to a steady-state evolutionary process that combines mutation and stochastic local search. We conducted experiments to evaluate the performance of the proposed algorithm and in particular, the contribution of the evolutionary operators. The results showed the effectiveness of the hybridisation between non-linear great deluge and evolutionary operators in solving university course timetabling problems

An evolutionary non-Linear great deluge approach for solving course timetabling problems

The aim of this paper is to extend our non-linear great deluge algorithm into an evolutionary approach by incorporating a population and a mutation operator to solve the university course timetabling problems. This approach might be seen as a variation of memetic algorithms. The popularity of evolutionary computation approaches has increased and become an important technique in solving complex combinatorial optimisation problems. The proposed approach is an extension of a non-linear great deluge algorithm in which evolutionary operators are incorporated. First, we generate a population of feasible solutions using a tailored process that incorporates heuristics for graph colouring and assignment problems. The initialisation process is capable of producing feasible solutions even for large and most constrained problem instances. Then, the population of feasible timetables is subject to a steady-state evolutionary process that combines mutation and stochastic local search. We conducted experiments to evaluate the performance of the proposed algorithm and in particular, the contribution of the evolutionary operators. The results showed the effectiveness of the hybridisation between non-linear great deluge and evolutionary operators in solving university course timetabling problems

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