Evolutionary Computation 2020

Intelligent optimization is based on the mechanism of computational intelligence to refine a suitable feature model, design an effective optimization algorithm, and then to obtain an optimal or satisfactory solution to a complex problem. Intelligent algorithms are key tools to ensure global optimization quality, fast optimization efficiency and robust optimization performance. Intelligent optimization algorithms have been studied by many researchers, leading to improvements in the performance of algorithms such as the evolutionary algorithm, whale optimization algorithm, differential evolution algorithm, and particle swarm optimization. Studies in this arena have also resulted in breakthroughs in solving complex problems including the green shop scheduling problem, the severe nonlinear problem in one-dimensional geodesic electromagnetic inversion, error and bug finding problem in software, the 0-1 backpack problem, traveler problem, and logistics distribution center siting problem. The editors are confident that this book can open a new avenue for further improvement and discoveries in the area of intelligent algorithms. The book is a valuable resource for researchers interested in understanding the principles and design of intelligent algorithms

On evolutionary system identification with applications to nonlinear benchmarks

This paper presents a record of the participation of the authors in a workshop on nonlinear system identification held in 2016. It provides a summary of a keynote lecture by one of the authors and also gives an account of how the authors developed identification strategies and methods for a number of benchmark nonlinear systems presented as challenges, before and during the workshop. It is argued here that more general frameworks are now emerging for nonlinear system identification, which are capable of addressing substantial ranges of problems. One of these frameworks is based on evolutionary optimisation (EO); it is a framework developed by the authors in previous papers and extended here. As one might expect from the ‘no-free-lunch’ theorem for optimisation, the methodology is not particularly sensitive to the particular (EO) algorithm used, and a number of different variants are presented in this paper, some used for the first time in system identification problems, which show equal capability. In fact, the EO approach advocated in this paper succeeded in finding the best solutions to two of the three benchmark problems which motivated the workshop. The paper provides considerable discussion on the approaches used and makes a number of suggestions regarding best practice; one of the major new opportunities identified here concerns the application of grey-box models which combine the insight of any prior physical-law based models (white box) with the power of machine learners with universal approximation properties (black box)

Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities

In this study, a Krill-Herd Support Vector Regression (KH-vSVR) model is introduced. The Krill Herd (KH) algorithm is a novel metaheuristic optimization technique inspired by the behaviour of krill herds. The KH optimizes the SVR parameters by balancing the search between local and global optima. The proposed model is applied to the task of forecasting and trading three commodity exchange traded funds on a daily basis over the period 2012–2014. The inputs of the KH-vSVR models are selected through the model confidence set from a large pool of linear predictors. The KH-vSVR’s statistical and trading performance is benchmarked against traditionally adjusted SVR structures and the best linear predictor. In addition to a simple strategy, a time-varying leverage trading strategy is applied based on heterogeneous autoregressive volatility estimations. It is shown that the KH-vSVR outperforms its counterparts in terms of statistical accuracy and trading efficiency, while the leverage strategy is found to be successful

Normal parameter reduction algorithm in soft set based on hybrid binary particle swarm and biogeography optimizer

© 2019, Springer-Verlag London Ltd., part of Springer Nature. Existing classification techniques that are proposed previously for eliminating data inconsistency could not achieve an efficient parameter reduction in soft set theory, which effects on the obtained decisions. Meanwhile, the computational cost made during combination generation process of soft sets could cause machine infinite state, which is known as nondeterministic polynomial time. The contributions of this study are mainly focused on minimizing choices costs through adjusting the original classifications by decision partition order and enhancing the probability of searching domain space using a developed Markov chain model. Furthermore, this study introduces an efficient soft set reduction-based binary particle swarm optimized by biogeography-based optimizer (SSR-BPSO-BBO) algorithm that generates an accurate decision for optimal and sub-optimal choices. The results show that the decision partition order technique is performing better in parameter reduction up to 50%, while other algorithms could not obtain high reduction rates in some scenarios. In terms of accuracy, the proposed SSR-BPSO-BBO algorithm outperforms the other optimization algorithms in achieving high accuracy percentage of a given soft dataset. On the other hand, the proposed Markov chain model could significantly represent the robustness of our parameter reduction technique in obtaining the optimal decision and minimizing the search domain.Published versio

Metaheuristic Optimization of Power and Energy Systems: Underlying Principles and Main Issues of the `Rush to Heuristics'

In the power and energy systems area, a progressive increase of literature contributions that contain applications of metaheuristic algorithms is occurring. In many cases, these applications are merely aimed at proposing the testing of an existing metaheuristic algorithm on a specific problem, claiming that the proposed method is better than other methods that are based on weak comparisons. This ‘rush to heuristics’ does not happen in the evolutionary computation domain, where the rules for setting up rigorous comparisons are stricter but are typical of the domains of application of the metaheuristics. This paper considers the applications to power and energy systems and aims at providing a comprehensive view of the main issues that concern the use of metaheuristics for global optimization problems. A set of underlying principles that characterize the metaheuristic algorithms is presented. The customization of metaheuristic algorithms to fit the constraints of specific problems is discussed. Some weaknesses and pitfalls that are found in literature contributions are identified, and specific guidelines are provided regarding how to prepare sound contributions on the application of metaheuristic algorithms to specific problems