A general framework of multi-population methods with clustering in undetectable dynamic environments

Copyright @ 2011 IEEETo solve dynamic optimization problems, multiple population methods are used to enhance the population diversity for an algorithm with the aim of maintaining multiple populations in different sub-areas in the fitness landscape. Many experimental studies have shown that locating and tracking multiple relatively good optima rather than a single global optimum is an effective idea in dynamic environments. However, several challenges need to be addressed when multi-population methods are applied, e.g., how to create multiple populations, how to maintain them in different sub-areas, and how to deal with the situation where changes can not be detected or predicted. To address these issues, this paper investigates a hierarchical clustering method to locate and track multiple optima for dynamic optimization problems. To deal with undetectable dynamic environments, this paper applies the random immigrants method without change detection based on a mechanism that can automatically reduce redundant individuals in the search space throughout the run. These methods are implemented into several research areas, including particle swarm optimization, genetic algorithm, and differential evolution. An experimental study is conducted based on the moving peaks benchmark to test the performance with several other algorithms from the literature. The experimental results show the efficiency of the clustering method for locating and tracking multiple optima in comparison with other algorithms based on multi-population methods on the moving peaks benchmark

A memetic particle swarm optimisation algorithm for dynamic multi-modal optimisation problems

Copyright @ 2011 Taylor & Francis.Many real-world optimisation problems are both dynamic and multi-modal, which require an optimisation algorithm not only to find as many optima under a specific environment as possible, but also to track their moving trajectory over dynamic environments. To address this requirement, this article investigates a memetic computing approach based on particle swarm optimisation for dynamic multi-modal optimisation problems (DMMOPs). Within the framework of the proposed algorithm, a new speciation method is employed to locate and track multiple peaks and an adaptive local search method is also hybridised to accelerate the exploitation of species generated by the speciation method. In addition, a memory-based re-initialisation scheme is introduced into the proposed algorithm in order to further enhance its performance in dynamic multi-modal environments. Based on the moving peaks benchmark problems, experiments are carried out to investigate the performance of the proposed algorithm in comparison with several state-of-the-art algorithms taken from the literature. The experimental results show the efficiency of the proposed algorithm for DMMOPs.This work was supported by the Key Program of National Natural Science Foundation (NNSF) of China under Grant no. 70931001, the Funds for Creative Research Groups of China under Grant no. 71021061, the National Natural Science Foundation (NNSF) of China under Grant 71001018, Grant no. 61004121 and Grant no. 70801012 and the Fundamental Research Funds for the Central Universities Grant no. N090404020, the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant no. EP/E060722/01 and Grant EP/E060722/02, and the Hong Kong Polytechnic University under Grant G-YH60

Incremental evolution strategy for function optimization

This paper presents a novel evolutionary approach for function optimization Incremental Evolution Strategy (IES). Two strategies are proposed. One is to evolve the input variables incrementally. The whole evolution consists of several phases and one more variable is focused in each phase. The number of phases is equal to the number of variables in maximum. Each phase is composed of two stages: in the single-variable evolution (SVE) stage, evolution is taken on one independent variable in a series of cutting planes; in the multi-variable evolving (MVE) stage, the initial population is formed by integrating the populations obtained by the SVE and the MVE in the last phase. And the evolution is taken on the incremented variable set. The other strategy is a hybrid of particle swarm optimization (PSO) and evolution strategy (ES). PSO is applied to adjust the cutting planes/hyper-planes (in SVEs/MVEs) while (1+1)-ES is applied to searching optima in the cutting planes/hyper-planes. The results of experiments show that the performance of IES is generally better than that of three other evolutionary algorithms, improved normal GA, PSO and SADE_CERAF, in the sense that IES finds solutions closer to the true optima and with more optimal objective values

A self-learning particle swarm optimizer for global optimization problems

Copyright @ 2011 IEEE. All Rights Reserved. This article was made available through the Brunel Open Access Publishing Fund.Particle swarm optimization (PSO) has been shown as an effective tool for solving global optimization problems. So far, most PSO algorithms use a single learning pattern for all particles, which means that all particles in a swarm use the same strategy. This monotonic learning pattern may cause the lack of intelligence for a particular particle, which makes it unable to deal with different complex situations. This paper presents a novel algorithm, called self-learning particle swarm optimizer (SLPSO), for global optimization problems. In SLPSO, each particle has a set of four strategies to cope with different situations in the search space. The cooperation of the four strategies is implemented by an adaptive learning framework at the individual level, which can enable a particle to choose the optimal strategy according to its own local fitness landscape. The experimental study on a set of 45 test functions and two real-world problems show that SLPSO has a superior performance in comparison with several other peer algorithms.This work was supported by the Engineering and Physical Sciences Research Council of U.K. under Grants EP/E060722/1 and EP/E060722/2

Adaptive particle swarm optimization

An adaptive particle swarm optimization (APSO) that features better search efficiency than classical particle swarm optimization (PSO) is presented. More importantly, it can perform a global search over the entire search space with faster convergence speed. The APSO consists of two main steps. First, by evaluating the population distribution and particle fitness, a real-time evolutionary state estimation procedure is performed to identify one of the following four defined evolutionary states, including exploration, exploitation, convergence, and jumping out in each generation. It enables the automatic control of inertia weight, acceleration coefficients, and other algorithmic parameters at run time to improve the search efficiency and convergence speed. Then, an elitist learning strategy is performed when the evolutionary state is classified as convergence state. The strategy will act on the globally best particle to jump out of the likely local optima. The APSO has comprehensively been evaluated on 12 unimodal and multimodal benchmark functions. The effects of parameter adaptation and elitist learning will be studied. Results show that APSO substantially enhances the performance of the PSO paradigm in terms of convergence speed, global optimality, solution accuracy, and algorithm reliability. As APSO introduces two new parameters to the PSO paradigm only, it does not introduce an additional design or implementation complexity

A clustering particle swarm optimizer for dynamic optimization

This article is posted here with permission of the IEEE - Copyright @ 2009 IEEEIn the real world, many applications are nonstationary optimization problems. This requires that optimization algorithms need to not only find the global optimal solution but also track the trajectory of the changing global best solution in a dynamic environment. To achieve this, this paper proposes a clustering particle swarm optimizer (CPSO) for dynamic optimization problems. The algorithm employs hierarchical clustering method to track multiple peaks based on a nearest neighbor search strategy. A fast local search method is also proposed to find the near optimal solutions in a local promising region in the search space. Six test problems generated from a generalized dynamic benchmark generator (GDBG) are used to test the performance of the proposed algorithm. The numerical experimental results show the efficiency of the proposed algorithm for locating and tracking multiple optima in dynamic environments.This work was supported by the Engineering and Physical Sciences Research Council (EPSRC) of the United Kingdom under Grant EP/E060722/1