Structure Selection of Polynomial NARX Models using Two Dimensional (2D) Particle Swarms

The present study applies a novel two-dimensional learning framework (2D-UPSO) based on particle swarms for structure selection of polynomial nonlinear auto-regressive with exogenous inputs (NARX) models. This learning approach explicitly incorporates the information about the cardinality (i.e., the number of terms) into the structure selection process. Initially, the effectiveness of the proposed approach was compared against the classical genetic algorithm (GA) based approach and it was demonstrated that the 2D-UPSO is superior. Further, since the performance of any meta-heuristic search algorithm is critically dependent on the choice of the fitness function, the efficacy of the proposed approach was investigated using two distinct information theoretic criteria such as Akaike and Bayesian information criterion. The robustness of this approach against various levels of measurement noise is also studied. Simulation results on various nonlinear systems demonstrate that the proposed algorithm could accurately determine the structure of the polynomial NARX model even under the influence of measurement noise

Reactive approach for automating exploration and exploitation in ant colony optimization

Ant colony optimization (ACO) algorithms can be used to solve nondeterministic polynomial hard problems. Exploration and exploitation are the main mechanisms in controlling search within the ACO. Reactive search is an alternative technique to maintain the dynamism of the mechanics. However, ACO-based reactive search technique has three (3) problems. First, the memory model to record previous search regions did not completely transfer the neighborhood structures to the next iteration which leads to arbitrary restart and premature local search. Secondly, the exploration indicator is not robust due to the difference of magnitudes in distance matrices for the current population. Thirdly, the parameter control techniques that utilize exploration indicators in their feedback process do not consider the problem of indicator robustness. A reactive ant colony optimization (RACO) algorithm has been proposed to overcome the limitations of the reactive search. RACO consists of three main components. The first component is a reactive max-min ant system algorithm for recording the neighborhood structures. The second component is a statistical machine learning mechanism named ACOustic to produce a robust exploration indicator. The third component is the ACO-based adaptive parameter selection algorithm to solve the parameterization problem which relies on quality, exploration and unified criteria in assigning rewards to promising parameters. The performance of RACO is evaluated on traveling salesman and quadratic assignment problems and compared with eight metaheuristics techniques in terms of success rate, Wilcoxon signed-rank, Chi-square and relative percentage deviation. Experimental results showed that the performance of RACO is superior than the eight (8) metaheuristics techniques which confirmed that RACO can be used as a new direction for solving optimization problems. RACO can be used in providing a dynamic exploration and exploitation mechanism, setting a parameter value which allows an efficient search, describing the amount of exploration an ACO algorithm performs and detecting stagnation situations

A NOVEL DISCRETE RAT SWARM OPTIMIZATION ALGORITHM FOR THE QUADRATIC ASSIGNMENT PROBLEM

The quadratic assignment problem (QAP) is an NP-hard problem with a wide range of applications in many real-world applications. This study introduces a discrete rat swarm optimizer (DRSO)algorithm for the first time as a solution to the QAP and demonstrates its effectiveness in terms of solution quality and computational efficiency. To address the combinatorial nature of the QAP, a mapping strategy is introduced to convert real values into discrete values, and mathematical operators are redefined to make then suitable for combinatorial problems. Additionally, a solution quality improvement strategy based on local search heuristics such as 2-opt and 3-opt is proposed. Simulations with test instances from the QAPLIB test library validate the effectiveness of the DRSO algorithm, and statistical analysis using the Wilcoxon parametric test confirms its performance. Comparative analysis with other algorithms demonstrates the superior performance of DRSO in terms of solution quality, convergence speed, and deviation from the best-known values, making it a promising approach for solving the QAP

Kernels of Mallows Models under the Hamming Distance for solving the Quadratic Assignment Problem

The Quadratic Assignment Problem (QAP) is a well-known permutation-based combinatorial optimization problem with real applications in industrial and logistics environments. Motivated by the challenge that this NP-hard problem represents, it has captured the attention of the optimization community for decades. As a result, a large number of algorithms have been proposed to tackle this problem. Among these, exact methods are only able to solve instances of size $n<40$. To overcome this limitation, many metaheuristic methods have been applied to the QAP. In this work, we follow this direction by approaching the QAP through Estimation of Distribution Algorithms (EDAs). Particularly, a non-parametric distance-based exponential probabilistic model is used. Based on the analysis of the characteristics of the QAP, and previous work in the area, we introduce Kernels of Mallows Model under the Hamming distance to the context of EDAs. Conducted experiments point out that the performance of the proposed algorithm in the QAP is superior to (i) the classical EDAs adapted to deal with the QAP, and also (ii) to the specific EDAs proposed in the literature to deal with permutation problems.Severo Ochoa SEV-2013-0323 TIN2016-78365-R PID2019-106453GAI00 SVP-2014-068574 TIN2017-82626-

A Comprehensive Survey on Particle Swarm Optimization Algorithm and Its Applications

Particle swarm optimization (PSO) is a heuristic global optimization method, proposed originally by Kennedy and Eberhart in 1995. It is now one of the most commonly used optimization techniques. This survey presented a comprehensive investigation of PSO. On one hand, we provided advances with PSO, including its modifications (including quantum-behaved PSO, bare-bones PSO, chaotic PSO, and fuzzy PSO), population topology (as fully connected, von Neumann, ring, star, random, etc.), hybridization (with genetic algorithm, simulated annealing, Tabu search, artificial immune system, ant colony algorithm, artificial bee colony, differential evolution, harmonic search, and biogeography-based optimization), extensions (to multiobjective, constrained, discrete, and binary optimization), theoretical analysis (parameter selection and tuning, and convergence analysis), and parallel implementation (in multicore, multiprocessor, GPU, and cloud computing forms). On the other hand, we offered a survey on applications of PSO to the following eight fields: electrical and electronic engineering, automation control systems, communication theory, operations research, mechanical engineering, fuel and energy, medicine, chemistry, and biology. It is hoped that this survey would be beneficial for the researchers studying PSO algorithms

A survey on financial applications of metaheuristics

Modern heuristics or metaheuristics are optimization algorithms that have been increasingly used during the last decades to support complex decision-making in a number of fields, such as logistics and transportation, telecommunication networks, bioinformatics, finance, and the like. The continuous increase in computing power, together with advancements in metaheuristics frameworks and parallelization strategies, are empowering these types of algorithms as one of the best alternatives to solve rich and real-life combinatorial optimization problems that arise in a number of financial and banking activities. This article reviews some of the works related to the use of metaheuristics in solving both classical and emergent problems in the finance arena. A non-exhaustive list of examples includes rich portfolio optimization, index tracking, enhanced indexation, credit risk, stock investments, financial project scheduling, option pricing, feature selection, bankruptcy and financial distress prediction, and credit risk assessment. This article also discusses some open opportunities for researchers in the field, and forecast the evolution of metaheuristics to include real-life uncertainty conditions into the optimization problems being considered.This work has been partially supported by the Spanish Ministry of Economy and Competitiveness (TRA2013-48180-C3-P, TRA2015-71883-REDT), FEDER, and the Universitat Jaume I mobility program (E-2015-36)

Preface: Swarm Intelligence, Focus on Ant and Particle Swarm Optimization

In the era globalisation the emerging technologies are governing engineering industries to a multifaceted state. The escalating complexity has demanded researchers to find the possible ways of easing the solution of the problems. This has motivated the researchers to grasp ideas from the nature and implant it in the engineering sciences. This way of thinking led to emergence of many biologically inspired algorithms that have proven to be efficient in handling the computationally complex problems with competence such as Genetic Algorithm (GA), Ant Colony Optimization (ACO), Particle Swarm Optimization (PSO), etc. Motivated by the capability of the biologically inspired algorithms the present book on ""Swarm Intelligence: Focus on Ant and Particle Swarm Optimization"" aims to present recent developments and applications concerning optimization with swarm intelligence techniques. The papers selected for this book comprise a cross-section of topics that reflect a variety of perspectives and disciplinary backgrounds. In addition to the introduction of new concepts of swarm intelligence, this book also presented some selected representative case studies covering power plant maintenance scheduling; geotechnical engineering; design and machining tolerances; layout problems; manufacturing process plan; job-shop scheduling; structural design; environmental dispatching problems; wireless communication; water distribution systems; multi-plant supply chain; fault diagnosis of airplane engines; and process scheduling. I believe these 27 chapters presented in this book adequately reflect these topics

Decentralized algorithm of dynamic task allocation for a swarm of homogeneous robots

The current trends in the robotics field have led to the development of large-scale swarm robot systems, which are deployed for complex missions. The robots in these systems must communicate and interact with each other and with their environment for complex task processing. A major problem for this trend is the poor task planning mechanism, which includes both task decomposition and task allocation. Task allocation means to distribute and schedule a set of tasks to be accomplished by a group of robots to minimize the cost while satisfying operational constraints. Task allocation mechanism must be run by each robot, which integrates the swarm whenever it senses a change in the environment to make sure the robot is assigned to the most appropriate task, if not, the robot should reassign itself to its nearest task. The main contribution in this thesis is to maximize the overall efficiency of the system by minimizing the total time needed to accomplish the dynamic task allocation problem. The near-optimal allocation schemes are found using a novel hybrid decentralized algorithm for a dynamic task allocation in a swarm of homogeneous robots, where the number of the tasks is more than the robots present in the system. This hybrid approach is based on both the Simulated Annealing (SA) optimization technique combined with the Discrete Particle Swarm Optimization (DPSO) technique. Also, another major contribution in this thesis is the formulation of the dynamic task allocation equations for the homogeneous swarm robotics using integer linear programming and the cost function and constraints are introduced for the given problem. Then, the DPSO and SA algorithms are developed to accomplish the task in a minimal time. Simulation is implemented using only two test cases via MATLAB. Simulation results show that PSO exhibits a smaller and more stable convergence characteristics and SA technique owns a better quality solution. Then, after developing the hybrid algorithm, which combines SA with PSO, simulation instances are extended to include fifteen more test cases with different swarm dimensions to ensure the robustness and scalability of the proposed algorithm over the traditional PSO and SA optimization techniques. Based on the simulation results, the hybrid DPSO/SA approach proves to have a higher efficiency in both small and large swarm sizes than the other traditional algorithms such as Particle Swarm Optimization technique and Simulated Annealing technique. The simulation results also demonstrate that the proposed approach can dislodge a state from a local minimum and guide it to the global minimum. Thus, the contributions of the proposed hybrid DPSO/SA algorithm involve possessing both the pros of high quality solution in SA and the fast convergence time capability in PSO. Also, a parameters\u27 selection process for the hybrid algorithm is proposed as a further contribution in an attempt to enhance the algorithm efficiency because the heuristic optimization techniques are very sensitive to any parameter changes. In addition, Verification is performed to ensure the effectiveness of the proposed algorithm by comparing it with results of an exact solver in terms of computational time, number of iterations and quality of solution. The exact solver that is used in this research is the Hungarian algorithm. This comparison shows that the proposed algorithm gives a superior performance in almost all swarm sizes with both stable and small execution time. However, it also shows that the proposed hybrid algorithm\u27s cost values which is the distance traveled by the robots to perform the tasks are larger than the cost values of the Hungarian algorithm but the execution time of the hybrid algorithm is much better. Finally, one last contribution in this thesis is that the proposed algorithm is implemented and extensively tested in a real experiment using a swarm of 4 robots. The robots that are used in the real experiment called Elisa-III robots