Adaptive multimodal continuous ant colony optimization

Seeking multiple optima simultaneously, which multimodal optimization aims at, has attracted increasing attention but remains challenging. Taking advantage of ant colony optimization algorithms in preserving high diversity, this paper intends to extend ant colony optimization algorithms to deal with multimodal optimization. First, combined with current niching methods, an adaptive multimodal continuous ant colony optimization algorithm is introduced. In this algorithm, an adaptive parameter adjustment is developed, which takes the difference among niches into consideration. Second, to accelerate convergence, a differential evolution mutation operator is alternatively utilized to build base vectors for ants to construct new solutions. Then, to enhance the exploitation, a local search scheme based on Gaussian distribution is self-adaptively performed around the seeds of niches. Together, the proposed algorithm affords a good balance between exploration and exploitation. Extensive experiments on 20 widely used benchmark multimodal functions are conducted to investigate the influence of each algorithmic component and results are compared with several state-of-the-art multimodal algorithms and winners of competitions on multimodal optimization. These comparisons demonstrate the competitive efficiency and effectiveness of the proposed algorithm, especially in dealing with complex problems with high numbers of local optima

Multiple Route Generation Using Simulated Niche Based Particle Swarm Optimization

This research presents an optimization technique for multiple routes generation using simulated niche based particle swarm optimization for dynamic online route planning, optimization of the routes and proved to be an effective technique. It effectively deals with route planning in dynamic and unknown environments cluttered with obstacles and objects. A simulated niche based particle swarm optimization (SN-PSO) is proposed using modified particle swarm optimization algorithm for dealing with online route planning and is tested for randomly generated environments, obstacle ratio, grid sizes, and complex environments. The conventional techniques perform well in simple and less cluttered environments while their performance degrades with large and complex environments. The SN-PSO generates and optimizes multiple routes in complex and large environments with constraints. The traditional route optimization techniques focus on good solutions only and do not exploit the solution space completely. The SN-PSO is proved to be an efficient technique for providing safe, short, and feasible routes under dynamic constraints. The efficiency of the SN-PSO is tested in a mine field simulation with different environment configurations and successfully generates multiple feasible routes

Seeking multiple solutions:an updated survey on niching methods and their applications

Multi-Modal Optimization (MMO) aiming to locate multiple optimal (or near-optimal) solutions in a single simulation run has practical relevance to problem solving across many fields. Population-based meta-heuristics have been shown particularly effective in solving MMO problems, if equipped with specificallydesigned diversity-preserving mechanisms, commonly known as niching methods. This paper provides an updated survey on niching methods. The paper first revisits the fundamental concepts about niching and its most representative schemes, then reviews the most recent development of niching methods, including novel and hybrid methods, performance measures, and benchmarks for their assessment. Furthermore, the paper surveys previous attempts at leveraging the capabilities of niching to facilitate various optimization tasks (e.g., multi-objective and dynamic optimization) and machine learning tasks (e.g., clustering, feature selection, and learning ensembles). A list of successful applications of niching methods to real-world problems is presented to demonstrate the capabilities of niching methods in providing solutions that are difficult for other optimization methods to offer. The significant practical value of niching methods is clearly exemplified through these applications. Finally, the paper poses challenges and research questions on niching that are yet to be appropriately addressed. Providing answers to these questions is crucial before we can bring more fruitful benefits of niching to real-world problem solving

Derating NichePSO

The search for multiple solutions is applicable to many fields (Engineering [54][67], Science [75][80][79][84][86], Economics [13][59], and others [51]). Multiple solutions allow for human judgement to select the best solution from a group of solutions that best match the search criteria. Finding multiple solutions to an optimisation problem has shown to be difficult to solve. Evolutionary computation (EC) and more recently Particle Swarm Optimisation (PSO) algorithms have been used in this field to locate and maintain multiple solutions with fair success. This thesis develops and empirically analyses a new method to find multiple solutions within a convoluted search space. The method is a hybrid of the NichePSO [14] and the sequential niche technique (SNT)[8]. The original SNT was developed using a Genetic Algorithm (GA). It included restrictions such as knowing or approximating the number of solutions that exist. A further pitfall of the SNT is that it introduces false optima after modifying the search space, thereby reducing the accuracy of the solutions. However, this can be resolved with a local search in the unmodified search space. Other sequential niching algorithms require that the search be repeated sequentially until all solutions are found without considering what was learned in previous iterations, resulting in a blind and wasteful search. The NichePSO has shown to be more accurate than GA based algorithms [14][15]. It does not require knowledge of the number of solutions in the search space prior to the search process. However, the NichePSO does not scale well for problems with many optima [16]. The method developed in this thesis, referred to as the derating NichePSO, combines SNT with the NichePSO. The main objective of the derating NichePSO is to eliminate the inaccuracy of SNT and to improve the scalability of the NichePSO. The derating NichePSO is compared to the NichePSO, deterministic crowding [23] and the original SNT using various multimodal functions. The performance of the derating NichePSO is analysed and it is shown that the derating NichePSO is more accurate than SNT and more scalable than the NichePSO.Dissertation (MSc)--University of Pretoria, 2007.Computer ScienceMScUnrestricte

Region-based memetic algorithm with archive for multimodal optimisation.

In this paper we propose a specially designed memetic algorithm for multimodal optimisation problems. The proposal uses a niching strategy, called region-based niching strategy, that divides the search space in predefined and indexable hypercubes with decreasing size, called regions. This niching technique allows our proposal to keep high diversity in the population, and to keep the most promising regions in an external archive. The most promising solutions are improved with a local search method and also stored in the archive. The archive is used as an index to effiently prevent further exploration of these areas with the evolutionary algorithm. The resulting algorithm, called Region-based Memetic Algorithm with Archive, is tested on the benchmark proposed in the special session and competition on niching methods for multimodal function optimisation of the Congress on Evolutionary Computation in 2013. The results obtained show that the region-based niching strategy is more efficient than the classical niching strategy called clearing and that the use of the archive as restrictive index significantly improves the exploration efficiency of the algorithm. The proposal achieves better exploration and accuracy than other existing techniques

Region-based Memetic Algorithm with Archive for multimodal optimisation

In this paper we propose a specially designed memetic algorithm for multimodal optimisation problems. The proposal uses a niching strategy, called region-based niching strategy, that divides the search space in predefined and indexable hypercubes with decreasing size, called regions. This niching technique allows our proposal to keep high diversity in the population, and to keep the most promising regions in an external archive. The most promising solutions are improved with a local search method and also stored in the archive. The archive is used as an index to effiently prevent further exploration of these areas with the evolutionary algorithm. The resulting algorithm, called Region-based Memetic Algorithm with Archive, is tested on the benchmark proposed in the special session and competition on niching methods for multimodal function optimisation of the Congress on Evolutionary Computation in 2013. The results obtained show that the region-based niching strategy is more efficient than the classical niching strategy called clearing and that the use of the archive as restrictive index significantly improves the exploration efficiency of the algorithm. The proposal achieves better exploration and accuracy than other existing techniques

Uncertainty evaluation of reservoir simulation models using particle swarms and hierarchical clustering

History matching production data in finite difference reservoir simulation models has been and always will be a challenge for the industry. The principal hurdles that need to be overcome are finding a match in the first place and more importantly a set of matches that can capture the uncertainty range of the simulation model and to do this in as short a time as possible since the bottleneck in this process is the length of time taken to run the model. This study looks at the implementation of Particle Swarm Optimisation (PSO) in history matching finite difference simulation models. Particle Swarms are a class of evolutionary algorithms that have shown much promise over the last decade. This method draws parallels from the social interaction of swarms of bees, flocks of birds and shoals of fish. Essentially a swarm of agents are allowed to search the solution hyperspace keeping in memory each individual’s historical best position and iteratively improving the optimisation by the emergent interaction of the swarm. An intrinsic feature of PSO is its local search capability. A sequential niching variation of the PSO has been developed viz. Flexi-PSO that enhances the exploration and exploitation of the hyperspace and is capable of finding multiple minima. This new variation has been applied to history matching synthetic reservoir simulation models to find multiple distinct history 3 matches to try to capture the uncertainty range. Hierarchical clustering is then used to post-process the history match runs to reduce the size of the ensemble carried forward for prediction. The success of the uncertainty modelling exercise is then assessed by checking whether the production profile forecasts generated by the ensemble covers the truth case

Knowledge management overview of feature selection problem in high-dimensional financial data: Cooperative co-evolution and Map Reduce perspectives

The term big data characterizes the massive amounts of data generation by the advanced technologies in different domains using 4Vs volume, velocity, variety, and veracity-to indicate the amount of data that can only be processed via computationally intensive analysis, the speed of their creation, the different types of data, and their accuracy. High-dimensional financial data, such as time-series and space-Time data, contain a large number of features (variables) while having a small number of samples, which are used to measure various real-Time business situations for financial organizations. Such datasets are normally noisy, and complex correlations may exist between their features, and many domains, including financial, lack the al analytic tools to mine the data for knowledge discovery because of the high-dimensionality. Feature selection is an optimization problem to find a minimal subset of relevant features that maximizes the classification accuracy and reduces the computations. Traditional statistical-based feature selection approaches are not adequate to deal with the curse of dimensionality associated with big data. Cooperative co-evolution, a meta-heuristic algorithm and a divide-And-conquer approach, decomposes high-dimensional problems into smaller sub-problems. Further, MapReduce, a programming model, offers a ready-To-use distributed, scalable, and fault-Tolerant infrastructure for parallelizing the developed algorithm. This article presents a knowledge management overview of evolutionary feature selection approaches, state-of-The-Art cooperative co-evolution and MapReduce-based feature selection techniques, and future research directions