A particle swarm optimization based memetic algorithm for dynamic optimization problems

Copyright @ Springer Science + Business Media B.V. 2010.Recently, there has been an increasing concern from the evolutionary computation community on dynamic optimization problems since many real-world optimization problems are dynamic. This paper investigates a particle swarm optimization (PSO) based memetic algorithm that hybridizes PSO with a local search technique for dynamic optimization problems. Within the framework of the proposed algorithm, a local version of PSO with a ring-shape topology structure is used as the global search operator and a fuzzy cognition local search method is proposed as the local search technique. In addition, a self-organized random immigrants scheme is extended into our proposed algorithm in order to further enhance its exploration capacity for new peaks in the search space. Experimental study over the moving peaks benchmark problem shows that the proposed PSO-based memetic algorithm is robust and adaptable in dynamic environments.This work was supported by the National Nature Science Foundation of China (NSFC) under Grant No. 70431003 and Grant No. 70671020, the National Innovation Research Community Science Foundation of China under Grant No. 60521003, the National Support Plan of China under Grant No. 2006BAH02A09 and the Ministry of Education, science, and Technology in Korea through the Second-Phase of Brain Korea 21 Project in 2009, the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant EP/E060722/01 and the Hong Kong Polytechnic University Research Grants under Grant G-YH60

Open-ended Learning in Symmetric Zero-sum Games

Zero-sum games such as chess and poker are, abstractly, functions that evaluate pairs of agents, for example labeling them `winner' and `loser'. If the game is approximately transitive, then self-play generates sequences of agents of increasing strength. However, nontransitive games, such as rock-paper-scissors, can exhibit strategic cycles, and there is no longer a clear objective -- we want agents to increase in strength, but against whom is unclear. In this paper, we introduce a geometric framework for formulating agent objectives in zero-sum games, in order to construct adaptive sequences of objectives that yield open-ended learning. The framework allows us to reason about population performance in nontransitive games, and enables the development of a new algorithm (rectified Nash response, PSRO_rN) that uses game-theoretic niching to construct diverse populations of effective agents, producing a stronger set of agents than existing algorithms. We apply PSRO_rN to two highly nontransitive resource allocation games and find that PSRO_rN consistently outperforms the existing alternatives.Comment: ICML 2019, final versio

Evolutionary Ruin And Stochastic Recreate: A Case Study On The Exam Timetabling Problem

This paper presents a new class of intelligent systems, called Evolutionary Ruin and Stochastic Recreate, that can learn and adapt to the changing enviroment. It improves the original Ruin and Recreate principle’s performance by incorporating an Evolutionary Ruin step which implements evolution within a single solution. In the proposed approach, a cycle of Solution Decomposition, Evolutionary Ruin and Stochastic Recreate continues until stopping conditions are reached. The Solution Decomposition step first uses some domain knowledge to break a solution down into its components and assign a score to each. The Evolutionary Ruin step then applies two operators (namely Selection and Mutation) to destroy a certain fraction of the entire solution. After the above steps, an input solution becomes partial and thus the resulting partial solution needs to be repaired. The repair is carried out by using the Stochastic Recreate step to reintroduce the removed items in a specific way (somewhat stochastic in order to have a better chance to jump out of the local optima), and then ask the underlying improvement heuristic whether this move will be accepted. These three steps are executed in sequence until a specific stopping condition is reached. Therefore, optimisation is achieved by solution disruption, iterative improvement and a stochastic constructive repair process performed within. Encouraging experimental results on exam timetabling problems are reported

PageRank centrality for performance prediction: the impact of the local optima network model

A local optima network (LON) compresses relevant features of fitness landscapes in a complex network, where nodes are local optima and edges represent transition probabilities between different basins of attraction. Previous work has found that the PageRank centrality of local optima can be used to predict the success rate and average fitness achieved by local search based metaheuristics. Results are available for LONs where edges describe either basin transition probabilities or escape edges. This paper studies the interplay between the type of LON edges and the ability of the PageRank centrality for the resulting LON to predict the performance of local search based metaheuristics. It finds that LONs are stochastic models of the search heuristic. Thus, to achieve an accurate prediction, the definition of the LON edges must properly reflect the type of diversification steps used in the metaheuristic. LONs with edges representing basin transition probabilities capture well the diversification mechanism of simulated annealing which sometimes also accepts worse solutions that allow the search process to pass between basins. In contrast, LONs with escape edges capture well the diversification step of iterated local search, which escapes from local optima by applying a larger perturbation step

A comparative study of metaheuristic algorithms for the fertilizer optimization problem

Hard combinatorial optimization (CO) problems pose challenges to traditional algorithmic solutions. The search space usually contains a large number of local optimal points and the computational cost to reach a global optimum may be too high for practical use. In this work, we conduct a comparative study of several state-of-the-art metaheuristic algorithms for hard CO problems solving. Our study is motivated by an industrial application called the Fertilizer Blends Optimization. We focus our study on a number of local search metaheuristics and analyze their performance in terms of both runtime efficiency and solution quality. We show that local search granularity (move step size) and the downhill move probability are two major factors that affect algorithm performance, and we demonstrate how experimental tuning work can be applied to obtain good performance of the algorithms. Our empirical result suggests that the well-known Simulated Annealing (SA) algorithm showed the best performance on the fertilizer problem. The simple Iterated Improvement Algorithm (IIA) also performed surprisingly well by combining strict uphill move and random neighborhood selection. A novel approach, called Delivery Network Model (DNM) algorithm, was also shown to be competitive, but it has the disadvantage of being very sensitive to local search granularity. The constructive local search method (GRASP), which combines heuristic space sampling and local search, outperformed IIA without a construction phase; however, the improvement in performance is limited and generally speaking, local search performance is not sensitive to initial search positions in our studied fertilizer problem

A memetic algorithm with adaptive hill climbing strategy for dynamic optimization problems

Copyright @ Springer-Verlag 2008Dynamic optimization problems challenge traditional evolutionary algorithms seriously since they, once converged, cannot adapt quickly to environmental changes. This paper investigates the application of memetic algorithms, a class of hybrid evolutionary algorithms, for dynamic optimization problems. An adaptive hill climbing method is proposed as the local search technique in the framework of memetic algorithms, which combines the features of greedy crossover-based hill climbing and steepest mutation-based hill climbing. In order to address the convergence problem, two diversity maintaining methods, called adaptive dual mapping and triggered random immigrants, respectively, are also introduced into the proposed memetic algorithm for dynamic optimization problems. Based on a series of dynamic problems generated from several stationary benchmark problems, experiments are carried out to investigate the performance of the proposed memetic algorithm in comparison with some peer evolutionary algorithms. The experimental results show the efficiency of the proposed memetic algorithm in dynamic environments.This work was supported by the National Nature Science Foundation of China (NSFC) under Grant Nos. 70431003 and 70671020, the National Innovation Research Community Science Foundation of China under Grant No. 60521003, and the National Support Plan of China under Grant No. 2006BAH02A09 and the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant EP/E060722/01

Characterising fitness landscapes with fitness-probability cloud and its applications to algorithm configuration

Metaheuristics are approximation optimisation techniques widely applied to solve complex optimisation problems. Despite a large number of developed metaheuristic algorithms, a limited amount of work has been done to understand on which kinds of problems the proposed algorithm will perform well or poorly and why. A useful solution to this dilemma is to use fitness landscape analysis to gain an in-depth understanding of which algorithms, or algorithm variants are best suited for solving which kinds of problem instances, even to dynamically determine the best algorithm configuration during different stages of a search algorithm. This thesis for the first time bridges the gap between fitness landscape analysis and algorithm configuration, i.e., finding the best suited configuration of a given algorithm for solving a particular problem instance. Studies in this thesis contribute to the following: a. Developing a novel and effective approach to characterise fitness landscapes and measure problem difficulty with respect to algorithms. b. Incorporating fitness landscape analysis in building a generic (problem-independent) approach, which can perform automatic algorithm configuration on a per-instance base, and in designing novel and effective algorithm configurations. c. Incorporating fitness landscape analysis in establishing a generic framework for designing adaptive heuristic algorithms

Search with evolutionary ruin and stochastic rebuild: a theoretic framework and a case study on exam timetabling

This paper presents a state transition based formal framework for a new search method, called Evolutionary Ruin and Stochastic Recreate, which tries to learn and adapt to the changing environments during the search process. It improves the performance of the original Ruin and Recreate principle by embedding an additional phase of Evolutionary Ruin to mimic the survival-of-the-fittest mechanism within single solutions. This method executes a cycle of Solution Decomposition, Evolutionary Ruin, Stochastic Recreate and Solution Acceptance until a certain stopping condition is met. The Solution Decomposition phase first uses some problem-specific knowledge to decompose a complete solution into its components and assigns a score to each component. The Evolutionary Ruin phase then employs two evolutionary operators (namely Selection and Mutation) to destroy a certain fraction of the solution, and the next Stochastic Recreate phase repairs the “broken” solution. Last, the Solution Acceptance phase selects a specific strategy to determine the probability of accepting the newly generated solution. Hence, optimisation is achieved by an iterative process of component evaluation, solution disruption and stochastic constructive repair. From the state transitions point of view, this paper presents a probabilistic model and implements a Markov chain analysis on some theoretical properties of the approach. Unlike the theoretical work on genetic algorithm and simulated annealing which are based on state transitions within the space of complete assignments, our model is based on state transitions within the space of partial assignments. The exam timetabling problems are used to test the performance in solving real-world hard problems