Solving Dynamic Multi-objective Optimization Problems Using Incremental Support Vector Machine

The main feature of the Dynamic Multi-objective Optimization Problems (DMOPs) is that optimization objective functions will change with times or environments. One of the promising approaches for solving the DMOPs is reusing the obtained Pareto optimal set (POS) to train prediction models via machine learning approaches. In this paper, we train an Incremental Support Vector Machine (ISVM) classifier with the past POS, and then the solutions of the DMOP we want to solve at the next moment are filtered through the trained ISVM classifier. A high-quality initial population will be generated by the ISVM classifier, and a variety of different types of population-based dynamic multi-objective optimization algorithms can benefit from the population. To verify this idea, we incorporate the proposed approach into three evolutionary algorithms, the multi-objective particle swarm optimization(MOPSO), Nondominated Sorting Genetic Algorithm II (NSGA-II), and the Regularity Model-based multi-objective estimation of distribution algorithm(RE-MEDA). We employ experiments to test these algorithms, and experimental results show the effectiveness.Comment: 6 page

Distributed evolutionary algorithms and their models: A survey of the state-of-the-art

The increasing complexity of real-world optimization problems raises new challenges to evolutionary computation. Responding to these challenges, distributed evolutionary computation has received considerable attention over the past decade. This article provides a comprehensive survey of the state-of-the-art distributed evolutionary algorithms and models, which have been classified into two groups according to their task division mechanism. Population-distributed models are presented with master-slave, island, cellular, hierarchical, and pool architectures, which parallelize an evolution task at population, individual, or operation levels. Dimension-distributed models include coevolution and multi-agent models, which focus on dimension reduction. Insights into the models, such as synchronization, homogeneity, communication, topology, speedup, advantages and disadvantages are also presented and discussed. The study of these models helps guide future development of different and/or improved algorithms. Also highlighted are recent hotspots in this area, including the cloud and MapReduce-based implementations, GPU and CUDA-based implementations, distributed evolutionary multiobjective optimization, and real-world applications. Further, a number of future research directions have been discussed, with a conclusion that the development of distributed evolutionary computation will continue to flourish

Multi-objective stochastic simulation-based optimisation applied to supply chain planning

The paper discusses the optimisation of complex management processes, which allows the reduction of investment costs by setting the optimal balance between product demand and supply. The systematisation of existing methods and algorithms that are used to optimise complex processes by linking stochastic discrete-event simulation and multi-objective optimisation is given. The two-phase optimisation method is developed based on hybrid combination of compromise programming, evolutionary computation and response surface-based methods. Approbation of the proposed method is performed on the multi-echelon supply chain planning problem that is widely distributed in industry and its solution plays a vital role in increasing the competitiveness of a company. Three scenarios are implemented to optimise supply chain tactical planning processes at the chemical manufacturing company based on using different optimisation methods and software. The numerical results prove the competitive advantages of the developed two-phase optimisation method

A Parallel Evolutionary Algorithm to Optimize Dynamic Data Types in Embedded Systems

New multimedia embedded applications are increasingly dynamic, and rely on dynamically-allocated data types (DDTs) to store their data. The optimization of DDTs for each target embedded system is a time-consuming process due to the large searching space of possible DDTs implementations. That implies the minimization of embedded design variables (memory accesses, power consumption and memory usage). Up to know, some very effective heuristic algorithms have been developed in order to solve this problem, but it is unknown how good the selected DDTs are since the problem is NP-complete and cannot be fully explored. In these cases the use of parallel processing can be very useful because it allows not only to explore more solutions spending the same time, but also to implement new algorithms. This paper describes several parallel evolutionary algorithms for DDTs optimization in Embedded Systems, where parallelism improves the solutions found by the corresponding sequential algorithm, which indeed is quite effective compared with other previously proposed procedures. Experimental results show how a novel parallel multi-objective genetic algorithm, which combines NSGA-II and SPEA2, allows designers to reach a larger number of solutions than previous approximations

An Evolutionary Approach to Multistage Portfolio Optimization

Portfolio optimization is an important problem in quantitative finance due to its application in asset management and corporate financial decision making. This involves quantitatively selecting the optimal portfolio for an investor given their asset return distribution assumptions, investment objectives and constraints. Analytical portfolio optimization methods suffer from limitations in terms of the problem specification and modelling assumptions that can be used. Therefore, a heuristic approach is taken where Monte Carlo simulations generate the investment scenarios and' a problem specific evolutionary algorithm is used to find the optimal portfolio asset allocations. Asset allocation is known to be the most important determinant of a portfolio's investment performance and also affects its risk/return characteristics. The inclusion of equity options in an equity portfolio should enable an investor to improve their efficient frontier due to options having a nonlinear payoff. Therefore, a research area of significant importance to equity investors, in which little research has been carried out, is the optimal asset allocation in equity options for an equity investor. A purpose of my thesis is to carry out an original analysis of the impact of allowing the purchase of put options and/or sale of call options for an equity investor. An investigation is also carried out into the effect ofchanging the investor's risk measure on the optimal asset allocation. A dynamic investment strategy obtained through multistage portfolio optimization has the potential to result in a superior investment strategy to that obtained from a single period portfolio optimization. Therefore, a novel analysis of the degree of the benefits of a dynamic investment strategy for an equity portfolio is performed. In particular, the ability of a dynamic investment strategy to mimic the effects ofthe inclusion ofequity options in an equity portfolio is investigated. The portfolio optimization problem is solved using evolutionary algorithms, due to their ability incorporate methods from a wide range of heuristic algorithms. Initially, it is shown how the problem specific parts ofmy evolutionary algorithm have been designed to solve my original portfolio optimization problem. Due to developments in evolutionary algorithms and the variety of design structures possible, a purpose of my thesis is to investigate the suitability of alternative algorithm design structures. A comparison is made of the performance of two existing algorithms, firstly the single objective stepping stone island model, where each island represents a different risk aversion parameter, and secondly the multi-objective Non-Dominated Sorting Genetic Algorithm2. Innovative hybrids of these algorithms which also incorporate features from multi-objective evolutionary algorithms, multiple population models and local search heuristics are then proposed. . A novel way is developed for solving the portfolio optimization by dividing my problem solution into two parts and then applying a multi-objective cooperative coevolution evolutionary algorithm. The first solution part consists of the asset allocation weights within the equity portfolio while the second solution part consists 'ofthe asset allocation weights within the equity options and the asset allocation weights between the different asset classes. An original portfolio optimization multiobjective evolutionary algorithm that uses an island model to represent different risk measures is also proposed.Imperial Users onl

Parallel and Distributed Optimization of Dynamic Data Structures for Multimedia Embedded Systems

Energy-efficient design of multimedia embedded systems demands optimizations in both hardware and software. Software optimization has no received much attention, although modern multimedia applications exhibit high resource utilization. In order to efficiently run this kind of applications in embedded systems, the dynamic memory subsystem needs to be optimized. A key role in this optimization is played by the Dynamic Data Types (DDTs) that reside in every reallife application. It would be desirable to organize this set of DDTs to achieve the best performance in the target embedded system. This problem is NP-complete, and cannot be fully explored. In these cases the use of parallel processing can be very useful because it allows not only to explore more solutions spending the same time, but also to implement new algorithms. In this work, we propose a method that uses parallel processing and evolutionary computation to explore DDTs in the design of embedded applications. We propose a parallel Multi-Objective Evolutionary Algorithm (MOEA) which combines NSGA-II and SPEA2. We use Discrete Event Systems Specification (DEVS) to implement this parallel evolutionary algorithm over Service Oriented Architecture (SOA). Parallelism improves the solutions found by the corresponding sequential algorithms, and it allows system designers to reach better solutions than previous approximation

Optimization of Multimedia Embedded Applications using Parallel Genetic Algorithms

Energy-efficient design of multimedia embedded systems demands optimizations in both hardware and software. Software optimization has no received much attention, although modern multimedia applications exhibit high resource utilization. In order to efficiently run this kind of applications in embedded systems, the dynamic memory subsystem needs to be optimized. A key role in this optimization is played by the Dynamic Data Types (DDTs) that reside in every reallife application. It would be desirable to organize this set of DDTs to achieve the best performance in the target embedded system. This problem is NP-complete, and cannot be fully explored. In these cases the use of parallel processing can be very usefull because it allows not only to explore more solutions spending the same time, but also to implement new algorithms. In this work, we propose a method that uses parallel processing and evolutionary computation to explore DDTs in the design of embedded applications. We propose a parallel Multi-Objective Evolutionary Algorithm (MOEA) which combines NSGA-II and SPEA2. We use Discrete Event Systems Specification (DEVS) to implement this parallel evolutionary algorithm over Service Oriented Architecture (SOA). Parallelism improves the solutions found by the corresponding sequential algorithms, and it allows system designers to reach better solutions than previous approximation