Parallel Hybrid Trajectory Based Metaheuristics for Real-World Problems

G. Luque, E. Alba, Parallel Hybrid Trajectory Based Metaheuristics for Real-World Problems, In Proceedings of Intelligent Networking and Collaborative Systems, pp. 184-191, 2-4 September, 2015, Taipei, Taiwan, IEEE PressThis paper proposes a novel algorithm combining path relinking with a set of cooperating trajectory based parallel algorithms to yield a new metaheuristic of enhanced search features. Algorithms based on the exploration of the neighborhood of a single solution, like simulated annealing (SA), have offered accurate results for a large number of real-world problems in the past. Because of their trajectory based nature, some advanced models such as the cooperative one are competitive in academic problems, but still show many limitations in addressing large scale instances. In addition, the field of parallel models for trajectory methods has not deeply been studied yet (at least in comparison with parallel population based models). In this work, we propose a new hybrid algorithm which improves cooperative single solution techniques by using path relinking, allowing both to reduce the global execution time and to improve the efficacy of the method. We applied here this new model using a large benchmark of instances of two real-world NP-hard problems: DNA fragment assembly and QAP problems, with competitive results.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech

Math Oracles: A New Way of Designing Efficient Self-Adaptive Algorithms

In this paper we present a new general methodology to develop self-adaptive methods at a low computational cost. Instead of going purely ad-hoc we de ne several simple steps to include theoretical models as additional information in our algorithm. Our idea is to incorporate the predictive information (future behavior) provided by well-known mathematical models or other prediction systems (the oracle) to build enhanced methods. We show the main steps which should be considered to include this new kind of information into any algorithm. In addition, we actually test the idea on a speci c algorithm, a genetic algorithm (GA). Experiments show that our proposal is able to obtain similar, or even better results when it is compared to the traditional algorithm. We also show the bene ts in terms of saving time and a lower complexity of parameter settings.Universidad de Málaga. Proyecto roadME (TIN2011-28194

Model-driven Enterprise Systems Configuration

Enterprise Systems potentially lead to significant efficiency gains but require a well-conducted configuration process. A promising idea to manage and simplify the configuration process is based on the premise of using reference models for this task. Our paper continues along this idea and delivers a two-fold contribution: first, we present a generic process for the task of model-driven Enterprise Systems configuration including the steps of (a) Specification of configurable reference models, (b) Configuration of configurable reference models, (c) Transformation of configured reference models to regular build time models, (d) Deployment of the generated build time models, (e) Controlling of implementation models to provide input to the configuration, and (f) Consolidation of implementation models to provide input to reference model specification. We discuss inputs and outputs as well as the involvement of different roles and validation mechanisms. Second, we present an instantiation case of this generic process for Enterprise Systems configuration based on Configurable EPCs

Migrants Selection and Replacement in Distributed Evolutionary Algorithms for Dynamic Optimization

Many distributed systems (task scheduling, moving priorities, changing mobile environments, ...) can be linked as Dynamic Optimization Problems (DOPs), since they require to pursue an optimal value that changes over time. Consequently, we have focused on the utilization of Distributed Genetic Algorithms (dGAs), one of the domains still to be investigated for DOPs. A dGA essentially decentralizes the population in islands which cooperate through migrations of individuals. In this article, we analyze the effect of the migrants selection and replacement on the performance of the dGA for DOPs. Quality and distance based criteria are tested using a comprehensive set of benchmarks. Results show the benefits and drawbacks of each setting in dynamic optimization.Universidad de Málaga. Proyecto roadME (TIN2011-28194). Programa de movilidad de la AUIP

Problem Understanding through Landscape Theory

In order to understand the structure of a problem we need to measure some features of the problem. Some examples of measures suggested in the past are autocorrelation and fitness-distance correlation. Landscape theory, developed in the last years in the field of combinatorial optimization, provides mathematical expressions to efficiently compute statistics on optimization problems. In this paper we discuss how can we use optimización combinatoria in the context of problem understanding and present two software tools that can be used to efficiently compute the mentioned measures.Ministerio de Economía y Competitividad (TIN2011-28194

El Acuerdo de Basilea: Estado del Arte del SARC en Colombia

En 1988 se firma el primer Acuerdo de Basilea sobre capital regulatorio para la cobertura del riesgo crediticio en Instituciones Financieras del G-10 y a partir de ese año se ha extendidoa todo el mundo y a su vez se ha refinado incluyendo el riesgo de mercado y, en el último Acuerdo de Basilea II, el riesgo operativo. Este artículo expone cómo se ha adoptado dicho acuerdo en Colombia, desde el 2002, para el manejo del riesgo en el Sistema Financiero y cómo se ha desarrollado en un conjunto de Instituciones Financieras representativas del Sistema Colombiano.The first version of the Basel Capital Accord was signed in 1988 by representatives of Group G-10. Since then, this accord has been widely implemented around the world. There has been various amendments including market risk and, lately, in Basel II, the operative risk. In Colombia, since 2002, it is mandatory for risk management in Financial Institutions