Some improved genetic-algorithms based heuristics for global optimization with innovative applications

The research is a study of the efficiency and robustness of genetic algorithm to instances of both discrete and continuous global optimization problems. We developed genetic algorithm based heuristics to find the global minimum to problem instances considered. In the discrete category, we considered two instances of real-world space allocation problems that arose from an academic environment in a developing country. These are the university timetabling problem and hostel space allocation problem. University timetabling represents a difficult optimization problem and finding a high quality solution is a challenging task. Many approaches, based on instances from developed countries, have been reported in the literature. However, most developing countries are yet to appreciate the deployment of heuristics and metaheuristics in handling the timetabling problem. We therefore worked on an instance from a university in Nigeria to show the feasibility and efficiency of heuristic method to the timetabling problem. We adopt a simplified bottom up approach in which timetable are build around departments. Thus a small portion of real data was used for experimental testing purposes. As with similar baseline studies in literature, we employ genetic algorithm to solve this instance and show that efficient solutions that meet stated constraints can be obtained with the metaheuristics. This thesis further focuses on an instance of university space allocation problem, namely the hostel space allocation problem. This is a new instance of the space allocation problems that has not been studied by metaheuristic researchers to the best of our knowledge. The problem aims at the allocation of categories of students into available hostel space. This must be done without violating any hard constraints but satisfying as many soft constraints as possible and ensuring optimum space utilization. We identified some issues in the problem that helped to adapt metaheuristic approach to solve it. The problem is multi-stage and highly constrained. We first highlight an initial investigation based on genetic algorithm adapted to find a good solution within the search space of the hostel space allocation problem. Some ideas are introduced to increase the overall performance of initial results based on instance of the problem from our case study. Computational results obtained are reported to demonstrate the effectiveness of the solution approaches employed. Sensitivity analysis was conducted on the genetic algorithm for the two SAPs considered to determine the best parameter values that consistently give good solutions. We noted that the genetic algorithms perform well specially, when repair strategies are incorporated. This thesis pioneers the application of metaheuristics to solve the hostel space allocation problem. It provides a baseline study of the problem based on genetic algorithms with associated test data sets. We report the best known results for the test instances. It is a known fact that many real-life problems are formulated as global optimization problems with continuous variables. On the continuous global optimization category therefore, we focus on improving the efficiency and reliability of real coded genetic algorithm for solving unconstrained global optimization, mainly through hybridization with exploratory features. Hybridization has widely been recognized as one of the most attractive approach to solving unconstrained global optimization. Literatures have shown that hybridization helps component heuristics to taking advantage of their individual strengths while avoiding their weaknesses. We therefore derived three modified forms of real coded genetic algorithm by hybridizing the standard real-coded genetic algorithm with pattern search and vector projection. These are combined to form three new algorithms namely, RCGA-PS, RCGA-P, and RCGA-PS-P. The hybridization strategy used and results obtained are reported and compared with the standard real-coded genetic algorithm. Experimental studies show that all the modified algorithms perform better than the original algorithm

On the Performance of Linear Decreasing Inertia Weight Particle Swarm Optimization for Global Optimization

Linear decreasing inertia weight (LDIW) strategy was introduced to improve on the performance of the original particle swarm optimization (PSO). However, linear decreasing inertia weight PSO (LDIW-PSO) algorithm is known to have the shortcoming of premature convergence in solving complex (multipeak) optimization problems due to lack of enough momentum for particles to do exploitation as the algorithm approaches its terminal point. Researchers have tried to address this shortcoming by modifying LDIW-PSO or proposing new PSO variants. Some of these variants have been claimed to outperform LDIW-PSO. The major goal of this paper is to experimentally establish the fact that LDIW-PSO is very much efficient if its parameters are properly set. First, an experiment was conducted to acquire a percentage value of the search space limits to compute the particle velocity limits in LDIW-PSO based on commonly used benchmark global optimization problems. Second, using the experimentally obtained values, five well-known benchmark optimization problems were used to show the outstanding performance of LDIW-PSO over some of its competitors which have in the past claimed superiority over it. Two other recent PSO variants with different inertia weight strategies were also compared with LDIW-PSO with the latter outperforming both in the simulation experiments conducted

Three New Stochastic Local Search Metaheuristics for the Annual Crop Planning Problem Based on a New Irrigation Scheme

Annual Crop Planning (ACP) is an NP-hard-type optimization problem in agricultural planning. It involves finding optimal solutions concerning the seasonal allocations of a limited amount of agricultural land amongst the various competing crops that are required to be grown on it. This study investigates the effectiveness of employing three new local search (LS) metaheuristic techniques in determining solutions to an ACP problem at a new Irrigation Scheme. These three new LS metaheuristic techniques are the Best Performance Algorithm (BPA), Iterative Best Performance Algorithm (IBPA), and the Largest Absolute Difference Algorithm (LADA). The solutions determined by these LS metaheuristic techniques are compared against the solutions of two other well-known LS metaheuristic techniques in the literature. These techniques are Tabu Search (TS) and Simulated Annealing (SA). The comparison with TS and SA was to determine the relative merits of the solutions found by BPA, IBPA, and LADA. The results show that TS performed as the overall best. However, LADA determined the best solution that was the most economically feasible

Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction

This paper examines the forecasting performance of ARIMA and artificial neural networks model with published stock data obtained from New York Stock Exchange. The empirical results obtained reveal the superiority of neural networks model over ARIMA model. The findings further resolve and clarify contradictory opinions reported in literature over the superiority of neural networks and ARIMA model and vice versa

Investigating the enhanced Best Performance Algorithm for Annual Crop Planning problem based on economic factors.

The Annual Crop Planning (ACP) problem was a recently introduced problem in the literature. This study further expounds on this problem by presenting a new mathematical formulation, which is based on market economic factors. To determine solutions, a new local search metaheuristic algorithm is investigated which is called the enhanced Best Performance Algorithm (eBPA). eBPA's results are compared against two well-known local search metaheuristic algorithms; these include Tabu Search and Simulated Annealing. The results show the potential of the eBPA for continuous optimization problems

Improved Particle Swarm Optimization with a Collective Local Unimodal Search for Continuous Optimization Problems

A new local search technique is proposed and used to improve the performance of particle swarm optimization algorithms by addressing the problem of premature convergence. In the proposed local search technique, a potential particle position in the solution search space is collectively constructed by a number of randomly selected particles in the swarm. The number of times the selection is made varies with the dimension of the optimization problem and each selected particle donates the value in the location of its randomly selected dimension from its personal best. After constructing the potential particle position, some local search is done around its neighbourhood in comparison with the current swarm global best position. It is then used to replace the global best particle position if it is found to be better; otherwise no replacement is made. Using some well-studied benchmark problems with low and high dimensions, numerical simulations were used to validate the performance of the improved algorithms. Comparisons were made with four different PSO variants, two of the variants implement different local search technique while the other two do not. Results show that the improved algorithms could obtain better quality solution while demonstrating better convergence velocity and precision, stability, robustness, and global-local search ability than the competing variants

An Investigation into the Performance of Particle Swarm Optimization with Various Chaotic Maps

This paper experimentally investigates the effect of nine chaotic maps on the performance of two Particle Swarm Optimization (PSO) variants, namely, Random Inertia Weight PSO (RIW-PSO) and Linear Decreasing Inertia Weight PSO (LDIW-PSO) algorithms. The applications of logistic chaotic map by researchers to these variants have led to Chaotic Random Inertia Weight PSO (CRIW-PSO) and Chaotic Linear Decreasing Inertia Weight PSO (CDIW-PSO) with improved optimizing capability due to better global search mobility. However, there are many other chaotic maps in literature which could perhaps enhance the performances of RIW-PSO and LDIW-PSO more than logistic map. Some benchmark mathematical problems well-studied in literature were used to verify the performances of RIW-PSO and LDIW-PSO variants using the nine chaotic maps in comparison with logistic chaotic map. Results show that the performances of these two variants were improved more by many of the chaotic maps than by logistic map in many of the test problems. The best performance, in terms of function evaluations, was obtained by the two variants using Intermittency chaotic map. Results in this paper provide a platform for informative decision making when selecting chaotic maps to be used in the inertia weight formula of LDIW-PSO and RIW-PSO

Fitness values determined using randomly selected initial temperature values, at a fixed cooling factor of 0.96.

<p>Fitness values determined using randomly selected initial temperature values, at a fixed cooling factor of 0.96.</p

Fitness values determined by randomly selecting the Candidate List size values.

<p>Fitness values determined by randomly selecting the Candidate List size values.</p