Geometric particle swarm optimization for the sudoku puzzle

Geometric particle swarm optimization (GPSO) is a recently introduced generalization of traditional particle swarm optimization (PSO) that applies to all combinatorial spaces. The aim of this paper is to demonstrate the applicability of GPSO to non-trivial combinatorial spaces. The Sudoku puzzle is a perfect candidate to test new algorithmic ideas because it is entertaining and instructive as well as a nontrivial constrained combinatorial problem. We apply GPSO to solve the sudoku puzzle

Strength through diversity: Disaggregation and multi-objectivisation approaches for genetic programming

The codebase for this paper is available at https://github.com/fieldsend/gecco_2015_mogpAn underlying problem in genetic programming (GP) is how to ensure sufficient useful diversity in the population during search. Having a wide range of diverse (sub)component structures available for recombination and/or mutation is important in preventing premature converge. We propose two new fitness disaggregation approaches that make explicit use of the information in the test cases (i.e., program semantics) to preserve diversity in the population. The first method preserves the best programs which pass each individual test case, the second preserves those which are non-dominated across test cases (multi-objectivisation). We use these in standard GP, and compare them to using standard fitness sharing, and using standard (aggregate) fitness in tournament selection. We also examine the effect of including a simple anti-bloat criterion in the selection mechanism.We find that the non-domination approach, employing anti-bloat, significantly speeds up convergence to the optimum on a range of standard Boolean test problems. Furthermore, its best performance occurs with a considerably smaller population size than typically employed in GP

Evolving Recursive Programs using Non-recursive Scaffolding

Genetic programming has proven capable of evolving solutions to a wide variety of problems. However, the successes have largely been with programs without iteration or recursion; evolving recursive programs has turned out to be particularly challenging. The main obstacle to evolving recursive programs seems to be that they are particularly fragile to the application of search operators: a small change in a correct recursive program generally produces a completely wrong program. In this paper, we present a simple and general method that allows us to pass back and forth from a recursive program to an associated non-recursive program. Finding a recursive program can be reduced to evolving non-recursive programs followed by converting the optimum non-recursive program found to the associated optimum recursive program. This avoids the fragility problem above, as evolution does not search the space of recursive programs. We present promising experimental results on a test-bed of recursive problems

Geometric generalisation of surrogate model-based optimisation to combinatorial and program spaces

Open access journalSurrogate models (SMs) can profitably be employed, often in conjunction with evolutionary algorithms, in optimisation in which it is expensive to test candidate solutions. The spatial intuition behind SMs makes them naturally suited to continuous problems, and the only combinatorial problems that have been previously addressed are those with solutions that can be encoded as integer vectors. We show how radial basis functions can provide a generalised SM for combinatorial problems which have a geometric solution representation, through the conversion of that representation to a different metric space. This approach allows an SM to be cast in a natural way for the problem at hand, without ad hoc adaptation to a specific representation. We test this adaptation process on problems involving binary strings, permutations, and tree-based genetic programs. © 2014 Yong-Hyuk Kim et al

CSM-467: Quotient Geometric Crossovers

Geometric crossover is a representation-independent definition of crossover based on the distance of the search space interpreted as a metric space. It generalizes the traditional crossover for binary strings and other important recombination operators for the most frequently used representations. Using a distance tailored to the problem at hand, the abstract definition of crossover can be used to design new problem specific crossovers that embed problem knowledge in the search. In previous work we have started studying how metric transformations of the distance associated with geometric crossover affect the original geometric crossover. In particular, we focused on the product of metric spaces. This metric transformation gives rise to the notion of product geometric crossover that allows to build new geometric crossovers combining pre-existing geometric crossovers in a simple way. In this paper, we study another metric transformation, the quotient metric space, that gives rise to the notion of quotient geometric crossover. This turns out to be a very versatile notion. We give many examples of application of the quotient geometric crossover

Heuristic Portfolio Optimisation for a Hedge Fund Strategy using the Geometric Nelder-Mead Algorithm

This paper presents a framework for heuristic portfolio optimisation applied to a hedge fund investment strategy. The first contribution of the paper is to present a framework for implementing portfolio optimisation of a market neutral hedge fund strategy. The paper also illustrates the application of the recently developed Geometric Nelder-Mead Algorithm (GNMA) in solving this real world optimization problem, compared with a Genetic Algorithm (GA) approach

CSM-466: Geometric Crossovers for Real-code Representation

Geometric crossover is a representation-independent generalization of the class of traditional mask-based crossover for binary strings. It is based on the distance of the search space seen as a metric space. Although real-code representation allows for a very familiar notion of distance, namely the Euclidean distance, there are also other distances suiting it. Also, topological transformations of the real space give rise to further notions of distance. In this paper, we study the geometric crossovers associated with these distances in a formal and very general setting and show that many preexisting genetic operators for the real-code representation are geometric crossovers. We also propose a novel methodology to remove the inherent bias of pre-existing geometric operators by formally transforming topologies to have the same effect as gluing boundaries