Compound particle swarm optimization in dynamic environments

Copyright @ Springer-Verlag Berlin Heidelberg 2008.Adaptation to dynamic optimization problems is currently receiving a growing interest as one of the most important applications of evolutionary algorithms. In this paper, a compound particle swarm optimization (CPSO) is proposed as a new variant of particle swarm optimization to enhance its performance in dynamic environments. Within CPSO, compound particles are constructed as a novel type of particles in the search space and their motions are integrated into the swarm. A special reflection scheme is introduced in order to explore the search space more comprehensively. Furthermore, some information preserving and anti-convergence strategies are also developed to improve the performance of CPSO in a new environment. An experimental study shows the efficiency of CPSO in dynamic environments.This work was supported by the Key Program of the National Natural Science Foundation (NNSF) of China under Grant No. 70431003 and Grant No. 70671020, the Science Fund for Creative Research Group of NNSF of China under Grant No. 60521003, the National Science and Technology Support Plan of China under Grant No. 2006BAH02A09 and the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant No. EP/E060722/1

Multiple roots of systems of equations by repulsion merit functions

In this paper we address the problem of computing multiple roots of a system of nonlinear equations through the global optimization of an appropriate merit function. The search procedure for a global min- imizer of the merit function is carried out by a metaheuristic, known as harmony search, which does not require any derivative information. The multiple roots of the system are sequentially determined along several ite- rations of a single run, where the merit function is accordingly modified by penalty terms that aim to create repulsion areas around previously computed minimizers. A repulsion algorithm based on a multiplicative kind penalty function is proposed. Preliminary numerical experiments with a benchmark set of problems show the effectiveness of the proposed method.Fundação para a Ciência e a Tecnologia (FCT

Multilocal programming and applications

Preprint versionMultilocal programming aims to identify all local minimizers of unconstrained or constrained nonlinear optimization problems. The multilocal programming theory relies on global optimization strategies combined with simple ideas that are inspired in deflection or stretching techniques to avoid convergence to the already detected local minimizers. The most used methods to solve this type of problems are based on stochastic procedures and a population of solutions. In general, population-based methods are computationally expensive but rather reliable in identifying all local solutions. In this chapter, a review on recent techniques for multilocal programming is presented. Some real-world multilocal programming problems based on chemical engineering process design applications are described.Fundação para a Ciência e a Tecnologia (FCT

Feasibility and dominance rules in the electromagnetism-like algorithm for constrained global optimization

This paper presents the use of a constraint-handling technique, known as feasibility and dominance rules, in a electromagnetismlike (ELM) mechanism for solving constrained global optimization problems. Since the original ELM algorithm is specifically designed for solving bound constrained problems, only the inequality and equality constraints violation together with the objective function value are used to select points and to progress towards feasibility and optimality. Numerical experiments are presented, including a comparison with other methods recently reported in the literature

M.N.: Unified particle swarm optimization for solving constrained engineering optimization problems

Abstract. We investigate the performance of the recently proposed Unified Particle Swarm Optimization method on constrained engineering optimization problems. For this purpose, a penalty function approach is employed and the algorithm is modified to preserve feasibility of the encountered solutions. The algorithm is illustrated on four well–known engineering problems with promising results. Comparisons with the standard local and global variant of Particle Swarm Optimization are reported and discussed.