A two-stage simulation assisted differential evolution algorithm for reliable chance constrained programming with minimum risk level

2021 ◽  
pp. 107637
Author(s):  
Amany M. Akl ◽  
Ruhul A. Sarker ◽  
Daryl L. Essam
2011 ◽  
Vol 186 ◽  
pp. 570-575
Author(s):  
Lian Xue ◽  
Xiao Xia Dai

In this paper, the vehicle routing problem with fuzzy demands is considered, and a fuzzy chance constrained programming mathematical model is established based on fuzzy possibility theory. Then fuzzy simulation and differential evolution algorithm are integrated to design a hybrid intelligent algorithm to solve the fuzzy vehicle routing model. Moreover, under the target that the total driving distance of vehicles is the shortest, the influence of the decision-maker’s preference on the final objective of the problem is discussed using the method of stochastic simulation, and the rational range of the preference number is obtained.


Symmetry ◽  
2021 ◽  
Vol 13 (11) ◽  
pp. 2163
Author(s):  
Xingping Sun ◽  
Da Wang ◽  
Hongwei Kang ◽  
Yong Shen ◽  
Qingyi Chen

For most of differential evolution (DE) algorithm variants, premature convergence is still challenging. The main reason is that the exploration and exploitation are highly coupled in the existing works. To address this problem, we present a novel DE variant that can symmetrically decouple exploration and exploitation during the optimization process in this paper. In the algorithm, the whole population is divided into two symmetrical subpopulations by ascending order of fitness during each iteration; moreover, we divide the algorithm into two symmetrical stages according to the number of evaluations (FEs). On one hand, we introduce a mutation strategy, DE/current/1, which rarely appears in the literature. It can keep sufficient population diversity and fully explore the solution space, but its convergence speed gradually slows as iteration continues. To give full play to its advantages and avoid its disadvantages, we propose a heterogeneous two-stage double-subpopulation (HTSDS) mechanism. Four mutation strategies (including DE/current/1 and its modified version) with distinct search behaviors are assigned to superior and inferior subpopulations in two stages, which helps simultaneously and independently managing exploration and exploitation in different components. On the other hand, an adaptive two-stage partition (ATSP) strategy is proposed, which can adjust the stage partition parameter according to the complexity of the problem. Hence, a two-stage differential evolution algorithm with mutation strategy combination (TS-MSCDE) is proposed. Numerical experiments were conducted using CEC2017, CEC2020 and four real-world optimization problems from CEC2011. The results show that when computing resources are sufficient, the algorithm is competitive, especially for complex multimodal problems.


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