scholarly journals An Adaptive Surrogate-Assisted Particle Swarm Optimization for Expensive Problems

Author(s):  
Xuemei Li ◽  
Shaojun Li

Abstract To solve engineering problems with evolutionary algorithms, many expensive objective function evaluations (FEs) are required. To alleviate this difficulty, the surrogate-assisted evolutionary algorithm (SAEA) has attracted increasingly more attention in both academia and industry. The existing SAEAs depend on the quantity and quality of the original samples, and it is difficult for them to yield satisfactory solutions within the limited number of FEs. Moreover, these methods easily fall into local optima as the dimension increases. To address these problems, this paper proposes an adaptive surrogate-assisted particle swarm optimization (ASAPSO) algorithm. In the proposed algorithm, an adaptive surrogate selection method that depends on the comparison between the best existing solution and the latest obtained solution is suggested to ensure the effectiveness of the optimization operations and improve the computational efficiency. Additionally, a model output criterion based on the standard deviation is suggested to improve the robustness and stability of the ensemble model. To verify the performance of the proposed algorithm, 10 benchmark functions with different modalities from 10 to 50 dimensions are tested, and the results are compared with those of five state-of-the-art SAEAs. The experimental results indicate that the proposed algorithm performs well for most benchmark functions within the limited number of FEs. The performance of the proposed algorithm in solving engineering problems is verified by applying the algorithm to the PX oxidation process.

2015 ◽  
Vol 2015 ◽  
pp. 1-12 ◽  
Author(s):  
Zhen-Lun Yang ◽  
Angus Wu ◽  
Hua-Qing Min

An improved quantum-behaved particle swarm optimization with elitist breeding (EB-QPSO) for unconstrained optimization is presented and empirically studied in this paper. In EB-QPSO, the novel elitist breeding strategy acts on the elitists of the swarm to escape from the likely local optima and guide the swarm to perform more efficient search. During the iterative optimization process of EB-QPSO, when criteria met, the personal best of each particle and the global best of the swarm are used to generate new diverse individuals through the transposon operators. The new generated individuals with better fitness are selected to be the new personal best particles and global best particle to guide the swarm for further solution exploration. A comprehensive simulation study is conducted on a set of twelve benchmark functions. Compared with five state-of-the-art quantum-behaved particle swarm optimization algorithms, the proposed EB-QPSO performs more competitively in all of the benchmark functions in terms of better global search capability and faster convergence rate.


2021 ◽  
Author(s):  
Moritz Mühlenthaler ◽  
Alexander Raß ◽  
Manuel Schmitt ◽  
Rolf Wanka

AbstractMeta-heuristics are powerful tools for solving optimization problems whose structural properties are unknown or cannot be exploited algorithmically. We propose such a meta-heuristic for a large class of optimization problems over discrete domains based on the particle swarm optimization (PSO) paradigm. We provide a comprehensive formal analysis of the performance of this algorithm on certain “easy” reference problems in a black-box setting, namely the sorting problem and the problem OneMax. In our analysis we use a Markov model of the proposed algorithm to obtain upper and lower bounds on its expected optimization time. Our bounds are essentially tight with respect to the Markov model. We show that for a suitable choice of algorithm parameters the expected optimization time is comparable to that of known algorithms and, furthermore, for other parameter regimes, the algorithm behaves less greedy and more explorative, which can be desirable in practice in order to escape local optima. Our analysis provides a precise insight on the tradeoff between optimization time and exploration. To obtain our results we introduce the notion of indistinguishability of states of a Markov chain and provide bounds on the solution of a recurrence equation with non-constant coefficients by integration.


2013 ◽  
Vol 46 (11) ◽  
pp. 1465-1484 ◽  
Author(s):  
Weian Guo ◽  
Wuzhao Li ◽  
Qun Zhang ◽  
Lei Wang ◽  
Qidi Wu ◽  
...  

2020 ◽  
Vol 10 (1) ◽  
pp. 56-64 ◽  
Author(s):  
Neeti Kashyap ◽  
A. Charan Kumari ◽  
Rita Chhikara

AbstractWeb service compositions are commendable in structuring innovative applications for different Internet-based business solutions. The existing services can be reused by the other applications via the web. Due to the availability of services that can serve similar functionality, suitable Service Composition (SC) is required. There is a set of candidates for each service in SC from which a suitable candidate service is picked based on certain criteria. Quality of service (QoS) is one of the criteria to select the appropriate service. A standout amongst the most important functionality presented by services in the Internet of Things (IoT) based system is the dynamic composability. In this paper, two of the metaheuristic algorithms namely Genetic Algorithm (GA) and Particle Swarm Optimization (PSO) are utilized to tackle QoS based service composition issues. QoS has turned into a critical issue in the management of web services because of the immense number of services that furnish similar functionality yet with various characteristics. Quality of service in service composition comprises of different non-functional factors, for example, service cost, execution time, availability, throughput, and reliability. Choosing appropriate SC for IoT based applications in order to optimize the QoS parameters with the fulfillment of user’s necessities has turned into a critical issue that is addressed in this paper. To obtain results via simulation, the PSO algorithm is used to solve the SC problem in IoT. This is further assessed and contrasted with GA. Experimental results demonstrate that GA can enhance the proficiency of solutions for SC problem in IoT. It can also help in identifying the optimal solution and also shows preferable outcomes over PSO.


Author(s):  
Marina Yusoff ◽  
Faris Mohd Najib ◽  
Rozaina Ismail

The evaluation of the vulnerability of buildings to earthquakes is of prime importance to ensure a good plan can be generated for the disaster preparedness to civilians. Most of the attempts are directed in calculating the damage index of buildings to determine and predict the vulnerability to certain scales of earthquakes. Most of the solutions used are traditional methods which are time consuming and complex. Some of initiatives have proven that the artificial neural network methods have the potential in solving earthquakes prediction problems. However, these methods have limitations in terms of suffering from local optima, premature convergence and overfitting. To overcome this challenging issue, this paper introduces a new solution to the prediction on the seismic damage index of buildings with the application of hybrid back propagation neural network and particle swarm optimization (BPNN-PSO) method. The prediction was based on damage indices of 35 buildings around Malaysia. The BPNN-PSO demonstrated a better result of 89% accuracy compared to the traditional backpropagation neural network with only 84%. The capability of PSO supports fast convergence method has shown good effort to improve the processing time and accuracy of the results.


Author(s):  
Jiarui Zhou ◽  
Junshan Yang ◽  
Ling Lin ◽  
Zexuan Zhu ◽  
Zhen Ji

Particle swarm optimization (PSO) is a swarm intelligence algorithm well known for its simplicity and high efficiency on various problems. Conventional PSO suffers from premature convergence due to the rapid convergence speed and lack of population diversity. It is easy to get trapped in local optima. For this reason, improvements are made to detect stagnation during the optimization and reactivate the swarm to search towards the global optimum. This chapter imposes the reflecting bound-handling scheme and von Neumann topology on PSO to increase the population diversity. A novel crown jewel defense (CJD) strategy is introduced to restart the swarm when it is trapped in a local optimum region. The resultant algorithm named LCJDPSO-rfl is tested on a group of unimodal and multimodal benchmark functions with rotation and shifting. Experimental results suggest that the LCJDPSO-rfl outperforms state-of-the-art PSO variants on most of the functions.


2017 ◽  
Vol 8 (1) ◽  
pp. 1-23 ◽  
Author(s):  
G. A. Vijayalakshmi Pai ◽  
Thierry Michel

Classical Particle Swarm Optimization (PSO) that has been attempted for the solution of complex constrained portfolio optimization problem in finance, despite its noteworthy track record, suffers from the perils of getting trapped in local optima yielding inferior solutions and unrealistic time estimates for diversification even in medium level portfolio sets. In this work the authors present the solution of the problem using a hybrid PSO strategy. The global best particle position arrived at by the hybrid PSO now acts as the initial point to the Sequential Quadratic Programming (SQP) algorithm which efficiently obtains the optimal solution for even large portfolio sets. The experimental results of the hybrid PSO-SQP model have been demonstrated over Bombay Stock Exchange, India (BSE200 index, Period: July 2001-July 2006) and Tokyo Stock Exchange, Japan (Nikkei225 index, Period: March 2002-March 2007) data sets, and compared with those obtained by Evolutionary Strategy, which belongs to a different genre.


2019 ◽  
Vol 8 (3) ◽  
pp. 108-122 ◽  
Author(s):  
Halima Salah ◽  
Mohamed Nemissi ◽  
Hamid Seridi ◽  
Herman Akdag

Setting a compact and accurate rule base constitutes the principal objective in designing fuzzy rule-based classifiers. In this regard, the authors propose a designing scheme based on the combination of the subtractive clustering (SC) and the particle swarm optimization (PSO). The main idea relies on the application of the SC on each class separately and with a different radius in order to generate regions that are more accurate, and to represent each region by a fuzzy rule. However, the number of rules is then affected by the radiuses, which are the main preset parameters of the SC. The PSO is therefore used to define the optimal radiuses. To get good compromise accuracy-compactness, the authors propose using a multi-objective function for the PSO. The performances of the proposed method are tested on well-known data sets and compared with several state-of-the-art methods.


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