scholarly journals A Scalable, Black-box, Hybrid Genetic Algorithm for Continuous Multimodal Optimization in Moderate Dimensions

2021 ◽  
Author(s):  
Klaus Johannsen ◽  
Nadine Goris ◽  
Bjørnar Jensen ◽  
Jerry Tjiputra
Keyword(s):  
Optimization Problems ◽  
Hybrid Genetic Algorithm ◽  
Black Box ◽  
Sequential Optimization ◽  
Multimodal Optimization ◽  
Objective Functions ◽  
Special Configuration ◽  
Scalable Algorithm ◽  
Climate Research ◽  
Local Searches

Abstract Optimization problems can be found in many areas of science and technology. Often, not only the global optimum, but also a (larger) number of near-optima are of interest. This gives rise to so-called multimodal optimization problems. In most of the cases, the number and quality of the optima is unknown and assumptions on the objective functions cannot be made. In this paper, we focus on continuous, unconstrained optimization in moderately high dimensional continuous spaces (<=10). We present a scalable algorithm with virtually no parameters, which performs well for general objective functions (non-convex, discontinuous). It is based on two well-established algorithms (CMA-ES, deterministic crowding). Novel elements of the algorithm are the detection of seed points for local searches and collision avoidance, both based on nearest neighbors, and a strategy for semi-sequential optimization to realize scalability. The performance of the proposed algorithm is numerically evaluated on the CEC2013 niching benchmark suite for 1-20 dimensional functions and a 9 dimensional real-world problem from constraint optimization in climate research. The algorithm shows good performance on the CEC2013 benchmarks and falls only short on higher dimensional and strongly inisotropic problems. In case of the climate related problem, the algorithm is able to find a high number (150) of optima, which are of relevance to climate research. The proposed algorithm does not require special configuration for the optimization problems considered in this paper, i.e. it shows good black-box behavior.

scholarly journals Black Box Optimization Benchmarking of the GLOBAL Method

2012 ◽  
Vol 20 (4) ◽  
pp. 609-639 ◽  
Author(s):  
László Pál ◽  
Tibor Csendes ◽  
Mihály Csaba Markót ◽  
Arnold Neumaier
Keyword(s):  
Optimization Problems ◽  
Black Box ◽  
Local Minima ◽  
Local Minimizers ◽  
Test Environment ◽  
Global Method ◽  
Local Searches ◽  
Real World Applications ◽  
Global Algorithm

GLOBAL is a multi-start type stochastic method for bound constrained global optimization problems. Its goal is to find the best local minima that are potentially global. For this reason it involves a combination of sampling, clustering, and local search. The role of clustering is to reduce the number of local searches by forming groups of points around the local minimizers from a uniformly sampled domain and to start few local searches in each of those groups. We evaluate the performance of the GLOBAL algorithm on the BBOB 2009 noiseless testbed, containing problems which reflect the typical difficulties arising in real-world applications. The obtained results are also compared with those obtained form the simple multi-start procedure in order to analyze the effects of the applied clustering rule. An improved parameterization is introduced in the GLOBAL method and the performance of the new procedure is compared with the performance of the MATLAB GlobalSearch solver by using the BBOB 2010 test environment.

Scalable Computing Architecture for Time-Dependent Transportation Optimization Problems Based on High-Performance Computing Techniques

2019 ◽  
Vol 2673 (4) ◽  
pp. 205-216 ◽  
Author(s):  
Pengfei (Taylor) Li ◽  
Peirong (Slade) Wang ◽  
Farzana Chowdhury ◽  
Li Zhang
Keyword(s):  
Objective Function ◽  
High Performance Computing ◽  
High Performance ◽  
Optimization Problems ◽  
Dynamic Network ◽  
Alternative Formulation ◽  
High Fidelity ◽  
Objective Functions ◽  
Performance Computing ◽  
Transportation Optimization

Traditional formulations for transportation optimization problems mostly build complicating attributes into constraints while keeping the succinctness of objective functions. A popular solution is the Lagrangian decomposition by relaxing complicating constraints and then solving iteratively. Although this approach is effective for many problems, it generates intractability in other problems. To address this issue, this paper presents an alternative formulation for transportation optimization problems in which the complicating attributes of target problems are partially or entirely built into the objective function instead of into the constraints. Many mathematical complicating constraints in transportation problems can be efficiently modeled in dynamic network loading (DNL) models based on the demand–supply equilibrium, such as the various road or vehicle capacity constraints or “IF–THEN” type constraints. After “pre-building” complicating constraints into the objective functions, the objective function can be approximated well with customized high-fidelity DNL models. Three types of computing benefits can be achieved in the alternative formulation: ( a) the original problem will be kept the same; ( b) computing complexity of the new formulation may be significantly reduced because of the disappearance of hard constraints; ( c) efficiency loss on the objective function side can be mitigated via multiple high-performance computing techniques. Under this new framework, high-fidelity and problem-specific DNL models will be critical to maintain the attributes of original problems. Therefore, the authors’ recent efforts in enhancing the DNL’s fidelity and computing efficiency are also described in the second part of this paper. Finally, a demonstration case study is conducted to validate the new approach.

scholarly journals A Method for Integration of Preferences to a Multi-Objective Evolutionary Algorithm Using Ordinal Multi-Criteria Classification

2021 ◽  
Vol 26 (2) ◽  
pp. 27
Author(s):  
Alejandro Castellanos-Alvarez ◽  
Laura Cruz-Reyes ◽  
Eduardo Fernandez ◽  
Nelson Rangel-Valdez ◽  
Claudia Gómez-Santillán ◽  
...  
Keyword(s):  
Genetic Algorithm ◽  
Selective Pressure ◽  
Optimization Problems ◽  
Region Of Interest ◽  
Decision Makers ◽  
Multiple Objective ◽  
Objective Functions ◽  
Multi Objective ◽  
Imperfect Knowledge ◽  
Real World Problems

Most real-world problems require the optimization of multiple objective functions simultaneously, which can conflict with each other. The environment of these problems usually involves imprecise information derived from inaccurate measurements or the variability in decision-makers’ (DMs’) judgments and beliefs, which can lead to unsatisfactory solutions. The imperfect knowledge can be present either in objective functions, restrictions, or decision-maker’s preferences. These optimization problems have been solved using various techniques such as multi-objective evolutionary algorithms (MOEAs). This paper proposes a new MOEA called NSGA-III-P (non-nominated sorting genetic algorithm III with preferences). The main characteristic of NSGA-III-P is an ordinal multi-criteria classification method for preference integration to guide the algorithm to the region of interest given by the decision-maker’s preferences. Besides, the use of interval analysis allows the expression of preferences with imprecision. The experiments contrasted several versions of the proposed method with the original NSGA-III to analyze different selective pressure induced by the DM’s preferences. In these experiments, the algorithms solved three-objectives instances of the DTLZ problem. The obtained results showed a better approximation to the region of interest for a DM when its preferences are considered.

scholarly journals Elite Exploitation: A Combination of Mathematical Concept and EMO Approach for Multi-Objective Decision Making

Symmetry ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 136
Author(s):  
Wenxiao Li ◽  
Yushui Geng ◽  
Jing Zhao ◽  
Kang Zhang ◽  
Jianxin Liu
Keyword(s):  
Decision Making ◽  
Optimization Problems ◽  
Hybrid Genetic Algorithm ◽  
Decision Makers ◽  
Superior Performance ◽  
Test Problems ◽  
Mathematical Function ◽  
Hyperbolic Tangent ◽  
Nsga Ii ◽  
Multi Objective

This paper explores the combination of a classic mathematical function named “hyperbolic tangent” with a metaheuristic algorithm, and proposes a novel hybrid genetic algorithm called NSGA-II-BnF for multi-objective decision making. Recently, many metaheuristic evolutionary algorithms have been proposed for tackling multi-objective optimization problems (MOPs). These algorithms demonstrate excellent capabilities and offer available solutions to decision makers. However, their convergence performance may be challenged by some MOPs with elaborate Pareto fronts such as CFs, WFGs, and UFs, primarily due to the neglect of diversity. We solve this problem by proposing an algorithm with elite exploitation strategy, which contains two parts: first, we design a biased elite allocation strategy, which allocates computation resources appropriately to elites of the population by crowding distance-based roulette. Second, we propose a self-guided fast individual exploitation approach, which guides elites to generate neighbors by a symmetry exploitation operator, which is based on mathematical hyperbolic tangent function. Furthermore, we designed a mechanism to emphasize the algorithm’s applicability, which allows decision makers to adjust the exploitation intensity with their preferences. We compare our proposed NSGA-II-BnF with four other improved versions of NSGA-II (NSGA-IIconflict, rNSGA-II, RPDNSGA-II, and NSGA-II-SDR) and four competitive and widely-used algorithms (MOEA/D-DE, dMOPSO, SPEA-II, and SMPSO) on 36 test problems (DTLZ1–DTLZ7, WGF1–WFG9, UF1–UF10, and CF1–CF10), and measured using two widely used indicators—inverted generational distance (IGD) and hypervolume (HV). Experiment results demonstrate that NSGA-II-BnF exhibits superior performance to most of the algorithms on all test problems.

scholarly journals Optimal Multiculture Network Design for Maximizing Resilience in the Face of Multiple Correlated Failures

2019 ◽  
Vol 9 (11) ◽  
pp. 2256
Author(s):  
Yasmany Prieto ◽  
Nicolás Boettcher ◽  
Silvia Elena Restrepo ◽  
Jorge E. Pezoa
Keyword(s):  
Network Design ◽  
Optimization Problems ◽  
Current Data ◽  
Sequential Optimization ◽  
Node Degree ◽  
Network Resilience ◽  
Correlated Failures ◽  
The Face ◽  
Network Operation ◽  
Network Topologies

Current data networks are highly homogeneous because of management, economic, and interoperability reasons. This technological homogeneity introduces shared risks, where correlated failures may entirely disrupt the network operation and impair multiple nodes. In this paper, we tackle the problem of improving the resilience of homogeneous networks, which are affected by correlated node failures, through optimal multiculture network design. Correlated failures regarded here are modeled by SRNG events. We propose three sequential optimization problems for maximizing the network resilience by selecting as different node technologies, which do not share risks, and placing such nodes in a given topology. Results show that in the 75% of real-world network topologies analyzed here, our optimal multiculture design yields networks whose probability that a pair of nodes, chosen at random, are connected is 1, i.e., its ATTR metric is 1. To do so, our method efficiently trades off the network heterogeneity, the number of nodes per technology, and their clustered location in the network. In the remaining 25% of the topologies, whose average node degree was less than 2, such probability was at least 0.7867. This means that both multiculture design and topology connectivity are necessary to achieve network resilience.

Assessing the performances of recent global search algorithms using analytic objective functions and seismic optimization problems

Geophysics ◽  
2019 ◽  
Vol 84 (5) ◽  
pp. R767-R781 ◽  
Author(s):  
Mattia Aleardi ◽  
Silvio Pierini ◽  
Angelo Sajeva
Keyword(s):  
Particle Swarm Optimization ◽  
Optimization Problems ◽  
Particle Swarm ◽  
Model Space ◽  
Global Search ◽  
Objective Functions ◽  
Swarm Optimization ◽  
Fireworks Algorithm ◽  
Highly Nonlinear ◽  
Whale Optimization

We have compared the performances of six recently developed global optimization algorithms: imperialist competitive algorithm, firefly algorithm (FA), water cycle algorithm (WCA), whale optimization algorithm (WOA), fireworks algorithm (FWA), and quantum particle swarm optimization (QPSO). These methods have been introduced in the past few years and have found very limited or no applications to geophysical exploration problems thus far. We benchmark the algorithms’ results against the particle swarm optimization (PSO), which is a popular and well-established global search method. In particular, we are interested in assessing the exploration and exploitation capabilities of each method as the dimension of the model space increases. First, we test the different algorithms on two multiminima and two convex analytic objective functions. Then, we compare them using the residual statics corrections and 1D elastic full-waveform inversion, which are highly nonlinear geophysical optimization problems. Our results demonstrate that FA, FWA, and WOA are characterized by optimal exploration capabilities because they outperform the other approaches in the case of optimization problems with multiminima objective functions. Differently, QPSO and PSO have good exploitation capabilities because they easily solve ill-conditioned optimizations characterized by a nearly flat valley in the objective function. QPSO, PSO, and WCA offer a good compromise between exploitation and exploration.

scholarly journals GBUO: “The Good, the Bad, and the Ugly” Optimizer

2021 ◽  
Vol 11 (5) ◽  
pp. 2042
Author(s):  
Hadi Givi ◽  
Mohammad Dehghani ◽  
Zeinab Montazeri ◽  
Ruben Morales-Menendez ◽  
Ricardo A. Ramirez-Mendoza ◽  
...  
Keyword(s):  
High Dimension ◽  
Essential Role ◽  
Optimization Problems ◽  
Optimization Algorithms ◽  
Stochastic Search ◽  
Objective Functions ◽  
Science And Engineering ◽  
Fixed Dimension ◽  
Dimension Functions ◽  
Simulation Results

Optimization problems in various fields of science and engineering should be solved using appropriate methods. Stochastic search-based optimization algorithms are a widely used approach for solving optimization problems. In this paper, a new optimization algorithm called “the good, the bad, and the ugly” optimizer (GBUO) is introduced, based on the effect of three members of the population on the population updates. In the proposed GBUO, the algorithm population moves towards the good member and avoids the bad member. In the proposed algorithm, a new member called ugly member is also introduced, which plays an essential role in updating the population. In a challenging move, the ugly member leads the population to situations contrary to society’s movement. GBUO is mathematically modeled, and its equations are presented. GBUO is implemented on a set of twenty-three standard objective functions to evaluate the proposed optimizer’s performance for solving optimization problems. The mentioned standard objective functions can be classified into three groups: unimodal, multimodal with high-dimension, and multimodal with fixed dimension functions. There was a further analysis carried-out for eight well-known optimization algorithms. The simulation results show that the proposed algorithm has a good performance in solving different optimization problems models and is superior to the mentioned optimization algorithms.

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