Diversification of Time-Varying Tangency Portfolio under Nonlinear Constraints through Semi-Integer Beetle Antennae Search Algorithm

In finance, the most efficient portfolio is the tangency portfolio, which is formed by the intersection point of the efficient frontier and the capital market line. This paper defines and explores a time-varying tangency portfolio under nonlinear constraints (TV-TPNC) problem as a nonlinear programming (NLP) problem. Because meta-heuristics are commonly used to solve NLP problems, a semi-integer beetle antennae search (SIBAS) algorithm is proposed for solving cardinality constrained NLP problems and, hence, to solve the TV-TPNC problem. The main results of numerical applications in real-world datasets demonstrate that our method is a splendid substitute for other evolutionary methods.

Comparing interactive evolutionary multiobjective optimization methods with an artificial decision maker

Solving multiobjective optimization problems with interactive methods enables a decision maker with domain expertise to direct the search for the most preferred trade-offs with preference information and learn about the problem. There are different interactive methods, and it is important to compare them and find the best-suited one for solving the problem in question. Comparisons with real decision makers are expensive, and artificial decision makers (ADMs) have been proposed to simulate humans in basic testing before involving real decision makers. Existing ADMs only consider one type of preference information. In this paper, we propose ADM-II, which is tailored to assess several interactive evolutionary methods and is able to handle different types of preference information. We consider two phases of interactive solution processes, i.e., learning and decision phases separately, so that the proposed ADM-II generates preference information in different ways in each of them to reflect the nature of the phases. We demonstrate how ADM-II can be applied with different methods and problems. We also propose an indicator to assess and compare the performance of interactive evolutionary methods.

Evolutionary Methods in House Floor Plan Design

In this paper, an evolutionary technique is proposed as a method for generating new design solutions for the floor layout problem. The genotypes are represented by the vectors of numerical values of points representing endpoints of room walls. Equivalents of genetic operators for such a representation are proposed. A case study of the design problem of one-story houses is presented from the initial requirements to the best solutions. An evaluation method using requirement-weighted fitness function for evolved plans is also proposed. The obtained results as well as the advantages and issues related to such an approach are also discussed.

Empirical assessment and comparison of neuro-evolutionary methods for the automatic off-line design of robot swarms

Neuro-evolution is an appealing approach to generating collective behaviors for robot swarms. In its typical application, known as off-line automatic design, the neural networks controlling the robots are optimized in simulation. It is understood that the so-called reality gap, the unavoidable differences between simulation and reality, typically causes neural network to be less effective on real robots than what is predicted by simulation. In this paper, we present an empirical study on the extent to which the reality gap impacts the most popular and advanced neuro-evolutionary methods for the off-line design of robot swarms. The results show that the neural networks produced by the methods under analysis performed well in simulation, but not in real-robot experiments. Further, the ranking that could be observed in simulation between the methods eventually disappeared. We find compelling evidence that real-robot experiments are needed to reliably assess the performance of neuro-evolutionary methods and that the robustness to the reality gap is the main issue to be addressed to advance the application of neuro-evolution to robot swarms.

The Need To Visualize Sudoku

<div>Sudoku puzzles are easily solved using backtracking algorithms. Yet, literature is scattered with various shy and often opaque attempts at using evolutionary algorithms and hybridizing them with known strategies of solving the puzzle. Evolutionary methods are serendipitous in nature, and this paper demonstrates the behaviour of such serendipity under constraints, using visuals that depict the sheer magnitude of the problem space and the nature in which intertwined constraints affect the scope for locating a solution, with the hope that it could inspire a new way of looking at the problem. We propose a method of visualizing the sudoku fitness landscape, the vastness and complexity of even partially brute forcing the puzzle, and a unique method of mutating puzzle states using circular swaps. These insights could potentially serve as a link to comprehend the problem space when designing solutions for vast, multidimensional problems. Additionally, finding the optimal solution for some puzzles was notably harder, compared to puzzles in the same category of given clues. A short investigation was conducted into this phenomenon, which revealed hints that compel us to propose that the direction of research that should be taken, is in discovering more about puzzle states and definitive mathematical properties of the puzzle, rather than merely designing brute-force, stochastic or hybrid approaches of finding solutions.</div>

The Need To Visualize Sudoku

<div>Sudoku puzzles are easily solved using backtracking algorithms. Yet, literature is scattered with various shy and often opaque attempts at using evolutionary algorithms and hybridizing them with known strategies of solving the puzzle. Evolutionary methods are serendipitous in nature, and this paper demonstrates the behaviour of such serendipity under constraints, using visuals that depict the sheer magnitude of the problem space and the nature in which intertwined constraints affect the scope for locating a solution, with the hope that it could inspire a new way of looking at the problem. We propose a method of visualizing the sudoku fitness landscape, the vastness and complexity of even partially brute forcing the puzzle, and a unique method of mutating puzzle states using circular swaps. These insights could potentially serve as a link to comprehend the problem space when designing solutions for vast, multidimensional problems. Additionally, finding the optimal solution for some puzzles was notably harder, compared to puzzles in the same category of given clues. A short investigation was conducted into this phenomenon, which revealed hints that compel us to propose that the direction of research that should be taken, is in discovering more about puzzle states and definitive mathematical properties of the puzzle, rather than merely designing brute-force, stochastic or hybrid approaches of finding solutions.</div>

The Need to Visualize Sudoku

Sudoku puzzles are easily solved using backtracking algorithms. Yet, literature is scattered with various shy and often opaque attempts at using evolutionary algorithms and hybridizing them with known strategies of solving the puzzle. Evolutionary methods are serendipitous in nature, and this paper demonstrates the behaviour of such serendipity under constraints, using visuals that depict the sheer magnitude of the problem space and the nature in which intertwined constraints affect the scope for locating a solution, with the hope that it could inspire a new way of looking at the problem. We propose a method of visualizing the sudoku fitness landscape, the vastness and complexity of even partially brute forcing the puzzle, and a unique method of mutating puzzle states using circular swaps. These insights could potentially serve as a link to comprehend the problem space when designing solutions for vast, multidimensional problems. Additionally, finding the optimal solution for some puzzles was notably harder, compared to puzzles in the same category of given clues. A short investigation was conducted into this phenomenon, which revealed hints that compel us to propose that the direction of research that should be taken, is in discovering more about puzzle states and definitive mathematical properties of the puzzle, rather than merely designing brute-force, stochastic or hybrid approaches of finding solutions.