The performance of genetic algorithm(GA) is determined by the capability of search and optimization for satisfactory solutions. The new adaptive genetic algorithm(AGA) is built for inducing suitable search and optimiz...The performance of genetic algorithm(GA) is determined by the capability of search and optimization for satisfactory solutions. The new adaptive genetic algorithm(AGA) is built for inducing suitable search and optimization relationship. The use of six fuzzy logic controllers(6FLCs) is proposed for dynamic control genetic operating parameters of a symbolic-coded GA. This paper uses AGA based on 6FLCs to deal with the travelling salesman problem (TSP). Experimental results show that AGA based on 6FLCs is more efficient than a standard GA in solving combinatorial optimization problems similar to TSP.展开更多
Hopfield neural network is a single layer feedforward neural network. Hopfield network requires some control parameters to be carefully selected, else the network is apt to converge to local minimum. An ant system is ...Hopfield neural network is a single layer feedforward neural network. Hopfield network requires some control parameters to be carefully selected, else the network is apt to converge to local minimum. An ant system is a nature inspired meta heuristic algorithm. It has been applied to several combinatorial optimization problems such as Traveling Salesman Problem, Scheduling Problems, etc. This paper will show an ant system may be used in tuning the network control parameters by a group of cooperated ants. The major advantage of this network is to adjust the network parameters automatically, avoiding a blind search for the set of control parameters. This network was tested on two TSP problems, 5 cities and 10 cities. The results have shown an obvious improvement.展开更多
Portfolio selection is one of the major capital allocation and budgeting issues in financial management, and a variety of models have been presented for optimal selection. Semi-variance is usually considered as a risk...Portfolio selection is one of the major capital allocation and budgeting issues in financial management, and a variety of models have been presented for optimal selection. Semi-variance is usually considered as a risk factor in drawing up an efficient frontier and the optimal portfolio. Since semi-variance offers a better estimation of the actual risk portfolio, it was used as a measure to approximate the risk of investment in this work. The optimal portfolio selection is one of the non-deterministic polynomial(NP)-hard problems that have not been presented in an exact algorithm, which can solve this problem in a polynomial time. Meta-heuristic algorithms are usually used to solve such problems. A novel hybrid harmony search and artificial bee colony algorithm and its application were introduced in order to draw efficient frontier portfolios. Computational results show that this algorithm is more successful than the harmony search method and genetic algorithm. In addition, it is more accurate in finding optimal solutions at all levels of risk and return.展开更多
The problem of joint radio and cloud resources allocation is studied for heterogeneous mobile cloud computing networks. The objective of the proposed joint resource allocation schemes is to maximize the total utility ...The problem of joint radio and cloud resources allocation is studied for heterogeneous mobile cloud computing networks. The objective of the proposed joint resource allocation schemes is to maximize the total utility of users as well as satisfy the required quality of service(QoS) such as the end-to-end response latency experienced by each user. We formulate the problem of joint resource allocation as a combinatorial optimization problem. Three evolutionary approaches are considered to solve the problem: genetic algorithm(GA), ant colony optimization with genetic algorithm(ACO-GA), and quantum genetic algorithm(QGA). To decrease the time complexity, we propose a mapping process between the resource allocation matrix and the chromosome of GA, ACO-GA, and QGA, search the available radio and cloud resource pairs based on the resource availability matrixes for ACOGA, and encode the difference value between the allocated resources and the minimum resource requirement for QGA. Extensive simulation results show that our proposed methods greatly outperform the existing algorithms in terms of running time, the accuracy of final results, the total utility, resource utilization and the end-to-end response latency guaranteeing.展开更多
In order to effectively solve combinatorial optimization problems,a membrane-inspired quantum bee colony optimization(MQBCO)is proposed for scientific computing and engineering applications.The proposed MQBCO algorith...In order to effectively solve combinatorial optimization problems,a membrane-inspired quantum bee colony optimization(MQBCO)is proposed for scientific computing and engineering applications.The proposed MQBCO algorithm applies the membrane computing theory to quantum bee colony optimization(QBCO),which is an effective discrete optimization algorithm.The global convergence performance of MQBCO is proved by Markov theory,and the validity of MQBCO is verified by testing the classical benchmark functions.Then the proposed MQBCO algorithm is used to solve decision engine problems of cognitive radio system.By hybridizing the QBCO and membrane computing theory,the quantum state and observation state of the quantum bees can be well evolved within the membrane structure.Simulation results for cognitive radio system show that the proposed decision engine method is superior to the traditional intelligent decision engine algorithms in terms of convergence,precision and stability.Simulation experiments under different communication scenarios illustrate that the balance between three objective functions and the adapted parameter configuration is consistent with the weights of three normalized objective functions.展开更多
As a major mode choice of commuters for daily travel, bus transit plays an important role in many urban and metropolitan areas. This work proposes a mathematical model to optimize bus service by minimizing total cost ...As a major mode choice of commuters for daily travel, bus transit plays an important role in many urban and metropolitan areas. This work proposes a mathematical model to optimize bus service by minimizing total cost and considering a temporally and directionally variable demand. An integrated bus service, consisting of all-stop and stop-skipping services is proposed and optimized subject to directional frequency conservation, capacity and operable fleet size constraints. Since the research problem is a combinatorial optimization problem, a genetic algorithm is developed to search for the optimal result in a large solution space. The model was successfully implemented on a bus transit route in the City of Chengdu, China, and the optimal solution was proved to be better than the original operation in terms of total cost. The sensitivity of model parameters to some key attributes/variables is analyzed and discussed to explore further the potential of accruing additional benefits or avoiding some of the drawbacks of stop-skipping services.展开更多
The material distribution routing problem in the manufacturing system is a complex combinatorial optimization problem and its main task is to deliver materials to the working stations with low cost and high efficiency...The material distribution routing problem in the manufacturing system is a complex combinatorial optimization problem and its main task is to deliver materials to the working stations with low cost and high efficiency. A multi-objective model was presented for the material distribution routing problem in mixed manufacturing systems, and it was solved by a hybrid multi-objective evolutionary algorithm (HMOEA). The characteristics of the HMOEA are as follows: 1) A route pool is employed to preserve the best routes for the population initiation; 2) A specialized best?worst route crossover (BWRC) mode is designed to perform the crossover operators for selecting the best route from Chromosomes 1 to exchange with the worst one in Chromosomes 2, so that the better genes are inherited to the offspring; 3) A route swap mode is used to perform the mutation for improving the convergence speed and preserving the better gene; 4) Local heuristics search methods are applied in this algorithm. Computational study of a practical case shows that the proposed algorithm can decrease the total travel distance by 51.66%, enhance the average vehicle load rate by 37.85%, cut down 15 routes and reduce a deliver vehicle. The convergence speed of HMOEA is faster than that of famous NSGA-II.展开更多
The hybrid flow shop scheduling problem with unrelated parallel machine is a typical NP-hard combinatorial optimization problem, and it exists widely in chemical, manufacturing and pharmaceutical industry. In this wor...The hybrid flow shop scheduling problem with unrelated parallel machine is a typical NP-hard combinatorial optimization problem, and it exists widely in chemical, manufacturing and pharmaceutical industry. In this work, a novel mathematic model for the hybrid flow shop scheduling problem with unrelated parallel machine(HFSPUPM) was proposed. Additionally, an effective hybrid estimation of distribution algorithm was proposed to solve the HFSPUPM, taking advantage of the features in the mathematic model. In the optimization algorithm, a new individual representation method was adopted. The(EDA) structure was used for global search while the teaching learning based optimization(TLBO) strategy was used for local search. Based on the structure of the HFSPUPM, this work presents a series of discrete operations. Simulation results show the effectiveness of the proposed hybrid algorithm compared with other algorithms.展开更多
Recently,as recognizing emotion has been one of the hallmarks of affective computing,more attention has been paid to physiological signals for emotion recognition.This paper presented an approach to emotion recognitio...Recently,as recognizing emotion has been one of the hallmarks of affective computing,more attention has been paid to physiological signals for emotion recognition.This paper presented an approach to emotion recognition using ElectroCardioGraphy(ECG) signals from multiple subjects.To collect reliable affective ECG data,we applied an arousal method by movie clips to make subjects experience specific emotions without external interference.Through precise location of P-QRS-T wave by continuous wavelet transform,an amount of ECG features was extracted sufficiently.Since feature selection is a combination optimization problem,Improved Binary Particle Swarm Optimization(IBPSO) based on neighborhood search was applied to search out effective features to improve classification results of emotion states with the help of fisher or K-Nearest Neighbor(KNN) classifier.In the experiment,it is shown that the approach is successful and the effective features got from ECG signals can express emotion states excellently.展开更多
This paper states a new metaheuristic based on Deterministic Finite Automata (DFA) for the multi - objective optimization of combinatorial problems. First, a new DFA named Multi - Objective Deterministic Finite Auto...This paper states a new metaheuristic based on Deterministic Finite Automata (DFA) for the multi - objective optimization of combinatorial problems. First, a new DFA named Multi - Objective Deterministic Finite Automata (MDFA) is defined. MDFA allows the representation of the feasible solutions space of combinatorial problems. Second, it is defined and implemented a metaheuritic based on MDFA theory. It is named Metaheuristic of Deterministic Swapping (MODS). MODS is a local search strategy that works using a MDFA. Due to this, MODS never take into account unfeasible solutions. Hence, it is not necessary to verify the problem constraints for a new solution found. Lastly, MODS is tested using well know instances of the Bi-Objective Traveling Salesman Problem (TSP) from TSPLIB. Its results were compared with eight Ant Colony inspired algorithms and two Genetic algorithms taken from the specialized literature. The comparison was made using metrics such as Spacing, Generational Distance, Inverse Generational Distance and No-Dominated Generation Vectors. In every case, the MODS results on the metrics were always better and in some of those cases, the superiority was 100%.展开更多
This study investigated a water supply recovery problem involving municipal water service piping. The problem consisted in recovering full service after network failure, in order to rapidly satisfy all urgent citywide...This study investigated a water supply recovery problem involving municipal water service piping. The problem consisted in recovering full service after network failure, in order to rapidly satisfy all urgent citywide demands. The optimal recovery solution was achieved through the application of so-called network design problems (NDPs), which are a form of combinatorial optimization problem. However, a conventional NDP is not suitable for addressing urgent situations because (1) it does not utilize the non-failure arcs in the network, and (2) it is solely concerned with stable costs such as flow costs. Therefore, to adapt the technique to such urgent situations, the conventional NDP is here modified to deal with the specified water supply problem. In addition, a numerical illustration using the Sendai water network is presented.展开更多
In this paper,a genetic algorithm (GA) is investigated to deal with cell-by-cell dynamic spectrumallocation (DSA) in the heterogeneous scenario with temporal and spatial traffic demand changes,whichis also known as a ...In this paper,a genetic algorithm (GA) is investigated to deal with cell-by-cell dynamic spectrumallocation (DSA) in the heterogeneous scenario with temporal and spatial traffic demand changes,whichis also known as a difficult combinatorial optimization problem.A new two-dimensional chromosome encodingscheme is defined according to characteristics of the heterogeneous scenario,which prevents forminginvalid solutions during the genetic operation and enables much faster convergence.A novel randomcoloring gene generation function is presented which is the basic operation for initialization and mutationin the genetic algorithm.Simulative comparison demonstrates that the proposed GA-based cell-by-cellDSA outperforms the conventional contiguous DSA scheme both in terms of spectral efficiency gain andquality of service (QoS) satisfaction.展开更多
P-median is one of the most important Location-Allocation problems. This problem determines the location of facilities and assigns demand points to them. The p-median problem can be established as a discrete problem i...P-median is one of the most important Location-Allocation problems. This problem determines the location of facilities and assigns demand points to them. The p-median problem can be established as a discrete problem in graph terms as: Let G = (V, E) be an undirected graph where V is the set of n vertices and E is the set of edges with an associated weight that can be the distance between the vertices dij= d(vi, Vj) for every i, j =1,...,n in accordance to the determined metric, with the distances a symmetric matrix is formed, finding Vp∈ V such that | Vp|∈ = p, where p can be either variable or fixed, and the sum of the shortest distances from the vertices in {V-Vp} to their closet vertex in Vp is reduced to the minimum. Under these conditions the P-median problem is a combinatory optimization problem that belongs to the NP-hard class and the approximation methods have been of great aid in recent years because of this. In this point, we have chosen data from OR-Library [1] and we have tested three algorithms that have given good results for geographical data (Simulated Annealing, Variable Neighborhood Search, Bioinspired Variable Neighborhood Search and a Tabu Search-VNS Hybrid (TS-VNS). However, the partitioning method PAM (Partitioning Around Medoids), that is modeled like the P-median, attained similar results along with TS-VNS but better results than the other metaheuristics for the OR-Library instances, in a favorable computing time, however for bigger instances that represent real states in Mexico, TS-VNS has surpassed PAM in time and quality in all instances. In this work we expose the behavior of these five different algorithms for the test matrices from OR-Library and real geographical data from Mexico. Furthermore, we made an analysis with the goal of explaining the quality of the results obtained to conclude that PAM behaves with efficiency for the OR-Library instances but is overcome by the hybrid when applied to real instances. On the other hand we have tested the 2 best algorithms (PAM and TS-VNS) with geographic data geographic from Jalisco, Queretaro and Nuevo Leon. In this point, as we said before, their performance was different than the OR-Library tests. The algorithm that attains the best results is TS-VNS.展开更多
In the new competitive environment of the electricity market, risk analysis is a powerful tool to guide investors under both contract uncertainties and energy prices of the spot market. Moreover, simulation of spot pr...In the new competitive environment of the electricity market, risk analysis is a powerful tool to guide investors under both contract uncertainties and energy prices of the spot market. Moreover, simulation of spot price scenarios and evaluation of energy contracts performance, are also necessary to the decision maker, and in particular to the trader to foresee opportunities and possible threats in the trading activity. In this context, computational systems that allow what-if analysis, involving simulation of spot price, contract portfolio optimization and risk evaluation are rather important. This paper proposes a decision support system not only for solving the problem of contracts portfolio optimization, by using linear programming, but also to execute risks analysis of the contracts portfolio performance, with VaR and CVaR metrics. Realistic tests have demonstrated the efficiency of this system.展开更多
The scheduling of earth observation satellites(EOSs)data transmission is a complex combinatorial optimization problem. Current researches mainly deal with this problem on the assumption that the data transmission mode...The scheduling of earth observation satellites(EOSs)data transmission is a complex combinatorial optimization problem. Current researches mainly deal with this problem on the assumption that the data transmission mode is fixed, either playback or real-time transmission. Considering the characteristic of the problem, a multi-satellite real-time and playback data transmission scheduling model is established and a novel algorithm based on quantum discrete particle swarm optimization(QDPSO)is proposed. Furthermore, we design the longest compatible transmission chain mutation operator to enhance the performance of the algorithm. Finally, some experiments are implemented to validate correctness and practicability of the proposed algorithm.展开更多
We consider the design of semidefinite programming (SDP) based approximation algorithm for the problem Max Hypergraph Cut with Limited Unbalance (MHC-LU): Find a partition of the vertices of a weighted hypergraph...We consider the design of semidefinite programming (SDP) based approximation algorithm for the problem Max Hypergraph Cut with Limited Unbalance (MHC-LU): Find a partition of the vertices of a weighted hypergraph H = (V, E) into two subsets V1, V2 with ||V2| - |1/1 || ≤ u for some given u and maximizing the total weight of the edges meeting both V1 and V2. The problem MHC-LU generalizes several other combinatorial optimization problems including Max Cut, Max Cut with Limited Unbalance (MC-LU), Max Set Splitting, Max Ek-Set Splitting and Max Hypergraph Bisection. By generalizing several earlier ideas, we present an SDP randomized approximation algorithm for MHC-LU with guaranteed worst-case performance ratios for various unbalance parameters τ = u/|V|. We also give the worst-case performance ratio of the SDP-algorithm for approximating MHC-LU regardless of the value of τ. Our strengthened SDP relaxation and rounding method improve a result of Ageev and Sviridenko (2000) on Max Hypergraph Bisection (MHC-LU with u = 0), and results of Andersson and Engebretsen (1999), Gaur and Krishnamurti (2001) and Zhang et al. (2004) on Max Set Splitting (MHC-LU with u = |V|). Furthermore, our new formula for the performance ratio by a tighter analysis compared with that in Galbiati and Maffioli (2007) is responsible for the improvement of a result of Galbiati and Maffioli (2007) on MC-LU for some range of τ.展开更多
This paper studies multi-period risk management problems by presenting a dynamic risk measure. This risk measure is the sum of conditional value-at-risk of each period. The authors model it by Markov decision processe...This paper studies multi-period risk management problems by presenting a dynamic risk measure. This risk measure is the sum of conditional value-at-risk of each period. The authors model it by Markov decision processes and derive its optimality equation. This equation is further transformed equivalently to an analytically tractable one. The authors then use the model and its results to a multi-period portfolio optimization when the return rate vectors at each period form a Markov chain.展开更多
We consider a class of mathematical programs governed by parameterized quasi-variational inequalities(QVI).The necessary optimality conditions for the optimization problem with QVI constraints are reformulated as a sy...We consider a class of mathematical programs governed by parameterized quasi-variational inequalities(QVI).The necessary optimality conditions for the optimization problem with QVI constraints are reformulated as a system of nonsmooth equations under the linear independence constraint qualification and the strict slackness condition.A set of second order sufficient conditions for the mathematical program with parameterized QVI constraints are proposed,which are demonstrated to be sufficient for the second order growth condition.The strongly BD-regularity for the nonsmooth system of equations at a solution point is demonstrated under the second order sufficient conditions.The smoothing Newton method in Qi-Sun-Zhou [2000] is employed to solve this nonsmooth system and the quadratic convergence is guaranteed by the strongly BD-regularity.Numerical experiments are reported to show that the smoothing Newton method is very effective for solving this class of optimization problems.展开更多
文摘The performance of genetic algorithm(GA) is determined by the capability of search and optimization for satisfactory solutions. The new adaptive genetic algorithm(AGA) is built for inducing suitable search and optimization relationship. The use of six fuzzy logic controllers(6FLCs) is proposed for dynamic control genetic operating parameters of a symbolic-coded GA. This paper uses AGA based on 6FLCs to deal with the travelling salesman problem (TSP). Experimental results show that AGA based on 6FLCs is more efficient than a standard GA in solving combinatorial optimization problems similar to TSP.
文摘Hopfield neural network is a single layer feedforward neural network. Hopfield network requires some control parameters to be carefully selected, else the network is apt to converge to local minimum. An ant system is a nature inspired meta heuristic algorithm. It has been applied to several combinatorial optimization problems such as Traveling Salesman Problem, Scheduling Problems, etc. This paper will show an ant system may be used in tuning the network control parameters by a group of cooperated ants. The major advantage of this network is to adjust the network parameters automatically, avoiding a blind search for the set of control parameters. This network was tested on two TSP problems, 5 cities and 10 cities. The results have shown an obvious improvement.
文摘Portfolio selection is one of the major capital allocation and budgeting issues in financial management, and a variety of models have been presented for optimal selection. Semi-variance is usually considered as a risk factor in drawing up an efficient frontier and the optimal portfolio. Since semi-variance offers a better estimation of the actual risk portfolio, it was used as a measure to approximate the risk of investment in this work. The optimal portfolio selection is one of the non-deterministic polynomial(NP)-hard problems that have not been presented in an exact algorithm, which can solve this problem in a polynomial time. Meta-heuristic algorithms are usually used to solve such problems. A novel hybrid harmony search and artificial bee colony algorithm and its application were introduced in order to draw efficient frontier portfolios. Computational results show that this algorithm is more successful than the harmony search method and genetic algorithm. In addition, it is more accurate in finding optimal solutions at all levels of risk and return.
基金supported by the National Natural Science Foundation of China (No. 61741102, No. 61471164)China Scholarship Council
文摘The problem of joint radio and cloud resources allocation is studied for heterogeneous mobile cloud computing networks. The objective of the proposed joint resource allocation schemes is to maximize the total utility of users as well as satisfy the required quality of service(QoS) such as the end-to-end response latency experienced by each user. We formulate the problem of joint resource allocation as a combinatorial optimization problem. Three evolutionary approaches are considered to solve the problem: genetic algorithm(GA), ant colony optimization with genetic algorithm(ACO-GA), and quantum genetic algorithm(QGA). To decrease the time complexity, we propose a mapping process between the resource allocation matrix and the chromosome of GA, ACO-GA, and QGA, search the available radio and cloud resource pairs based on the resource availability matrixes for ACOGA, and encode the difference value between the allocated resources and the minimum resource requirement for QGA. Extensive simulation results show that our proposed methods greatly outperform the existing algorithms in terms of running time, the accuracy of final results, the total utility, resource utilization and the end-to-end response latency guaranteeing.
基金Projects(61102106,61102105)supported by the National Natural Science Foundation of ChinaProject(2013M530148)supported by China Postdoctoral Science Foundation+1 种基金Project(HEUCF140809)supported by the Fundamental Research Funds for the Central Universities,ChinaProject(LBH-Z13054)supported by Heilongjiang Postdoctoral Fund,China
文摘In order to effectively solve combinatorial optimization problems,a membrane-inspired quantum bee colony optimization(MQBCO)is proposed for scientific computing and engineering applications.The proposed MQBCO algorithm applies the membrane computing theory to quantum bee colony optimization(QBCO),which is an effective discrete optimization algorithm.The global convergence performance of MQBCO is proved by Markov theory,and the validity of MQBCO is verified by testing the classical benchmark functions.Then the proposed MQBCO algorithm is used to solve decision engine problems of cognitive radio system.By hybridizing the QBCO and membrane computing theory,the quantum state and observation state of the quantum bees can be well evolved within the membrane structure.Simulation results for cognitive radio system show that the proposed decision engine method is superior to the traditional intelligent decision engine algorithms in terms of convergence,precision and stability.Simulation experiments under different communication scenarios illustrate that the balance between three objective functions and the adapted parameter configuration is consistent with the weights of three normalized objective functions.
基金Project(B01B1203)supported by Sichuan Province Key Laboratory of Comprehensive Transportation,ChinaProject(SWJTU09BR141)supported by the Southwest Jiaotong University,China
文摘As a major mode choice of commuters for daily travel, bus transit plays an important role in many urban and metropolitan areas. This work proposes a mathematical model to optimize bus service by minimizing total cost and considering a temporally and directionally variable demand. An integrated bus service, consisting of all-stop and stop-skipping services is proposed and optimized subject to directional frequency conservation, capacity and operable fleet size constraints. Since the research problem is a combinatorial optimization problem, a genetic algorithm is developed to search for the optimal result in a large solution space. The model was successfully implemented on a bus transit route in the City of Chengdu, China, and the optimal solution was proved to be better than the original operation in terms of total cost. The sensitivity of model parameters to some key attributes/variables is analyzed and discussed to explore further the potential of accruing additional benefits or avoiding some of the drawbacks of stop-skipping services.
基金Project(50775089)supported by the National Natural Science Foundation of ChinaProject(2007AA04Z190,2009AA043301)supported by the National High Technology Research and Development Program of ChinaProject(2005CB724100)supported by the National Basic Research Program of China
文摘The material distribution routing problem in the manufacturing system is a complex combinatorial optimization problem and its main task is to deliver materials to the working stations with low cost and high efficiency. A multi-objective model was presented for the material distribution routing problem in mixed manufacturing systems, and it was solved by a hybrid multi-objective evolutionary algorithm (HMOEA). The characteristics of the HMOEA are as follows: 1) A route pool is employed to preserve the best routes for the population initiation; 2) A specialized best?worst route crossover (BWRC) mode is designed to perform the crossover operators for selecting the best route from Chromosomes 1 to exchange with the worst one in Chromosomes 2, so that the better genes are inherited to the offspring; 3) A route swap mode is used to perform the mutation for improving the convergence speed and preserving the better gene; 4) Local heuristics search methods are applied in this algorithm. Computational study of a practical case shows that the proposed algorithm can decrease the total travel distance by 51.66%, enhance the average vehicle load rate by 37.85%, cut down 15 routes and reduce a deliver vehicle. The convergence speed of HMOEA is faster than that of famous NSGA-II.
基金Projects(61573144,61773165,61673175,61174040)supported by the National Natural Science Foundation of ChinaProject(222201717006)supported by the Fundamental Research Funds for the Central Universities,China
文摘The hybrid flow shop scheduling problem with unrelated parallel machine is a typical NP-hard combinatorial optimization problem, and it exists widely in chemical, manufacturing and pharmaceutical industry. In this work, a novel mathematic model for the hybrid flow shop scheduling problem with unrelated parallel machine(HFSPUPM) was proposed. Additionally, an effective hybrid estimation of distribution algorithm was proposed to solve the HFSPUPM, taking advantage of the features in the mathematic model. In the optimization algorithm, a new individual representation method was adopted. The(EDA) structure was used for global search while the teaching learning based optimization(TLBO) strategy was used for local search. Based on the structure of the HFSPUPM, this work presents a series of discrete operations. Simulation results show the effectiveness of the proposed hybrid algorithm compared with other algorithms.
基金Supported by the National Natural Science Foundation of China (No.60873143)the National Key Subject Foundation for Basic Psychology (No.NKSF07003)
文摘Recently,as recognizing emotion has been one of the hallmarks of affective computing,more attention has been paid to physiological signals for emotion recognition.This paper presented an approach to emotion recognition using ElectroCardioGraphy(ECG) signals from multiple subjects.To collect reliable affective ECG data,we applied an arousal method by movie clips to make subjects experience specific emotions without external interference.Through precise location of P-QRS-T wave by continuous wavelet transform,an amount of ECG features was extracted sufficiently.Since feature selection is a combination optimization problem,Improved Binary Particle Swarm Optimization(IBPSO) based on neighborhood search was applied to search out effective features to improve classification results of emotion states with the help of fisher or K-Nearest Neighbor(KNN) classifier.In the experiment,it is shown that the approach is successful and the effective features got from ECG signals can express emotion states excellently.
文摘This paper states a new metaheuristic based on Deterministic Finite Automata (DFA) for the multi - objective optimization of combinatorial problems. First, a new DFA named Multi - Objective Deterministic Finite Automata (MDFA) is defined. MDFA allows the representation of the feasible solutions space of combinatorial problems. Second, it is defined and implemented a metaheuritic based on MDFA theory. It is named Metaheuristic of Deterministic Swapping (MODS). MODS is a local search strategy that works using a MDFA. Due to this, MODS never take into account unfeasible solutions. Hence, it is not necessary to verify the problem constraints for a new solution found. Lastly, MODS is tested using well know instances of the Bi-Objective Traveling Salesman Problem (TSP) from TSPLIB. Its results were compared with eight Ant Colony inspired algorithms and two Genetic algorithms taken from the specialized literature. The comparison was made using metrics such as Spacing, Generational Distance, Inverse Generational Distance and No-Dominated Generation Vectors. In every case, the MODS results on the metrics were always better and in some of those cases, the superiority was 100%.
文摘This study investigated a water supply recovery problem involving municipal water service piping. The problem consisted in recovering full service after network failure, in order to rapidly satisfy all urgent citywide demands. The optimal recovery solution was achieved through the application of so-called network design problems (NDPs), which are a form of combinatorial optimization problem. However, a conventional NDP is not suitable for addressing urgent situations because (1) it does not utilize the non-failure arcs in the network, and (2) it is solely concerned with stable costs such as flow costs. Therefore, to adapt the technique to such urgent situations, the conventional NDP is here modified to deal with the specified water supply problem. In addition, a numerical illustration using the Sendai water network is presented.
基金Supported by the National Basic Research Program of China (No. 2007CB310606)
文摘In this paper,a genetic algorithm (GA) is investigated to deal with cell-by-cell dynamic spectrumallocation (DSA) in the heterogeneous scenario with temporal and spatial traffic demand changes,whichis also known as a difficult combinatorial optimization problem.A new two-dimensional chromosome encodingscheme is defined according to characteristics of the heterogeneous scenario,which prevents forminginvalid solutions during the genetic operation and enables much faster convergence.A novel randomcoloring gene generation function is presented which is the basic operation for initialization and mutationin the genetic algorithm.Simulative comparison demonstrates that the proposed GA-based cell-by-cellDSA outperforms the conventional contiguous DSA scheme both in terms of spectral efficiency gain andquality of service (QoS) satisfaction.
文摘P-median is one of the most important Location-Allocation problems. This problem determines the location of facilities and assigns demand points to them. The p-median problem can be established as a discrete problem in graph terms as: Let G = (V, E) be an undirected graph where V is the set of n vertices and E is the set of edges with an associated weight that can be the distance between the vertices dij= d(vi, Vj) for every i, j =1,...,n in accordance to the determined metric, with the distances a symmetric matrix is formed, finding Vp∈ V such that | Vp|∈ = p, where p can be either variable or fixed, and the sum of the shortest distances from the vertices in {V-Vp} to their closet vertex in Vp is reduced to the minimum. Under these conditions the P-median problem is a combinatory optimization problem that belongs to the NP-hard class and the approximation methods have been of great aid in recent years because of this. In this point, we have chosen data from OR-Library [1] and we have tested three algorithms that have given good results for geographical data (Simulated Annealing, Variable Neighborhood Search, Bioinspired Variable Neighborhood Search and a Tabu Search-VNS Hybrid (TS-VNS). However, the partitioning method PAM (Partitioning Around Medoids), that is modeled like the P-median, attained similar results along with TS-VNS but better results than the other metaheuristics for the OR-Library instances, in a favorable computing time, however for bigger instances that represent real states in Mexico, TS-VNS has surpassed PAM in time and quality in all instances. In this work we expose the behavior of these five different algorithms for the test matrices from OR-Library and real geographical data from Mexico. Furthermore, we made an analysis with the goal of explaining the quality of the results obtained to conclude that PAM behaves with efficiency for the OR-Library instances but is overcome by the hybrid when applied to real instances. On the other hand we have tested the 2 best algorithms (PAM and TS-VNS) with geographic data geographic from Jalisco, Queretaro and Nuevo Leon. In this point, as we said before, their performance was different than the OR-Library tests. The algorithm that attains the best results is TS-VNS.
文摘In the new competitive environment of the electricity market, risk analysis is a powerful tool to guide investors under both contract uncertainties and energy prices of the spot market. Moreover, simulation of spot price scenarios and evaluation of energy contracts performance, are also necessary to the decision maker, and in particular to the trader to foresee opportunities and possible threats in the trading activity. In this context, computational systems that allow what-if analysis, involving simulation of spot price, contract portfolio optimization and risk evaluation are rather important. This paper proposes a decision support system not only for solving the problem of contracts portfolio optimization, by using linear programming, but also to execute risks analysis of the contracts portfolio performance, with VaR and CVaR metrics. Realistic tests have demonstrated the efficiency of this system.
基金supported by the National Natural Science Foundation of China(6110118461174159)
文摘The scheduling of earth observation satellites(EOSs)data transmission is a complex combinatorial optimization problem. Current researches mainly deal with this problem on the assumption that the data transmission mode is fixed, either playback or real-time transmission. Considering the characteristic of the problem, a multi-satellite real-time and playback data transmission scheduling model is established and a novel algorithm based on quantum discrete particle swarm optimization(QDPSO)is proposed. Furthermore, we design the longest compatible transmission chain mutation operator to enhance the performance of the algorithm. Finally, some experiments are implemented to validate correctness and practicability of the proposed algorithm.
基金supported by National Natural Science Foundation of China(Grant Nos.11171160,11331003 and 11471003)the Priority Academic Program Development of Jiangsu Higher Education Institutions+2 种基金the Natural Science Foundation of the Jiangsu Higher Education Institutions of China(Grant No.13KJB1100188)Natural Science Foundation of Guangdong Province(Grant No.S2012040007521)Sienceand Technology Planning Project in Guangzhou(Grant No.2013J4100077)
文摘We consider the design of semidefinite programming (SDP) based approximation algorithm for the problem Max Hypergraph Cut with Limited Unbalance (MHC-LU): Find a partition of the vertices of a weighted hypergraph H = (V, E) into two subsets V1, V2 with ||V2| - |1/1 || ≤ u for some given u and maximizing the total weight of the edges meeting both V1 and V2. The problem MHC-LU generalizes several other combinatorial optimization problems including Max Cut, Max Cut with Limited Unbalance (MC-LU), Max Set Splitting, Max Ek-Set Splitting and Max Hypergraph Bisection. By generalizing several earlier ideas, we present an SDP randomized approximation algorithm for MHC-LU with guaranteed worst-case performance ratios for various unbalance parameters τ = u/|V|. We also give the worst-case performance ratio of the SDP-algorithm for approximating MHC-LU regardless of the value of τ. Our strengthened SDP relaxation and rounding method improve a result of Ageev and Sviridenko (2000) on Max Hypergraph Bisection (MHC-LU with u = 0), and results of Andersson and Engebretsen (1999), Gaur and Krishnamurti (2001) and Zhang et al. (2004) on Max Set Splitting (MHC-LU with u = |V|). Furthermore, our new formula for the performance ratio by a tighter analysis compared with that in Galbiati and Maffioli (2007) is responsible for the improvement of a result of Galbiati and Maffioli (2007) on MC-LU for some range of τ.
基金This research was supported in part by the National Natural Science Foundation of China under Grant Nos. 70971023 and 71001089 and in part by the Natural Science Foundation of Zhejiang Province under Grant No. Y60860040.
文摘This paper studies multi-period risk management problems by presenting a dynamic risk measure. This risk measure is the sum of conditional value-at-risk of each period. The authors model it by Markov decision processes and derive its optimality equation. This equation is further transformed equivalently to an analytically tractable one. The authors then use the model and its results to a multi-period portfolio optimization when the return rate vectors at each period form a Markov chain.
基金supported by National Natural Science Foundation of China (Grant No.11071029)the Fundamental Research Funds for the Central Universities
文摘We consider a class of mathematical programs governed by parameterized quasi-variational inequalities(QVI).The necessary optimality conditions for the optimization problem with QVI constraints are reformulated as a system of nonsmooth equations under the linear independence constraint qualification and the strict slackness condition.A set of second order sufficient conditions for the mathematical program with parameterized QVI constraints are proposed,which are demonstrated to be sufficient for the second order growth condition.The strongly BD-regularity for the nonsmooth system of equations at a solution point is demonstrated under the second order sufficient conditions.The smoothing Newton method in Qi-Sun-Zhou [2000] is employed to solve this nonsmooth system and the quadratic convergence is guaranteed by the strongly BD-regularity.Numerical experiments are reported to show that the smoothing Newton method is very effective for solving this class of optimization problems.