Dynamic optimization problems are a kind of optimization problems that involve changes over time. They pose a serious challenge to traditional optimization methods as well as conventional genetic algorithms since the ...Dynamic optimization problems are a kind of optimization problems that involve changes over time. They pose a serious challenge to traditional optimization methods as well as conventional genetic algorithms since the goal is no longer to search for the optimal solution(s) of a fixed problem but to track the moving optimum over time. Dynamic optimization problems have attracted a growing interest from the genetic algorithm community in recent years. Several approaches have been developed to enhance the performance of genetic algorithms in dynamic environments. One approach is to maintain the diversity of the population via random immigrants. This paper proposes a hybrid immigrants scheme that combines the concepts of elitism, dualism and random immigrants for genetic algorithms to address dynamic optimization problems. In this hybrid scheme, the best individual, i.e., the elite, from the previous generation and its dual individual are retrieved as the bases to create immigrants via traditional mutation scheme. These elitism-based and dualism-based immigrants together with some random immigrants are substituted into the current population, replacing the worst individuals in the population. These three kinds of immigrants aim to address environmental changes of slight, medium and significant degrees respectively and hence efficiently adapt genetic algorithms to dynamic environments that are subject to different severities of changes. Based on a series of systematically constructed dynamic test problems, experiments are carried out to investigate the performance of genetic algorithms with the hybrid immigrants scheme and traditional random immigrants scheme. Experimental results validate the efficiency of the proposed hybrid immigrants scheme for improving the performance of genetic algorithms in dynamic environments.展开更多
In this paper, a new evolutionary algorithm based on a membrane system is proposed to solve the dynamic or uncertain optimization problems. The proposed algorithm employs objects, a dynamical membrane structure and se...In this paper, a new evolutionary algorithm based on a membrane system is proposed to solve the dynamic or uncertain optimization problems. The proposed algorithm employs objects, a dynamical membrane structure and several reaction rules of the membrane systems. The object represents a candidate solution of the optimization problems. The dynamical structure consists of the nested membranes where a skin membrane contains several membranes, which is useful for the proposed algorithm that finds optimal solutions. The reaction rules are designed to locate and track the optimal solutions of the dynamic optimization problems (DOPs), which are inspired by processing the chemical compounds in the region of cellular membranes. Experimental study is conducted based on the moving peaks benchmark to evaluate the performance of the proposed algorithm in comparison with three state-of-the-art dynamic optimization algorithms. The results indicate the proposed algorithm is effective to solve the DOPs.展开更多
Many real-world problems are dynamic, requiring optimization algorithms being able to continuously track changing optima (optimum) over time. This paper proposes an improved differential evolutionary algorithm using...Many real-world problems are dynamic, requiring optimization algorithms being able to continuously track changing optima (optimum) over time. This paper proposes an improved differential evolutionary algorithm using the notion of the near-neighbor effect to determine one individuals neighborhoods, for tracking multiple optima in the dynamic environment. A new mutation strategy using the near-neighbor effect is also presented. It creates individuals by utilizing the stored memory point in its neighborhood, and utilizing the differential vector produced by the 'near- neighbor-superior' and 'near-neighbor-inferior'. Taking inspirations from the biological immune system, an immune system based scheme is presented for rapidly detecting and responding to the environmental changes. In addition, a difference- related multidirectional amplification scheme is presented to integrate valuable information from different dimensions for effectively and rapidly finding the promising optimum in the search space. Experiments on dynamic scenarios created by the typical dynamic test instance--moving peak problem, have demonstrated that the near-neighbor and immune system based differential evolution algorithm (NIDE) is effective in dealing with dynamic optimization functions.展开更多
A switched linear quadratic(LQ) differential game over finite-horizon is investigated in this paper. The switching signal is regarded as a non-conventional player, afterwards the definition of Pareto efficiency is e...A switched linear quadratic(LQ) differential game over finite-horizon is investigated in this paper. The switching signal is regarded as a non-conventional player, afterwards the definition of Pareto efficiency is extended to dynamics switching situations to characterize the solutions of this multi-objective problem. Furthermore, the switched differential game is equivalently transformed into a family of parameterized single-objective optimal problems by introducing preference information and auxiliary variables. This transformation reduces the computing complexity such that the Pareto frontier of the switched LQ differential game can be constructed by dynamic programming. Finally, a numerical example is provided to illustrate the effectiveness.展开更多
基金This work was supported by UK EPSRC(No.EP/E060722/01)Broil FAPESP(Proc.04/04289-6).
文摘Dynamic optimization problems are a kind of optimization problems that involve changes over time. They pose a serious challenge to traditional optimization methods as well as conventional genetic algorithms since the goal is no longer to search for the optimal solution(s) of a fixed problem but to track the moving optimum over time. Dynamic optimization problems have attracted a growing interest from the genetic algorithm community in recent years. Several approaches have been developed to enhance the performance of genetic algorithms in dynamic environments. One approach is to maintain the diversity of the population via random immigrants. This paper proposes a hybrid immigrants scheme that combines the concepts of elitism, dualism and random immigrants for genetic algorithms to address dynamic optimization problems. In this hybrid scheme, the best individual, i.e., the elite, from the previous generation and its dual individual are retrieved as the bases to create immigrants via traditional mutation scheme. These elitism-based and dualism-based immigrants together with some random immigrants are substituted into the current population, replacing the worst individuals in the population. These three kinds of immigrants aim to address environmental changes of slight, medium and significant degrees respectively and hence efficiently adapt genetic algorithms to dynamic environments that are subject to different severities of changes. Based on a series of systematically constructed dynamic test problems, experiments are carried out to investigate the performance of genetic algorithms with the hybrid immigrants scheme and traditional random immigrants scheme. Experimental results validate the efficiency of the proposed hybrid immigrants scheme for improving the performance of genetic algorithms in dynamic environments.
文摘In this paper, a new evolutionary algorithm based on a membrane system is proposed to solve the dynamic or uncertain optimization problems. The proposed algorithm employs objects, a dynamical membrane structure and several reaction rules of the membrane systems. The object represents a candidate solution of the optimization problems. The dynamical structure consists of the nested membranes where a skin membrane contains several membranes, which is useful for the proposed algorithm that finds optimal solutions. The reaction rules are designed to locate and track the optimal solutions of the dynamic optimization problems (DOPs), which are inspired by processing the chemical compounds in the region of cellular membranes. Experimental study is conducted based on the moving peaks benchmark to evaluate the performance of the proposed algorithm in comparison with three state-of-the-art dynamic optimization algorithms. The results indicate the proposed algorithm is effective to solve the DOPs.
基金partly supported by the Key Program of National Natural Science Foundation(NNSF) of China(Nos.70931001,70771021,70721001)the National Natural Science Foundation of China for Youth(Nos.61004121,70771021)+1 种基金the Science Fund for Creative Research Group of NNSF of China(No.60821063)the Ph.D.Programs Foundation of Ministry of Education of China(No.200801450008)
文摘Many real-world problems are dynamic, requiring optimization algorithms being able to continuously track changing optima (optimum) over time. This paper proposes an improved differential evolutionary algorithm using the notion of the near-neighbor effect to determine one individuals neighborhoods, for tracking multiple optima in the dynamic environment. A new mutation strategy using the near-neighbor effect is also presented. It creates individuals by utilizing the stored memory point in its neighborhood, and utilizing the differential vector produced by the 'near- neighbor-superior' and 'near-neighbor-inferior'. Taking inspirations from the biological immune system, an immune system based scheme is presented for rapidly detecting and responding to the environmental changes. In addition, a difference- related multidirectional amplification scheme is presented to integrate valuable information from different dimensions for effectively and rapidly finding the promising optimum in the search space. Experiments on dynamic scenarios created by the typical dynamic test instance--moving peak problem, have demonstrated that the near-neighbor and immune system based differential evolution algorithm (NIDE) is effective in dealing with dynamic optimization functions.
基金supported by the National Natural Science Foundation of China under Grant No.61773098the 111 Project under Grant No.B16009
文摘A switched linear quadratic(LQ) differential game over finite-horizon is investigated in this paper. The switching signal is regarded as a non-conventional player, afterwards the definition of Pareto efficiency is extended to dynamics switching situations to characterize the solutions of this multi-objective problem. Furthermore, the switched differential game is equivalently transformed into a family of parameterized single-objective optimal problems by introducing preference information and auxiliary variables. This transformation reduces the computing complexity such that the Pareto frontier of the switched LQ differential game can be constructed by dynamic programming. Finally, a numerical example is provided to illustrate the effectiveness.