Parameter selection in synchronous and asynchronous deterministic particle swarm optimization for ship hydrodynamics problems

Deterministic optimization algorithms are very attractive when the objective function is computationally expensive and therefore the statistical analysis of the optimization outcomes becomes too expensive. Among deterministic methods, deterministic particle swarm optimization (DPSO) has several attractive characteristics such as the simplicity of the heuristics, the ease of implementation, and its often fairly remarkable effectiveness. The performances of DPSO depend on four main setting parameters: the number of swarm particles, their initialization, the set of coefficients defining the swarm behavior, and (for box-constrained optimization) the method to handle the box constraints. Here, a parametric study of DPSO is presented, with application to simulation-based design in ship hydrodynamics. The objective is the identification of the most promising setup for both synchronous and asynchronous implementations of DPSO. The analysis is performed under the assumption of limited computational resources and large computational burden of the objective function evaluation. The analysis is conducted using 100 analytical test functions (with dimensionality from two to fifty) and three performance criteria, varying the swarm size, initialization, coefficients, and the method for the box constraints, resulting in more than 40,000 optimizations. The most promising setup is applied to the hull-form optimization of a high speed catamaran, for resistance reduction in calm water and at fixed speed, using a potential-flow solver.     

一种均衡各速度项系数的多目标粒子群优化算法

粒子群优化算法已成为求解多目标优化问题的有效方法之一,而速度更新公式中的惯性、局部和全局3个速度项的系数的动态合理设置是算法优化效率的关键问题。为解决现有算法仅单独设置各速度项系数导致优化效率不高的问题,提出了一种均衡各速度项系数的多目标粒子群优化算法。该方法旨在通过粒子的局部最优和全局最优的信息来引导种群的进化方向,动态调整每一个粒子速度项系数来均衡惯性、局部和全局3个速度项在搜索中的作用,从而更为准确地刻画算法的搜索能力和搜索精度,更好地平衡算法的探究和探索能力,进一步提高粒子群优化算法解决复杂多目标优化问题的效率。在7个标准测试函数上进行实验,并与5种经典的进化算法进行对比,结果表明新算法在综合指标IGD以及多样性评估指标Δ评分上具有更好的收敛速度和分布性,验证了新算法的有效性。     

改进的r支配高维多目标粒子群优化算法

高维多目标优化问题是广泛存在于实际应用中的复杂优化问题,目前的研究方法大都限于进化算法.本文利用粒子群优化算法求解高维多目标优化问题,提出了一种基于r支配的多目标粒子群优化算法.采用r支配关系进行粒子的比较与选择,并结合粒子群优化算法收敛速度快的优势,使得算法在目标个数增加时仍保持较强的搜索能力;为了弥补由此造成的群体多样性的丢失,优化非r支配阈值的取值策略;此外,引入决策空间的拥挤距离测度,并给出新的外部存储器更新方法,从而进一步防止算法陷入局部最优.对多个基准测试函数的仿真结果表明所得解集在收敛性、多样性以及围绕参考点的分布性上均优于其他两种算法.     

多目标微粒群优化算法综述

作为一种有效的多目标优化工具,微粒群优化(PSO)算法已经得到广泛研究与认可.首先对多目标优化问题进行了形式化描述,介绍了微粒群优化算法与遗传算法的区别,并将多目标微粒群优化算法(MOPSO)分为以下几类:聚集函数法、基于目标函数排序法、子群法、基于Pareto支配算法和其他方法,分析了各类算法的主要思想、特点及其代表性算法.其次,针对非支配解的选择、外部档案集的修剪、解集多样性的保持以及微粒个体历史最优解和群体最优解的选取等热点问题进行了论述,并在此基础上对各类典型算法进行了比较.最后,根据当前MOPSO算法的研究状况,提出了该领域的发展方向.     

A new gradient based particle swarm optimization algorithm for accurate computation of global minimum

Stochastic optimization algorithms like genetic algorithms (GAs) and particle swarm optimization (PSO) algorithms perform global optimization but waste computational effort by doing a random search. On the other hand deterministic algorithms like gradient descent converge rapidly but may get stuck in local minima of multimodal functions. Thus, an approach that combines the strengths of stochastic and deterministic optimization schemes but avoids their weaknesses is of interest. This paper presents a new hybrid optimization algorithm that combines the PSO algorithm and gradient-based local search algorithms to achieve faster convergence and better accuracy of final solution without getting trapped in local minima. In the new gradient-based PSO algorithm, referred to as the GPSO algorithm, the PSO algorithm is used for global exploration and a gradient based scheme is used for accurate local exploration. The global minimum is located by a process of finding progressively better local minima. The GPSO algorithm avoids the use of inertial weights and constriction coefficients which can cause the PSO algorithm to converge to a local minimum if improperly chosen. The De Jong test suite of benchmark optimization problems was used to test the new algorithm and facilitate comparison with the classical PSO algorithm. The GPSO algorithm is compared to four different refinements of the PSO algorithm from the literature and shown to converge faster to a significantly more accurate final solution for a variety of benchmark test functions.     

An effective hybrid particle swarm optimization algorithm for multi-objective flexible job-shop scheduling problem

Flexible job-shop scheduling problem (FJSP) is an extension of the classical job-shop scheduling problem. Although the traditional optimization algorithms could obtain preferable results in solving the mono-objective FJSP. However, they are very difficult to solve multi-objective FJSP very well. In this paper, a particle swarm optimization (PSO) algorithm and a tabu search (TS) algorithm are combined to solve the multi-objective FJSP with several conflicting and incommensurable objectives. PSO which integrates local search and global search scheme possesses high search efficiency. And, TS is a meta-heuristic which is designed for finding a near optimal solution of combinatorial optimization problems. Through reasonably hybridizing the two optimization algorithms, an effective hybrid approach for the multi-objective FJSP has been proposed. The computational results have proved that the proposed hybrid algorithm is an efficient and effective approach to solve the multi-objective FJSP, especially for the problems on a large scale.     

A hybrid multi-objective PSO–EDA algorithm for reservoir flood control operation

Reservoir flood control operation (RFCO) is a complex multi-objective optimization problem (MOP) with interdependent decision variables. Traditionally, RFCO is modeled as a single optimization problem by using a certain scalar method. Few works have been done for solving multi-objective RFCO (MO-RFCO) problems. In this paper, a hybrid multi-objective optimization approach named MO-PSO–EDA which combines the particle swarm optimization (PSO) algorithm and the estimation of distribution algorithm (EDA) is developed for solving the MO-RFCO problem. MO-PSO–EDA divides the particle population into several sub-populations and builds probability models for each of them. Based on the probability model, each sub-population reproduces new offspring by using PSO based and EDA methods. In the PSO based method, a novel global best position selection method is designed. With the help of the EDA based reproduction, the algorithm can lean linkage between decision variables and hence have a good capability of solving complex multi-objective optimization problems, such as the MO-RFCO problem. Experimental studies on six benchmark problems and two typical multi-objective flood control operation problems of Ankang reservoir have indicated that the proposed MO-PSO–EDA performs as well as or superior to the other three competitive multi-objective optimization algorithms. MO-PSO–EDA is suitable for solving MO-RFCO problems.     

Intuitionistic fuzzy optimization technique for solving multi-objective reliability optimization problems in interval environment

In designing phase of systems, design parameters such as component reliabilities and cost are normally under uncertainties. This paper presents a methodology for solving the multi-objective reliability optimization model in which parameters are considered as imprecise in terms of triangular interval data. The uncertain multi-objective optimization model is converted into deterministic multi-objective model including left, center and right interval functions. A conflicting nature between the objectives is resolved with the help of intuitionistic fuzzy programming technique by considering linear as well as the nonlinear degree of membership and non-membership functions. The resultants max–min problem has been solved with particle swarm optimization (PSO) and compared their results with genetic algorithm (GA). Finally, a numerical instance is presented to show the performance of the proposed approach.     

解多目标优化问题的新粒子群优化算法

通过定义的粒子序值方差和U-度量方差,把对任意多个目标函数的优化问题转化成为两个目标函数的优化问题。继而把Pareto最优与粒子群优化(PSO)算法相结合,对转化后的优化问题提出了一种新的多目标粒子群优化算法,并证明了其收敛性。新方法用较少计算量便可以求出一组在最优解集合中分布均匀且数量充足的最优解。计算机仿真表明该算法对不同的试验函数均可用较少计算量求出在最优解集合中分布均匀且数量充足的最优解。     

微粒群优化算法研究现状及其进展

对进化计算中引起广泛兴趣的微粒群优化(PSO)算法的研究现状进行了考察，介绍了一些最新研究进展，包括：杂交PSO、基于邻域算子的PSO和基于不同搜索方向的PSO，并简要介绍了PSO在求解复杂优化问题如多目标优化和带约束优化中的优势。最后给出了一些应用实例，讨论了将来可能的研究内容。     

Attributed multi-objective comprehensive learning particle swarm optimization for optimal security of networks

In particle swarm optimization (PSO) each particle uses its personal and global or local best positions by linear summation. However, it is very time consuming to find the global or local best positions in case of complex problems. To overcome this problem, we propose a new multi-objective variant of PSO called attributed multi-objective comprehensive learning particle swarm optimizer (A-MOCLPSO). In this technique, we do not use global or local best positions to modify the velocity of a particle; instead, we use the best position of a randomly selected particle from the whole population to update the velocity of each dimension. This method not only increases the speed of the algorithm but also searches in more promising areas of the search space. We perform an extensive experimentation on well-known benchmark problems such as Schaffer (SCH), Kursawa (KUR), and Zitzler–Deb–Thiele (ZDT) functions. The experiments show very convincing results when the proposed technique is compared with existing versions of PSO known as multi-objective comprehensive learning particle swarm optimizer (MOCLPSO) and multi-objective particle swarm optimization (MOPSO), as well as non-dominated sorting genetic algorithm II (NSGA-II). As a case study, we apply our proposed A-MOCLPSO algorithm on an attack tree model for the security hardening problem of a networked system in order to optimize the total security cost and the residual damage, and provide diverse solutions for the problem. The results of our experiments show that the proposed algorithm outperforms the previous solutions obtained for the security hardening problem using NSGA-II, as well as MOCLPSO for the same problem. Hence, the proposed algorithm can be considered as a strong alternative to solve multi-objective optimization problems.     

A self-organized speciation based multi-objective particle swarm optimizer for multimodal multi-objective problems

This paper proposes a self-organized speciation based multi-objective particle swarm optimizer (SS-MOPSO) to locate multiple Pareto optimal solutions for solving multimodal multi-objective problems. In the proposed method, the speciation strategy is used to form stable niches and these niches/subpopulations are optimized to search and maintain Pareto-optimal solutions in parallel. Moreover, a self-organized mechanism is proposed to improve the efficiency of the species formulation as well as the performance of the algorithm. To maintain the diversity of the solutions in both the decision and objective spaces, SS-MOPSO is incorporated with the non-dominated sorting scheme and special crowding distance techniques. The performance of SS-MOPSO is compared with a number of the state-of-the-art multi-objective optimization algorithms on fourteen test problems. Moreover, the proposed SS-MOSPO is also employed to solve a real-life problem. The experimental results suggest that the proposed algorithm is able to solve the multimodal multi-objective problems effectively and shows superior performance by finding more and better distributed Pareto solutions.     

带扩展记忆的粒子群优化算法仿真分析

从心理学的角度提出带扩展记忆的粒子群优化算法（PSOEM）,以克服标准粒子群优化算法（PSO）在优化多维函数过程中粒子搜索方向性差、目的性弱的缺陷.采用扩展记忆存储粒子的历史信息,并引入参数表征扩展记忆的重要性.利用经典离散控制理论分析其定值算法的稳定范围.此算法与标准算法是同源异构的,可以与已改进的PSO算法结合使用.基准测试函数的仿真结果验证了所提出算法的有效性.     

On convergence of the multi-objective particle swarm optimizers

Several variants of the particle swarm optimization (PSO) algorithm have been proposed in recent past to tackle the multi-objective optimization (MO) problems based on the concept of Pareto optimality. Although a plethora of significant research articles have so far been published on analysis of the stability and convergence properties of PSO as a single-objective optimizer, till date, to the best of our knowledge, no such analysis exists for the multi-objective PSO (MOPSO) algorithms. This paper presents a first, simple analysis of the general Pareto-based MOPSO and finds conditions on its most important control parameters (the inertia factor and acceleration coefficients) that govern the convergence behavior of the algorithm to the optimal Pareto front in the objective function space. Computer simulations over benchmark MO problems have also been provided to substantiate the theoretical derivations.     

微粒群算法综述

讨论微粒群算法的开发与应用。首先回顾从1995年以来的开发过程，然后根据一些已有的测试结果对其参数设置进行系统地分析，并讨论一些非标准的改进手段，如簇分解、选择方法、邻域算子、无希望／重新希望方法等。介绍了一些常用的测试函数，以及与其他演化算法的比较。最后讨论了一些已经开发和在将来有希望的领域中的应用。     

多子群协同进化的多目标微粒群优化算法

微粒群优化(PSO)算法是一种非常有竞争力的求解多目标优化问题的群智能算法,因其容易陷入局部极值,导致非劣解集的收敛性和正确性不理想。为此提出一种基于多目标分解进化策略的多子群协同进化的多目标微粒群优化算法(MOPSO_MC),算法中每个子群对应于一个多目标分解之后的子问题,并构造了一种新的速率更新策略,每个粒子跟踪自身历史最优值、子群最优值和子群邻域最优值,从而在增强算法的局部寻优能力的同时,也能从邻域子群获得进化信息,实现协同进化。最后通过仿真实验,与现在主流的多目标微粒群算法在ZDT基准测试函数上比较,验证了算法的收敛性,解分布的均匀性和正确性。     

具有混合群智能行为的萤火虫群优化算法研究

萤火虫群优化算法是一种新型的群智能优化算法,基本的萤火虫群优化算法存在收敛精度低等问题。为了提高算法的性能,借鉴蜂群和鸟群的群体智能行为,改进萤火虫群优化算法的移动策略。运用均匀设计调整改进算法的参数取值。若干经典测试问题的实验仿真结果表明,引入混合智能行为大幅提升了算法的优化性能。     

基于改进粒子群优化的无标记数据鲁棒聚类算法

已有的聚类算法大多仅考虑单一的目标,导致对某些形状的数据集性能较弱,对此提出一种基于改进粒子群优化的无标记数据鲁棒聚类算法。优化阶段:首先,采用多目标粒子群优化的经典形式生成聚类解集合;然后,使用K-means算法生成随机分布的初始化种群,并为其分配随机初始化的速度;最终,采用MaxiMin策略确定帕累托最优解。决策阶段：测量帕累托解集与理想解的距离,将距离最短的帕累托解作为最终聚类解。对比实验结果表明,本算法对不同形状的数据集均可获得较优的类簇数量,对目标问题的复杂度具有较好的鲁棒性。     

一种多目标优化问题的理想灰色粒子群算法*

针对逼近理想解的排序方法对Pareto前端的距离跟踪以及灰色关联度能够很好地分析非劣解集曲线与Pareto最优解集曲线的相似性,提出了一种求解多目标优化问题的理想灰色粒子群算法。该算法利用理想解理论与灰色关联度理论来求解粒子与理想解之间的相对适应度和灰色关联度系数,把两者的和定义为相对理想度,通过相对理想度来判别粒子的优劣,以确定个体极值和全局极值。通过四组不同类型的基准函数测试算法性能,并与目标加权法和灰色粒子群算法比较分析,结果表明该算法能够较好地收敛到Pareto最优解集,不但具有较好的收敛性和分布     

A surrogate-assisted evolution strategy for constrained multi-objective optimization

In many real-world optimization problems, several conflicting objectives must be achieved and optimized simultaneously and the solutions are often required to satisfy certain restrictions or constraints. Moreover, in some applications, the numerical values of the objectives and constraints are obtained from computationally expensive simulations. Many multi-objective optimization algorithms for continuous optimization have been proposed in the literature and some have been incorporated or used in conjunction with expert and intelligent systems. However, relatively few of these multi-objective algorithms handle constraints, and even fewer, use surrogates to approximate the objective or constraint functions when these functions are computationally expensive. This paper proposes a surrogate-assisted evolution strategy (ES) that can be used for constrained multi-objective optimization of expensive black-box objective functions subject to expensive black-box inequality constraints. Such an algorithm can be incorporated into an intelligent system that finds approximate Pareto optimal solutions to simulation-based constrained multi-objective optimization problems in various applications including engineering design optimization, production management and manufacturing. The main idea in the proposed algorithm is to generate a large number of trial offspring in each generation and use the surrogates to predict the objective and constraint function values of these trial offspring. Then the algorithm performs an approximate non-dominated sort of the trial offspring based on the predicted objective and constraint function values, and then it selects the most promising offspring (those with the smallest predicted ranks from the non-dominated sort) to become the actual offspring for the current generation that will be evaluated using the expensive objective and constraint functions. The proposed method is implemented using cubic radial basis function (RBF) surrogate models to assist the ES. The resulting RBF-assisted ES is compared with the original ES and to NSGA-II on 20 test problems involving 2–15 decision variables, 2–5 objectives and up to 13 inequality constraints. These problems include well-known benchmark problems and application problems in manufacturing and robotics. The numerical results showed that the RBF-assisted ES generally outperformed the original ES and NSGA-II on the problems used when the computational budget is relatively limited. These results suggest that the proposed surrogate-assisted ES is promising for computationally expensive constrained multi-objective optimization.