Urban-planning authorities continually face the problem of optimising the allocation of green space over time in developing urban environments. The problem is essentially a sequential decision-making task involving se...
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Urban-planning authorities continually face the problem of optimising the allocation of green space over time in developing urban environments. The problem is essentially a sequential decision-making task involving several interconnected and non-linear uncertainties, and requires time-intensive computation to evaluate the potential consequences of individual decisions. We explore the application of two very distinct frameworks incorporating evolutionary algorithm approaches for this problem: (i) an offline' approach, in which a candidate solution encodes a complete set of decisions, which is then evaluated by full simulation and (ii) an online' approach which involves a sequential series of optimisations, each making only a single decision, and starting its simulations from the endpoint of the previous run. We study the outcomes, in each case, in the context of a simulated urban development model, and compare their performance in terms of speed and quality. Our results show that the online version is considerably faster than the offline counterpart, without significant loss in performance.
Portfolio optimization problems involve selection of different assets to invest in order to maximize the overall return and minimize the overall risk simultaneously. The complexity of the optimal asset allocation prob...
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Portfolio optimization problems involve selection of different assets to invest in order to maximize the overall return and minimize the overall risk simultaneously. The complexity of the optimal asset allocation problem increases with an increase in the number of assets available to select from for investing. The optimization problem becomes computationally challenging when there are more than a few hundreds of assets to select from. To reduce the complexity of large-scale portfolio optimization, two asset preselection procedures that consider return and risk of individual asset and pairwise correlation to remove assets that may not potentially be selected into any portfolio are proposed in this paper. With these asset preselection methods, the number of assets considered to be included in a portfolio can be increased to thousands. To test the effectiveness of the proposed methods, a NormalizedMultiobjective evolutionary Algorithmbased onDecomposition (NMOEA/D) algorithmand several other commonly usedmultiobjective evolutionary algorithms are applied and compared. Six experiments with different settings are carried out. The experimental results show that with the proposed methods the simulation time is reduced while return-risk trade-off performances are significantly improved. Meanwhile, the NMOEA/D is able to outperform other compared algorithms on all experiments according to the comparative analysis.
Recent work has been devoted to study the use of multiobjective evolutionary algorithms (MOEAs) in stock portfolio optimization, within a common mean-variance framework. This article proposes the use of a more appropr...
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Recent work has been devoted to study the use of multiobjective evolutionary algorithms (MOEAs) in stock portfolio optimization, within a common mean-variance framework. This article proposes the use of a more appropriate framework, mean-semivariance framework, which takes into account only adverse return variations instead of overall variations. It also proposes the use and comparison of established technical analysis (TA) indicators in pursuing better outcomes within the risk-return relation. Results show there is some difference in the performance of the two selected MOEAs non-dominated sorting genetic algorithm II (NSGA II) and strength pareto evolutionary algorithm 2 (SPEA 2) - within portfolio optimization. In addition, when used with four TA based strategies relative strength index (RSI), moving average convergence/divergence (MACD), contrarian bollinger bands (CBB) and bollinger bands (BB), the two selected MOEAs achieve solutions with interesting in-sample and out-of-sample outcomes for the BB strategy. (C) 2017 Elsevier Ltd. All rights reserved.
A general review of game-theory based evolutionary algorithms (EAs) is presented in this study. Nash equilibrium, Stackelberg game and Pareto optimality are considered, as game-theoretical basis of the evolutionary al...
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A general review of game-theory based evolutionary algorithms (EAs) is presented in this study. Nash equilibrium, Stackelberg game and Pareto optimality are considered, as game-theoretical basis of the evolutionary algorithm design, and also, as problems solved by evolutionary computation. Applications of game-theory based EAs in computational engineering are listed, with special emphasis in structural optimization and, particularly, in skeletal structures. Additionally, a set of three problems are solved: reconstruction inverse problem, fully stressed design problem and minimum constrained weight, for discrete sizing of frame skeletal structures. We compare panmictic EAs, Nash EAs using 4 different static domain decompositions, including also a new dynamic domain decomposition. Two frame structural test cases of 55 member size and 105 member size are evaluated with the linear stiffness matrix method. Numerical experiments show the efficiency of the Nash EAs approach, confirmed with statistical significance analysis of results, and enhanced with the dynamic domain decomposition.
A new method is suggested for the retrofitting of torsionally sensitive buildings. The main objective is to eliminate the torsional component from the first two natural modes of the structure by properly modifying its...
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A new method is suggested for the retrofitting of torsionally sensitive buildings. The main objective is to eliminate the torsional component from the first two natural modes of the structure by properly modifying its stiffness distribution via selective strengthening of its vertical elements. Due to the multi-parameter nature of this problem, state-of-art optimization schemes together with an ad-hoc software implementation were used for quantifying the required stiffness increase, determine the required retrofitting scheme and finally design and analyze the required composite sections for structural rehabilitation. The performance of the suggested method and its positive impact on the earthquake response of such structures is demonstrated through benchmark examples and applications on actual torsionally sensitive buildings.
This paper proposes a novel adaptive nesting evolutionary Algorithm to jointly optimize two important aspects of the configuration and planning of a Microgrid (MG): the structure's design and the way it is operate...
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This paper proposes a novel adaptive nesting evolutionary Algorithm to jointly optimize two important aspects of the configuration and planning of a Microgrid (MG): the structure's design and the way it is operated in time (specifically, the charging and discharging scheduling of the Energy Storage System, ESS, elements). For this purpose, a real MG scenario consisting of a wind and a photovoltaic generator, an ESS made up of one electrochemical battery, and residential and industrial loads is considered. Optimization is addressed by nesting a two-steps procedure [the first step optimizes the structure using an evolutionary Algorithm (EA), and the second step optimizes the scheduling using another EA] following different adaptive approaches that determine the number of fitness function evaluations to perform in each EA. Finally, results obtained are compared to non-nesting 2-steps algorithm evolving following a classical scheme. Results obtained show a 3.5 % improvement with respect to the baseline scenario (the non-nesting 2-steps algorithm), or a 21 % improvement when the initial solution obtained with the Baseline Charge and Discharge Procedure is used as reference.
Although researchers have successfully incorporated metamodels in evolutionary algorithms to solve computational-expensive optimization problems, they have scarcely performed comparisons among different metamodeling t...
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Although researchers have successfully incorporated metamodels in evolutionary algorithms to solve computational-expensive optimization problems, they have scarcely performed comparisons among different metamodeling techniques. This paper presents an in-depth comparison study over four of the most popular metamodeling techniques: polynomial response surface, Kriging, radial basis function neural network (RBF), and support vector regression. We adopted six well-known scalable test functions and performed experiments to evaluate their suitability to be coupled with an evolutionary algorithm and the appropriateness to surrogate problems by regions (instead of surrogating the entire problem). Notwithstanding that most researchers have undertaken accuracy as the main measure to discern among metamodels, this paper shows that the precision, measured with the ranking preservation indicator, gives a more valuable information for selecting purposes. Additionally, nonetheless each model has its own peculiarities;our results concur that RBF fulfills most of our interests. Furthermore, the readers can also benefit from this study if their problem at hand has certain characteristics such as a low budget of computational time or a low-dimension problem since they can assess specific results of our experimentation.
In this paper a coarse-grain execution model for evolutionary algorithms is proposed and used for solving numerical and combinatorial optimization problems. This model does not use migration as the solution dispersion...
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In this paper a coarse-grain execution model for evolutionary algorithms is proposed and used for solving numerical and combinatorial optimization problems. This model does not use migration as the solution dispersion mechanism, in its place a more efficient population-merging mechanism is used that dynamically reduces the population size as well as the total number of parallel evolving populations. Even more relevant is the fact that the proposed model incorporates an entropy measure to determine how to merge the populations such that no valuable information is lost during the evolutionary process. Extensive experimentation, using genetic algorithms over a well-known set of classical problems, shows the proposed model to be faster and more accurate than the traditional one.
Wind farm layout optimisation is a challenging real-world problem which requires the discovery of trade-off solutions considering a variety of conflicting criteria, such as minimisation of the land area usage and maxi...
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Wind farm layout optimisation is a challenging real-world problem which requires the discovery of trade-off solutions considering a variety of conflicting criteria, such as minimisation of the land area usage and maximisation of energy production. However, due to the complexity of handling multiple objectives simultaneously, many approaches proposed in the literature often focus on the optimisation of a single objective when deciding the locations for a set of wind turbines spread across a given region. In this study, we tackle a multi-objective wind farm layout optimisation problem. Different from the previously proposed approaches, we are applying a high-level search method, known as selection hyper heuristic to solve this problem. Selection hyper-heuristics mix and control a predefined set of lowlevel (meta)heuristics which operate on solutions. We test nine different selection hyper-heuristics including an online learning hyper-heuristic on a multi-objective wind farm layout optimisation problem. Our hyper-heuristic approaches manage three well-known multi-objective evolutionary algorithms as low-level metaheuristics. The empirical results indicate the success and potential of selection hyper heuristics for solving this computationally difficult problem. We additionally explore other objectives in wind farm layout optimisation problems to gain a better understanding of the conflicting nature of those objectives. (C) 2016 Elsevier Ltd. All rights reserved.
The Steiner tree problem (STP) aims to determine some Steiner nodes such that the minimum spanning tree over these Steiner nodes and a given set of special nodes has the minimum weight, which is NP-hard. STP includes ...
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The Steiner tree problem (STP) aims to determine some Steiner nodes such that the minimum spanning tree over these Steiner nodes and a given set of special nodes has the minimum weight, which is NP-hard. STP includes several important cases. The Steiner tree problem in graphs (GSTP) is one of them. Many heuristics have been proposed for STP, and some of them have proved to be performance guarantee approximation algorithms for this problem. Since evolutionary algorithms (EAs) are general and popular randomized heuristics, it is significant to investigate the performance of EAs for STP. Several empirical investigations have shown that EAs are efficient for STP. However, up to now, there is no theoretical work on the performance of EAs for STP. In this article, we reveal that the (1+1) EA achieves 3/2-approximation ratio for STP in a special class of quasi-bipartite graphs in expected runtime O(r(r + s - 1) . w(max)), where r, s, and w(max) are, respectively, the number of Steiner nodes, the number of special nodes, and the largest weight among all edges in the input graph. We also show that the (1+1) EA is better than two other heuristics on two GSTP instances, and the (1+1) EA may be inefficient on a constructed GSTP instance.
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