A Heuristic Algorithm for Optimal Agreement Supertrees
Genetic Algorithms for Multiobjective Optimization Formulation ...
Carlos M.Fonseca†and Peter J.Fleming‡Dept.Automatic Control and Systems Eng.University of SheffieldSheffield S14DU,U.K.AbstractThe paper describes a rank-basedfitness as-signment method for Multiple Objective Ge-netic Algorithms(MOGAs).Conventionalniche formation methods are extended to thisclass of multimodal problems and theory forsetting the niche size is presented.Thefit-ness assignment method is then modified toallow direct intervention of an external deci-sion maker(DM).Finally,the MOGA is gen-eralised further:the genetic algorithm is seenas the optimizing element of a multiobjectiveoptimization loop,which also comprises theDM.It is the interaction between the twothat leads to the determination of a satis-factory solution to the problem.Illustrativeresults of how the DM can interact with thegenetic algorithm are presented.They alsoshow the ability of the MOGA to uniformlysample regions of the trade-offsurface.1INTRODUCTIONWhilst most real world problems require the simulta-neous optimization of multiple,often competing,cri-teria(or objectives),the solution to such problems isusually computed by combining them into a single cri-terion to be optimized,according to some utility func-tion.In many cases,however,the utility function isnot well known prior to the optimization process.Thewhole problem should then be treated as a multiobjec-tive problem with non-commensurable objectives.Inthis way,a number of solutions can be found whichprovide the decision maker(DM)with insight into thecharacteristics of the problem before afinal solution ischosen.2VECTOR EV ALUATED GENETICALGORITHMSBeing aware of the potential GAs have in multiob-jective optimization,Schaffer(1985)proposed an ex-tension of the simple GA(SGA)to accommodate vector-valuedfitness measures,which he called the Vector Evaluated Genetic Algorithm(VEGA).The se-lection step was modified so that,at each generation, a number of sub-populations was generated by per-forming proportional selection according to each ob-jective function in turn.Thus,for a problem with q objectives,q sub-populations of size N/q each would be generated,assuming a population size of N.These would then be shuffled together to obtain a new popu-lation of size N,in order for the algorithm to proceed with the application of crossover and mutation in the usual way.However,as noted by Richardson et al.(1989),shuf-fling all the individuals in the sub-populations together to obtain the new population is equivalent to linearly combining thefitness vector components to obtain a single-valuedfitness function.The weighting coeffi-cients,however,depend on the current population. This means that,in the general case,not only will two non-dominated individuals be sampled at differ-ent rates,but also,in the case of a concave trade-offsurface,the population will tend to split into differ-ent species,each of them particularly strong in one of the objectives.Schaffer anticipated this property of VEGA and called it speciation.Speciation is unde-sirable in that it is opposed to the aim offinding a compromise solution.To avoid combining objectives in any way requires a different approach to selection.The next section de-scribes how the concept of inferiority alone can be used to perform selection.3A RANK-BASED FITNESSASSIGNMENT METHOD FORMOGAsConsider an individual x i at generation t which is dom-inated by p(t)i individuals in the current population.Its current position in the individuals’rank can be given byrank(x i,t)=1+p(t)i.All non-dominated individuals are assigned rank1,see Figure1.This is not unlike a class of selection meth-ods proposed by Fourman(1985)for constrained opti-mization,and correctly establishes that the individual labelled3in thefigure is worse than individual labelled 2,as the latter lies in a region of the trade-offwhich is less well described by the remaining individuals.The13511211f1f2Figure1:Multiobjective Rankingmethod proposed by Goldberg(1989,p.201)would treat these two individuals indifferently. Concerningfitness assignment,one should note that not all ranks will necessarily be represented in the pop-ulation at a particular generation.This is also shown in the example in Figure1,where rank4is absent. The traditional assignment offitness according to rank may be extended as follows:1.Sort population according to rank.2.Assignfitnesses to individuals by interpolatingfrom the best(rank1)to the worst(rank n∗≤N) in the usual way,according to some function,usu-ally linear but not necessarily.3.Average thefitnesses of individuals with the samerank,so that all of them will be sampled at the same rate.Note that this procedure keeps the global populationfitness constant while maintain-ing appropriate selective pressure,as defined by the function used.Thefitness assignment method just described appears as an extension of the standard assignment offitness according to rank,to which it maps back in the case of a single objective,or that of non-competing objectives.4NICHE-FORMATION METHODS FOR MOGAsConventionalfitness sharing techniques(Goldberg and Richardson,1987;Deb and Goldberg,1989)have been shown to be to effective in preventing genetic drift,in multimodal function optimization.However,they in-troduce another GA parameter,the niche sizeσshare, which needs to be set carefully.The existing theory for setting the value ofσshare assumes that the solu-tion set is composed by an a priori knownfinite num-ber of peaks and uniform niche placement.Upon con-vergence,local optima are occupied by a number of individuals proportional to theirfitness values.On the contrary,the global solution of an MO prob-lem isflat in terms of individualfitness,and there is no way of knowing the size of the solution set before-hand,in terms of a phenotypic metric.Also,local optima are generally not interesting to the designer, who will be more concerned with obtaining a set of globally non-dominated solutions,possibly uniformly spaced and illustrative of the global trade-offsurface. The use of ranking already forces the search to concen-trate only on global optima.By implementingfitness sharing in the objective value domain rather than the decision variable domain,and only between pairwise non-dominated individuals,one can expect to be able to evolve a uniformly distributed representation of the global trade-offsurface.Niche counts can be consistently incorporated into the extendedfitness assignment method described in the previous section by using them to scale individualfit-nesses within each rank.The proportion offitness allo-cated to the set of currently non-dominated individuals as a whole will then be independent of their sharing coefficients.4.1CHOOSING THE PARAMETERσshare The sharing parameterσshare establishes how far apart two individuals must be in order for them to decrease each other’sfitness.The exact value which would allow a number of points to sample a trade-offsurface only tangentially interfering with one another obviously de-pends on the area of such a surface.As noted above in this section,the size of the set of so-lutions to a MO problem expressed in the decision vari-able domain is not known,since it depends on the ob-jective function mappings.However,when expressed in the objective value domain,and due to the defini-tion of non-dominance,an upper limit for the size of the solution set can be calculated from the minimum and maximum values each objective assumes within that set.Let S be the solution set in the decision variable domain,f(S)the solution set in the objective domain and y=(y1,...,y q)any objective vector in f(S).Also,letm=(miny y1,...,minyy q)=(m1,...,m q)M=(maxy y1,...,maxyy q)=(M1,...,M q)as illustrated in Figure2.The definition of trade-offsurface implies that any line parallel to any of the axes will have not more than one of its points in f(S),which eliminates the possibility of it being rugged,i.e.,each objective is a single-valued function of the remaining objectives.Therefore,the true area of f(S)will be less than the sum of the areas of its projections according to each of the axes.Since the maximum area of each projection will be at most the area of the correspond-ing face of the hyperparallelogram defined by mand Figure2:An Example of a Trade-offSurface in3-Dimensional SpaceM,the hyperarea of f(S)will be less thanA=qi=1qj=1j=i(M j−m j)which is the sum of the areas of each different face of a hyperparallelogram of edges(M j−m j)(Figure3). In accordance with the objectives being non-commensurable,the use of the∞-norm for measuring the distance between individuals seems to be the most natural one,while also being the simplest to compute. In this case,the user is still required to specify an indi-vidualσshare for each of the objectives.However,the metric itself does not combine objective values in any way.Assuming that objectives are normalized so that all sharing parameters are the same,the maximum num-ber of points that can sample area A without in-terfering with each other can be computed as the number of hypercubes of volumeσqsharethat can be placed over the hyperparallelogram defined by A(Fig-ure4).This can be computed as the difference in vol-ume between two hyperparallelograms,one with edges (M i−m i+σshare)and the other with edges(M i−m i), divided by the volume of a hypercube of edgeσshare, i.e.N=qi=1(M i−m i+σshare)−qi=1(M i−m i)Figure3:Upper Bound for the Area of a Trade-offSurface limited by the Parallelogram defined by (m1,m2,m3)and(M1,M2,M3)(q−1)-order polynomial equationNσq−1share −qi=1(M i−m i+σshare)−qi=1(M i−m i)Pareto set of interest to the DM by providing external information to the selection algorithm.Thefitness assignment method described earlier was modified in order to accept such information in the form of goals to be attained,in a similar way to that used by the conventional goal attainment method(Gembicki,1974),which will now be briefly introduced.5.1THE GOAL ATTAINMENT METHOD The goal attainment method solves the multiobjective optimization problem defined asminx∈Ωf(x)where x is the design parameter vector,Ωthe feasible parameter space and f the vector objective function, by converting it into the following nonlinear program-ming problem:minλ,x∈Ωλsuch thatf i−w iλ≤g iHere,g i are goals for the design objectives f i,and w i≥0are weights,all of them specified by the de-signer beforehand.The minimization of the scalarλleads to thefinding of a non-dominated solution which under-or over-attains the specified goals to a degree represented by the quantities w iλ.5.2A MODIFIED MO RANKINGSCHEME TO INCLUDE GOALINFORMATIONThe MO ranking procedure previously described was extended to accommodate goal information by altering the way in which individuals are compared with one another.In fact,degradation in vector components which meet their goals is now acceptable provided it results in the improvement of other components which do not satisfy their goals and it does not go beyond the goal boundaries.This makes it possible for one to prefer one individual to another even though they are both non-dominated.The algorithm will then identify and evolve the relevant region of the trade-offsurface. Still assuming a minimization problem,consider two q-dimensional objective vectors,y a=(y a,1,...,y a,q) and y b=(y b,1,...,y b,q),and the goal vector g= (g1,...,g q).Also consider that y a is such that it meets a number,q−k,of the specified goals.Without loss of generality,one can write∃k=1,...,q−1:∀i=1,...,k,∀j=k+1,...,q,(y a,i>g i)∧(y a,j≤g j)(A) which assumes a convenient permutation of the objec-tives.Eventually,y a will meet none of the goals,i.e.,∀i=1,...,q,(y a,i>g i)(B)or even all of them,and one can write∀j=1,...,q,(y a,j≤g j)(C) In thefirst case(A),y a meets goals k+1,...,q and, therefore,will be preferable to y b simply if it domi-nates y b with respect to itsfirst k components.For the case where all of thefirst k components of y a are equal to those of y b,y a will still be preferable to y b if it dominates y b with respect to the remaining com-ponents,or if the remaining components of y b do not meet all their goals.Formally,y a will be preferable to y b,if and only ify a,(1,...,k)p<y b,(1,...,k) ∨y a,(1,...,k)=y b,(1,...,k) ∧y a,(k+1,...,q)p<y b,(k+1,...,q) ∨∼ y b,(k+1,...,q)≤g(k+1,...,q)In the second case(B),y a satisfies none of the goals. Then,y a is preferable to y b if and only if it dominates y b,i.e.,y a p<y bFinally,in the third case(C)y a meets all of the goals, which means that it is a satisfactory,though not nec-essarily optimal,solution.In this case,y a is preferable to y b,if and only if it dominates y b or y b is not satis-factory,i.e.,(y a p<y b)∨∼(y b≤g)The use of the relation preferable to as just described, instead of the simpler relation partially less than,im-plies that the solution set be delimited by those non-dominated points which tangentially achieve one or more goals.Setting all the goals to±∞will make the algorithm try to evolve a discretized description of the whole Pareto set.Such a description,inaccurate though it may be,can guide the DM in refining its requirements.When goals can be supplied interactively at each GA generation, the decision maker can reduce the size of the solution set gradually while learning about the trade-offbe-tween objectives.The variability of the goals acts as a changing environment to the GA,and does not im-pose any constraints on the search space.Note that appropriate sharing coefficients can still be calculated as before,since the size of the solution set changes in a way which is known to the DM.This strategy of progressively articulating the DM preferences,while the algorithm runs,to guide the search,is not new in operations research.The main disadvantage of the method is that it demands a higher effort from the DM.On the other hand,it potentially reduces the number of function evaluations required when compared to a method for a posteriori articula-tion of preferences,as well as providing less alternativeddddDM a priori knowledgeGAobjective function values fitnesses(acquired knowledge)resultsFigure 5:A General Multiobjective Genetic Optimizerpoints at each iteration,which are certainly easier for the DM to discriminate between than the whole Pareto set at once.6THE MOGA AS A METHOD FOR PROGRESSIVE ARTICULATION OF PREFERENCESThe MOGA can be generalized one step further.The DM action can be described as the consecutive evalu-ation of some not necessarily well defined utility func-tion .The utility function expresses the way in which the DM combines objectives in order to prefer one point to another and,ultimately,is the function which establishes the basis for the GA population to evolve.Linearly combining objectives to obtain a scalar fit-ness,on the one hand,and simply ranking individuals according to non-dominance,on the other,both corre-spond to two different attitudes of the DM.In the first case,it is assumed that the DM knows exactly what to optimize,for example,financial cost.In the second case,the DM is making no decision at all apart from letting the optimizer use the broadest definition of MO optimality.Providing goal information,or using shar-ing techniques,simply means a more elaborated atti-tude of the DM,that is,a less straightforward utility function,which may even vary during the GA process,but still just another utility function.A multiobjective genetic optimizer would,in general,consist of a standard genetic algorithm presenting the DM at each generation with a set of points to be as-sessed.The DM makes use of the concept of Pareto optimality and of any a priori information available to express its preferences,and communicates them to the GA,which in turn replies with the next generation.At the same time,the DM learns from the data it is presented with and eventually refines its requirements until a suitable solution has been found (Figure 5).In the case of a human DM,such a set up may require reasonable interaction times for it to become attrac-tive.The natural solution would consist of speedingup the process by running the GA on a parallel ar-chitecture.The most appealing of all,however,would be the use of an automated DM,such as an expert system.7INITIAL RESULTSThe MOGA is currently being applied to the step response optimization of a Pegasus gas turbine en-gine.A full non-linear model of the engine (Han-cock,1992),implemented in Simulink (MathWorks,1992b),is used to simulate the system,given a num-ber of initial conditions and the controller parameter settings.The GA is implemented in Matlab (Math-Works,1992a;Fleming et al.,1993),which means that all the code actually runs in the same computation en-vironment.The logarithm of each controller parameter was Gray encoded as a 14-bit string,leading to 70-bit long chro-mosomes.A random initial population of size 80and standard two-point reduced surrogate crossover and binary mutation were used.The initial goal values were set according to a number of performance require-ments for the engine.Four objectives were used:t r The time taken to reach 70%of the final output change.Goal:t r ≤0.59s.t s The time taken to settle within ±10%of the final output change.Goal:t s ≤1.08s.os Overshoot,measured relatively to the final output change.Goal:os ≤10%.err A measure of the output error 4seconds after thestep,relative to the final output change.Goal:err ≤10%.During the GA run,the DM stores all non-dominated points evaluated up to the current generation.This constitutes acquired knowledge about the trade-offs available in the problem.From these,the relevant points are identified,the size of the trade-offsurface estimated and σshare set.At any time in the optimiza-trts ov err 00.20.40.60.81N o r m a l i z e d o b j e c t i v e v a l u e s Objective functions0.59s 1.08s 10% 10%Figure 6:Trade-offGraph for the Pegasus Gas Turbine Engine after 40Generations (Initial Goals)tion process,the goal values can be changed,in order to zoom in on the region of interest.A typical trade-offgraph,obtained after 40genera-tions with the initial goals,is presented in Figure 6and represents the accumulated set of satisfactory non-dominated points.At this stage,the setting of a much tighter goal for the output error (err ≤0.1%)reveals the graph in Figure 7,which contains a subset of the points in Figure 6.Continuing to run the GA,more definition can be obtained in this area (Figure 8).Fig-ure 9presents an alternative view of these solutions,illustrating the arising step responses.8CONCLUDING REMARKSGenetic algorithms,searching from a population of points,seem particularly suited to multiobjective opti-mization.Their ability to find global optima while be-ing able to cope with discontinuous and noisy functions has motivatedan increasing number of applications in engineering and related fields.The development of the MOGA is one expression of our wish to bring decision making into engineering design,in general,and control system design,in particular.An important problem arising from the simple Pareto-based fitness assignment method is that of the global size of the solution plex problems can be expected to exhibit a large and complex trade-offsur-face which,to be sampled accurately,would ultimately overload the DM with virtually useless information.Small regions of the trade-offsurface,however,can still be sampled in a Pareto-based fashion,while the deci-sion maker learns and refines its requirements.Niche formation methods are transferred to the objective value domain in order to take advantage of the prop-erties of the Paretoset.Figure 7:Trade-offGraph for the Pegasus Gas Turbine Engine after 40Generations (New Goals)Figure 8:Trade-offGraph for the Pegasus Gas Turbine Engine after 60Generations (New Goals)Figure 9:Satisfactory Step Responses after 60Gener-ations (New Goals)Initial results,obtained from a real world engineering problem,show the ability of the MOGA to evolve uni-formly sampled versions of trade-offsurface regions. They also illustrate how the goals can be changed dur-ing the GA run.Chromosome coding,and the genetic operators them-selves,constitute areas for further study.Redundant codings would eventually allow the selection of the ap-propriate representation while evolving the trade-offsurface,as suggested in(Chipperfield et al.,1992). The direct use of real variables to represent an indi-vidual together with correlated mutations(B¨a ck et al., 1991)and some clever recombination operator(s)may also be interesting.In fact,correlated mutations should be able to identify how decision variables re-late to each other within the Pareto set.AcknowledgementsThefirst author gratefully acknowledges support by Programa CIENCIA,Junta Nacional de Investiga¸c˜a o Cient´ıfica e Tecnol´o gica,Portugal.ReferencesB¨a ck,T.,Hoffmeister,F.,and Schwefel,H.-P.(1991).A survey of evolution strategies.In Belew,R.,editor,Proc.Fourth Int.Conf.on Genetic Algo-rithms,pp.2–9.Morgan Kaufmann.Chipperfield, A.J.,Fonseca, C.M.,and Fleming, P.J.(1992).Development of genetic optimiza-tion tools for multi-objective optimization prob-lems in CACSD.In IEE Colloq.on Genetic Algo-rithms for Control Systems Engineering,pp.3/1–3/6.The Institution of Electrical Engineers.Di-gest No.1992/106.Deb,K.and Goldberg,D.E.(1989).An investigation of niche and species formation in genetic func-tion optimization.In Schaffer,J.D.,editor,Proc.Third Int.Conf.on Genetic Algorithms,pp.42–50.Morgan Kaufmann.Farshadnia,R.(1991).CACSD using Multi-Objective Optimization.PhD thesis,University of Wales, Bangor,UK.Fleming,P.J.(1985).Computer aided design of regulators using multiobjective optimization.In Proc.5th IFAC Workshop on Control Applica-tions of Nonlinear Programming and Optimiza-tion,pp.47–52,Capri.Pergamon Press. Fleming,P.J.,Crummey,T.P.,and Chipperfield,A.J.(1992).Computer assisted control systemdesign and multiobjective optimization.In Proc.ISA Conf.on Industrial Automation,pp.7.23–7.26,Montreal,Canada.Fleming,P.J.,Fonseca,C.M.,and Crummey,T.P.(1993).Matlab:Its toolboxes and open struc-ture.In Linkens,D.A.,editor,CAD for Control Systems,chapter11,pp.271–286.Marcel-Dekker. Fourman,M.P.(1985).Compaction of symbolic lay-out using genetic algorithms.In Grefenstette, J.J.,editor,Proc.First Int.Conf.on Genetic Algorithms,pp.141–wrence Erlbaum. Gembicki,F.W.(1974).Vector Optimization for Con-trol with Performance and Parameter Sensitivity Indices.PhD thesis,Case Western Reserve Uni-versity,Cleveland,Ohio,USA.Goldberg,D.E.(1989).Genetic Algorithms in Search, Optimization and Machine Learning.Addison-Wesley,Reading,Massachusetts.Goldberg,D.E.and Richardson,J.(1987).Genetic algorithms with sharing for multimodal function optimization.In Grefenstette,J.J.,editor,Proc.Second Int.Conf.on Genetic Algorithms,pp.41–wrence Erlbaum.Hancock,S.D.(1992).Gas Turbine Engine Controller Design Using Multi-Objective Optimization Tech-niques.PhD thesis,University of Wales,Bangor, UK.MathWorks(1992a).Matlab Reference Guide.The MathWorks,Inc.MathWorks(1992b).Simulink User’s Guide.The MathWorks,Inc.Richardson,J.T.,Palmer,M.R.,Liepins,G.,and Hilliard,M.(1989).Some guidelines for genetic algorithms with penalty functions.In Schaffer, J.D.,editor,Proc.Third Int.Conf.on Genetic Algorithms,pp.191–197.Morgan Kaufmann. Schaffer,J.D.(1985).Multiple objective optimiza-tion with vector evaluated genetic algorithms.In Grefenstette,J.J.,editor,Proc.First Int.Conf.on Genetic Algorithms,pp.93–wrence Erl-baum.Wienke,D.,Lucasius,C.,and Kateman,G.(1992).Multicriteria target vector optimization of analyt-ical procedures using a genetic algorithm.Part I.Theory,numerical simulations and application to atomic emission spectroscopy.Analytica Chimica Acta,265(2):211–225.。
人工智能chapter5heuristic
控制信息反映在估价函数中。 估价函数的任务就是估计待搜索结点的重要程度。
f( n ) gn ( ) hn ()
从初始结点到n 的实际代价 从n到目标的最佳 路径的估计代价
5.2 启发式搜索算法
5.2.1
局部择优搜索(瞎子爬山法 Hill Climbing)
它由深度优先搜索法演变而来。搜索每到达一个结点 后,其后继结点的选择不是预定的或盲目的,而是在 它的所有子结点中,按估价函数f(x)选择最优者。犹如 瞎子爬山一样,故名瞎子爬山法。
有的定义它是结点X处于最佳路径上的概率。
或者是结点X和目标结点之间的距离。 或者是X格句的得分等等。 一般来说,估计一个结点的价值,必须考虑两方面因
素:已经付出的代价和将要付出的代价。我们把估计 函数f(n)定义为从初始结点经过n结点到达目标结点的 最小代价估计值。
5.2.2 最好优先搜索法
启发式搜索
在两种情况下运用启发式策略:
一个问题由于在问题陈述和数据获取方面固有的模糊性可 能使它没有一个确定的解。医疗诊断,视觉系统可运用启发 式策策略选择最有可能解释。 一个问题(如国际象棋)可能有确定解,但是求解过程中的计算 机代价令人难以接受。穷尽式搜索策略,在一个给定的时空 内很可能得不到最终的解。启发式策略通过指导搜索向最有 希望的方向前进降低了复杂性。消除组合爆炸,并得到令人 能接受的解。然而,启发式策略也是极易出错的。
If VALUE[neighbor]<=VALUE[current] then return STATE[current] currentneighbor
局部择优搜索
优点:方法简单、占用内存空间少,速度快,在多数情
况下有效,主要是在单因素、单极值情况下使用。
华南理工大学最优化理论——第十二章遗传算法讲义
遗传算法将“优胜劣汰,适者生存”的生物进化原理 引入优化参数形成的编码串联群体中,按所选择的适应度 函数并通过遗传中的复制、交叉及变异对个体进行筛选, 使适适应度高的个体被保留下来,组成新的群体,新的群 体既继承了上一代的信息,又优于上一代。
• 最初的一组解(初始群体,原始祖先)是随机生成的, 之后的每组新解由遗传操作生成。
• 每个解都通过一个与目标函数相关的适应度函数给予评 价,通过遗传过程不断重复,达到收敛,而获得问题的 最优解。
12.1.1 编码、染色体和基因
• 1.编码 • 在二进制遗传算法中,自变量是以二进制字符串的形式
表示,因此需要通过编码将空间坐标转换成相应的数字 串,这就是编码。例如,一个三维正整数优化问题的各 自变量均满足0 xi 15,它的一个解为x = [5, 7, 0]。 • 在二进制遗传算法中,这个解对应的写成:x=[0101 0111 0000]。那么,010101110000就是解x的对应编码。
而遗传算法仅使用由目标函数值变换来的适应度函数 值,就可以确定进一步的搜索方向和搜索范围,无需目标 函数的导数值等其他一些辅助信息。
遗传算法可应用于目标函数无法求导数或导数不存在的 函数的优化问题,以及组合优化问题等。
(4)遗传算法使用概率搜索技术。
遗传算法的选择、交叉、变异等运算都是以一种概率 的方式来进行的,因而遗传算法的搜索过程具有很好的灵活 性。随着进化过程的进行,遗传算法新的群体会更多地产生 出许多新的优良的个体。
• 新的一组解答不但可以有选择地保留一些目标函数值高的 旧的解答,而且可以包括一些经由其它解答结合而得的新 的解答。遗传算法成功的关键在于符号串表示和遗传操作 的设计。下一节介绍一种具有三个简单操作的遗传算法。
Jensen企业理论:管理者行为、代理成本与所有权结构JFE3(1976)305-360
University of Rochester, Rochester, NY 14627, U.S.A.
Received January 1976, revised version received July 1976 This paper integrates elements frheory of property rights and the theory of finance to develop a theory of the ownership structure of the firm. We define the
l Associakz Professor and Dean, respectively, Graduate School of Management, Univer sity of Rochester. An earlier version of this paper was presented at the Conference on Analysis and Ideology, Inlcrlaken, Switzerland, June 1974, sponsored by the Center for Research in Government Policy and Business at the University of Rochester. Graduate School of Management. We are indcbtcd IO I’. Black, E. Mama, R. Ibbotson, W. Klein, M. Rozeff, R. Weil, 0. Williamson. an anonymous rcfcrcc, and IO our collcagues and mcmbcrs of the Finance Workshop at the University of Rochester for their comments and criticisms, in particular G. Bcnston. M. Canes, D. Henderson, K. Lcfllcr, J. Long, C. Smith, R. Thompson, R. Watts and J. Zinuncrman.
现代优化方法GA
产生均匀随机数的方法主要有:
例2:若L=5,则M32,取A=13,C=5;仍取S0=1,那 么可以获得一个随机数序列: {1,18,15,8,13,14,27,4,25,10,7,0,5,6,19,28,17,2,31,2 4,29,30,11,20,9,26,23,16,21,22,3,12,1,…} 以上随机数序列的不重复长度为32.
遗传算法的特点
遗传算法可应用于目标函数无法求导数或导数不存在的 函数的优化问题,以及组合优化问题等。 (4)遗传算法使用概率搜索技术。遗传算法的选择、交叉、 变异等运算都是以一种概率的方式来进行的,因而遗传算法的 搜索过程具有很好的灵活性。随着进化过程的进行,遗传算法 新的群体会更多地产生出许多新的优良的个体。
步5 按选择概率P(xi)所决定的选中机会, 每次从S中随机选定1个个体并将其染色体复制, 共做N次,然后将复制所得的N个染色体组成 群体S1;
步6 按交叉率Pc所决定的参加交叉的染 色体数c,从S1中随机确定c个染色体,配对进 行交叉操作,并用产生的新染色体代替原染色 体,得群体S2;
步7 按变异率Pm所决定的变异次数m,从S2 中随机确定m个染色体,分别进行变异操作,并 用产生的新染色体代替原染色体,得群体S3;
遗传算法
伪随机数的产生
1. 伪随机数在智能优化方法中的作用
随机现象是自然过程或人工过程中由多种未知因素共同作用产生的 一种只可分析其统计规律却不能预测其发生的不确定现象。
这种现象表现为一系列没有规则的数值时就成为随机数。 在计算机仿真中人们通常需要用到随机数。由于真正的随机数不可 获得,于是人们通常用数字计算机按照某种确定的规则,通过迭代递推 运算来产生一系列近似随机分布的数列。这样产生的数列虽然不是由真 实的随机现象产生的,但具有类似于随机数的统计性质,可以作为随机 数来运用,因此将其称为伪随机数(Pseudo Random Number)。 产生这种伪随机数的程序就称为伪随机数发生器( Pseudo Random Number Generator,简称RNG)。
a heuristic algorithm for portfolio
434
M. Grazia Speranza
model has been applied to problems with asymmetric distributions of the rate of return (see, for instance, Zenios and Kang [6]). In Speranza [7] it was shown that taking as risk function a linear combination of the mean semi-absolute deviations, i.e. mean deviations below and above the portfolio rate of return, a model equivalent to the M A D model is obtained, whenever the sum of the coefficients of the linear combination is positive. Then in turn this model is equivalent to Markowitz model, if the rates of return are normally distributed. Moreover, it was shown that, through a suitable selection of the coefficients of the combination, 1 and 0 for the deviations below and above the average respectively, it is possible to substantially reduce the number of the constr
启发式算法(HeuristicAlgorithm)
启发式算法(HeuristicAlgorithm)启发式算法(Heuristic Algorithm)有不同的定义:⼀种定义为,⼀个基于直观或经验的构造的算法,对优化问题的实例能给出可接受的计算成本(计算时间、占⽤空间等)内,给出⼀个近似最优解,该近似解于真实最优解的偏离程度不⼀定可以事先预计;另⼀种是,启发式算法是⼀种技术,这种技术使得在可接受的计算成本内去搜寻最好的解,但不⼀定能保证所得的可⾏解和最优解,甚⾄在多数情况下,⽆法阐述所得解同最优解的近似程度。
我⽐较赞同第⼆种定义,因为启发式算法现在还没有完备的理论体系,只能视作⼀种技术。
_______________________________________名词解释Heuristics,我喜欢的翻译是“探索法” ,⽽不是“启发式”,因为前者更亲民⼀些,容易被理解。
另外,导致理解困难的⼀个原因是该词经常出现在⼀些本来就让⼈迷糊的专业领域语境中,例如,经常看到某某杀毒软件⽤启发式⽅法查毒,普通民众本来就对杀毒软件很敬畏,看到“启发式”就更摸不着北了。
实际上,这个词的解释⼗分简单,例如,查朗⽂词典,可以看到:The use of experience and practical efforts to find answers to questions or to improve performance维基百科词条heuristic,将其定义为基于经验的技巧(technique),⽤于解决问题、学习和探索。
并对该词进⾏了更详尽的解释并罗列了多个相关领域:A heuristic method is used to rapidly come to a solution that is hoped to be close to the best possible answer, or 'optimal solution'. A heuristic is a "rule of thumb", an educatedguess, an intuitive judgment or simply common sense.A heuristic is a general way of solving a problem. Heuristics as a noun is another name for heuristic methods.Heuristic可以等同于:实际经验估计(rule of thumb)、有依据的猜测(educated guess, a guess beased on a certain amount of information, and therefore likely to be right)和常识(由经验得来的判断⼒)。
启发式优化算法介绍
非线性电路与系统研究中心
1. 贪婪算法
在算法的每个阶段,都作出在当时看上去最好的决 策,以获得最大的“好处”,换言之,就是在每一 个决策过程中都要尽可能的“贪”, 直到算法中 的某一步不能继续前进时,算法才停止。 在算法的过程中,“贪”的决策一旦作出,就不可 再更改,作出“贪”的决策的依据称为贪婪准则。 局部搜索的缺点就是太贪婪地对某一个局部区域以 及其邻域搜索,导致一叶障目,不见泰山。
科学领域
物理、化学、生态学 医学、计算机科学等 1993年,Jones等 用多目标遗传算法 进行分子结构分析
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非线性电路与系统研究中心
3. 研究意义
汉诺塔问题:和尚搬盘子 天神梵天的三条规则: 每次只能移动一个盘子; 盘子只能在三根柱子上 来回移动,不能放在他 处; 在移动过程中,三根柱 子上的盘子必须始终保 持大盘在下,小盘在上。
3. 模拟退火算法
模拟退火(simulated annealing)算法的思想最早是由 Metropolis等人在1953年提出。 1982年,Kirkpatrick等人将其运用在求组合最优化的问题 上。 金属物体在加热到一定的温度后,再徐徐冷却使之凝固成规 整晶体的热力学过程。在温度最低时,系统能量趋于最小值。 根据热力学定律,在温度为T的情况下,能量改变所表现的 几率如下: -ΔE
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非线性电路与系统研究中心
3. 研究意义
P(polynominal)所有可以在多项式时间内用确定 算法求解的优化问题的集合,简称多项式问题。 判定问题(decision problem)如果一个问题的每 一个实例只有“是”或“否”两种答案。 NP(nondeterministic polynominal)是指可以在多 项式时间里验证一个解的判定问题的集合。
ReliabilityEngineeringandSystemSafety91(2006)992–1007
Reliability Engineering and System Safety 91(2006)992–1007Multi-objective optimization using genetic algorithms:A tutorialAbdullah Konak a,Ã,David W.Coit b ,Alice E.Smith caInformation Sciences and Technology,Penn State Berks,USA bDepartment of Industrial and Systems Engineering,Rutgers University cDepartment of Industrial and Systems Engineering,Auburn UniversityAvailable online 9January 2006AbstractMulti-objective formulations are realistic models for many complex engineering optimization problems.In many real-life problems,objectives under consideration conflict with each other,and optimizing a particular solution with respect to a single objective can result in unacceptable results with respect to the other objectives.A reasonable solution to a multi-objective problem is to investigate a set of solutions,each of which satisfies the objectives at an acceptable level without being dominated by any other solution.In this paper,an overview and tutorial is presented describing genetic algorithms (GA)developed specifically for problems with multiple objectives.They differ primarily from traditional GA by using specialized fitness functions and introducing methods to promote solution diversity.r 2005Elsevier Ltd.All rights reserved.1.IntroductionThe objective of this paper is present an overview and tutorial of multiple-objective optimization methods using genetic algorithms (GA).For multiple-objective problems,the objectives are generally conflicting,preventing simulta-neous optimization of each objective.Many,or even most,real engineering problems actually do have multiple-objectives,i.e.,minimize cost,maximize performance,maximize reliability,etc.These are difficult but realistic problems.GA are a popular meta-heuristic that is particularly well-suited for this class of problems.Tradi-tional GA are customized to accommodate multi-objective problems by using specialized fitness functions and introducing methods to promote solution diversity.There are two general approaches to multiple-objective optimization.One is to combine the individual objective functions into a single composite function or move all but one objective to the constraint set.In the former case,determination of a single objective is possible with methods such as utility theory,weighted sum method,etc.,but theproblem lies in the proper selection of the weights or utility functions to characterize the decision-maker’s preferences.In practice,it can be very difficult to precisely and accurately select these weights,even for someone familiar with the problem pounding this drawback is that scaling amongst objectives is needed and small perturbations in the weights can sometimes lead to quite different solutions.In the latter case,the problem is that to move objectives to the constraint set,a constraining value must be established for each of these former objectives.This can be rather arbitrary.In both cases,an optimization method would return a single solution rather than a set of solutions that can be examined for trade-offs.For this reason,decision-makers often prefer a set of good solutions considering the multiple objectives.The second general approach is to determine an entire Pareto optimal solution set or a representative subset.A Pareto optimal set is a set of solutions that are nondominated with respect to each other.While moving from one Pareto solution to another,there is always a certain amount of sacrifice in one objective(s)to achieve a certain amount of gain in the other(s).Pareto optimal solution sets are often preferred to single solutions because they can be practical when considering real-life problems/locate/ress0951-8320/$-see front matter r 2005Elsevier Ltd.All rights reserved.doi:10.1016/j.ress.2005.11.018ÃCorresponding author.E-mail address:konak@ (A.Konak).since thefinal solution of the decision-maker is always a trade-off.Pareto optimal sets can be of varied sizes,but the size of the Pareto set usually increases with the increase in the number of objectives.2.Multi-objective optimization formulationConsider a decision-maker who wishes to optimize K objectives such that the objectives are non-commensurable and the decision-maker has no clear preference of the objectives relative to each other.Without loss of generality, all objectives are of the minimization type—a minimization type objective can be converted to a maximization type by multiplying negative one.A minimization multi-objective decision problem with K objectives is defined as follows: Given an n-dimensional decision variable vector x¼{x1,y,x n}in the solution space X,find a vector x* that minimizes a given set of K objective functions z(x*)¼{z1(x*),y,z K(x*)}.The solution space X is gen-erally restricted by a series of constraints,such as g j(x*)¼b j for j¼1,y,m,and bounds on the decision variables.In many real-life problems,objectives under considera-tion conflict with each other.Hence,optimizing x with respect to a single objective often results in unacceptable results with respect to the other objectives.Therefore,a perfect multi-objective solution that simultaneously opti-mizes each objective function is almost impossible.A reasonable solution to a multi-objective problem is to investigate a set of solutions,each of which satisfies the objectives at an acceptable level without being dominated by any other solution.If all objective functions are for minimization,a feasible solution x is said to dominate another feasible solution y (x1y),if and only if,z i(x)p z i(y)for i¼1,y,K and z j(x)o z j(y)for least one objective function j.A solution is said to be Pareto optimal if it is not dominated by any other solution in the solution space.A Pareto optimal solution cannot be improved with respect to any objective without worsening at least one other objective.The set of all feasible non-dominated solutions in X is referred to as the Pareto optimal set,and for a given Pareto optimal set,the corresponding objective function values in the objective space are called the Pareto front.For many problems,the number of Pareto optimal solutions is enormous(perhaps infinite).The ultimate goal of a multi-objective optimization algorithm is to identify solutions in the Pareto optimal set.However,identifying the entire Pareto optimal set, for many multi-objective problems,is practically impos-sible due to its size.In addition,for many problems, especially for combinatorial optimization problems,proof of solution optimality is computationally infeasible.There-fore,a practical approach to multi-objective optimization is to investigate a set of solutions(the best-known Pareto set)that represent the Pareto optimal set as well as possible.With these concerns in mind,a multi-objective optimization approach should achieve the following three conflicting goals[1]:1.The best-known Pareto front should be as close aspossible to the true Pareto front.Ideally,the best-known Pareto set should be a subset of the Pareto optimal set.2.Solutions in the best-known Pareto set should beuniformly distributed and diverse over of the Pareto front in order to provide the decision-maker a true picture of trade-offs.3.The best-known Pareto front should capture the wholespectrum of the Pareto front.This requires investigating solutions at the extreme ends of the objective function space.For a given computational time limit,thefirst goal is best served by focusing(intensifying)the search on a particular region of the Pareto front.On the contrary,the second goal demands the search effort to be uniformly distributed over the Pareto front.The third goal aims at extending the Pareto front at both ends,exploring new extreme solutions.This paper presents common approaches used in multi-objective GA to attain these three conflicting goals while solving a multi-objective optimization problem.3.Genetic algorithmsThe concept of GA was developed by Holland and his colleagues in the1960s and1970s[2].GA are inspired by the evolutionist theory explaining the origin of species.In nature,weak and unfit species within their environment are faced with extinction by natural selection.The strong ones have greater opportunity to pass their genes to future generations via reproduction.In the long run,species carrying the correct combination in their genes become dominant in their population.Sometimes,during the slow process of evolution,random changes may occur in genes. If these changes provide additional advantages in the challenge for survival,new species evolve from the old ones.Unsuccessful changes are eliminated by natural selection.In GA terminology,a solution vector x A X is called an individual or a chromosome.Chromosomes are made of discrete units called genes.Each gene controls one or more features of the chromosome.In the original implementa-tion of GA by Holland,genes are assumed to be binary digits.In later implementations,more varied gene types have been introduced.Normally,a chromosome corre-sponds to a unique solution x in the solution space.This requires a mapping mechanism between the solution space and the chromosomes.This mapping is called an encoding. In fact,GA work on the encoding of a problem,not on the problem itself.GA operate with a collection of chromosomes,called a population.The population is normally randomly initia-lized.As the search evolves,the population includesfitterA.Konak et al./Reliability Engineering and System Safety91(2006)992–1007993andfitter solutions,and eventually it converges,meaning that it is dominated by a single solution.Holland also presented a proof of convergence(the schema theorem)to the global optimum where chromosomes are binary vectors.GA use two operators to generate new solutions from existing ones:crossover and mutation.The crossover operator is the most important operator of GA.In crossover,generally two chromosomes,called parents,are combined together to form new chromosomes,called offspring.The parents are selected among existing chromo-somes in the population with preference towardsfitness so that offspring is expected to inherit good genes which make the parentsfitter.By iteratively applying the crossover operator,genes of good chromosomes are expected to appear more frequently in the population,eventually leading to convergence to an overall good solution.The mutation operator introduces random changes into characteristics of chromosomes.Mutation is generally applied at the gene level.In typical GA implementations, the mutation rate(probability of changing the properties of a gene)is very small and depends on the length of the chromosome.Therefore,the new chromosome produced by mutation will not be very different from the original one.Mutation plays a critical role in GA.As discussed earlier,crossover leads the population to converge by making the chromosomes in the population alike.Muta-tion reintroduces genetic diversity back into the population and assists the search escape from local optima. Reproduction involves selection of chromosomes for the next generation.In the most general case,thefitness of an individual determines the probability of its survival for the next generation.There are different selection procedures in GA depending on how thefitness values are used. Proportional selection,ranking,and tournament selection are the most popular selection procedures.The procedure of a generic GA[3]is given as follows:Step1:Set t¼1.Randomly generate N solutions to form thefirst population,P1.Evaluate thefitness of solutions in P1.Step2:Crossover:Generate an offspring population Q t as follows:2.1.Choose two solutions x and y from P t based onthefitness values.ing a crossover operator,generate offspringand add them to Q t.Step3:Mutation:Mutate each solution x A Q t with a predefined mutation rate.Step4:Fitness assignment:Evaluate and assign afitness value to each solution x A Q t based on its objective function value and infeasibility.Step5:Selection:Select N solutions from Q t based on theirfitness and copy them to P t+1.Step6:If the stopping criterion is satisfied,terminate the search and return to the current population,else,set t¼t+1go to Step2.4.Multi-objective GABeing a population-based approach,GA are well suited to solve multi-objective optimization problems.A generic single-objective GA can be modified tofind a set of multiple non-dominated solutions in a single run.The ability of GA to simultaneously search different regions of a solution space makes it possible tofind a diverse set of solutions for difficult problems with non-convex,discon-tinuous,and multi-modal solutions spaces.The crossover operator of GA may exploit structures of good solutions with respect to different objectives to create new non-dominated solutions in unexplored parts of the Pareto front.In addition,most multi-objective GA do not require the user to prioritize,scale,or weigh objectives.Therefore, GA have been the most popular heuristic approach to multi-objective design and optimization problems.Jones et al.[4]reported that90%of the approaches to multi-objective optimization aimed to approximate the true Pareto front for the underlying problem.A majority of these used a meta-heuristic technique,and70%of all meta-heuristics approaches were based on evolutionary ap-proaches.Thefirst multi-objective GA,called vector evaluated GA (or VEGA),was proposed by Schaffer[5].Afterwards, several multi-objective evolutionary algorithms were devel-oped including Multi-objective Genetic Algorithm (MOGA)[6],Niched Pareto Genetic Algorithm(NPGA) [7],Weight-based Genetic Algorithm(WBGA)[8],Ran-dom Weighted Genetic Algorithm(RWGA)[9],Nondomi-nated Sorting Genetic Algorithm(NSGA)[10],Strength Pareto Evolutionary Algorithm(SPEA)[11],improved SPEA(SPEA2)[12],Pareto-Archived Evolution Strategy (PAES)[13],Pareto Envelope-based Selection Algorithm (PESA)[14],Region-based Selection in Evolutionary Multiobjective Optimization(PESA-II)[15],Fast Non-dominated Sorting Genetic Algorithm(NSGA-II)[16], Multi-objective Evolutionary Algorithm(MEA)[17], Micro-GA[18],Rank-Density Based Genetic Algorithm (RDGA)[19],and Dynamic Multi-objective Evolutionary Algorithm(DMOEA)[20].Note that although there are many variations of multi-objective GA in the literature, these cited GA are well-known and credible algorithms that have been used in many applications and their performances were tested in several comparative studies. Several survey papers[1,11,21–27]have been published on evolutionary multi-objective optimization.Coello lists more than2000references in his website[28].Generally, multi-objective GA differ based on theirfitness assign-ment procedure,elitisim,or diversification approaches.In Table1,highlights of the well-known multi-objective with their advantages and disadvantages are given.Most survey papers on multi-objective evolutionary approaches intro-duce and compare different algorithms.This paper takes a different course and focuses on important issues while designing a multi-objective GA and describes common techniques used in multi-objective GA to attain the threeA.Konak et al./Reliability Engineering and System Safety91(2006)992–1007 994goals in multi-objective optimization.This approach is also taken in the survey paper by Zitzler et al.[1].However,the discussion in this paper is aimed at introducing the components of multi-objective GA to researchers and practitioners without a background on the multi-objective GA.It is also import to note that although several of the state-of-the-art algorithms exist as cited above,many researchers that applied multi-objective GA to their problems have preferred to design their own customized algorithms by adapting strategies from various multi-objective GA.This observation is another motivation for introducing the components of multi-objective GA rather than focusing on several algorithms.However,the pseudo-code for some of the well-known multi-objective GA are also provided in order to demonstrate how these proce-dures are incorporated within a multi-objective GA.Table1A list of well-known multi-objective GAAlgorithm Fitness assignment Diversity mechanism Elitism ExternalpopulationAdvantages DisadvantagesVEGA[5]Each subpopulation isevaluated with respectto a differentobjective No No No First MOGAStraightforwardimplementationTend converge to theextreme of each objectiveMOGA[6]Pareto ranking Fitness sharing byniching No No Simple extension of singleobjective GAUsually slowconvergenceProblems related to nichesize parameterWBGA[8]Weighted average ofnormalized objectives Niching No No Simple extension of singleobjective GADifficulties in nonconvexobjective function space Predefined weightsNPGA[7]Nofitnessassignment,tournament selection Niche count as tie-breaker in tournamentselectionNo No Very simple selectionprocess with tournamentselectionProblems related to nichesize parameterExtra parameter fortournament selectionRWGA[9]Weighted average ofnormalized objectives Randomly assignedweightsYes Yes Efficient and easyimplementDifficulties in nonconvexobjective function spacePESA[14]Nofitness assignment Cell-based density Pure elitist Yes Easy to implement Performance depends oncell sizesComputationally efficientPrior information neededabout objective spacePAES[29]Pareto dominance isused to replace aparent if offspringdominates Cell-based density astie breaker betweenoffspring and parentYes Yes Random mutation hill-climbing strategyNot a population basedapproachEasy to implement Performance depends oncell sizesComputationally efficientNSGA[10]Ranking based onnon-dominationsorting Fitness sharing bynichingNo No Fast convergence Problems related to nichesize parameterNSGA-II[30]Ranking based onnon-dominationsorting Crowding distance Yes No Single parameter(N)Crowding distance worksin objective space onlyWell testedEfficientSPEA[11]Raking based on theexternal archive ofnon-dominatedsolutions Clustering to truncateexternal populationYes Yes Well tested Complex clusteringalgorithmNo parameter forclusteringSPEA-2[12]Strength ofdominators Density based on thek-th nearest neighborYes Yes Improved SPEA Computationallyexpensivefitness anddensity calculationMake sure extreme pointsare preservedRDGA[19]The problem reducedto bi-objectiveproblem with solutionrank and density asobjectives Forbidden region cell-based densityYes Yes Dynamic cell update More difficult toimplement than othersRobust with respect to thenumber of objectivesDMOEA[20]Cell-based ranking Adaptive cell-baseddensity Yes(implicitly)No Includes efficienttechniques to update celldensitiesMore difficult toimplement than othersAdaptive approaches toset GA parametersA.Konak et al./Reliability Engineering and System Safety91(2006)992–10079955.Design issues and components of multi-objective GA 5.1.Fitness functions5.1.1.Weighted sum approachesThe classical approach to solve a multi-objective optimization problem is to assign a weight w i to each normalized objective function z 0i ðx Þso that the problem is converted to a single objective problem with a scalar objective function as follows:min z ¼w 1z 01ðx Þþw 2z 02ðx ÞþÁÁÁþw k z 0k ðx Þ,(1)where z 0i ðx Þis the normalized objective function z i (x )and P w i ¼1.This approach is called the priori approach since the user is expected to provide the weights.Solving a problem with the objective function (1)for a given weight vector w ¼{w 1,w 2,y ,w k }yields a single solution,and if multiple solutions are desired,the problem must be solved multiple times with different weight combinations.The main difficulty with this approach is selecting a weight vector for each run.To automate this process;Hajela and Lin [8]proposed the WBGA for multi-objective optimization (WBGA-MO)in the WBGA-MO,each solution x i in the population uses a different weight vector w i ¼{w 1,w 2,y ,w k }in the calculation of the summed objective function (1).The weight vector w i is embedded within the chromosome of solution x i .Therefore,multiple solutions can be simulta-neously searched in a single run.In addition,weight vectors can be adjusted to promote diversity of the population.Other researchers [9,31]have proposed a MOGA based on a weighted sum of multiple objective functions where a normalized weight vector w i is randomly generated for each solution x i during the selection phase at each generation.This approach aims to stipulate multiple search directions in a single run without using additional parameters.The general procedure of the RWGA using random weights is given as follows [31]:Procedure RWGA:E ¼external archive to store non-dominated solutions found during the search so far;n E ¼number of elitist solutions immigrating from E to P in each generation.Step 1:Generate a random population.Step 2:Assign a fitness value to each solution x A P t by performing the following steps:Step 2.1:Generate a random number u k in [0,1]for each objective k ,k ¼1,y ,K.Step 2.2:Calculate the random weight of each objective k as w k ¼ð1=u k ÞP K i ¼1u i .Step 2.3:Calculate the fitness of the solution as f ðx Þ¼P K k ¼1w k z k ðx Þ.Step 3:Calculate the selection probability of each solutionx A P t as follows:p ðx Þ¼ðf ðx ÞÀf min ÞÀ1P y 2P t ðf ðy ÞÀf minÞwhere f min ¼min f f ðx Þj x 2P t g .Step 4:Select parents using the selection probabilities calculated in Step 3.Apply crossover on the selected parent pairs to create N offspring.Mutate offspring with a predefined mutation rate.Copy all offspring to P t +1.Update E if necessary.Step 5:Randomly remove n E solutions from P t +1and add the same number of solutions from E to P t +1.Step 6:If the stopping condition is not satisfied,set t ¼t þ1and go to Step 2.Otherwise,return to E .The main advantage of the weighted sum approach is a straightforward implementation.Since a single objective is used in fitness assignment,a single objective GA can be used with minimum modifications.In addition,this approach is computationally efficient.The main disadvan-tage of this approach is that not all Pareto-optimal solutions can be investigated when the true Pareto front is non-convex.Therefore,multi-objective GA based on the weighed sum approach have difficulty in finding solutions uniformly distributed over a non-convex trade-off surface [1].5.1.2.Altering objective functionsAs mentioned earlier,VEGA [5]is the first GA used to approximate the Pareto-optimal set by a set of non-dominated solutions.In VEGA,population P t is randomly divided into K equal sized sub-populations;P 1,P 2,y ,P K .Then,each solution in subpopulation P i is assigned a fitness value based on objective function z i .Solutions are selected from these subpopulations using proportional selection for crossover and mutation.Crossover and mutation are performed on the new population in the same way as for a single objective GA.Procedure VEGA:N S ¼subpopulation size (N S ¼N =K )Step 1:Start with a random initial population P 0.Set t ¼0.Step 2:If the stopping criterion is satisfied,return P t .Step 3:Randomly sort population P t .Step 4:For each objective k ,k ¼1,y K ,perform the following steps:Step 4.1:For i ¼1þðk 21ÞN S ;...;kN S ,assign fit-ness value f ðx i Þ¼z k ðx i Þto the i th solution in the sorted population.Step 4.2:Based on the fitness values assigned in Step 4.1,select N S solutions between the (1+(k À1)N S )th and (kN S )th solutions of the sorted population to create subpopulation P k .Step 5:Combine all subpopulations P 1,y ,P k and apply crossover and mutation on the combined population to create P t +1of size N .Set t ¼t þ1,go to Step 2.A similar approach to VEGA is to use only a single objective function which is randomly determined each time in the selection phase [32].The main advantage of the alternating objectives approach is easy to implement andA.Konak et al./Reliability Engineering and System Safety 91(2006)992–1007996computationally as efficient as a single-objective GA.In fact,this approach is a straightforward extension of a single objective GA to solve multi-objective problems.The major drawback of objective switching is that the popula-tion tends to converge to solutions which are superior in one objective,but poor at others.5.1.3.Pareto-ranking approachesPareto-ranking approaches explicitly utilize the concept of Pareto dominance in evaluatingfitness or assigning selection probability to solutions.The population is ranked according to a dominance rule,and then each solution is assigned afitness value based on its rank in the population, not its actual objective function value.Note that herein all objectives are assumed to be minimized.Therefore,a lower rank corresponds to a better solution in the following discussions.Thefirst Pareto ranking technique was proposed by Goldberg[3]as follows:Step1:Set i¼1and TP¼P.Step2:Identify non-dominated solutions in TP and assigned them set to F i.Step3:Set TP¼TPF i.If TP¼+go to Step4,else set i¼iþ1and go to Step2.Step4:For every solution x A P at generation t,assign rank r1ðx;tÞ¼i if x A F i.In the procedure above,F1,F2,y are called non-dominated fronts,and F1is the Pareto front of population P.NSGA[10]also classifies the population into non-dominated fronts using an algorithm similar to that given above.Then a dummyfitness value is assigned to each front using afitness sharing function such that the worst fitness value assigned to F i is better than the bestfitness value assigned to F i+1.NSGA-II[16],a more efficient algorithm,named the fast non-dominated-sort algorithm, was developed to form non-dominated fronts.Fonseca and Fleming[6]used a slightly different rank assignment approach than the ranking based on non-dominated-fronts as follows:r2ðx;tÞ¼1þnqðx;tÞ;(2) where nq(x,t)is the number of solutions dominating solution x at generation t.This ranking method penalizes solutions located in the regions of the objective function space which are dominated(covered)by densely populated sections of the Pareto front.For example,in Fig.1b solution i is dominated by solutions c,d and e.Therefore,it is assigned a rank of4although it is in the same front with solutions f,g and h which are dominated by only a single solution.SPEA[11]uses a ranking procedure to assign better fitness values to non-dominated solutions at underrepre-sented regions of the objective space.In SPEA,an external list E of afixed size stores non-dominated solutions that have been investigated thus far during the search.For each solution y A E,a strength value is defined assðy;tÞ¼npðy;tÞN Pþ1,where npðy;tÞis the number solutions that y dominates in P.The rank r(y,t)of a solution y A E is assigned as r3ðy;tÞ¼sðy;tÞand the rank of a solution x A P is calculated asr3ðx;tÞ¼1þXy2E;y1xsðy;tÞ.Fig.1c illustrates an example of the SPEA ranking method.In the former two methods,all non-dominated solutions are assigned a rank of1.This method,however, favors solution a(in thefigure)over the other non-dominated solutions since it covers the least number of solutions in the objective function space.Therefore,a wide, uniformly distributed set of non-dominated solutions is encouraged.Accumulated ranking density strategy[19]also aims to penalize redundancy in the population due to overrepre-sentation.This ranking method is given asr4ðx;tÞ¼1þXy2P;y1xrðy;tÞ.To calculate the rank of a solution x,the rank of the solutions dominating this solution must be calculatedfirst. Fig.1d shows an example of this ranking method(based on r2).Using ranking method r4,solutions i,l and n are ranked higher than their counterparts at the same non-dominated front since the portion of the trade-off surface covering them is crowded by three nearby solutions c,d and e. Although some of the ranking approaches described in this section can be used directly to assignfitness values to individual solutions,they are usually combined with variousfitness sharing techniques to achieve the second goal in multi-objective optimization,finding a diverse and uniform Pareto front.5.2.Diversity:fitness assignment,fitness sharing,and nichingMaintaining a diverse population is an important consideration in multi-objective GA to obtain solutions uniformly distributed over the Pareto front.Without taking preventive measures,the population tends to form relatively few clusters in multi-objective GA.This phenom-enon is called genetic drift,and several approaches have been devised to prevent genetic drift as follows.5.2.1.Fitness sharingFitness sharing encourages the search in unexplored sections of a Pareto front by artificially reducingfitness of solutions in densely populated areas.To achieve this goal, densely populated areas are identified and a penaltyA.Konak et al./Reliability Engineering and System Safety91(2006)992–1007997。
salesman
1
Introduction and problem description
A variation of the classic symmetric traveling salesman problem (TSP) is studied in this paper. The variation is motivated by the observation that estimating travel times exactly is often a difficult task, since they depend on many factors that are difficult to predict. Uncertainty about data should be consequently taken into account. We treat the case where the only information available is represented by a set of equally possible values for each travel time. We optimize the resulting problem according to the robust deviation criterion (see Kouvelis and Yu [6]). A robust tour is, intuitively, a tour which minimizes the maximum deviation from the optimal tour over all realizations of edge costs. The robust TSP with interval data is defined on an undirected graph G = {V, E }, where V is a set of vertices, with vertex 0 associated with the depot, and vertices 1, . . . , |V | representing the cities to be visited, and E is the set of edges of the graph. An interval [lij , uij ], with 0 ≤ lij ≤ uij , is associated with each edge {i, j } ∈ E , and represents the possible travel times. The objective of the optimization is to find a Hamiltonian cycle (tour ) with the minimum cost, according to the cost function associated with the notion of robust deviation. In order to formally describe the robust TSP, we need the following definitions. A scenario R is a realization of the edge costs, i.e. a cost cR ij ∈ [lij , uij ] is chosen for each edge of the graph. The robust deviation of a tour t in scenario R is the difference between the cost of t in scenario R and the cost of a shortest tour in R. A tour t is said to be a robust tour if it has the smallest (among all possible tours) maximum (among all possible scenarios) robust deviation.
启发式优化算法范文
启发式优化算法范文启发式优化算法(Heuristic optimization algorithms)是一类基于经验和启发式的算法,用于解决复杂、非确定性的优化问题。
这类算法通过启发式规则和近似方法,在给定的空间中找到接近最优解的解。
它们适用于无法使用传统优化算法进行求解的问题,如NP-hard问题、非线性问题等。
常见的启发式优化算法包括遗传算法、粒子群优化、模拟退火等。
启发式优化算法的核心思想是利用启发式规则来指导过程,以期望能够更快地找到更好的解。
通常,启发式规则是根据问题本身的特性和经验得到的,而不是根据严格的数学推导。
这种非确定性的过程,常常能够克服问题多样性带来的挑战,并找到较好的解。
遗传算法是一种经典的启发式优化算法。
它受到了进化生物学中“适者生存”的启发,模拟了生物进化过程中的自然选择、交叉和变异等操作。
在遗传算法中,解空间中的每个解被编码为染色体,通过自然选择和遗传操作等,使得较优的解能够逐渐在群体中传播。
遗传算法常被用于求解复杂的组合优化问题,如旅行商问题、工程布局问题等。
粒子群优化算法是一种基于群体智能的启发式优化算法。
它受到鸟群觅食行为的启发,将解空间中的每个解看作是群体中的一个粒子。
粒子通过根据当前的最优解和自身的历史经验进行位置的调整,以期望找到更好的解。
粒子群优化算法被广泛应用于连续优化问题以及机器学习和神经网络训练等领域。
模拟退火算法是一种模拟物质退火过程的优化算法。
它通过随机的策略,在解空间中寻找局部最优解,并逐渐减小温度以模拟退火过程。
模拟退火算法在解空间中具有较大的探索能力,在求解复杂问题的过程中,能够跳出局部最优解并寻找到更优的解。
除了上述三种常见的启发式优化算法,还有一些其他算法也属于该类别,如蚁群优化、人工鱼群算法等。
这些算法在不同的问题领域中被广泛应用,并取得了较好的结果。
启发式优化算法的优点是能够在非确定性的复杂问题中快速找到接近最优解的解,具有一定的鲁棒性和全局能力。
Finding community structure in networks using the eigenvectors of matrices
M. E. J. Newman
Department of Physics and Center for the Study of Complex Systems, University of Michigan, Ann Arbor, MI 48109–1040
We consider the problem of detecting communities or modules in networks, groups of vertices with a higher-than-average density of edges connecting them. Previous work indicates that a robust approach to this problem is the maximization of the benefit function known as “modularity” over possible divisions of a network. Here we show that this maximization process can be written in terms of the eigenspectrum of a matrix we call the modularity matrix, which plays a role in community detection similar to that played by the graph Laplacian in graph partitioning calculations. This result leads us to a number of possible algorithms for detecting community structure, as well as several other results, including a spectral measure of bipartite structure in neteasure that identifies those vertices that occupy central positions within the communities to which they belong. The algorithms and measures proposed are illustrated with applications to a variety of real-world complex networks.
An Improved Heuristic Algorithm for UAV Path Planning in 3D Environment
An Improved Heuristic Algorithm for UAV Path Planning in 3D Environment Zhang Qi1, Zhenhai Shao1, Yeo Swee Ping2, Lim Meng Hiot3, Yew Kong LEONG4 1School of Communication Engineering, University of Electronic Science and Technology of China2Microwave Research Lab, National University of Singapore3Intelligent Systems Center, Nanyang Technological University4Singapore Technologye-mail:beijixing2006@,zhenhai.shao@, eleyeosp@.sg,emhlim@.sg, leongyk@Abstract—Path planning problem is one of core contents of UAV technology. This paper presents an improved heuristic algorithm to solve 3D path planning problem. In this study the path planning model is built based on digital map firstly, and then the virtual terrain is introduced to eliminate a significant amount of search space, from 3-Dimensions to 2-Dimensions. Subsequently the improved heuristic A* algorithm is applied to generate UAV trajectory. The algorithm is featured with various searching steps and weighting factor for each cost component. The simulation results have been done to validate the effectiveness of this algorithm.Keywords-unmanned aerial vehicle (UAV); path planning; virtual terrain; heuristic A* algorithmI.I NTRODUCTIONPath planning is required for an unmanned aerial vehicle (UAV) to meet the objectives specified for any military or commercial application. The general purpose of path planning is to find the optimal path from a start point to a destination point subject to the different operational constraints (trajectory length, radar exposure, collision avoidance, fuel consumption, etc) imposed on the UAV for a particular mission; if, for example, the criterion is simply to minimize flight time, the optimization process is then reduced to a minimal cost problem.Over decades several path planning algorithms have been investigated. Bortoff [1] presented a two-step path planning algorithm based on Voronoi partitioning: a graph search method is first applied to generate a rough-cut path which is thereafter smoothed in accordance with his proposed virtual-force model. Anderson et al. [2] also employed Voronoi approaches to generate a family of feasible trajectories. Pellazar [3], Nikolos et al. [4] and Lim et al. [5] opted for genetic algorithms to navigate the UAV. The calculus-of-variation technique has been adopted in [6]-[7] to find an optimal path with minimum radar illumination.In this paper, an improved heuristic algorithm is presented for UAV path planning. The path planning environment is built in section II, and the algorithm is depicted in section III, the following section presents experimental results which can validate the effectiveness of the proposed algorithm.II.P ATH PLANNING MODELSeveral factors must be taken into account in path planning problem: terrain information, threat information, and UAV kinetics. These factors form flight constraints which must be handled in planning procedure.Many studies use the mathematical function to simulate terrain environment [4]. This method is quick and simple, but compared with the real terrain which UAV flying across, it lacks of reality and universality. In this study, terrain information is constructed by DEM (digital elevation model) data, which is released by USGS (U.S. Geological Survey) as the true terrain representation.Threat information is also considered in path planning. In modern warfare, almost all anti-air weapons need radar to track and lock air target. Here the main threat is radar illumination. Radar threat density can be represented by radar equation, because the intrinsic radar parameters are determined before path planning. The threat density can be regarded inversely proportional to R4, where R is the distance from the UAV’s current location to a particular radar site.For simplicity, UAV is modeled as a mass point traveling at a constant velocity and its minimum turning radius is treated as a fixed parameter.III.P ATH PLANNING A PPRO A CHA.Virtual terrain for three-dimensional path planningUnlike ground vehicle routing planning, UAV path planning is a 3D problem in real scenario. In 3D space, not only terrain and threat information is taken into account, but also UAV specifications, such as max heading angle, vertical angle, and turning radius are incorporated for comprehensive consideration.The straightforward method for UAV path planning is partitioning 3D space as 3D grid and then some algorithms are applied to generate path. However, for any algorithm the computational time is mainly dependent on the size of search space. Therefore, for efficiency consideration, a novel concept of constructing a 2D search space which is based on original 3D search space is proposed, which is called virtual terrain. The virtual terrain is constructed above the real terrain according to the required flight safety clearance2010 Second International Conference on Intelligent Human-Machine Systems and Cyberneticsheight, as it is shown in Figure 1. . A’B’C’D’ is the real terrain and ABCD is virtual terrain. H is the clearance height between two surfaces. Virtual terrain enables path planning in 2D surface instead of 3D grid and can reduce search spaceby an order of magnitude.Figure 1. virtual terrain above real terrainB. Path planning algorithmA* algorithm [8]-[9] is a well-known graph search procedure utilizing a heuristic function to guide its search. Given a consistent admissible condition, A* search is guaranteed to yield an optimal path [8]. At the core of the algorithm is a list containing all of the current states. At each iterative step, the algorithm expands and evaluates the adjacent states of all current states and decides whether any of them should be added to the list (if not in the list) or updated (if already in the list) based on the cost function:()()()f n g n h n =+ (1)where f(n) is the total cost at the current vertex, g(n)denotes the actual cost from the start point to the current point n , and h(n) refers to the pre-estimated cost from the current point n to the destination point. For applications that entail searching on a map, the heuristic function h(n) is assigned with Euclidean distance.UAV path planning is a multi criteria search problem. The actual cost g(n) in this study is composed by three items: distance cost D(n), climb cost C(n) and threat cost T(n). So g(n) can be described as follows:()()()()g n D n C n T n =++ (2) Usually, the three components of g(n) are not treatedequally during UAV task. One or two is preferred to the others. We can achieve this by introducing a weighting factor w in (2).123()()()()g n w D n w C n w T n =++ (3) w i is weighting factor and 11mi i w ==∑. For example, ifthreat cost T(n) is for greater concern in particular task, the value of w i should be increased respectively.C. The improvement of path planning strategyVirtual terrain in part A enhanced computational efficiency by transforming 3D path planning space into 2D search plane. The further improvement can be achieved by applying a new developed strategy. The path planner expands and evaluates next waypoint in virtual terrain by this developed strategy is shown in Fig. 2, 3. This planning strategy employs various searching steps by defining a searching window which can represent the information acquired by UAV on board sensors. It enables different searching steps to meet different threat cost distribution. After searching window is set, UAV performance limits is imposed in searching window based on virtual terrain. Here the UAV performance limits include turning radius, heading and vertical angle. In Fig. 3, the point P(x, y, z) is current state, and the arrow represents current speed vector. The gray points show available states which UAV can reach innext step under the limits imposed by UAV performance.Figure 2.Searching windowFigure 3. Available searching states at P(x, y, z)IV. SIMULATIONSimulation is implemented based on section II andsection III. In this simulation, terrain data is read from USGS1 degree DEM. The DEM has 3 arc-second interval alonglongitude and latitude respectively. Also five radar threats are represented according radar equation in simulation environment. Here clearance height h is set 200 to definevirtual terrain. UAV maximal heading angle and vertical angle is 20。
信息计量学概论
3 科技报告
– Report(报告书) – technical note (技术札记) – memorandum (备忘录) – paper (论文) – bulletin (通报) – technical translation (技术译丛) – special publication (特种出版物) ; – primary report (初步报告) – progress report (进展报告) – interim report (期中/临时报告) – final report (最终报告)等。
增进和深化信息学理论研究方面旳应用; 图书馆管理中旳应用; 在信息分析和预测中旳应用; 信息检索方面旳应用; 在科学评价方面旳应用;
在其他社会学科中旳应用。
2.2.1 信息计量学旳研究对象
根据巴克兰(美国)旳解释,信息计量 学旳研究对象比文件计量学和科学计量学旳 研究对象范围广得多。主要涉及:
(7)学位论文 (8)产品资料 (9)技术档案 (10)科技报纸 (11)光盘数据 (12)网络数据
38
文件信息计量----10类文件信息源
1 科技图书
– 专著 – 论文集 – 教材 – 百科全书 – 字(词/辞)典 – 手册等。
2 科技期刊
– acta(学报) – journal(杂志) – annual(纪事) – bulletin(通报) – transaction(汇刊) – proceeding(会刊) – review(评论) – progress / advance(进展)等。
3 引文分析法
– 引文数量分析(时序、著者、国别、语种等) – 引文网研究(耦合、同引、链引等) – 引文主题有关性分析
信息计量学
第一章 绪 论
optimalk值,基于calinski-harabasz准则 -回复
optimalk值,基于calinski-harabasz准则-回复Calinski-Harabasz Criterion for Determining Optimal k ValueIntroduction:Determining the optimal number of clusters in a dataset is a crucial step in clustering analysis. By selecting the correct number of clusters, we can better understand the underlying patterns and structure of the data. The Calinski-Harabasz criterion is one of the methods used to assess the appropriate number of clusters, where the optimal k value is determined based on this criterion. In this article, we will explore the Calinski-Harabasz criterion in detail and walk through the steps of using it to find the optimal k value for clustering analysis.What is the Calinski-Harabasz Criterion?The Calinski-Harabasz criterion, also known as the variance ratio criterion, is a measure of cluster quality. It seeks to maximize the between-cluster dispersion while minimizing the within-cluster dispersion. The criterion calculates a ratio of variances to evaluate the clustering solution. A higher Calinski-Harabasz index indicatesa better-defined and more compact cluster.Step 1: Prepare the datasetTo utilize the Calinski-Harabasz criterion, we must first gather and preprocess the dataset. This may involve cleaning the data, handling missing values, and selecting appropriate features for clustering analysis. The quality of the dataset is essential for obtaining accurate results.Step 2: Choose a range for the number of clustersNext, we need to define a range of k values to evaluate using the Calinski-Harabasz criterion. The range should encompass the potential number of distinct clusters within the dataset. Selecting a wide range ensures that we consider different possible clustering solutions.Step 3: Perform clustering analysisUsing a suitable clustering algorithm, such as k-means or hierarchical clustering, we can cluster the dataset for each k value inour defined range. The algorithm assigns each data point to one of the clusters, taking into account various distance or similarity measures. This step generates multiple clustering solutions with different k values.Step 4: Calculate the Calinski-Harabasz indexFor each clustering solution, we compute the Calinski-Harabasz index. This index quantifies the quality of the clusters. It is calculated as the ratio of the between-cluster variance to the within-cluster variance, multiplied by a correction factor that accounts for the number of data points and clusters. A higher index suggests a better clustering solution.Step 5: Select the optimal k valueBy comparing the Calinski-Harabasz indices obtained for different k values, we can identify the optimal number of clusters. The k value corresponding to the peak index represents the clustering solution with the most distinct and well-separated clusters. This value maximizes the ratio of between-cluster variance to within-cluster variance, indicating a more cohesive and meaningful clustering.Step 6: Evaluate and validate the resultsOnce we determine the optimal k value for clustering analysis, it is essential to evaluate and validate the results. We can analyze the characteristics of each cluster, examine the cluster centroids, or conduct further statistical tests to ensure the stability and meaningfulness of the identified clusters. Moreover, we can use different clustering evaluation metrics or compare against ground truth labels if available.Conclusion:The Calinski-Harabasz criterion provides a quantitative measure for determining the optimal number of clusters in clustering analysis. By following the steps outlined above, we can use this criterion to find the k value that yields the best clustering solution. However, it is important to note that the Calinski-Harabasz criterion should not be solely relied upon. It is recommended to combine it with other evaluation metrics and domain knowledge to obtain robust andreliable clustering results.。
智能优化算法英文投稿选类别
智能优化算法英文投稿选类别
智能优化算法的英文投稿在选择类别时,可以考虑以下几个类别:
1. Artificial Intelligence (人工智能):这个类别涵盖了所有形式的人工智能技术,包括但不限于机器学习、深度学习、强化学习、神经网络等。
如果你的智能优化算法是基于某种人工智能技术,那么这个类别可能非常适合。
2. Optimization Methods (优化方法):这个类别主要关注各种优化算法和技术,包括但不限于遗传算法、粒子群优化、模拟退火、蚁群优化等。
如果你的智能优化算法是一种新的优化方法,那么这个类别可能非常适合。
3. Computer Science (计算机科学):这个类别涵盖了计算机科学的各个方面,包括算法设计、数据结构、计算复杂性等。
如果你的智能优化算法是一种新的计算方法或者对现有的计算方法进行了改进,那么这个类别可能非常适合。
4. Engineering (工程):这个类别主要关注实际应用和工程问题,包括但不限于机械工程、航空航天工程、土木工程等。
如果你的智能优化算法是用于解决某个工程问题,那么这个类别可能非常适合。
需要注意的是,选择类别时还需要考虑期刊或会议的投稿要求和规范。
有些期刊或会议可能对稿件的格式、内容、长度等方面有特定的要求,因此在选择类别时需要仔细阅读投稿指南并遵循相关规定。
朗格利尔计算
朗格利尔计算
朗格利尔计算(Lagrangian calculus)是一种数学方法,用于求解优化问题。
它是由意大利数学家约瑟夫·路易吉·朗格利尔(Joseph Louis Lagrange)提出的。
朗格利尔计算是变分法的一种应用,通过定义一个被积函数(称为拉格朗日量)和所需限制条件(称为拉格朗日乘子),来确定一个函数的最值。
朗格利尔计算的基本思想是,将优化问题转化为极值问题,通过对被积函数进行变分求导并令导数等于零,来确定极值点。
同时,还要满足所有的限制条件。
通过求解拉格朗日方程,可以得到各个变量的取值,从而求解出极值解。
朗格利尔计算可以应用于各种实际问题,例如经济学中的成本最小化和效用最大化问题,物理学中的运动方程求解,以及工程学中的最优设计等。
其使用广泛,凭借其强大的数学工具和理论基础,已经成为求解优化问题的重要方法之一。
阿基米德优化算法
阿基米德优化算法
阿基米德优化算法(Archimedes Optimization Algorithm)是一种数学优化算法,由古希腊数学家阿基米德发明。
它的基本思想是,将问题分解成一系列步骤,从而确定最优解。
与其他优化算法相比,阿基米德优化算法更加简单,可以解决复杂的优化问题。
它的基本步骤包括:
1. 确定问题的目标函数,即求解的最优解。
2. 设置初始参数,即初始解。
3. 通过求解一系列子问题来更新参数,以获得最优解。
4. 重复步骤3,直到获得最优解。
阿基米德优化算法可以用于多种应用场景,如机器学习、计算机视觉、机器人控制等。
它可以有效地解决复杂的优化问题,可以使用户获得更好的结果。
贝叶斯最优化方法
贝叶斯最优化方法
贝叶斯最优化方法是一种利用贝叶斯定理进行优化的方法,它与传统
的最优化方法不同,传统的最优化方法通常是在确定参数后最小化目
标函数,而贝叶斯最优化方法则是将待优化参数看作是一个随机变量,通过利用先验知识和观测数据更新参数的后验分布,进而得到最优的
参数估计。
贝叶斯最优化方法是一种强大的优化工具,它可以在不确定性信息下
进行优化,得到更加精准的结果。
另外,它还可以很好地处理噪声数
据和缺失数据问题。
在实际应用中,贝叶斯最优化方法被广泛应用于机器学习、信号处理、图像处理和信号处理等领域。
例如,当我们需要从大量数据中学习一
个模型时,贝叶斯最优化方法可以根据我们对参数先验的了解和观测
数据对参数进行修正,从而得到更加准确的模型。
而在信号处理和图
像处理领域,贝叶斯最优化方法可以在有限的观测值下恢复出信号或
图像的真实信息,这对于噪声较大的场景尤为重要。
然而,贝叶斯最优化方法也存在一些挑战。
首先,它需要对参数的先
验分布进行合理的设定,这对于一些问题可能会很困难。
其次,它的
计算复杂度较高,需要进行大量的数值计算和模拟。
最后,与传统的
最优化方法相比,它的可解释性较差,难以解释结果。
总的来说,贝叶斯最优化方法是一种强大的优化工具,可以在不确定性信息下进行优化,得到更加精准的结果。
但它也存在一些挑战,需要进一步研究和改进。
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A HEURISTIC ALGORITHM FOR OPTIMAL AGREEMENTSUPERTREESM. A. HAI ZAHID Dept. of E&ECIIT-Roorkee 247667 zaheddec@iitr.ernet.in ANKUSH MITTALDept. of E&CEIIT-Roorkee, 247667ankumfec@iitr.ernet.inR.C. JOSHIDept. of E&CEIIT-Roorkee 247667joshifcc@iitr.ernet.inABSTRACTPhylogenetic supertree is a collection of different phylogenetic trees combined into a single tree forming tree of life. Many smaller overlapping phylogenetic trees are combined in such a way that no branching information is lost. There may exist an exponentially large number of supertrees for a given set of trees. The optimal tree is a selected based upon different optimality criteria. In this paper we present a polynomial time heuristic algorithms for merging the trees, checking their optimality based on the ordinary least square criteria. The out come of the algorithm is an optimal agreement super tree. Keywords:Phylogenetic tree, phylogenetic supertree, heuristic algorithm, optimality criteria, ordinary least square 1. INTRODUCTIONPhylogeny, a tree of life of all the lineages on the earth, provides a framework to facilitate biological information retrieval and prediction. Presently most of the individual researchers or teams are concentrating on the evolutionary pathways of specific phylogenetic groups.Moreover it does not seem to be possible for an individual researcher or a small team to construct a phylogenetic tree of life consists of 1.7 million described species. Phylogenetic supertrees will provide a modest solution to this problem. Phylogenetic supertree is a result of combining many smaller overlapping phylogenetic trees in such a way that no branching information is lost. Supertree methods are useful because most of the research teams concentrate on the phylogenetic study of a specific class of species and due to certain bias some taxa will be studied rigorously. All the smaller phylogenetic trees, studied by different groups, can be combined together using supertrees concept to construct the "TREE OF LIFE", which classifies all the species.Computer science plays an important role in finding the optimal supertree. Many heuristics can be suggested for the construction of supertrees because it is computationally expensive to construct an optimal agreement supertree with exhaustive search technique. The problem can be defined as follows: let T={T1, T2,…,T k} be a set of unrooted trees, where each T i is a distinctly leaf labeled with leaf set L(T i), the leaf set may overlap. An agreement super tree of T is an unrooted tree T with the leaf such that each tree T)(...)()(21kTLTLTL∪∪∪iis an induced subtree of T.Several methods have been proposed for the combining binary, rooted phylogenetic trees. A plenary survey of phylogenetic supertree construction methods is given in [1][2]. Henzinger et al. [3] showed how tomodify the total agreement supertree problem for any T in such a way that it can be solved in time where; a similar kind of work is done by Jesper et al. [4]. A polynomial time algorithm forconstructing supertrees from phylogenetic distances was proposed by Stephen in [5]. On theother hand the total agreement problem forunrooted trees is NP-Hard [6]. A polynomial-timealgorithm for computing an unrooted total agreement supertree if one exist when all K inputtrees are binary and )}log (),(min{25.0n n N O Nn O +∑∈=T iT i T N ||)1(O k = was given by Bryantin [7], which gives the best complexity when binary character compatibility score is considered as optimality criterion withrespect to a given weightings of splits. In thispaper we present a heuristic algorithm for the construction of supertree from unrooted, phylogenetic trees. The paper is organized in sections, where in section 2 we presented the basic definition required to understand the problem and mathematical theorems used for supertree construction. Section 3 is dedicated to algorithms developed based upon the mathematics defined in section 2. In section 4 we discuss the experiments carried out. )4(12+k k n O2. METHODOLOGY2.1. Basic Definition Related To SupertreesIn this section we give some of the basic definitions which are necessary to understand the agreement supertree problem.An unrooted phylogenetic tree is a finite, acyclic connected graph with all the internal nodes have the degree , and the leaf nodes are labeled uniquely by the members of the leaf set of the tree L (T ). A tree T' is said to be induced tree having vertices L (T') and whose edges are the edge set consist of those edges of T with having incidents from L (T'). An agreement supertree is a collection of trees {T 3≥d 1, T 2,…,T k } with leaf sets L (T 1),L (T 2), …,L (,T k ) is an unrooted tree T with the leaf set L (T 1) L ( T ∩ 2 ) ∩…∩L (,T k ) such that each tree T i is an induced tree of T .A vertex of degree one in a rooted or unrooted tree is called a pendent vertex (i.e. leaf node)and the edge incident only on one pendent vertex is called pendent edge . If a pair ofpendant vertices is adjacent to a non-pendent vertex, which is not adjacent to any other pendant vertices then the pair is called pendentpair . Pendant pairs should be preserved while merging two trees for optimality. 2.2 Split Constrained Agreement Supertree Given a phylogenetic tree T,removing an edge from it divides the leaf set of the tree into two parts called a split of T. Asingle split is represented by A|B where and )(,T L B A ⊆φ=∩B A ; and total splits in a tree are represented as splits(T). Splits constrained optimization can be used to construct optimal agreement supertrees [7]. Which formally can be defined as follows: let S be the set of splits on leaf set L of tree T and the trees are degree bound d . the tree T with degree bound d and are said to follow the split constrained optimization. This criterion can be used for the construction of phylogenetic super tree asfollows: let S T splits ⊆)(},...,,{21k T T T =t be a collection oftrees, and k L L L ∪∪∪L =...21, where)(i i T L L =. The splits of T can be defined as:}......{)(2121k k B B B A A A S ∪∪∪∪=TWhere k i L T splits B A i i i i ,...,2,1},{)(=φ∪∈andφ=∪∪∩∪∪)...()...(2121k k B B B A A A Here the assumption is )(i T i i splits B A ∈ implies )(i i i T splits A B ∈. Let , for each tree there are at most splits and in set of splits of all the trees, which participate in super tree, the total number of splits are , where k is number of trees and n represents total number of leaf in all the trees.||i L n =i T 32−n )2(k k n OA theorem given in [7] to find whether a given tree T is a phylogenetic supertree of T or not states as follows:Let T be an unrooted phylogenetic tree with leaf set L . if each tree T ∈i T is an induced subtree ofT then .)()(T S T splits i ⊆The proof and other details of the above theorem are given in [7]. This theorem express, that any agreement supertree T for T satisfies that . The number agreement supertree can be exponentially large, to find the optimal tree we used the ordinary least square optimization criterion. It can be calculated on the basis of the distance between the taxa when tree were not merged, represented as d , and distance between the taxa after forming supertree, represented as p . The sum of least squares can be calculated as )()(T S T splits ⊆∑∑∈∈−=−)()(22)(T x T y xy xy p d d p L L We wish to find the tree with minimum OLS score.3. ALGORITHMS ANDEXAMPLES In this section we give the algorithms for mergingtwo trees in such a way that no branching information is lost.We designed two cases for the merging of two trees. They are, the trees with non-overlapping setsof leaf nodes, that is φ=∩)()(j i TL T L ; and trees with overlapping sets of leaf nodes, that isφ≠∩)()(j i T L T L . This can be generalized to k trees.Trees with non-overlapping sets of leaf nodes:Let two unrooted trees T i and T j have non-overlapping leaf nodes, φ=∩)()(j i T L T L , the optimal agreement super tree can be obtained by merging these two trees with a new edge. The procedure is to first convert T i and T j to rooted trees by first removing an edge and then joining two subtrees with a new node called root node (ρ). The edge incident to the adjacent node of the pedant pair is the most suitable candidate to be removed. This will split the unrooted tree into two unrooted subtrees. A new vertex x called root is added to merge two subtrees to produce rooted version of the given unrooted tree.If more than two pendant pairs found then the edge which splits the tree into two subtrees with almost equal pendant pairs is removed; finally a root node is added to it, which givesthe rooted version of the tree.An example for the conversion of unrooted binary tree to rooted binary tree is shown in Figure 1and Figure 2. Here Figure 1 shows an unrooted binary tree that is to be converted to rooted binary by the method described above. In this example all capital letters (A, B, C…) represents vertices and small letter (a, b, c, d…) are used to represent edges. According to the heuristic formed edge e is the suitable edge to be removed show in Figure 2.The algorithm for the conversion of unrooted binary tree to compatible rooted binary tree will take the unrooted tree as input and Figure 1. Unrooted binary tree T to be converted to rooted binary Figure 3. Rooted tree T' of unrooted tree Tafter adding a new node ρ.produces it compatible version of rooted tree. The compatibility between trees is discussed in [9]. The algorithm is as follows.ALGORITHM:UNROT_TO_ROT(UnrootedT-ree T) BeginIf number of pendants is even BeginFor each split in SPLITS (T)If the split divides the pendants equallythenAdd a new vertex RAdd new edges from the nodes,which had the removed edge incident to them, to the new vertex. Break; ElseContinue;EndElse If number of pendants on one side isBeginFor each split in SPLITS (T)If the split divides the pendants equallythenAdd a new vertex RAdd new edges from the nodes,which had the removed edge incident to them, to the new vertex. Break; ElseContinue; End// end elseEnd // End of AlgorithmThe rooted trees are constructed from unrooted trees in such a way that all the pedant pairs are preserved.The merge operation for the given two unrooted trees with non-overlapping leaf node sets will makes use of the above algorithm. The algorithm for merging two unrooted, non-overlapping phylogenetic trees is given below. The result of experiment is given in section 4.ALGORITHM: MERGE_NO (Tree T 1, Tree T 2) Begin);(__1'1T ROT TO UNROT T =);(__2'2T ROT TO UNROT T =Add a new edge between the roots ofand'1T '2T End // end of algorithmTrees with overlapping leave nodes:Given two trees T i and T j have overlapping leaf nodes sets, φ≠∩j i L L , can be merged by first making a rooted tree for each non overlapping set of leaf nodes then adding the overlapping edges in a way to reduce the optimality criterion. The separation of overlapping and non-overlapping leafs is as follows.ij j i C L L =∩i ij i NO C L =− j ij j NO C L =−Where C ij is common or overlapping leaf nodes in trees T i and T j . NO i and NO j represent non-overlapping leaf nodes in T i and T j .The first step in merging is to merge the non-overlapping nodes using the algorithm described for merging non-overlapping trees. The second step is to add the overlapping leaf nodes on by on to reduce the ordinary least square optimization criterion.The algorithm for the trees with overlapping leaf nodes is given below.ALGORITHM: MERGE_OVLP (Tree T 1, Tree T 2) Begin;2112L L C ∩=;1211C L NO −= ;1222C L NO −= ;}{1'11CN T T = ;}{2'22CN T T =);(__'1''1T ROT TO UNROT T =);(__'2''2T ROT TO UNROT T = );__(12'12C of dist UPGMA C = Add a new common vertex vAdd an edge between the root of and v''1TAdd an edge between the root of and v''2T Add an edge between the root of and v'12C End// end of algorithmHere we used UPGMA algorithm for the construction of the tree for overlapping leaf nodes [8]. There are three distance measures can be considered they are maximum {d i (l 1, l 2)}, where d i is the distance between l 1 and l 2 of tree T ij and ; minimum{d 1221},....,{C l l l k ∈i (l 1, l 2)}; and mean{d i (l 1, l 2)}. The results of the experiments are given in section 4.1. EXPERIMENTAL EVALUATIONIn this section we discuss the results of the experiments conducted upon two different simulated data sets. The first experiment consists of a set trees with non-overlapping leaf node set, and second experiment is carried out on the set of trees with overlapping leaf node set. The distance between the taxa (leaf nodes) is considered to be the minimum number of edges between them. The experiments are as follows.EXPERIMENT 1:In this experiment set of two trees are a given as input,, which have non-overlapping leaf node sets. The set of leaf nodes of tree T }21T Ττ,{=1 and T 2 is and },,,{)(1D C B A T L =},,,{)(2H G F E T L = respectively and φ=∩)()(21T L T L . The trees are represented as graphs with no cycles. Trees T 1 and T 2 are shown in Figure 4(a) and Figure 4(b).MERGE_NO that makes use of the algorithm UNROT_TO_ROT to covert the unrooted trees tocompatible rooted tree then an edge is added between the roots of the tree. The result is as shown in Figure 5.Figure 5. Resulting super tree after merging trees T 1 and T 2. The ordinary least square criterion calculated for the above tree, where the minimum number of edges are considered as the distance between the taxa, is 80 based upon optimality criteria given above. Other optimal trees can also be obtained but this method gives the closely optimal tree with polynomial computation time.EXPERIMENT 2:In this experiment set of two trees are a given as input,}21T Ττ,{=, which have overlapping leaf node sets. The set of leaf nodes of tree T 1and T 2 isand },,,{)(1D C B A T =L },,,{)(2E C B A T L = respectively and },,{)()(21C B A T L T L =∩. The trees arerepresented as graphs with no cycles. Trees T 1 and T 2 are shown in Figure 6(a) and Figure 6(b).This set is given as input to the algorithm MERGE_OVLP that makes use of theFigure 6. Trees T 1, T 2 to be merged (a)(b)algorithm UNROT_TO_ROT to covert the unrooted trees to compatible rooted trees of the non-overlapping edges. A rooted tree is constructed using UPGMA for overlapping taxa. And finally all the trees are merged using a common vertex. The result is shown in Figure 7.The value of ordinary least square criterion for the above example is 10.5. CONCLUSIONSIn this paper we developed a heuristic algorithm for merging of two trees. We considered the distance between the taxa (leaf nodes) is the minimum number of edges between them. The same algorithms can be used for the trees with the weights on the edges, the results will be much more accurate than the reslts without edge weights. If the trees are constructed using different methods, which assigns different weights to the edges, leads to conflicts. This algorithm have the search space of only states, where asthe algorithm designed by Bryant [7] have states, here n and k are number of leaf nodes and number of trees respectively. This reduced the search space to a great extent and thus reduces the complexity of the algorithm. ∑=−ki i n 1)32()2(k k nREFERENCES[1] O. Bininda-Emonds, J. Gittleman, andM. Steel. "The (super) tree of life: Procedures, problems, and prospects", Annual Review of Ecology and Systematics , 33:265–289, 2002.[2] M. J. Sanderson, A. Purvis, and C.Henze. "Phylogenetic supertrees: assembling the trees of life", TRENDS in Ecology & Evolution , 13(3): 105–109, 1998.[3] M. R. Henzinger, V. King, and T.Warnow. "Constructing a tree from homeomorphic ubtrees, with applications to computational evolutionary biology", Algorithmica , 24(1):1–13, 1999.Figure 7. Resulting super tree after mergingtrees T 1and T 2.[4] J. Jansson, H.-K.Ng Joseph, K. Sadakaneand W. Sung, "Rooted maximum agreement supertrees", M. Farach-colton (Ed.): LATIN 2004, LNCS 2976, pp. 499-508, 2004.[5] J.W. Stephen, "Constructing rooted supertrees using distances", Department of Mathematics, Iowa State Univ. April, 2004. [6] M. Steel, "The complexity ofreconstructing trees from qualitative characters and subtrees", Journal of Classification , 9(1):91–116, 1992. [7] D. Bryant, "Optimal agreementsupertrees", In Proc. of the 1st International Conference on Biology, Informatics, and Mathematics (JOBIM 2000), volume 2066 of LNCS , pages 24–31. Springer, 2001.[8] P.H.A. Sneath and R.R. Sokal.Numerical Taxonomy. W.H. Freeman, San Francisco, 1973. [9] D. Bryant. Building Trees, Hunting forTrees, and Comparing Trees: Theory andMethods in Phylogenetic Analysis . PhD thesis, Univ. of Canterbury, N.Z., 1997.。