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Analysis of Nature-Inspired Optimization Algorithms
Xin-She Yang
School of Science and Technology
Middlesex University
Seminar at Department of Mathematical Sciences
University of Essex

20 Feb 2014

Xin-She Yang (Middlesex University)

Algorithms

20 Feb 2014

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Overview

Overview

Overview

Introduction
What is an Algorithm?
Nature-Inspired Optimization Algorithms
Applications in Engineering Design
Self-Organization and Optimization Algorithms
Conclusions

Xin-She Yang (Middlesex University)

Algorithms

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The Essence of an Algorithm

The Essence of an Algorithm

The Essence of an Algorithm
Essence of an Optimization Algorithm
To move to a new, better point x(t+1) from an existing location x(t) .
x(t)

?

x2

x(t+1)

x1

Population-based algorithms use multiple, interacting paths.
Different algorithms
Different strategies/approaches in generating these moves!

Xin-She Yang (Middlesex University)

Algorithms

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The Essence of an Algorithm

Optimization Algorithms

Optimization Algorithms
Deterministic
Newton’s method (1669, published in 1711), Newton-Raphson
(1690), hill-climbing/steepest descent (Cauchy 1847), least-squares
(Gauss 1795),
linear programming (Dantzig 1947), conjugate gradient (Lanczos et
al. 1952), interior-point method (Karmarkar 1984), etc.

Xin-She Yang (Middlesex University)

Algorithms

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The Essence of an Algorithm

Steepest Descent/Hill Climbing

Steepest Descent/Hill Climbing
Gradient-Based Methods
Use gradient/derivative information – very efficient for local search.

Xin-She Yang (Middlesex University)

Algorithms

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The Essence of an Algorithm

Newton’s Method



xt+1 = xt − H−1 ∇f ,


H=


∂2f
∂x1 2

.
.
.

∂2f
∂xd ∂x1

···
..
.
···

∂2f
∂x1 ∂xd

.
.
.

∂2f
∂xd 2




.


Quasi-Newton
If H is replaced by I, we have
xt+1 = xt − αI∇f (xt ).
Here α controls the step length.
Generation of new moves by gradient.

Xin-She Yang (Middlesex University)

Algorithms

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The Essence of an Algorithm

The Essence of an Algorithm

The Essence of an Algorithm
In essence, an algorithm can be written (mathematically) as
xt+1 = A(xt , α),
For any given xt , the algorithm will generate a new solution xt+1 .
Functional or a Dynamical System?
We can view the above equation as
a functional,
or a dynamical system,
or a Markov chain,
or a self-organizing system.
The behavoir of the system (algorithm) can be controlled by A and its
parameter α.
Xin-She Yang (Middlesex University)

Algorithms

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Nature-Inspired Algorithms

Stochastic/Metaheuristic Algorithms

Stochastic/Metaheuristic Algorithms

Genetic algorithms (1960s/1970s), evolutionary strategy (Rechenberg
& Swefel 1960s), evolutionary programming (Fogel et al. 1960s).
Simulated annealing (Kirkpatrick et al. 1983), Tabu search (Glover
1980s), ant colony optimization (Dorigo 1992), genetic programming
(Koza 1992), particle swarm optimization (Kennedy & Eberhart
1995), differential evolution (Storn & Price 1996/1997), harmony
search (Geem et al. 2001), honeybee algorithm (Nakrani & Tovey
2004), artificial bee colony (Karaboga, 2005).
Firefly algorithm (Yang 2008), cuckoo search (Yang & Deb 2009), bat
algorithm (Yang, 2010), ...

Xin-She Yang (Middlesex University)

Algorithms

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Simulated Annealling

Simulated Annealling

Simulated Annealling

Metal annealing to increase strength =⇒ simulated annealing.
Probabilistic Move: p ∝ exp[−E /kB T ].
kB =Boltzmann constant (e.g., kB = 1), T =temperature, E =energy.

E ∝ f (x), T = T0 αt (cooling schedule) , (0 < α < 1).
T → 0 =⇒ p → 0, =⇒ hill climbing.
This is equivalent to a random walk
xt+1 = xt + p(xt , α).
Xin-She Yang (Middlesex University)

Algorithms

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Simulated Annealling

An Example

An Example

Xin-She Yang (Middlesex University)

Algorithms

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Simulated Annealling

Genetic Algorithms

Genetic Algorithms
Not easy to write a set of explicit equations!

crossover

Xin-She Yang (Middlesex University)

mutation

Algorithms

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Simulated Annealling

Generation of new solutions by crossover, mutation and elistism.

Xin-She Yang (Middlesex University)

Algorithms

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Swarm Intelligence

Swarm Intelligence
Ants, bees, birds, fish ... Simple rules lead to complex behaviour.

Swarming Starlings

Xin-She Yang (Middlesex University)

Algorithms

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Swarm Intelligence

PSO

PSO
Particle Swarm Optimization (Kennedy and Eberhart, 1995)
xj
g∗
xi

vt+1 = vt + αǫ1 (g∗ − xt ) + βǫ2 (x∗ − xt ),
i
i
i
i
i
xt+1 = xt + vt+1 .
i
i
i
α, β = learning parameters, ǫ1 , ǫ2 =random numbers.
Xin-She Yang (Middlesex University)

Algorithms

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Swarm Intelligence

PSO Demo and Disadvantages

PSO Demo and Disadvantages




xi
vi

t+1




=

1

1

−(αǫ1 + βǫ2 ) 1

PSO Demo

Xin-She Yang (Middlesex University)




xi
vi

t



 +



0
αǫ1

g∗

+

βǫ2 x∗
i

.

Premature convergence

Algorithms

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Swarm Intelligence

Firefly Algorithm (Yang, 2008)

Firefly Algorithm (Yang, 2008)

Firefly Behaviour and Idealization
Fireflies are unisex and brightness varies with distance.
Less bright ones will be attracted to bright ones.
If no brighter firefly can be seen, a firefly will move randomly.
2

xt+1 = xt + β0 e −γrij (xj − xi ) + α ǫt .
i
i
i
Generation of new solutions by random walk and attraction.
Xin-She Yang (Middlesex University)

Algorithms

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Swarm Intelligence

What is FA so efficient?

What is FA so efficient?

Advantages of Firefly Algorithm
Automatically subdivide the whole population into subgroups, and
each subgroup swarms around a local mode/optimum.
Control modes/ranges by varying γ.
Control randomization by tuning parameters such as α.
Suitable for multimodal, nonlinear, global optimization problems.

Xin-She Yang (Middlesex University)

Algorithms

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Swarm Intelligence

Variants of Firefly Algorithm

Variants of Firefly Algorithm
About 1400 papers about firefly algorithm since 2008. Its literature is
dramatically expanding.
Variants for specific applications:
Continuous optimization, mixed integer programming, ...
Discrete firefly algorithm for scheduling, travelling-salesman problem,
combinatorial optimization ...
Image processing and compression ...
Clustering, classifications and feature selection ...
Chaotic firefly algorithm ...
Hybrid firefly algorithm with other algorithms ...
Multiobjective firefly algorithm.

Xin-She Yang (Middlesex University)

Algorithms

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Swarm Intelligence

Cuckoo Breeding Behaviour

Cuckoo Breeding Behaviour

Evolutionary Advantages
Dumps eggs in the nests of host birds and let these host birds raise their
chicks.

Cuckoo Video (BBC)
Xin-She Yang (Middlesex University)

Algorithms

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Swarm Intelligence

Cuckoo Search (Yang and Deb, 2009)

Cuckoo Search (Yang and Deb, 2009)

Cuckoo Behaviour and Idealization
Each cuckoo lays one egg (solution) at a time, and dumps its egg in a
randomly chosen nest.
The best nests with high-quality eggs (solutions) will carry out to the
next generation.
The egg laid by a cuckoo can be discovered by the host bird with a
probability pa and a nest will then be built.

Xin-She Yang (Middlesex University)

Algorithms

20 Feb 2014

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Swarm Intelligence

Cuckoo Search

Cuckoo Search
Local random walk:
xt+1 = xt + s ⊗ H(pa − ǫ) ⊗ (xt − xt ).
k
i
j
i
[xi , xj , xk are 3 different solutions, H(u) is a Heaviside function, ǫ is a
random number drawn from a uniform distribution, and s is the step size.
Global random walk via L´vy flights:
e
xt+1 = xt + αL(s, λ),
i
i

L(s, λ) =

λΓ(λ) sin(πλ/2) 1
, (s ≫ s0 ).
π
s 1+λ

Generation of new moves by L´vy flights, random walk and elitism.
e

Xin-She Yang (Middlesex University)

Algorithms

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Swarm Intelligence

CS Demo: Highly Efficient!

CS Demo: Highly Efficient!
About 1000 papers about cuckoo search since 2009. Its literature is
dramatically expanding.
[See X. S. Yang, Cuckoo Search and Firefly Algorithm: Theory and Applications,
Springer, (2013).]

CS Demo
Xin-She Yang (Middlesex University)

Efficient search with a focus
Algorithms

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Swarm Intelligence

Bat Algorithm (Yang, 2010)

Bat Algorithm (Yang, 2010)

BBC Video
Microbats use echolocation for hunting
Ultrasonic short pulses as loud as 110dB with a short period of 5 to
20 ms. Frequencies of 25 kHz to 100 kHz.
Speed up pulse-emission rate and increase loudness when homing at a
prey.
Xin-She Yang (Middlesex University)

Algorithms

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Swarm Intelligence

Bat Algorithm

Bat Algorithm
Acoustics of bat echolocation
v
λ = ∼ 2 mm to 14 mm.
f
Rules used in the bat algorithm:
fi = fmin + (fmax − fmin )β,
vt+1 = vit + (xt − x∗ )fi ,
i
i

β ∈ [0, 1],

xt+1 = xt + vt .
i
i
i

Variations of Loudness and Pulse Rate
At+1 ← αAt ,
i
i

α ∈ (0, 1],

rit+1 = ri0 [1 − exp(−γt)].

There are about 240 papers since 2010.
Xin-She Yang (Middlesex University)

Algorithms

20 Feb 2014

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Swarm Intelligence

Other Algorithms

Other Algorithms
Genetic algorithms
Differential evolution
Artificial immune system
Harmony search
Memetic algorithm
...
Reviews
Yang, X. S., Engineering Optimization: An Introduction with
Metaheuristic Applications, John Wiley & Sons, (2010).
Yang, X. S., Nature-Inspired Metaheuristic Algorithms, Luniver Press,
(2008).

Xin-She Yang (Middlesex University)

Algorithms

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Applications

Applications

Applications

Design optimization: structural engineering, product design ...
Scheduling, routing and planning: often discrete, combinatorial
problems ...
Applications in almost all areas (e.g., finance, economics, engineering,
industry, ...)

Xin-She Yang (Middlesex University)

Algorithms

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Applications

Pressure Vessel Design Optimization

Pressure Vessel Design Optimization

L

d1
r

Xin-She Yang (Middlesex University)

d2
r

Algorithms

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Applications

Pressure Vessel Design

Pressure Vessel Design
This is a well-known test problem for optimization (e.g., see Cagnina et al.
2008) and it can be written as
2
2
minimize f (x) = 0.6224d1 rL + 1.7781d2 r 2 + 3.1661d1 L + 19.84d1 r ,

g1 (x) = −d1 + 0.0193r ≤ 0


g2 (x) = −d2 + 0.00954r ≤ 0
subject to
g3 (x) = −πr 2 L − 4π r 3 + 1296000 ≤ 0

3

g4 (x) = L − 240 ≤ 0.

The simple bounds are

0.0625 ≤ d1 , d2 ≤ 99 × 0.0625,

10.0 ≤ r ,

L ≤ 200.0.

The best solution (Yang, 2010; Gandomi and Yang, 2011)
f∗ = 6059.714,
Xin-She Yang (Middlesex University)

x∗ = (0.8125, 0.4375, 42.0984, 176.6366).
Algorithms

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Applications

Speed Reducer/Gear Box Design

Speed Reducer/Gear Box Design

Mixed-Integer Programming:
Continuous variables and integers.

Xin-She Yang (Middlesex University)

Algorithms

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Applications

2
2
f (x1 , x2 , x3 , x4 , x5 , x6 , x7 ) = 0.7854x1 x2 (3.3333x3 + 14.9334x3 − 43.0934)
2
2
3
3
2
2
−1.508x1 (x6 + x7 ) + 7.4777(x6 + x7 ) + 0.7854(x4 x6 + x5 x7 ),

subject to
27
− 1 ≤ 0,
2
x1 x2 x3
3
1.93x
g3 = x x d4 − 1 ≤ 0,
4
2 3 1
1
g5 = 110x 3 ( 745x4 )2 + 16.9 × 106 − 1 ≤ 0,
hx3
6
745x5 2
1
g6 = 85x 3 ( hx3 ) + 157.5 × 106 − 1 ≤ 0,
7
2x
g7 = x403 − 1 ≤ 0,
x1
g9 = 12x2 − 1 ≤ 0,
7 +1.9
g11 = 1.1xx5
− 1 ≤ 0.

g1 =

g2 =
g4 =

397.5
2 2
x1 x2 x3
3
1.93x5
4
x2 x3 d2

− 1 ≤ 0,
− 1 ≤ 0,

g8 = 5x12 − 1 ≤ 0,
x
6 +1.9
g10 = 1.5xx4
− 1 ≤ 0,

Simple bounds are 2.6 ≤ x1 ≤ 3.6, 0.7 ≤ h ≤ 0.8, 17 ≤ x3 ≤ 28,
7.3 ≤ x4 ≤ 8.3, 7.8 ≤ x5 ≤ 8.3, 2.9 ≤ x6 ≤ 3.9, and 5.0 ≤ x7 ≤ 5.5. z
must be integers.
Xin-She Yang (Middlesex University)

Algorithms

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Applications

Dome Design

Dome Design

120-bar dome: Divided into 7 groups, 120 design elements, about 200 constraints
(Gandomi and Yang 2011; Yang et al. 2012).

Xin-She Yang (Middlesex University)

Algorithms

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Applications

Tower Design

Tower Design

26-storey tower: 942 design elements, 244 nodal links, 59 groups/types, > 4000
nonlinear constraints

(Yang et al. 2011; Gandomi & Yang 2012).

Xin-She Yang (Middlesex University)

Algorithms

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Applications

Car Design

Car Design
Design better, safer and energy-efficient cars
Minimize weight, low crash deflection (< 32 mm), lower impact force (< 4
kN), .... Even a side barrier has 11 design variables!

Xin-She Yang (Middlesex University)

Algorithms

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The Essence of an Algorithm

The Essence of an Algorithm

The Essence of an Algorithm
In essence, an algorithm can be written (mathematically) as
xt+1 = A(xt , α),
For any given xt , the algorithm will generate a new solution xt+1 .
Functional or a Dynamical System?
We can view the above equation as
a functional,
or a dynamical system,
or a Markov chain,
or a self-organizing system.
The behavoir of the system (algorithm) can be controlled by A and its
parameter α.
Xin-She Yang (Middlesex University)

Algorithms

20 Feb 2014

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The Essence of an Algorithm

Self-Organization

Self-Organization
Self-organizing systems are everywhere,
physical, chemical, biological, social, artificial ...

Xin-She Yang (Middlesex University)

Algorithms

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The Essence of an Algorithm

Conditions for Self-Organization

Conditions for Self-Organization
Complex Systems:
Large size, a sufficient number of degrees of freedom,
a huge number of (possible) states S.
Allow the systems to evolve for a long time.
Enough diversity (perturbation, noise, edge of chaos,
far-from-equilibrium).
Selection (unchanging laws etc).
That is
α(t)

S(θ) −→ S(π).
S + α forms a larger system, so S is self-organizing, driven by α(t).

Xin-She Yang (Middlesex University)

Algorithms

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The Essence of an Algorithm

Optimization Process

Optimization Process
Optimization is a process to find an optimal solution (state), from all
possible states of a problem objective g , carried out by an algorithm A and
driven by tuning some algorithm-dependent parameters p(t) = (p1 , ..., pk ).
An Algorithm = Iterative Procedure
xt+1 = A(xt , p(t)).
Optimization
A(t)
g (xt=0 ) −→ g (x∗ ).
An algorithm has to use information of problem states during iterations
(e.g., gradient information, selection of the fittest, best solutions etc).

Xin-She Yang (Middlesex University)

Algorithms

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The Essence of an Algorithm

Similarities Between Self-Organization and Optimization

Similarities Between Self-Organization and Optimization
Self-organization:
Noise, perturbation =⇒ diversity.
Selection mechanism =⇒ structure.
Far-from-equilibrium and large perturbation =⇒ potentially faster to
re-organize.
Optimization Algorithms:
Randomization, stochastic components, exploration
=⇒ to escape local optima.
Selection and exploitation =⇒ convergence & optimal solutions.
High-degrees of randomization
=⇒ more likely to reach global optimality (but may be slow).

Xin-She Yang (Middlesex University)

Algorithms

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The Essence of an Algorithm

But there are significant differences!

But there are significant differences!
Self-Organization:
Avenues to self-organization may be unclear.
Time may not be important.
Optimization (especially metaheuristics):
How to make an algorithm converge is very important.
Speed of convergence is crucial
(to reach truly global optimality with the minimum computing
efforts).
However, we lack good theories to understand either self-organization or
metaheuristic optimization.

Xin-She Yang (Middlesex University)

Algorithms

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The Essence of an Algorithm

Multi-Agent System (Swarm Intelligence?)

Multi-Agent System (Swarm Intelligence?)
For a multi-agent system or a swarm, an algorithm can be considered as a
set of interacting Markov chain or a complex dynamical system
t+1
 t
x1
x1
 x2 
 x2 
 
 
= A[x1 , ..., xn ; ǫ1 , ..., ǫm ; p1 (t), ..., pk (t)] .  .
 . 
 . 
 . 
.
.


xn

xn

A population of solutions xt+1 (i = 1, ..., n) are generated from xt ,
i
i
controlled by k parameters and m random numbers.
In principle, the behaviour of an algorithm is controlled by the eigenvalues
of A, but in practice, it is almost impossible to figure out the eigenvalues
(apart from very simple/rare cases).
Xin-She Yang (Middlesex University)

Algorithms

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Some Interesting Results

Genetic Algorithms

Genetic Algorithms
For a binary genetic algorithm with p0 = 0.5 with n chromosomes of length
m, the probability of (premature) convergence at any time/iteration t is
P(t, m) = 1 −

2
6p0 (1 − p0 )
1−
n
n

t m

.

For a population of n = 40, m = 100, t = 100 generations, we have
P(t, m) = − 1

6 × 0.5(1 − 0.5)
2
(1 − )100
40
40

100

≈ 0.978.

For genetic algorithms with a given accuracy ζ, the number of iterations
t(ζ) needed is (possibly converged prematurely)
t(ζ) ≤

ln(1 − ζ)
ln 1 − min[(1 − µ)nL , µnL ]

,

where µ =mutation rate, L =string length, and n =population size.
Xin-She Yang (Middlesex University)

Algorithms

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Some Interesting Results

Cuckoo Search with Guaranteed Global Convergence

Cuckoo Search with Guaranteed Global Convergence
Simplify the cuckoo search (CS) algorithm as
 t+1
if r < pa
xi ← xt
i

 t+1
xi ← xt + α ⊗ L(λ) if r > pa .
i

Markov Chain Theory
The probability of convergence to the global optimal set G is
lim P(xt ∈ G ) → 1.

t→∞

See Wang et al. (2012) for details.

Xin-She Yang (Middlesex University)

Algorithms

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Exploration & Exploitation

Key Components in All Metaheuristics

Key Components in All Metaheuristics

So many algorithms – what are the common characteristics?
What are the key components?
How to use and balance different components?
What controls the overall behaviour of an algorithm?

Xin-She Yang (Middlesex University)

Algorithms

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Exploration & Exploitation

Exploration and Exploitation

Exploration and Exploitation

Characteristics of Metaheuristics
Exploration and Exploitation, or Diversification and Intensification.
Exploitation/Intensification
Intensive local search, exploiting local information.
E.g., hill-climbing.
Exploration/Diversification
Exploratory global search, using randomization/stochastic components.
E.g., hill-climbing with random restart.

Xin-She Yang (Middlesex University)

Algorithms

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Exploration & Exploitation

Summary

Summary

Exploration

uniform
search
Ge
net

Best?
Free lunch?

CS
ic

alg
ori
th

SA

PS
O/
FA
EP
/E
A nt
S
/Be
e
ms

NewtonRaphson

Tabu Nelder-Mead
Exploitation

Xin-She Yang (Middlesex University)

Algorithms

steepest
descent

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Open Problems

Open Problems

Open Problems

Mathematical Analysis: A unified mathematical framework (e.g.,
Markov chain theory, dynamical systems) is needed.
Comparison: What are the best performance measures?
Parameter tuning: How to tune the algorithm-dependent
parameters so that an algorithm can achieve the best performance?
Scalability: Can the algorithms that work for small-scale problems be
directly applied to large-scale problems?
Intelligence: Smart algorithms may be a buzz word, but can truly
intelligent algorithms be developed?

Xin-She Yang (Middlesex University)

Algorithms

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Open Problems

Bibliography

Bibliography
Xin-She Yang, Nature-Inspired Optimization Algorithms, Elsevier, (2014).
Xin-She Yang, Cuckoo Search and Firefly Algorithm: Theory and Applications, Springer,
(2013).
Xin-She Yang and Suash Deb, Multiobjective cuckoo search for design optimization,
Computers & Operations Research, 40(6), 1616–1624 (2013).
A. H. Gandomi, X. S. Yang, S. Talatahari, S. Deb, Coupled eagle strategy and differential
evolution for unconstrained and constrained global optimization, Computers &
Mathematics with Applications, 63(1), 191–200 (2012).
A. H. Gandomi, G. J. Yun, X. S. Yang, S. Talatahari, Chaos-enhanced accelerated particle
swarm optimization, Communications in Nonlinear Science and Numerical Simulation,
18(2), 327–340 (2013).
X. S. Yang and S. Deb, Two-stage eagle strategy with differential evolution, Int. Journal
of Bio-Inspired Computation, 4(1), 1–5 (2012).
X. S. Yang, Multiobjective firefly algorithm for continuous optimization, Engineering with
Computers, 29(2), 175–184 (2013).

Xin-She Yang (Middlesex University)

Algorithms

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Open Problems

Thank you

Thank you

Xin-She Yang, Z. H. Cui, R. B. Xiao, A. H. Gandomi, M. Karamanoglu, Swarm
Intelligence and Bio-Inspired Computation: Theory and Applications, Elsevier, (2013).
Xin-She Yang, A. H. Gandomi, S. Talatahari, A. H. Alavi, Metaheuristics in Water,
Geotechnical and Transport Engineering, Elsevier, (2012).
A. H. Gandomi, Xin-She Yang, A. H. Alavi, Mixed variable structural optimization using
firefly algorithm, Computers & Structures, vol. 89, no. 23, 2325–2336 (2011).
Xin-She Yang and A. H. Gandomi, Bat algorithm: a novel approach for global engineering
optimization, Engineering Computations, vol. 29, no. 5, 464–483 (2012).
Xin-She Yang, A new metaheuristic bat-inspired algorithm, in: Nature Inspired
Cooperative Strategies for Optimization (NISCO 2010) (Eds. J. R. Gonzalez et al.),
Studies in Computational Intelligence (SCI 284), Springer, pp. 65–74 (2010).
Xin-She Yang, Artificial Intelligence, Evolutionary Computing and Metaheuristics — In the
Footsteps of Alan Turing, Studies in Computational Intelligence (SCI 427), Springer
Heidelberg, (2013).

Xin-She Yang (Middlesex University)

Algorithms

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Analysis of Nature-Inspried Optimization Algorithms

  • 1. Analysis of Nature-Inspired Optimization Algorithms Xin-She Yang School of Science and Technology Middlesex University Seminar at Department of Mathematical Sciences University of Essex 20 Feb 2014 Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 1 / 48
  • 2. Overview Overview Overview Introduction What is an Algorithm? Nature-Inspired Optimization Algorithms Applications in Engineering Design Self-Organization and Optimization Algorithms Conclusions Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 2 / 48
  • 3. The Essence of an Algorithm The Essence of an Algorithm The Essence of an Algorithm Essence of an Optimization Algorithm To move to a new, better point x(t+1) from an existing location x(t) . x(t) ? x2 x(t+1) x1 Population-based algorithms use multiple, interacting paths. Different algorithms Different strategies/approaches in generating these moves! Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 3 / 48
  • 4. The Essence of an Algorithm Optimization Algorithms Optimization Algorithms Deterministic Newton’s method (1669, published in 1711), Newton-Raphson (1690), hill-climbing/steepest descent (Cauchy 1847), least-squares (Gauss 1795), linear programming (Dantzig 1947), conjugate gradient (Lanczos et al. 1952), interior-point method (Karmarkar 1984), etc. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 4 / 48
  • 5. The Essence of an Algorithm Steepest Descent/Hill Climbing Steepest Descent/Hill Climbing Gradient-Based Methods Use gradient/derivative information – very efficient for local search. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 5 / 48
  • 6. The Essence of an Algorithm Newton’s Method  xt+1 = xt − H−1 ∇f ,  H=  ∂2f ∂x1 2 . . . ∂2f ∂xd ∂x1 ··· .. . ··· ∂2f ∂x1 ∂xd . . . ∂2f ∂xd 2   .  Quasi-Newton If H is replaced by I, we have xt+1 = xt − αI∇f (xt ). Here α controls the step length. Generation of new moves by gradient. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 6 / 48
  • 7. The Essence of an Algorithm The Essence of an Algorithm The Essence of an Algorithm In essence, an algorithm can be written (mathematically) as xt+1 = A(xt , α), For any given xt , the algorithm will generate a new solution xt+1 . Functional or a Dynamical System? We can view the above equation as a functional, or a dynamical system, or a Markov chain, or a self-organizing system. The behavoir of the system (algorithm) can be controlled by A and its parameter α. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 7 / 48
  • 8. Nature-Inspired Algorithms Stochastic/Metaheuristic Algorithms Stochastic/Metaheuristic Algorithms Genetic algorithms (1960s/1970s), evolutionary strategy (Rechenberg & Swefel 1960s), evolutionary programming (Fogel et al. 1960s). Simulated annealing (Kirkpatrick et al. 1983), Tabu search (Glover 1980s), ant colony optimization (Dorigo 1992), genetic programming (Koza 1992), particle swarm optimization (Kennedy & Eberhart 1995), differential evolution (Storn & Price 1996/1997), harmony search (Geem et al. 2001), honeybee algorithm (Nakrani & Tovey 2004), artificial bee colony (Karaboga, 2005). Firefly algorithm (Yang 2008), cuckoo search (Yang & Deb 2009), bat algorithm (Yang, 2010), ... Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 8 / 48
  • 9. Simulated Annealling Simulated Annealling Simulated Annealling Metal annealing to increase strength =⇒ simulated annealing. Probabilistic Move: p ∝ exp[−E /kB T ]. kB =Boltzmann constant (e.g., kB = 1), T =temperature, E =energy. E ∝ f (x), T = T0 αt (cooling schedule) , (0 < α < 1). T → 0 =⇒ p → 0, =⇒ hill climbing. This is equivalent to a random walk xt+1 = xt + p(xt , α). Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 9 / 48
  • 10. Simulated Annealling An Example An Example Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 10 / 48
  • 11. Simulated Annealling Genetic Algorithms Genetic Algorithms Not easy to write a set of explicit equations! crossover Xin-She Yang (Middlesex University) mutation Algorithms 20 Feb 2014 11 / 48
  • 12. Simulated Annealling Generation of new solutions by crossover, mutation and elistism. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 12 / 48
  • 13. Swarm Intelligence Swarm Intelligence Ants, bees, birds, fish ... Simple rules lead to complex behaviour. Swarming Starlings Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 13 / 48
  • 14. Swarm Intelligence PSO PSO Particle Swarm Optimization (Kennedy and Eberhart, 1995) xj g∗ xi vt+1 = vt + αǫ1 (g∗ − xt ) + βǫ2 (x∗ − xt ), i i i i i xt+1 = xt + vt+1 . i i i α, β = learning parameters, ǫ1 , ǫ2 =random numbers. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 14 / 48
  • 15. Swarm Intelligence PSO Demo and Disadvantages PSO Demo and Disadvantages   xi vi t+1   = 1 1 −(αǫ1 + βǫ2 ) 1 PSO Demo Xin-She Yang (Middlesex University)   xi vi t   +  0 αǫ1 g∗ + βǫ2 x∗ i . Premature convergence Algorithms 20 Feb 2014 15 / 48
  • 16. Swarm Intelligence Firefly Algorithm (Yang, 2008) Firefly Algorithm (Yang, 2008) Firefly Behaviour and Idealization Fireflies are unisex and brightness varies with distance. Less bright ones will be attracted to bright ones. If no brighter firefly can be seen, a firefly will move randomly. 2 xt+1 = xt + β0 e −γrij (xj − xi ) + α ǫt . i i i Generation of new solutions by random walk and attraction. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 16 / 48
  • 17. Swarm Intelligence What is FA so efficient? What is FA so efficient? Advantages of Firefly Algorithm Automatically subdivide the whole population into subgroups, and each subgroup swarms around a local mode/optimum. Control modes/ranges by varying γ. Control randomization by tuning parameters such as α. Suitable for multimodal, nonlinear, global optimization problems. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 17 / 48
  • 18. Swarm Intelligence Variants of Firefly Algorithm Variants of Firefly Algorithm About 1400 papers about firefly algorithm since 2008. Its literature is dramatically expanding. Variants for specific applications: Continuous optimization, mixed integer programming, ... Discrete firefly algorithm for scheduling, travelling-salesman problem, combinatorial optimization ... Image processing and compression ... Clustering, classifications and feature selection ... Chaotic firefly algorithm ... Hybrid firefly algorithm with other algorithms ... Multiobjective firefly algorithm. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 18 / 48
  • 19. Swarm Intelligence Cuckoo Breeding Behaviour Cuckoo Breeding Behaviour Evolutionary Advantages Dumps eggs in the nests of host birds and let these host birds raise their chicks. Cuckoo Video (BBC) Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 19 / 48
  • 20. Swarm Intelligence Cuckoo Search (Yang and Deb, 2009) Cuckoo Search (Yang and Deb, 2009) Cuckoo Behaviour and Idealization Each cuckoo lays one egg (solution) at a time, and dumps its egg in a randomly chosen nest. The best nests with high-quality eggs (solutions) will carry out to the next generation. The egg laid by a cuckoo can be discovered by the host bird with a probability pa and a nest will then be built. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 20 / 48
  • 21. Swarm Intelligence Cuckoo Search Cuckoo Search Local random walk: xt+1 = xt + s ⊗ H(pa − ǫ) ⊗ (xt − xt ). k i j i [xi , xj , xk are 3 different solutions, H(u) is a Heaviside function, ǫ is a random number drawn from a uniform distribution, and s is the step size. Global random walk via L´vy flights: e xt+1 = xt + αL(s, λ), i i L(s, λ) = λΓ(λ) sin(πλ/2) 1 , (s ≫ s0 ). π s 1+λ Generation of new moves by L´vy flights, random walk and elitism. e Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 21 / 48
  • 22. Swarm Intelligence CS Demo: Highly Efficient! CS Demo: Highly Efficient! About 1000 papers about cuckoo search since 2009. Its literature is dramatically expanding. [See X. S. Yang, Cuckoo Search and Firefly Algorithm: Theory and Applications, Springer, (2013).] CS Demo Xin-She Yang (Middlesex University) Efficient search with a focus Algorithms 20 Feb 2014 22 / 48
  • 23. Swarm Intelligence Bat Algorithm (Yang, 2010) Bat Algorithm (Yang, 2010) BBC Video Microbats use echolocation for hunting Ultrasonic short pulses as loud as 110dB with a short period of 5 to 20 ms. Frequencies of 25 kHz to 100 kHz. Speed up pulse-emission rate and increase loudness when homing at a prey. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 23 / 48
  • 24. Swarm Intelligence Bat Algorithm Bat Algorithm Acoustics of bat echolocation v λ = ∼ 2 mm to 14 mm. f Rules used in the bat algorithm: fi = fmin + (fmax − fmin )β, vt+1 = vit + (xt − x∗ )fi , i i β ∈ [0, 1], xt+1 = xt + vt . i i i Variations of Loudness and Pulse Rate At+1 ← αAt , i i α ∈ (0, 1], rit+1 = ri0 [1 − exp(−γt)]. There are about 240 papers since 2010. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 24 / 48
  • 25. Swarm Intelligence Other Algorithms Other Algorithms Genetic algorithms Differential evolution Artificial immune system Harmony search Memetic algorithm ... Reviews Yang, X. S., Engineering Optimization: An Introduction with Metaheuristic Applications, John Wiley & Sons, (2010). Yang, X. S., Nature-Inspired Metaheuristic Algorithms, Luniver Press, (2008). Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 25 / 48
  • 26. Applications Applications Applications Design optimization: structural engineering, product design ... Scheduling, routing and planning: often discrete, combinatorial problems ... Applications in almost all areas (e.g., finance, economics, engineering, industry, ...) Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 26 / 48
  • 27. Applications Pressure Vessel Design Optimization Pressure Vessel Design Optimization L d1 r Xin-She Yang (Middlesex University) d2 r Algorithms 20 Feb 2014 27 / 48
  • 28. Applications Pressure Vessel Design Pressure Vessel Design This is a well-known test problem for optimization (e.g., see Cagnina et al. 2008) and it can be written as 2 2 minimize f (x) = 0.6224d1 rL + 1.7781d2 r 2 + 3.1661d1 L + 19.84d1 r ,  g1 (x) = −d1 + 0.0193r ≤ 0   g2 (x) = −d2 + 0.00954r ≤ 0 subject to g3 (x) = −πr 2 L − 4π r 3 + 1296000 ≤ 0  3  g4 (x) = L − 240 ≤ 0. The simple bounds are 0.0625 ≤ d1 , d2 ≤ 99 × 0.0625, 10.0 ≤ r , L ≤ 200.0. The best solution (Yang, 2010; Gandomi and Yang, 2011) f∗ = 6059.714, Xin-She Yang (Middlesex University) x∗ = (0.8125, 0.4375, 42.0984, 176.6366). Algorithms 20 Feb 2014 28 / 48
  • 29. Applications Speed Reducer/Gear Box Design Speed Reducer/Gear Box Design Mixed-Integer Programming: Continuous variables and integers. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 29 / 48
  • 30. Applications 2 2 f (x1 , x2 , x3 , x4 , x5 , x6 , x7 ) = 0.7854x1 x2 (3.3333x3 + 14.9334x3 − 43.0934) 2 2 3 3 2 2 −1.508x1 (x6 + x7 ) + 7.4777(x6 + x7 ) + 0.7854(x4 x6 + x5 x7 ), subject to 27 − 1 ≤ 0, 2 x1 x2 x3 3 1.93x g3 = x x d4 − 1 ≤ 0, 4 2 3 1 1 g5 = 110x 3 ( 745x4 )2 + 16.9 × 106 − 1 ≤ 0, hx3 6 745x5 2 1 g6 = 85x 3 ( hx3 ) + 157.5 × 106 − 1 ≤ 0, 7 2x g7 = x403 − 1 ≤ 0, x1 g9 = 12x2 − 1 ≤ 0, 7 +1.9 g11 = 1.1xx5 − 1 ≤ 0. g1 = g2 = g4 = 397.5 2 2 x1 x2 x3 3 1.93x5 4 x2 x3 d2 − 1 ≤ 0, − 1 ≤ 0, g8 = 5x12 − 1 ≤ 0, x 6 +1.9 g10 = 1.5xx4 − 1 ≤ 0, Simple bounds are 2.6 ≤ x1 ≤ 3.6, 0.7 ≤ h ≤ 0.8, 17 ≤ x3 ≤ 28, 7.3 ≤ x4 ≤ 8.3, 7.8 ≤ x5 ≤ 8.3, 2.9 ≤ x6 ≤ 3.9, and 5.0 ≤ x7 ≤ 5.5. z must be integers. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 30 / 48
  • 31. Applications Dome Design Dome Design 120-bar dome: Divided into 7 groups, 120 design elements, about 200 constraints (Gandomi and Yang 2011; Yang et al. 2012). Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 31 / 48
  • 32. Applications Tower Design Tower Design 26-storey tower: 942 design elements, 244 nodal links, 59 groups/types, > 4000 nonlinear constraints (Yang et al. 2011; Gandomi & Yang 2012). Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 32 / 48
  • 33. Applications Car Design Car Design Design better, safer and energy-efficient cars Minimize weight, low crash deflection (< 32 mm), lower impact force (< 4 kN), .... Even a side barrier has 11 design variables! Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 33 / 48
  • 34. The Essence of an Algorithm The Essence of an Algorithm The Essence of an Algorithm In essence, an algorithm can be written (mathematically) as xt+1 = A(xt , α), For any given xt , the algorithm will generate a new solution xt+1 . Functional or a Dynamical System? We can view the above equation as a functional, or a dynamical system, or a Markov chain, or a self-organizing system. The behavoir of the system (algorithm) can be controlled by A and its parameter α. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 34 / 48
  • 35. The Essence of an Algorithm Self-Organization Self-Organization Self-organizing systems are everywhere, physical, chemical, biological, social, artificial ... Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 35 / 48
  • 36. The Essence of an Algorithm Conditions for Self-Organization Conditions for Self-Organization Complex Systems: Large size, a sufficient number of degrees of freedom, a huge number of (possible) states S. Allow the systems to evolve for a long time. Enough diversity (perturbation, noise, edge of chaos, far-from-equilibrium). Selection (unchanging laws etc). That is α(t) S(θ) −→ S(π). S + α forms a larger system, so S is self-organizing, driven by α(t). Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 36 / 48
  • 37. The Essence of an Algorithm Optimization Process Optimization Process Optimization is a process to find an optimal solution (state), from all possible states of a problem objective g , carried out by an algorithm A and driven by tuning some algorithm-dependent parameters p(t) = (p1 , ..., pk ). An Algorithm = Iterative Procedure xt+1 = A(xt , p(t)). Optimization A(t) g (xt=0 ) −→ g (x∗ ). An algorithm has to use information of problem states during iterations (e.g., gradient information, selection of the fittest, best solutions etc). Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 37 / 48
  • 38. The Essence of an Algorithm Similarities Between Self-Organization and Optimization Similarities Between Self-Organization and Optimization Self-organization: Noise, perturbation =⇒ diversity. Selection mechanism =⇒ structure. Far-from-equilibrium and large perturbation =⇒ potentially faster to re-organize. Optimization Algorithms: Randomization, stochastic components, exploration =⇒ to escape local optima. Selection and exploitation =⇒ convergence & optimal solutions. High-degrees of randomization =⇒ more likely to reach global optimality (but may be slow). Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 38 / 48
  • 39. The Essence of an Algorithm But there are significant differences! But there are significant differences! Self-Organization: Avenues to self-organization may be unclear. Time may not be important. Optimization (especially metaheuristics): How to make an algorithm converge is very important. Speed of convergence is crucial (to reach truly global optimality with the minimum computing efforts). However, we lack good theories to understand either self-organization or metaheuristic optimization. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 39 / 48
  • 40. The Essence of an Algorithm Multi-Agent System (Swarm Intelligence?) Multi-Agent System (Swarm Intelligence?) For a multi-agent system or a swarm, an algorithm can be considered as a set of interacting Markov chain or a complex dynamical system t+1  t x1 x1  x2   x2      = A[x1 , ..., xn ; ǫ1 , ..., ǫm ; p1 (t), ..., pk (t)] .  .  .   .   .  . .  xn xn A population of solutions xt+1 (i = 1, ..., n) are generated from xt , i i controlled by k parameters and m random numbers. In principle, the behaviour of an algorithm is controlled by the eigenvalues of A, but in practice, it is almost impossible to figure out the eigenvalues (apart from very simple/rare cases). Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 40 / 48
  • 41. Some Interesting Results Genetic Algorithms Genetic Algorithms For a binary genetic algorithm with p0 = 0.5 with n chromosomes of length m, the probability of (premature) convergence at any time/iteration t is P(t, m) = 1 − 2 6p0 (1 − p0 ) 1− n n t m . For a population of n = 40, m = 100, t = 100 generations, we have P(t, m) = − 1 6 × 0.5(1 − 0.5) 2 (1 − )100 40 40 100 ≈ 0.978. For genetic algorithms with a given accuracy ζ, the number of iterations t(ζ) needed is (possibly converged prematurely) t(ζ) ≤ ln(1 − ζ) ln 1 − min[(1 − µ)nL , µnL ] , where µ =mutation rate, L =string length, and n =population size. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 41 / 48
  • 42. Some Interesting Results Cuckoo Search with Guaranteed Global Convergence Cuckoo Search with Guaranteed Global Convergence Simplify the cuckoo search (CS) algorithm as  t+1 if r < pa xi ← xt i  t+1 xi ← xt + α ⊗ L(λ) if r > pa . i Markov Chain Theory The probability of convergence to the global optimal set G is lim P(xt ∈ G ) → 1. t→∞ See Wang et al. (2012) for details. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 42 / 48
  • 43. Exploration & Exploitation Key Components in All Metaheuristics Key Components in All Metaheuristics So many algorithms – what are the common characteristics? What are the key components? How to use and balance different components? What controls the overall behaviour of an algorithm? Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 43 / 48
  • 44. Exploration & Exploitation Exploration and Exploitation Exploration and Exploitation Characteristics of Metaheuristics Exploration and Exploitation, or Diversification and Intensification. Exploitation/Intensification Intensive local search, exploiting local information. E.g., hill-climbing. Exploration/Diversification Exploratory global search, using randomization/stochastic components. E.g., hill-climbing with random restart. Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 44 / 48
  • 45. Exploration & Exploitation Summary Summary Exploration uniform search Ge net Best? Free lunch? CS ic alg ori th SA PS O/ FA EP /E A nt S /Be e ms NewtonRaphson Tabu Nelder-Mead Exploitation Xin-She Yang (Middlesex University) Algorithms steepest descent 20 Feb 2014 45 / 48
  • 46. Open Problems Open Problems Open Problems Mathematical Analysis: A unified mathematical framework (e.g., Markov chain theory, dynamical systems) is needed. Comparison: What are the best performance measures? Parameter tuning: How to tune the algorithm-dependent parameters so that an algorithm can achieve the best performance? Scalability: Can the algorithms that work for small-scale problems be directly applied to large-scale problems? Intelligence: Smart algorithms may be a buzz word, but can truly intelligent algorithms be developed? Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 46 / 48
  • 47. Open Problems Bibliography Bibliography Xin-She Yang, Nature-Inspired Optimization Algorithms, Elsevier, (2014). Xin-She Yang, Cuckoo Search and Firefly Algorithm: Theory and Applications, Springer, (2013). Xin-She Yang and Suash Deb, Multiobjective cuckoo search for design optimization, Computers & Operations Research, 40(6), 1616–1624 (2013). A. H. Gandomi, X. S. Yang, S. Talatahari, S. Deb, Coupled eagle strategy and differential evolution for unconstrained and constrained global optimization, Computers & Mathematics with Applications, 63(1), 191–200 (2012). A. H. Gandomi, G. J. Yun, X. S. Yang, S. Talatahari, Chaos-enhanced accelerated particle swarm optimization, Communications in Nonlinear Science and Numerical Simulation, 18(2), 327–340 (2013). X. S. Yang and S. Deb, Two-stage eagle strategy with differential evolution, Int. Journal of Bio-Inspired Computation, 4(1), 1–5 (2012). X. S. Yang, Multiobjective firefly algorithm for continuous optimization, Engineering with Computers, 29(2), 175–184 (2013). Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 47 / 48
  • 48. Open Problems Thank you Thank you Xin-She Yang, Z. H. Cui, R. B. Xiao, A. H. Gandomi, M. Karamanoglu, Swarm Intelligence and Bio-Inspired Computation: Theory and Applications, Elsevier, (2013). Xin-She Yang, A. H. Gandomi, S. Talatahari, A. H. Alavi, Metaheuristics in Water, Geotechnical and Transport Engineering, Elsevier, (2012). A. H. Gandomi, Xin-She Yang, A. H. Alavi, Mixed variable structural optimization using firefly algorithm, Computers & Structures, vol. 89, no. 23, 2325–2336 (2011). Xin-She Yang and A. H. Gandomi, Bat algorithm: a novel approach for global engineering optimization, Engineering Computations, vol. 29, no. 5, 464–483 (2012). Xin-She Yang, A new metaheuristic bat-inspired algorithm, in: Nature Inspired Cooperative Strategies for Optimization (NISCO 2010) (Eds. J. R. Gonzalez et al.), Studies in Computational Intelligence (SCI 284), Springer, pp. 65–74 (2010). Xin-She Yang, Artificial Intelligence, Evolutionary Computing and Metaheuristics — In the Footsteps of Alan Turing, Studies in Computational Intelligence (SCI 427), Springer Heidelberg, (2013). Xin-She Yang (Middlesex University) Algorithms 20 Feb 2014 48 / 48