|
|
Sequential quadratic programming enhanced backtracking search algorithm |
Wenting ZHAO1, Lijin WANG1,2, Yilong YIN1( ), Bingqing WANG1, Yuchun TANG3 |
1. School of Computer Science and Technology, Shandong University, Jinan 250101, China 2. College of Computer and Information Science, Fujian Agriculture and Forestry University, Fuzhou 350002, China 3. Research Center for Sectional and Imaging Anatomy, Shandong University School of Medicine, Jinan 250012, China |
|
|
Abstract In this paper, we propose a new hybrid method called SQPBSA which combines backtracking search optimization algorithm (BSA) and sequential quadratic programming (SQP). BSA, as an exploration search engine, gives a good direction to the global optimal region, while SQP is used as a local search technique to exploit the optimal solution. The experiments are carried on two suits of 28 functions proposed in the CEC-2013 competitions to verify the performance of SQPBSA. The results indicate the proposed method is effective and competitive.
|
Keywords
numerical optimization
backtracking search algorithm
sequential quadratic programming
local search
|
Corresponding Author(s):
Yilong YIN
|
Just Accepted Date: 12 October 2016
Online First Date: 08 December 2017
Issue Date: 23 March 2018
|
|
1 |
Holland J H. Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control, and Artificial Intelligence. Cambridge, Massachusettes: The MIT press, 1992
|
2 |
Storn R, Price K. Differential evolution-a simple and efficient adaptive scheme for global optimization over continuous spaces. Technical Report TR-95-012. Berkeley, CA: International Computer Science Institue, 1995
|
3 |
Dorigo M, Maniezzo V, Colorni A. Ant system: optimization by a colony of cooperating agents. IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics, 1996, 26(1): 29–41
https://doi.org/10.1109/3477.484436
|
4 |
Kennedy J, Eberhart R C. Particle swarm optimization. In: Proceedings of IEEE International Conference on Neural Networks. 1995, 1942–1948
https://doi.org/10.1109/ICNN.1995.488968
|
5 |
Eberhart R C, Kennedy J. A new optimizer using particle swarm theory. In: Proceedings of the 6th International Symposium on Micro Machine and Human Science. 1995, 39–43
https://doi.org/10.1109/MHS.1995.494215
|
6 |
Chen W N, Zhang J, Lin Y, Chen N, Zhan Z H, Chung H S H, Li Y, Shi Y H. Particle swarm optimization with an aging leader and challengers. IEEE Transactions on Evolutionary Computation, 2013, 17(2): 241–258
https://doi.org/10.1109/TEVC.2011.2173577
|
7 |
Yu W J, Shen M, Chen W N, Zhan Z H, Gong Y J, Lin Y, Liu O, Zhang J. Differential evolution with two-level parameter adaptation. IEEE Transactions on Cybernetics, 2014, 44(7): 1080–1099
https://doi.org/10.1109/TCYB.2013.2279211
|
8 |
Civicioglu P. Backtracking search optimization algorithm for numerical optimization problems. Applied Mathematics and Computation, 2013, 219(15): 8121–8144
https://doi.org/10.1016/j.amc.2013.02.017
|
9 |
Agarwal S K, Shah S, Kumar R. Classification of mental tasks from eeg data using backtracking search optimization based neural classifier. Neurocomputing, 2015, 166: 397–403
https://doi.org/10.1016/j.neucom.2015.03.041
|
10 |
Yang D D, Ma H G, Xu D H, Zhang B H. Fault measurement for siso system using the chaotic excitation. Journal of the Franklin Institute, 2015, 352(8): 3267–3284
https://doi.org/10.1016/j.jfranklin.2015.04.015
|
11 |
Zhang C J, Lin Q, Gao L, Li X Y. Backtracking search algorithm with three constraint handling methods for constrained optimization problems. Expert Systems with Applications, 2015, 42(21): 7831–7845
https://doi.org/10.1016/j.eswa.2015.05.050
|
12 |
Zhao W T, Wang L J, Yin Y L, Wang B Q, Wei Y, Yin Y S. An improved backtracking search algorithm for constrained optimization problems. In: Proceedings of the 7th International Conference on Knowledge Science, Engineering and Management. 2014, 222–233
https://doi.org/10.1007/978-3-319-12096-6_20
|
13 |
Mallick S, Kar R, Mandal D, Ghoshal S. CMOS analogue amplifier circuits optimisation using hybrid backtracking search algorithm with differential evolution. Journal of Experimental & Theoretical Artificial Intelligence, 2016, 28(4): 719–749
https://doi.org/10.1080/0952813X.2015.1042533
|
14 |
Wang L T, Zhong Y W, Yin Y L, Zhao W T, Wang B Q, Xu Y L. A hybrid backtracking search optimization algorithm with differential evolution. Mathematical Problems in Engineering, 2015
https://doi.org/10.1155/2015/769245
|
15 |
Ali A F. A memetic backtracking search optimization algorithm for economic dispatch problem. Egyptian Computer Science Journal, 2015, 39(2)
|
16 |
Qian C, Yu Y, Zhou Z H. Pareto ensemble pruning. In: Proceedings of the 29th AAAI Conference on Artificial Intelligence. 2015, 2935–2941
|
17 |
Attaviriyanupap P, Kita H, Tanaka E, Hasegawa J. A hybrid EP and SQP for dynamic economic dispatch with nonsmooth fuel cost function. IEEE Transactions on Power Systems, 2002, 17(2): 411–416
https://doi.org/10.1109/TPWRS.2002.1007911
|
18 |
Cai J J, Li Q, Li L X, Peng H P, Yang Y X. A hybrid CPSO–SQP method for economic dispatch considering the valve-point effects. Energy Conversion and Management, 2012, 53(1): 175–181
https://doi.org/10.1016/j.enconman.2011.08.023
|
19 |
Basu M. Hybridization of bee colony optimization and sequential quadratic programming for dynamic economic dispatch. International Journal of Electrical Power & Energy Systems, 2013, 44(1): 591–596
https://doi.org/10.1016/j.ijepes.2012.08.026
|
20 |
Morshed M J, Asgharpour A. Hybrid imperialist competitivesequential quadratic programming (HIC-SQP) algorithm for solving economic load dispatch with incorporating stochastic wind power: a comparative study on heuristic optimization techniques. Energy Conversion and Management, 2014, 84: 30–40
https://doi.org/10.1016/j.enconman.2014.04.006
|
21 |
Zhan Z H, Zhang J, Li Y, Shi Y H. Orthogonal learning particle swarm optimization. IEEE Transactions on Evolutionary Computation, 2011, 15(6): 832–847
https://doi.org/10.1109/TEVC.2010.2052054
|
22 |
Blum C, Puchinger J, Raidl G R, Roli A. Hybrid metaheuristics in combinatorial optimization: a survey. Applied Soft Computing, 2011, 11(6): 4135–4151
https://doi.org/10.1016/j.asoc.2011.02.032
|
23 |
Lozano M, García-Martínez C. Hybrid metaheuristics with evolutionary algorithms specializing in intensification and diversification: Overview and progress report. Computers & Operations Research, 2010, 37(3): 481–497
https://doi.org/10.1016/j.cor.2009.02.010
|
24 |
Zhang J, Zhan Z H, Lin Y, Chen N, Gong Y J, Zhong J H, Chung H, Li Y, Shi Y H. Evolutionary computation meets machine learning: a survey. Computational Intelligence Magazine, IEEE, 2011, 6(4): 68–75
https://doi.org/10.1109/MCI.2011.942584
|
25 |
Nocedal J, Wright S. Sequential quadratic programming. In: Sun W Y,Yuan Y X, eds. Optimization Theory and Methods. Springer Optimization and Its Application, Vol 1. Springer Science & Business Media, 2006, 529–533
|
26 |
Wilson R B. A simplicial algorithm for concave programming. Dissertation for the Doctoral Degree. Cambridge, MA: Harvard University, 1963
|
27 |
Liang J J, Qu B Y, Suganthan P N, Hernández-Díaz A G. Problem definitions and evaluation criteria for the CEC 2013 special session on real-parameter optimization. Technical Report. 2013
|
28 |
Qian H, Hu Y Q, Yu Y. Derivative-free optimization of highdimensional non-convex functions by sequential random embeddings. In: Preceedings of the 25th International Joint Conference on Artificial Intelligence. 2016, 1946–1952
|
29 |
Karaboga D. An idea based on honey bee swarm for numerical optimization. Technical Report. 2005
|
30 |
Clerk M. Standard particle swarm optimisation. Technical Report. 2012
|
31 |
Hansen N, Ostermeier A. Completely derandomized self-adaptation in evolution strategies. Evolutionary Computation, 2001, 9(2): 159–195
https://doi.org/10.1162/106365601750190398
|
32 |
Igel C, Hansen N, Roth S. Covariance matrix adaptation for multiobjective optimization. Evolutionary Computation, 2007, 15(1): 1–28
https://doi.org/10.1162/evco.2007.15.1.1
|
33 |
Liang J J, Qin A K, Suganthan P N, Baskar S. Comprehensive learning particle swarm optimizer for global optimization of multimodal functions. IEEE Transactions on Evolutionary Computation, 2006, 10(3): 281–295
https://doi.org/10.1109/TEVC.2005.857610
|
34 |
Qin A K, Suganthan P N. Self-adaptive differential evolution algorithm for numerical optimization. In: Proceedings of IEEE Congress on Evolutionary Computation. 2005, 1785–1791
https://doi.org/10.1109/CEC.2005.1554904
|
35 |
Brest J, Greiner S, Bošković B, Mernik M, Zumer V. Self-adapting control parameters in differential evolution: a comparative study on numerical benchmark problems. IEEE Transactions on Evolutionary Computation, 2006, 10(6): 646–657
https://doi.org/10.1109/TEVC.2006.872133
|
36 |
Suganthan P N, Hansen N, Liang J J, Deb K, Chen Y P, Auger A, Tiwari S. Problem definitions and evaluation criteria for the CEC 2005 special session on real-parameter optimization. KanGAL Report. 2005
|
37 |
Gong W Y, Cai Z H. Differential evolution with ranking-based mutation operators. IEEE Transactions on Cybernetics, 2013, 43(6): 2066–2081
https://doi.org/10.1109/TCYB.2013.2239988
|
38 |
Loshchilov I. CMA-ES with restarts for solving CEC 2013 benchmark problems. In: Proceedings of IEEE Congress on Evolutionary Computation. 2013, 369–376
https://doi.org/10.1109/CEC.2013.6557593
|
39 |
Zambrano-Bigiarini M, Clerc M, Rojas R. Standard particle swarm optimisation 2011 at CEC-2013: a baseline for future PSO improvements. In: Proceedings of IEEE Congress on Evolutionary Computation. 2013, 2337–2344
https://doi.org/10.1109/CEC.2013.6557848
|
40 |
El-Abd M. Testing a particle swarm optimization and artificial bee colony hybrid algorithm on the CEC13 benchmarks. In: Proceedings of IEEE Congress on Evolutionary Computation. 2013, 2215–2220
https://doi.org/10.1109/CEC.2013.6557832
|
41 |
Dos Santos Coelho L, Ayala H V H. Population’s variance-based adaptive differential evolution for real parameter optimization. In: Proceedings of IEEE Congress on Evolutionary Computation. 2013, 1672–1677
|
42 |
Nepomuceno F V, Engelbrecht A P. A self-adaptive heterogeneous PSO for real-parameter optimization. In: Proceedings of IEEE Congress on Evolutionary Computation. 2013, 361–368
https://doi.org/10.1109/CEC.2013.6557592
|
|
Viewed |
|
|
|
Full text
|
|
|
|
|
Abstract
|
|
|
|
|
Cited |
|
|
|
|
|
Shared |
|
|
|
|
|
Discussed |
|
|
|
|