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The complexity of historical data in financial markets and the uncertainty of the future, as well as the idea that investors always expect the least risk and the greatest return. This study presents a multi-period fractional portfolio model in a fuzzy environment, taking into account the limitations of asset quantity, asset position, transaction cost, and inter-period investment. This is a mixed integer programming NP-hard problem. To overcome the problem, an improved genetic algorithm (IGA) is presented. The IGA contribution mostly involves the following three points: (i) A cardinal constraint processing approach is presented for the cardinal constraint conditions in the model; (ii) Logistic chaotic mapping was implemented to boost the initial population diversity; (iii) An adaptive golden section variation probability formula is developed to strike the right balance between exploration and development. To test the model's logic and the performance of the proposed algorithm, this study picks stock data from the Shanghai Stock Exchange 50 for simulated investing and examines portfolio strategies under various limitations. In addition, the numerical results of simulated investment are compared and analyzed, and the results show that the established models are in line with the actual market situation and the designed algorithm is effective, and the probability of obtaining the optimal value is more than 37.5% higher than other optimization algorithms. [ABSTRACT FROM AUTHOR]

Particle Swarm Optimization (PSO) is facing more challenges in solving high-dimensional global optimization problems. In order to overcome this difficulty, this paper proposes a novel PSO variant of the hybrid Sine Cosine Algorithm (SCA) strategy, named Velocity Four Sine Cosine Particle Swarm Optimization (VFSCPSO). The introduction of the SCA strategy in the velocity formulation ensures that the global optimal solution is found accurately. It increases the flexibility of PSO. A series of experiments are conducted on the CEC2005 test suite with compositional algorithms, algorithmic variants, and good intelligent algorithms. The experimental results show that the algorithm effectively improves the overall performance of compositional algorithms; the Friedman test proves that the algorithm has good competitiveness. The algorithm also performs better in PID parameter tuning. Therefore, the VFSCPSO is able to solve the high-dimensional global optimization problems in a better way. [ABSTRACT FROM AUTHOR]

The biogeography-based optimization (BBO) algorithm is known for its simplicity and low computational overhead, but it often struggles with falling into local optima and slow convergence speed. Against this background, this work presents a multi-strategy enhanced BBO variant, named MSBBO. Firstly, the example chasing strategy is proposed to eliminate the destruction of the inferior solutions to superior solutions. Secondly, the heuristic crossover strategy is designed to enhance the search ability of the population. Finally, the prey search–attack strategy is used to balance the exploration and exploitation. To verify the performance of MSBBO, we compare it with standard BBO, seven BBO variants (PRBBO, BBOSB, HGBBO, FABBO, BLEHO, MPBBO and BBOIMAM) and seven meta-heuristic algorithms (GWO, WOA, SSA, ChOA, MPA, GJO and BWO) on multiple dimensions of 24 benchmark functions. It concludes that MSBBO significantly outperforms all competitors both on convergence accuracy, speed and stability, and MSBBO basically converges to the same results on 10,000 dimensions as on 1000 dimensions. Further, MSBBO is applied to six real-world engineering design problems. The experimental results show that our work is still more competitive than other latest optimization techniques (COA, EDO, OMA, SHO and SCSO) on constrained optimization problems. [ABSTRACT FROM AUTHOR]

The "Curse of Dimensionality" induced by the rapid development of information science might have a negative impact when dealing with big datasets, and it also makes the problems of symmetry and asymmetry increasingly prominent. Feature selection (FS) can eliminate irrelevant information in big data and improve accuracy. As a recently proposed algorithm, the Sparrow Search Algorithm (SSA) shows its advantages in the FS tasks because of its superior performance. However, SSA is more subject to the population's poor diversity and falls into a local optimum. Regarding this issue, we propose a variant of the SSA called the Tent Lévy Flying Sparrow Search Algorithm (TFSSA) to select the best subset of features in the wrapper-based method for classification purposes. After the performance results are evaluated on the CEC2020 test suite, TFSSA is used to select the best feature combination to maximize classification accuracy and simultaneously minimize the number of selected features. To evaluate the proposed TFSSA, we have conducted experiments on twenty-one datasets from the UCI repository to compare with nine algorithms in the literature. Nine metrics are used to evaluate and compare these algorithms' performance properly. Furthermore, the method is also used on the coronavirus disease (COVID-19) dataset, and its classification accuracy and the average number of feature selections are 93.47% and 2.1, respectively, reaching the best. The experimental results and comparison in all datasets demonstrate the effectiveness of our new algorithm, TFSSA, compared with other wrapper-based algorithms. [ABSTRACT FROM AUTHOR]

In this paper, we study swarm intelligence computation for constrained optimization problems and propose a new hybrid PSO-DE algorithm based on feasibility rules. Establishing individual feasibility rules as a way to determine whether the position of an individual satisfies the constraint or violates the degree of the constraint, which will determine the choice of the individual optimal position and the global optimal position in the particle population. First, particle swarm optimization (PSO) is used to act on the top 50% of individuals with higher degree of constraint violation to update their velocity and position. Second, Differential Evolution (DE) is applied to act on the individual optimal position of each individual to form a new population. The current individual optimal position and the global optimal position are updated using the feasibility rules, thus forming a hybrid PSO-DE intelligent algorithm. Analyzing the convergence and complexity of PSO-DE. Finally, the performance of the PSO-DE algorithm is tested with 12 benchmark functions of constrained optimization and 57 engineering optimization problems, the numerical results show that the proposed algorithm has good accuracy, effectiveness and robustness. [ABSTRACT FROM AUTHOR]

In this paper, we investigate and develop a new filled function method for solving integer programming problems with constraints. By adopting the appropriate equivalent transformation method, these problems are transformed into a class of box-constrained integer programming problems. Then, an effective nonparametric filled function is constructed, and a new global optimization algorithm is designed using the discrete steepest descent method. Numerical experiments illustrate that this algorithm has effectiveness, feasibility, and better global optimization ability. [ABSTRACT FROM AUTHOR]

Quadratically constrained quadratic programs (QCQP), which often appear in engineering practice and management science, and other fields, are investigated in this paper. By introducing appropriate auxiliary variables, QCQP can be transformed into its equivalent problem (EP) with non-linear equality constraints. After these equality constraints are relaxed, a series of linear relaxation subproblems with auxiliary variables and bound constraints are generated, which can determine the effective lower bound of the global optimal value of QCQP. To enhance the compactness of sub-rectangles and improve the ability to remove sub-rectangles, two rectangle-reduction strategies are employed. Besides, two ϵ -subproblem deletion rules are introduced to improve the convergence speed of the algorithm. Therefore, a relaxation and bound algorithm based on auxiliary variables are proposed to solve QCQP. Numerical experiments show that this algorithm is effective and feasible. [ABSTRACT FROM AUTHOR]

In solving classification problems in the field of machine learning and pattern recognition, the pre-processing of data is particularly important. The processing of high-dimensional feature datasets increases the time and space complexity of computer processing and reduces the accuracy of classification models. Hence, the proposal of a good feature selection method is essential. This paper presents a new algorithm for solving feature selection, retaining the selection and mutation operators from traditional genetic algorithms. On the one hand, the global search capability of the algorithm is ensured by changing the population size, on the other hand, finding the optimal mutation probability for solving the feature selection problem based on different population sizes. During the iteration of the algorithm, the population size does not change, no matter how many transformations are made, and is the same as the initialized population size; this spatial invariance is physically defined as symmetry. The proposed method is compared with other algorithms and validated on different datasets. The experimental results show good performance of the algorithm, in addition to which we apply the algorithm to a practical Android software classification problem and the results also show the superiority of the algorithm. [ABSTRACT FROM AUTHOR]

Job shop scheduling problem (JSSP) has high theoretical and practical significance in academia and manufacturing respectively. Therefore, scholars in many different fields have been attracted to study this problem, and many meta-heuristic algorithms have been proposed to solve this problem. As a meta-heuristic algorithm, particle swarm optimization (PSO) has been used to optimize many practical problems in industrial manufacturing. This paper proposes a hybrid PSO enhanced with nonlinear inertia weight and and Gaussian mutation (NGPSO) to solve JSSP. Nonlinear inertia weight improves local search capabilities of PSO, while Gaussian mutation strategy improves the global search ability of NGPSO, which is beneficial to the population to maintain diversity and reduce probability of the algorithm falling into the local optimal solution. The proposed NGPSO algorithm is implemented to solve 62 benchmark instances of JSSP, and the experimental results are compared with other algorithms. The results obtained by analyzing the experimental data show that the algorithm is better than other comparison algorithms in solving JSSP. [ABSTRACT FROM AUTHOR]

In this paper, a new relaxation bounding method is proposed for a class of linear multiplicative programs. Although the 2 p − 1 variable is introduced in the construction of equivalence problem, the branch process of the algorithm is only carried out in p − dimensional space. In addition, a super-rectangular reduction technique is also given to greatly improve the convergence rate. Furthermore, we construct an output-space branch-and-bound reduction algorithm based on solving a series of linear programming sub-problems, and prove the convergence and computational complexity of the algorithm. Finally, to verify the feasibility and effectiveness of the algorithm, we carried out a series of numerical experiments and analyzed the advantages and disadvantages of the algorithm by numerical results. [ABSTRACT FROM AUTHOR]

There are some processing problems of imbalanced data such as imbalanced data sets being difficult to integrate efficiently. This paper proposes and constructs a mixed penalty function data integration screening criterion, and proposes Differential Evolution Integration Algorithm Based on Mixed Penalty Function Screening Criteria (DE-MPFSC algorithm). In addition, the theoretical validity and the convergence of the DE-MPFSC algorithm are analyzed and proven by establishing the Markov sequence and Markov evolution process model of the DE-MPFSC algorithm. In this paper, the entanglement degree and enanglement degree error are introduced to analyze the DE-MPFSC algorithm. Finally, the effectiveness and stability of the DE-MPFSC algorithm are verified by UCI machine learning datasets. The test results show that the DE-MPFSC algorithm can effectively improve the effectiveness and application of imbalanced data classification and integration, improve the internal classification of imbalanced data and improve the efficiency of data integration. [ABSTRACT FROM AUTHOR]

The differential evolutionary ( D E ) algorithm is a global optimization algorithm. To explore the convergence implied in the H i l b e r t space with the parameter β of the D E algorithm and the quantum properties of the optimal point in the space, we establish a control convergent iterative form of a higher-order differential equation under the conditions of P − ε and analyze the control convergent properties of its iterative sequence; analyze the three topological structures implied in H i l b e r t space of the single-point topological structure, branch topological structure, and discrete topological structure; and establish and analyze the association between the H e i s e n b e r g uncertainty quantum characteristics depending on quantum physics and its topological structure implied in the β -Hilbert space of the D E algorithm as follows: The speed resolution Δ v 2 of the iterative sequence convergent speed and the position resolution Δ x β ε of the global optimal point with the swinging range are a pair of conjugate variables of the quantum states in β -Hilbert space about eigenvalues λ i ∈ R , corresponding to the uncertainty characteristics on quantum states, and they cannot simultaneously achieve bidirectional efficiency between convergent speed and the best point precision with any procedural improvements. Where λ i ∈ R is a constant in the β -Hilbert space. Finally, the conclusion is verified by the quantum numerical simulation of high-dimensional data. We get the following important quantitative conclusions by numerical simulation: except for several dead points and invalid points, under the condition of spatial dimension, the number of the population, mutated operator, crossover operator, and selected operator are generally decreasing or increasing with a variance deviation rate + 0.50 and the error of less than ± 0.5 ; correspondingly, speed changing rate of the individual iterative points and position changing rate of global optimal point β exhibit a inverse correlation in β -Hilbert space in the statistical perspectives, which illustrates the association between the H e i s e n b e r g uncertainty quantum characteristics and its topological structure implied in the β -Hilbert space of the D E algorithm. [ABSTRACT FROM AUTHOR]

Obtaining high convergence and uniform distributions remains a major challenge in most metaheuristic multi-objective optimization problems. In this article, a novel multi-objective particle swarm optimization (PSO) algorithm is proposed based on Gaussian mutation and an improved learning strategy. The approach adopts a Gaussian mutation strategy to improve the uniformity of external archives and current populations. To improve the global optimal solution, different learning strategies are proposed for non-dominated and dominated solutions. An indicator is presented to measure the distribution width of the non-dominated solution set, which is produced by various algorithms. Experiments were performed using eight benchmark test functions. The results illustrate that the multi-objective improved PSO algorithm (MOIPSO) yields better convergence and distributions than the other two algorithms, and the distance width indicator is reasonable and effective. [ABSTRACT FROM AUTHOR]

It is generally known that the balance between convergence and diversity is a key issue for solving multi-objective optimization problems. Thus, a chaotic multi-objective particle swarm optimization approach incorporating clone immunity (CICMOPSO) is proposed in this paper. First, points in a non-dominated solution set are mapped to a parallel-cell coordinate system. Then, the status of the particles is evaluated by the Pareto entropy and difference entropy. At the same time, the algorithm parameters are adjusted by feedback information. At the late stage of the algorithm, the local-search ability of the particle swarm still needs to be improved. Logistic mapping and the neighboring immune operator are used to maintain and change the external archive. Experimental test results show that the convergence and diversity of the algorithm are improved. [ABSTRACT FROM AUTHOR]