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This paper constructs an interval partition linearization algorithm for solving minimax linear fractional programming (MLFP) problem. In this algorithm, MLFP is converted and decomposed into a series of linear programs by dividing the outer 1-dimensional space of the equivalent problem (EP) into polynomially countable intervals. To improve the computational efficiency of the algorithm, two new acceleration techniques are introduced, in which the regions in outer space where the optimal solution of EP does not exist are largely deleted. In addition, the global convergence of the proposed algorithm is summarized, and its computational complexity is illustrated to reveal that it is a fully polynomial time approximation scheme. Finally, the numerical results demonstrate that the proposed algorithm is feasible and effective. [ABSTRACT FROM AUTHOR]

This paper investigates a class of linear fractional programming (LFP) problem, which minimizes the sum of a finite number of linear fractional functions over a polyhedral region. Firstly, the equivalence problem (EP) of the LFP problem is given by a new two-stage transformation method. Secondly, considering the characteristics that the branch-and-bound algorithm can guarantee the global optimality of the solution to an optimization problem, and then based on the EP, we discuss the bounding operation, branching operation, pruning operation and rectangle-region reduction technique of this algorithm. After that, the convergence of the algorithm is proved and its computational complexity is deduced from the worst case. Finally, some experiments are reported to verify the effectiveness, feasibility and other performance of the proposed algorithm. [ABSTRACT FROM AUTHOR]

Founded on the idea of subdividing the (p − 1) -dimensional output space, a branch-and-bound algorithm for solving the sum-of-linear-ratios(SLR) problem is proposed. First, a two-stage equivalent transformation method is adopted to obtain an equivalent problem(EP) for the problem SLR. Second, by dealing with all nonlinear constraints and bilinear terms in EP and its sub-problems, a corresponding convex relaxation subproblem is obtained. Third, all redundant constraints in each convex relaxation subproblem are eliminated, which leads to a linear programming problem with smaller scale and fewer constraints. Finally, the theoretical convergence and computational complexity of the algorithm are demonstrated, and a series of numerical experiments illustrate the effectiveness and feasibility of the proposed algorithm. [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]

Feature selection is an essential step in the preprocessing of data in pattern recognition and data mining. Nowadays, the feature selection problem as an optimization problem can be solved with nature-inspired algorithm. In this paper, we propose an efficient feature selection method based on the cuckoo search algorithm called CBCSEM. The proposed method avoids the premature convergence of traditional methods and the tendency to fall into local optima, and this efficient method is attributed to three aspects. Firstly, the chaotic map increases the diversity of the initialization of the algorithm and lays the foundation for its convergence. Then, the proposed two-population elite preservation strategy can find the attractive one of each generation and preserve it. Finally, Lévy flight is developed to update the position of a cuckoo, and the proposed uniform mutation strategy avoids the trouble that the search space is too large for the convergence of the algorithm due to Lévy flight and improves the algorithm exploitation ability. The experimental results on several real UCI datasets show that the proposed method is competitive in comparison with other feature selection algorithms. [ABSTRACT FROM AUTHOR]

In order to solve the shortcomings of particle swarm optimization (PSO) in solving multiobjective optimization problems, an improved multiobjective particle swarm optimization (IMOPSO) algorithm is proposed. In this study, the competitive strategy was introduced into the construction process of Pareto external archives to speed up the search process of nondominated solutions, thereby increasing the speed of the establishment of Pareto external archives. In addition, the descending order of crowding distance method is used to limit the size of external archives and dynamically adjust particle parameters; in order to solve the problem of insufficient population diversity in the later stage of algorithm iteration, time-varying Gaussian mutation strategy is used to mutate the particles in external archives to improve diversity. The simulation experiment results show that the improved algorithm has better convergence and stability than the other compared algorithms. [ABSTRACT FROM AUTHOR]

For the minimization of the sum of linear fractions on polyhedra, it is likewise a class of linear fractional programming (LFP). In this paper, we mainly propose a new linear relaxation technique and combine the branch-and-bound algorithm framework to solve the LFP globally. It is worthwhile to mention that the branching operation of the algorithm occurs in the relatively small output space of the dimension rather than the space where the decision variable is located. When the number of linear fractions in the objective function is much lower than the dimension of the decision variable, the performance of the algorithm is better. After that, we also explain the effectiveness, feasibility, and other performances of the algorithm through numerical experiments. [ABSTRACT FROM AUTHOR]

In the financial market, investors must deal with uncertain risk, and they also face background risk and many uncertain factors caused by their own characteristics. Considering the fuzzy nature of these factors as well as investors' risk preferences, transaction costs, and so on, in order to reduce investment risk, an improved probability entropy measure is introduced, and a probability mean-lower semivariance-entropy model with different risk attitudes is established by using fuzzy sets and probability theory. To solve the portfolio model, an improved differential evolution algorithm is proposed and a numerical example is given. The numerical results show that the proposed algorithm is effective and that the model can disperse the financial risk to a certain extent and reasonably solve the portfolio problem under many different conditions. [ABSTRACT FROM AUTHOR]

A new definition of the filled function is presented in this paper. Based on the definition, a new filled function is presented, and a global optimization algorithm is developed. The implementation of the algorithm on several test problems is reported with satisfactory numerical results. The numerical experiments further show that the algorithm may solve higher dimensional global optimization problems. [ABSTRACT FROM AUTHOR]

Nonnegative matrix factorization(NMF) is a powerful image representation algorithm in pattern recognition and data mining. However, the traditional NMF does not utilize any label information, or fail to guarantee the sparse parts-based representation. In this paper, we put forward a semi-supervised local coordinate NMF (SLNMF) algorithm, which incorporate the available label information and the local coordinate constraint into NMF. Particularly, SLNMF makes the learned coefficients sparse by adding the coordinate constraint, and enhance the discriminative ability of different classes by using the label information constraint. Furthermore, in order to extract the geometric structure of the data space, we propose a new semi-supervised graph regularized NMF with local coordinate constraint (SGLNMF) method, which incorporates the graph regularization into SLNMF to enhance the discriminative abilities of data representations. SGLNMF not only reveals the intrinsic geometrical information of the data space, but also takes into account the local coordinate constraint and the label information. Clustering experiments on several standard image datasets demonstrate the effectiveness of our proposed SLNMF and SGLNMF methods compared to the state-of-the-art methods. • In our proposed SLNMF, which incorporates the label information and the local coordinate constraint into NMF as the additional constraints to enhance the performance of the clustering algorithm. • SGLNMF reveals the intrinsic geometrical information of the data space by constructing the graph regularization, and also takes both the local coordinate constraints and the label information into account, so it can have better performance on the AC and NMI. • We develop the corresponding iterative updating optimization schemes to derive the iterative updating rules of matric factors U and Z. More importantly, the convergence proof of our proposed SGLNMF is provided. [ABSTRACT FROM AUTHOR]

In this paper, a new filled function method for finding a global minimizer of global optimization is proposed. The proposed filled function is continuously differentiable and only contains one parameter. It has no parameter sensitive terms. As a result, a general classical local optimization method can be used to find a better minimizer of the proposed filled function with easy parameter adjustment. Numerical experiments show that the proposed filled function method is effective. [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]

Opposition-based learning (OBL), which plays an important role in soft computing, has recently drawn attention. The paramount challenge of OBL is to design and find an OBL strategy that is suitable for the problem structure. Besides, for the OBL variants proposed so far, there is no clear taxonomy guideline. To solve these issues, this paper proposes a novel opposition, called dual opposition-based learning (DOBL), which contains two opposition strategies and a protective mechanism. Firstly, a diversity-based taxonomy is proposed, which categorizes existing state-of-the-art OBL variants according to dimension-wise diversity. The subpopulation strategy is used and embedded in the classified OBL variants to generate explorative opposition and exploitative opposition. Secondly, for a successful algorithm, a good ratio between exploration and exploitation is required. Therefore, a protective mechanism is designed to obtain a good equilibrium between exploration and exploitation. Finally, the performance of DOBL is compared with eight state-of-the-art OBL variants on DE and advanced DE named jSO to find the CEC 2017 test suite's best solution. Besides, DOBL is applied to CEC 2011 as well as CEC 2020 real-world optimization problems, and compared with nine novel metaheuristic algorithms as well as the top three algorithms in CEC 2020, respectively. Two statistical tests, the Wilcoxon rank-sum test and the Friedman test, are used to analyze the experiment results. The experiment results of 29 functions and 60 real-world problems demonstrate that the proposed DOBL is better than its competitors on CEC2011, CEC 2017, and CEC 2020 test suites. • The convergence behavior of OBL variants is analyzed according to dimension-wise diversity. • Two novel OBL variants are combined with a subpopulation framework to generate DOBL. • DOBL significantly improves performance on both DE and advanced DE named jSO. • The equilibrium state between exploration and exploitation is reached. • 89 problems from CEC 2011, CEC 2017 and CEC 2020 are used to test the performance of DOBL. [ABSTRACT FROM AUTHOR]

This paper presents a multiobjective differential evolution algorithm with multiple trial vectors. For each individual in the population, three trial individuals are produced by the mutation operator. The offspring is produced by using the crossover operator on the three trial individuals. Good individuals are selected from the parent and the offspring and then are put in the intermediate population. Finally, the intermediate population is sorted according to the Pareto dominance relations and the crowding distance, and then the outstanding individuals are selected as the next evolutionary population. Comparing with the classical multiobjective optimization algorithm NSGA-II, the proposed algorithm has better convergence, and the obtained Pareto optimal solutions have better diversity [ABSTRACT FROM AUTHOR]

Abstract: A portfolio optimal model with cardinality constraints is researched, in which the minimum of Value-at-Risk is taken as the objective function. We give a hybrid differential evolution algorithm to solve the model and make the case study with sixteen alternative stocks from Shanghai and Shenzhen stock market. The numerical results show that the given model is reasonable and the given algorithm is effective. [Copyright &y& Elsevier]

Abstract: In this paper, by solving the relaxed quasiconcave programming problem in outcome space, a new global optimization algorithm for convex multiplicative programming is presented. Two kinds of techniques are employed to establish the algorithm. The first one is outer approximation technique which is applied to shrink relaxation area of quasiconcave programming problem and to compute appropriate feasible points and to raise the capacity of bounding. And the other one is branch and bound technique which is used to guarantee global optimization. Some numerical results are presented to demonstrate the effectiveness and feasibility of the proposed algorithm. [Copyright &y& Elsevier]

Abstract: This paper presents an outcome-space finite algorithm for solving linear multiplicative programming, in each iteration of which a convex quadratic programming is only solved. In the paper, we give a global optimization condition on a class of multiplicative programming problems and prove that the proposed algorithm is finite terminative and gain a global optimal solution of the former problem when it stops. It can be shown by the numerical results that the proposed algorithm is effective and the computational results can be gained in short time. [Copyright &y& Elsevier]

Abstract: The paper presents a new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems, in which a new lower approximate linear functions of the quadratic function over an n-rectangle is given to determine a lower bound of the global optimal value of the original problem over each rectangle, and a simple two-partition technique on rectangle is used, as well as the tactics on reducing and deleting subrectangles is used to accelerate the convergence of the proposed algorithm. The proposed algorithm is proved to be convergent and shown to be effective with numerical results. [Copyright &y& Elsevier]

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]

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]