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In recent years, the research community has witnessed an explosion of literature dealing with the mimicking of behavioral patterns and social phenomena observed in nature towards efficiently solving complex computational tasks. This trend has been especially dramatic in what relates to optimization problems, mainly due to the unprecedented complexity of problem instances, arising from a diverse spectrum of domains such as transportation, logistics, energy, climate, social networks, health and industry 4.0, among many others. Notwithstanding this upsurge of activity, research in this vibrant topic should be steered towards certain areas that, despite their eventual value and impact on the field of bio-inspired computation, still remain insufficiently explored to date. The main purpose of this paper is to outline the state of the art and to identify open challenges concerning the most relevant areas within bio-inspired optimization. An analysis and discussion are also carried out over the general trajectory followed in recent years by the community working in this field, thereby highlighting the need for reaching a consensus and joining forces towards achieving valuable insights into the understanding of this family of optimization techniques. [ABSTRACT FROM AUTHOR]

Portfolio optimization problems involve selection of different assets to invest in order to maximize the overall return and minimize the overall risk simultaneously. The complexity of the optimal asset allocation problem increases with an increase in the number of assets available to select from for investing. The optimization problem becomes computationally challenging when there are more than a few hundreds of assets to select from. To reduce the complexity of large-scale portfolio optimization, two asset preselection procedures that consider return and risk of individual asset and pairwise correlation to remove assets that may not potentially be selected into any portfolio are proposed in this paper. With these asset preselection methods, the number of assets considered to be included in a portfolio can be increased to thousands. To test the effectiveness of the proposed methods, a Normalized Multiobjective Evolutionary Algorithm based on Decomposition (NMOEA/D) algorithm and several other commonly used multiobjective evolutionary algorithms are applied and compared. Six experiments with different settings are carried out. The experimental results show that with the proposed methods the simulation time is reduced while return-risk trade-off performances are significantly improved. Meanwhile, the NMOEA/D is able to outperform other compared algorithms on all experiments according to the comparative analysis. [ABSTRACT FROM AUTHOR]

Differential evolution (DE) has been a simple yet effective algorithm for global optimization problems. The performance of DE highly depends on its operators and parameter settings. In the last couple of decades, many advanced variants of DE have been proposed by modifying the operators and introducing new parameter tuning methods. However, the majority of the works on advanced DE have been concentrated upon the mutation and crossover operators. The initialization and selection operators are less explored in the literature. In this work, we implement the orthogonal array-based initialization of the population and propose a neighborhood search strategy to construct the initial population for the DE-based algorithms. We also introduce a conservative selection scheme to improve the performance of the algorithm. We analyze the influence of the proposed initialization and selection schemes on several variants of DE. Results suggest that the proposed methods highly improve the performance of DE algorithm and its variants. Furthermore, we introduce an ensemble strategy for parameter adaptation techniques in DE. Incorporating all the proposed initialization, selection, and parameter adaptation strategies, we develop a new variant of DE, named OLSHADE-CS. The performance of OLSHADE-CS is found to be highly competitive and significantly better in many cases when compared with the performance of the state-of-the-art algorithms on CEC benchmark problems. [ABSTRACT FROM AUTHOR]

In this paper, a neighborhood mutation strategy is proposed and integrated with various niching differential evolution (DE) algorithms to solve multimodal optimization problems. Although variants of DE are highly effective in locating a single global optimum, no DE variant performs competitively when solving multi-optima problems. In the proposed neighborhood based differential evolution, the mutation is performed within each Euclidean neighborhood. The neighborhood mutation is able to maintain the multiple optima found during the evolution and evolve toward the respective global/local optimum. To test the performance of the proposed neighborhood mutation DE, a total of 29 problem instances are used. The proposed algorithms are compared with a number of state-of-the-art multimodal optimization approaches and the experimental results suggest that although the idea of neighborhood mutation is simple, it is able to provide better and more consistent performance over the state-of-the-art multimodal algorithms. In addition, a comparative survey on niching algorithms and their applications are also presented. [ABSTRACT FROM AUTHOR]

Different constraint handling techniques have been used with multi-objective evolutionary algorithms (MOEA) to solve constrained multi-objective optimization problems. It is impossible for a single constraint handling technique to outperform all other constraint handling techniques always on every problem irrespective of the exhaustiveness of the parameter tuning. To overcome this selection problem, an ensemble of constraint handling methods (ECHM) is used to tackle constrained multi-objective optimization problems. The ECHM is integrated with a multi-objective differential evolution (MODE) algorithm. The performance is compared between the ECHM and the same single constraint handling methods using the same MODE (using codes available from http://www3.ntu.edu.sg/home/EPNSugan/index.htm). The results show that ECHM overall outperforms the single constraint handling methods. [ABSTRACT FROM AUTHOR]

Differential evolution (DE) is an efficient and powerful population-based stochastic search technique for solving optimization problems over continuous space, which has been widely applied in many scientific and engineering fields. However, the success of DE in solving a specific problem crucially depends on appropriately choosing trial vector generation strategies, and their associated control parameter values. Employing a trial-and-error scheme to search for the most suitable strategy and its associated parameter settings requires high computational costs. Moreover, at different stages of evolution, different strategies coupled with different parameter settings may be required in order to achieve the best performance. In this paper, we propose a self-adaptive DE (SaDE) algorithm, in which both trial vector generation strategies and their associated control parameter values are gradually self-adapted by learning from their previous experiences in generating promising solutions. Consequently, a more suitable generation strategy along with its parameter settings can be determined adaptively to match different phases of the search process/evolution. The performance of the SaDE algorithm is extensively evaluated (using codes available from P. N. Suganthan) on a suite of 26 bound-constrained numerical optimization problems and compares favorably with the conventional DE and several state-of-the-art parameter adaptive DE variants. [ABSTRACT FROM AUTHOR]

This article presents an approach to integrate a Pareto dominance concept into a comprehensive learning particle swarm optimizer (CLPSO) to handle multiple objective optimization problems. The multiobjective comprehensive learning particle swarm optimizer (MOCLPSO) also integrates an external archive technique. Simulation results (obtained using the codes made available on the Web at http://www.ntu.edu.sg/home/EPNSugan) on six test problems show that the proposed MOCLPSO, for most problems, is able to find a much better spread of solutions and faster convergence to the true Pareto-optimal front compared to two other multiobjective optimization evolutionary algorithms. © 2006 Wiley Periodicals, Inc. Int J Int Syst 21: 209–226, 2006. [ABSTRACT FROM AUTHOR]

A method of using particle swarm optimisation (PSO) algorithms to optimise the element spacing and lengths of Yagi--Uda antennas is presented. SuperNEC, an object-oriented version of the numerical electromagnetic code (NEC-2) is used to evaluate the performance of various Yagi--Uda antenna designs. In order to show the capabilities of the PSO algorithm in Yagi--Uda antenna design, three different antenna design cases are optimised for various performance specifications. The three objectives considered are gain only, gain and input impedance only, and gain, input impedance and relative sidelobe level (rSLL). To alleviate the premature convergence problem of PSO, a novel learning strategy is employed. Each design problem is optimised using three variants of PSO algorithms, namely the modified PSO, fitness-distance ratio PSO (FDR-PSO), and comprehensive learning PSO (CLPSO). For the purpose of comparison and benchmarking, equally spaced arrays, genetic algorithm optimised antenna design, and computational intelligence optimised antenna design are considered. The results clearly show that the CLPSO is a robust and useful optimisation tool for designing Yagi antennas for the desired target specifications. [ABSTRACT FROM AUTHOR]

In the last few years, the formulation of real-world optimization problems and their efficient solution via metaheuristic algorithms has been a catalyst for a myriad of research studies. In spite of decades of historical advancements on the design and use of metaheuristics, large difficulties still remain in regards to the understandability, algorithmic design uprightness, and performance verifiability of new technical achievements. A clear example stems from the scarce replicability of works dealing with metaheuristics used for optimization, which is often infeasible due to ambiguity and lack of detail in the presentation of the methods to be reproduced. Additionally, in many cases, there is a questionable statistical significance of their reported results. This work aims at providing the audience with a proposal of good practices which should be embraced when conducting studies about metaheuristics methods used for optimization in order to provide scientific rigor, value and transparency. To this end, we introduce a step by step methodology covering every research phase that should be followed when addressing this scientific field. Specifically, frequently overlooked yet crucial aspects and useful recommendations will be discussed in regards to the formulation of the problem, solution encoding, implementation of search operators, evaluation metrics, design of experiments, and considerations for real-world performance, among others. Finally, we will outline important considerations, challenges, and research directions for the success of newly developed optimization metaheuristics in their deployment and operation over real-world application environments. [ABSTRACT FROM AUTHOR]