Search

With the rapid development of the insurance industry, more diverse insurance products are produced for consumers. Insurance portfolio problems have received increasing attention. While most studies focus on insurance portfolio problem for a single insured, insurance portfolio problems for a specific group of insured are even more intricate but little attention has been paid to. In this article, we propose a group insurance portfolio model for investment allocation of several insurance policies so that the total payout of the whole group can be maximized. The statistical average value of each parameter is considered in the model to approximate the expectation payout of the group insurance portfolio problem. To solve this problem, a coevolutionary estimation of distribution algorithm (EDA) utilizing the divide-and-conquer strategy is proposed. First, as the payout of each insured under a certain portfolio plan can be calculated separately, the proposed approach decomposes the group insurance portfolio problem into several single-insured insurance portfolio problems. In this way, the dimension of the optimization problem becomes lower compared to the original problem. An adaptive EDA is proposed to optimize the portfolio plan of each insured independently. Second, the group insurance portfolio problem remains a nonseparable problem since the investment amount of each insured is limited by the total investable amount of the whole group. A particle swarm optimization algorithm is adopted to cooperate with the EDA to optimize the proportion of allocation to each insured. The proposed algorithm is verified on various scenarios. The experimental results validate that the proposed approach is effective for the group insurance portfolio problem. [ABSTRACT FROM AUTHOR]

High-dimensional problems are ubiquitous in many fields, yet still remain challenging to be solved. To tackle such problems with high effectiveness and efficiency, this article proposes a simple yet efficient stochastic dominant learning swarm optimizer. Particularly, this optimizer not only compromises swarm diversity and convergence speed properly, but also consumes as little computing time and space as possible to locate the optima. In this optimizer, a particle is updated only when its two exemplars randomly selected from the current swarm are its dominators. In this way, each particle has an implicit probability to directly enter the next generation, making it possible to maintain high swarm diversity. Since each updated particle only learns from its dominators, good convergence is likely to be achieved. To alleviate the sensitivity of this optimizer to newly introduced parameters, an adaptive parameter adjustment strategy is further designed based on the evolutionary information of particles at the individual level. Finally, extensive experiments on two high dimensional benchmark sets substantiate that the devised optimizer achieves competitive or even better performance in terms of solution quality, convergence speed, scalability, and computational cost, compared to several state-of-the-art methods. In particular, experimental results show that the proposed optimizer performs excellently on partially separable problems, especially partially separable multimodal problems, which are very common in real-world applications. In addition, the application to feature selection problems further demonstrates the effectiveness of this optimizer in tackling real-world problems. [ABSTRACT FROM AUTHOR]

The control of epidemics taking place in complex networks has been an increasingly active topic in public health management. In this article, we propose an efficient networked epidemic control system, where a modified susceptible-exposed-infected-vigilant (SEIV) model is first built to simulate epidemic spreading. Then, different from existing continuous resource models which abstractly map resources to parameters of epidemic models, a concrete resource description model is built to simulate real-world goods/services and their allocation. Based on the two models, a cost-constraint subset selection problem in epidemic control is identified. To solve the problem, a swarm-based stochastic optimization policy is proposed, where each particle in the swarm can determine its own solutions according to the guidance of its superior peers and historical searching experience of the whole swarm, without extra problem-relative information. Theoretical proof about system equilibrium is provided, which is consistent with experimental observations. The competitive performance of the proposed optimizer is validated by theoretical analysis and comparison experiments. Finally, an application case is provided to illustrate the practicability. [ABSTRACT FROM AUTHOR]

The rapid development of online social networks not only enables prompt and convenient dissemination of desirable information but also incurs fast and wide propagation of undesirable information. A common way to control the spread of pollutants is to block some nodes, but such a strategy may affect the service quality of a social network and leads to a high control cost if too many nodes are blocked. This paper considers the node selection problem as a biobjective optimization problem to find a subset of nodes to be blocked so that the effect of the control is maximized while the cost of the control is minimized. To solve this problem, we design an ant colony optimization algorithm with an adaptive dimension size selection under the multiobjective evolutionary algorithm framework based on decomposition (MOEA/D-ADACO). The proposed algorithm divides the biobjective problem into a set of single-objective subproblems and each ant takes charge of optimizing one subproblem. Moreover, two types of pheromone and heuristic information are incorporated into MOEA/D-ADACO, that is, pheromone and heuristic information of dimension size selection and that of node selection. While constructing solutions, the ants first determine the dimension size according to the former type of pheromone and heuristic information. Then, the ants select a specific number of nodes to build solutions according to the latter type of pheromone and heuristic information. Experiments conducted on a set of real-world online social networks confirm that the proposed biobjective optimization model and the developed MOEA/D-ADACO are promising for the pollutant spreading control. [ABSTRACT FROM AUTHOR]

Large-scale optimization with high dimensionality and high computational cost becomes ubiquitous nowadays. To tackle such challenging problems efficiently, devising distributed evolutionary computation algorithms is imperative. To this end, this paper proposes a distributed swarm optimizer based on a special master–slave model. Specifically, in this distributed optimizer, the master is mainly responsible for communication with slaves, while each slave iterates a swarm to traverse the solution space. An asynchronous and adaptive communication strategy based on the request–response mechanism is especially devised to let the slaves communicate with the master efficiently. Particularly, the communication between the master and each slave is adaptively triggered during the iteration. To aid the slaves to search the space efficiently, an elite-guided learning strategy is especially designed via utilizing elite particles in the current swarm and historically best solutions found by different slaves to guide the update of particles. Together, this distributed optimizer asynchronously iterates multiple swarms to collaboratively seek the optimum in parallel. Extensive experiments on a widely used large-scale benchmark set substantiate that the distributed optimizer could: 1) achieve competitive effectiveness in terms of solution quality as compared to the state-of-the-art large-scale methods; 2) accelerate the execution of the algorithm in comparison with the sequential one and obtain almost linear speedup as the number of cores increases; and 3) preserve a good scalability to solve higher dimensional problems. [ABSTRACT FROM AUTHOR]

Path planning is one of the most important problems in the development of autonomous underwater vehicles (AUVs). In some common AUV missions, e.g., wreckage search for rescue, an AUV is often required to traverse multiple targets in a complex environment with dense obstacles. In such case, the AUV path planning problem becomes even more challenging. In order to address the problem, this paper develops a two-layer algorithm, namely ACO-A*, by combining the ant colony optimization (ACO) with the A* search. Once a mission with a set of arbitrary targets is assigned, ACO is responsible to determine the traveling order of targets. But, prior to ACO, a cost graph indicating the necessary traveling costs among targets must be quickly established to facilitate traveling order evaluation. For this purpose, a coarse-grained modeling with a representative-based estimation (RBE) strategy is proposed. Following the order obtained by ACO, targets will be traversed one by one and the pairwise path planning to reach each target can be performed during vehicle driving. To deal with the dense obstacles, A* is adopted to plan paths based on a fine-grained modeling and an admissible heuristic function is designed for A* to guarantee its optimality. Experiments on both synthetic and realistic scenarios have been designed to validate the efficiency of the proposed ACO-A*, as well as the effectiveness of RBE and the necessity of A*. [ABSTRACT FROM AUTHOR]

Through introducing the divide-and-conquer strategy, cooperative co-evolution (CC) has been successfully employed by many evolutionary algorithms (EAs) to solve large-scale optimization problems. In practice, it is common that different subcomponents of a large-scale problem have imbalanced contributions to the global fitness. Thus, how to utilize such imbalance and concentrate efforts on optimizing important subcomponents becomes an important issue for improving performance of cooperative co-EA, especially in distributed computing environment. In this paper, we propose a two-layer distributed CC (dCC) architecture with adaptive computing resource allocation for large-scale optimization. The first layer is the dCC model which takes charge of calculating the importance of subcomponents and accordingly allocating resources. An effective allocating algorithm is designed which can adaptively allocate computing resources based on a periodic contribution calculating method. The second layer is the pool model which takes charge of making fully utilization of imbalanced resource allocation. Within this layer, two different conformance policies are designed to help optimizers use the assigned computing resources efficiently. Empirical studies show that the two conformance policies and the computing resource allocation algorithm are effective, and the proposed distributed architecture possesses high scalability and efficiency. [ABSTRACT FROM AUTHOR]

Insurance has been increasingly realized as an important way of investment and risk aversion. Fruitful insurance products are launched by insurers, but there is little research on how to make a proper insurance investment plan for a specific policyholder given different kinds of policies. In this paper, we aim to propose a practical approach to multipolicy insurance investment planning with a data-driven model and an estimation of distribution algorithm (EDA). First, by making use of the insurance data accumulated in the modern financial market, an optimization model about how to choose endowment and hospitalization policies is built to maximize the yearly profit of insurance investment. With the model parameters set according to the real data from insurance market, the resulting plan is practical and individualized. Second, as the optimal solution cannot be achieved by mathematical deduction under this data-driven model, an EDA is introduced. To adapt the EDA for the considered problem, the proposed EDA is mixed with both the continuous and discrete probability distribution models to handle different kinds of variables. In addition, an adaptive scheme for choosing suitable distribution models and an efficient constraint handling strategy are proposed. Experiments under different conditions confirm the effectiveness and efficiency of the proposed model and method. [ABSTRACT FROM AUTHOR]

In pedagogy, teachers usually separate mixed-level students into different levels, treat them differently and teach them in accordance with their cognitive and learning abilities. Inspired from this idea, we consider particles in the swarm as mixed-level students and propose a level-based learning swarm optimizer (LLSO) to settle large-scale optimization, which is still considerably challenging in evolutionary computation. At first, a level-based learning strategy is introduced, which separates particles into a number of levels according to their fitness values and treats particles in different levels differently. Then, a new exemplar selection strategy is designed to randomly select two predominant particles from two different higher levels in the current swarm to guide the learning of particles. The cooperation between these two strategies could afford great diversity enhancement for the optimizer. Further, the exploration and exploitation abilities of the optimizer are analyzed both theoretically and empirically in comparison with two popular particle swarm optimizers. Extensive comparisons with several state-of-the-art algorithms on two widely used sets of large-scale benchmark functions confirm the competitive performance of the proposed optimizer in both solution quality and computational efficiency. Finally, comparison experiments on problems with dimensionality increasing from 200 to 2000 further substantiate the good scalability of the developed optimizer. [ABSTRACT FROM AUTHOR]

The popular performance profiles and data profiles for benchmarking deterministic optimization algorithms are extended to benchmark stochastic algorithms for global optimization problems. A general confidence interval is employed to replace the significance test, which is popular in traditional benchmarking methods but suffering more and more criticisms. Through computing confidence bounds of the general confidence interval and visualizing them with performance profiles and (or) data profiles, our benchmarking method can be used to compare stochastic optimization algorithms by graphs. Compared with traditional benchmarking methods, our method is synthetic statistically and therefore is suitable for large sets of benchmark problems. Compared with some sample-mean-based benchmarking methods, e.g., the method adopted in black-box-optimization-benchmarking workshop/competition, our method considers not only sample means but also sample variances. The most important property of our method is that it is a distribution-free method, i.e., it does not depend on any distribution assumption of the population. This makes it a promising benchmarking method for stochastic optimization algorithms. Some examples are provided to illustrate how to use our method to compare stochastic optimization algorithms. [ABSTRACT FROM PUBLISHER]

Large-scale optimization has become a significant yet challenging area in evolutionary computation. To solve this problem, this paper proposes a novel segment-based predominant learning swarm optimizer (SPLSO) swarm optimizer through letting several predominant particles guide the learning of a particle. First, a segment-based learning strategy is proposed to randomly divide the whole dimensions into segments. During update, variables in different segments are evolved by learning from different exemplars while the ones in the same segment are evolved by the same exemplar. Second, to accelerate search speed and enhance search diversity, a predominant learning strategy is also proposed, which lets several predominant particles guide the update of a particle with each predominant particle responsible for one segment of dimensions. By combining these two learning strategies together, SPLSO evolves all dimensions simultaneously and possesses competitive exploration and exploitation abilities. Extensive experiments are conducted on two large-scale benchmark function sets to investigate the influence of each algorithmic component and comparisons with several state-of-the-art meta-heuristic algorithms dealing with large-scale problems demonstrate the competitive efficiency and effectiveness of the proposed optimizer. Further the scalability of the optimizer to solve problems with dimensionality up to 2000 is also verified. [ABSTRACT FROM PUBLISHER]

Detecting community structure has become one important technique for studying complex networks. Although many community detection algorithms have been proposed, most of them focus on separated communities, where each node can belong to only one community. However, in many real-world networks, communities are often overlapped with each other. Developing overlapping community detection algorithms thus becomes necessary. Along this avenue, this paper proposes a maximal clique based multiobjective evolutionary algorithm (MOEA) for overlapping community detection. In this algorithm, a new representation scheme based on the introduced maximal-clique graph is presented. Since the maximal-clique graph is defined by using a set of maximal cliques of original graph as nodes and two maximal cliques are allowed to share the same nodes of the original graph, overlap is an intrinsic property of the maximal-clique graph. Attributing to this property, the new representation scheme allows MOEAs to handle the overlapping community detection problem in a way similar to that of the separated community detection, such that the optimization problems are simplified. As a result, the proposed algorithm could detect overlapping community structure with higher partition accuracy and lower computational cost when compared with the existing ones. The experiments on both synthetic and real-world networks validate the effectiveness and efficiency of the proposed algorithm. [ABSTRACT FROM AUTHOR]

Seeking multiple optima simultaneously, which multimodal optimization aims at, has attracted increasing attention but remains challenging. Taking advantage of ant colony optimization (ACO) algorithms in preserving high diversity, this paper intends to extend ACO algorithms to deal with multimodal optimization. First, combined with current niching methods, an adaptive multimodal continuous ACO algorithm is introduced. In this algorithm, an adaptive parameter adjustment is developed, which takes the difference among niches into consideration. Second, to accelerate convergence, a differential evolution mutation operator is alternatively utilized to build base vectors for ants to construct new solutions. Then, to enhance the exploitation, a local search scheme based on Gaussian distribution is self-adaptively performed around the seeds of niches. Together, the proposed algorithm affords a good balance between exploration and exploitation. Extensive experiments on 20 widely used benchmark multimodal functions are conducted to investigate the influence of each algorithmic component and results are compared with several state-of-the-art multimodal algorithms and winners of competitions on multimodal optimization. These comparisons demonstrate the competitive efficiency and effectiveness of the proposed algorithm, especially in dealing with complex problems with high numbers of local optima. [ABSTRACT FROM AUTHOR]

Existing differential evolution (DE) algorithms often face two challenges. The first is that the optimization performance is significantly affected by the ad hoc configurations of operators and parameters for different problems. The second is the long runtime for real-world problems whose fitness evaluations are often expensive. Aiming at solving these two problems, this paper develops a novel double-layered heterogeneous DE algorithm and realizes it in cloud computing distributed environment. In the first layer, different populations with various parameters and/or operators run concurrently and adaptively migrate to deliver robust solutions by making the best use of performance differences among multiple populations. In the second layer, a set of cloud virtual machines run in parallel to evaluate fitness of corresponding populations, reducing computational costs as offered by cloud. Experimental results on a set of benchmark problems with different search requirements and a case study with expensive design evaluations have shown that the proposed algorithm offers generally improved performance and reduced computational time, compared with not only conventional and a number of state-of-the-art DE variants, but also a number of other distributed DE and high-performing evolutionary algorithms. The speedup is significant especially on expensive problems, offering high potential in a broad range of real-world applications. [ABSTRACT FROM PUBLISHER]