Cluster-based differential evolution with Crowding Archive for niching in dynamic environments

Real world optimization problems may very often be dynamic in nature, i.e. the position or height of the optima may change over time instead of being fixed as for static optimization problems. Dynamic Optimization Problems (DOPs) can pose serious challenges to the evolutionary computing community, especially when the search space is multimodal with multiple, time-varying optima. Some recent experimental studies have indicated that the process of evolutionary optimization can benefit from locating and tracking of several local and global optima instead of the single global optimum. This necessitates the integration of specially tailored niching techniques with an Evolutionary Algorithm (EA) for grouping of similar individuals in optimal basins of the landscape against drift and other disruptive forces as well as for making such individuals track the basins whenever dynamic changes appear. Motivated by such requirements, we present a multipopulation search technique involving a clustering strategy coupled with the memory-based Crowding Archive for dynamic niching in non-stationary environments. The algorithm uses Differential Evolution (DE) as its basic optimizer and is referred here as the Cluster-based DE with Crowding Archive (CbDE-wCA). It is equipped with a few robust strategies like favorable solution retention and generation, clearing strategy to eliminate redundant solutions, and crowding to restrict individuals to local search. The performance of the proposed algorithm has been tested on two different instances of the Moving Peaks Benchmark (MPB) problems. Experimental results indicate that CbDE-wCA can outperform other state-of-art dynamic multimodal optimizers in a statistically significant way, thereby proving its worth as an attractive alternative for niching in dynamic environments.

[1]  P. N. Suganthan,et al.  Differential Evolution: A Survey of the State-of-the-Art , 2011, IEEE Transactions on Evolutionary Computation.

[2]  Xiaodong Li,et al.  Niching Without Niching Parameters: Particle Swarm Optimization Using a Ring Topology , 2010, IEEE Transactions on Evolutionary Computation.

[3]  Anabela Simões,et al.  Evolutionary Algorithms for Dynamic Environments: Prediction Using Linear Regression and Markov Chains , 2008, PPSN.

[4]  Bin Li,et al.  Multi-strategy ensemble particle swarm optimization for dynamic optimization , 2008, Inf. Sci..

[5]  Andries Petrus Engelbrecht,et al.  Niching for Dynamic Environments Using Particle Swarm Optimization , 2006, SEAL.

[6]  Zbigniew Michalewicz,et al.  Searching for optima in non-stationary environments , 1999, Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406).

[7]  R. Storn,et al.  Differential Evolution: A Practical Approach to Global Optimization (Natural Computing Series) , 2005 .

[8]  Jürgen Branke,et al.  Multiswarms, exclusion, and anti-convergence in dynamic environments , 2006, IEEE Transactions on Evolutionary Computation.

[9]  Rainer Storn,et al.  Differential Evolution – A Simple and Efficient Heuristic for global Optimization over Continuous Spaces , 1997, J. Glob. Optim..

[10]  Jürgen Branke,et al.  Memory enhanced evolutionary algorithms for changing optimization problems , 1999, Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406).

[11]  Shengxiang Yang,et al.  Evolutionary dynamic optimization: A survey of the state of the art , 2012, Swarm Evol. Comput..

[12]  Jing Hu,et al.  A Diversity-Guided Particle Swarm Optimizer for Dynamic Environments , 2007, LSMS.

[13]  Xiaodong Li,et al.  Using regression to improve local convergence , 2007, 2007 IEEE Congress on Evolutionary Computation.

[14]  Ponnuthurai N. Suganthan,et al.  Real-parameter evolutionary multimodal optimization - A survey of the state-of-the-art , 2011, Swarm Evol. Comput..

[15]  Gary G. Yen,et al.  Vaccine enhanced artificial immune system for multimodal function optimization , 2008, IEEE Congress on Evolutionary Computation.

[16]  Mohammad Mehdi Ebadzadeh,et al.  DNPSO: A Dynamic Niching Particle Swarm Optimizer for multi-modal optimization , 2008, 2008 IEEE Congress on Evolutionary Computation (IEEE World Congress on Computational Intelligence).

[17]  Jing J. Liang,et al.  Differential Evolution With Neighborhood Mutation for Multimodal Optimization , 2012, IEEE Transactions on Evolutionary Computation.

[18]  W. Cedeno,et al.  On the use of niching for dynamic landscapes , 1997, Proceedings of 1997 IEEE International Conference on Evolutionary Computation (ICEC '97).

[19]  P. N. Suganthan,et al.  Ensemble of niching algorithms , 2010, Inf. Sci..

[20]  Xin Yao,et al.  Population-Based Incremental Learning With Associative Memory for Dynamic Environments , 2008, IEEE Transactions on Evolutionary Computation.

[21]  Hussein A. Abbass,et al.  Multiobjective optimization for dynamic environments , 2005, 2005 IEEE Congress on Evolutionary Computation.

[22]  Andries Petrus Engelbrecht,et al.  Self-adaptive competitive differential evolution for dynamic environments , 2011, 2011 IEEE Symposium on Differential Evolution (SDE).

[23]  Shengxiang Yang,et al.  Genetic Algorithms with Memory- and Elitism-Based Immigrants in Dynamic Environments , 2008, Evolutionary Computation.

[24]  René Thomsen,et al.  Multimodal optimization using crowding-based differential evolution , 2004, Proceedings of the 2004 Congress on Evolutionary Computation (IEEE Cat. No.04TH8753).

[25]  Dumitru Dumitrescu,et al.  A collaborative model for tracking optima in dynamic environments , 2007, 2007 IEEE Congress on Evolutionary Computation.

[26]  Changhe Li,et al.  A Clustering Particle Swarm Optimizer for Locating and Tracking Multiple Optima in Dynamic Environments , 2010, IEEE Transactions on Evolutionary Computation.

[27]  Michael N. Vrahatis,et al.  Modification of the Particle Swarm Optimizer for Locating All the Global Minima , 2001 .

[28]  Francisco Herrera,et al.  Advanced nonparametric tests for multiple comparisons in the design of experiments in computational intelligence and data mining: Experimental analysis of power , 2010, Inf. Sci..

[29]  Jürgen Branke,et al.  Evolutionary optimization in uncertain environments-a survey , 2005, IEEE Transactions on Evolutionary Computation.

[30]  Tom Lenaerts,et al.  Dynamic optimization using evolutionary algorithms with a case-based memory , 2002 .

[31]  Vuda. Sreenivasarao,et al.  Comparative Analysis of Fuzzy C- Mean and Modified Fuzzy Possibilistic C -Mean Algorithms in Data Mining , 2010 .

[32]  Zachary V. Hendershot A Differential Evolution Algorithm for Automatically Discovering Multiple Global Optima in Multidimensional, Discontinuous Spaces , 2004, MAICS.

[33]  Zhaolei Zhang,et al.  Evolutionary multimodal optimization using the principle of locality , 2012, Inf. Sci..

[34]  F. Wilcoxon Individual Comparisons by Ranking Methods , 1945 .

[35]  Shengxiang Yang,et al.  Associative Memory Scheme for Genetic Algorithms in Dynamic Environments , 2006, EvoWorkshops.

[36]  Changwen Zheng,et al.  A Real-Valued Quantum Genetic Niching Clustering Algorithm and its Application to Color Image Segmentation , 2011, 2011 International Conference on Intelligent Computation and Bio-Medical Instrumentation.

[37]  Daniela Zaharie A MULTIPOPULATION DIFFERENTIAL EVOLUTION ALGORITHM FOR MULTIMODAL OPTIMIZATION , 2004 .

[38]  Changhe Li,et al.  A General Framework of Multipopulation Methods With Clustering in Undetectable Dynamic Environments , 2012, IEEE Transactions on Evolutionary Computation.

[39]  张贤达,et al.  Dynamic Niching Genetic Algorithm with Data Attraction for Automatic Clustering , 2009 .

[40]  Swagatam Das,et al.  A Cluster-Based Differential Evolution Algorithm With External Archive for Optimization in Dynamic Environments , 2013, IEEE Transactions on Cybernetics.

[41]  Xiaodong Li,et al.  This article has been accepted for inclusion in a future issue. IEEE TRANSACTIONS ON EVOLUTIONARY COMPUTATION 1 Locating and Tracking Multiple Dynamic Optima by a Particle Swarm Model Using Speciation , 2022 .

[42]  Arvind S. Mohais,et al.  DynDE: a differential evolution for dynamic optimization problems , 2005, 2005 IEEE Congress on Evolutionary Computation.

[43]  Hendrik Richter,et al.  Detecting change in dynamic fitness landscapes , 2009, 2009 IEEE Congress on Evolutionary Computation.

[44]  Shengxiang Yang,et al.  Particle Swarm Optimization With Composite Particles in Dynamic Environments , 2010, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[45]  Mohammad Reza Meybodi,et al.  novel multi-swarm algorithm for optimization in dynamic environments based n particle swarm optimization , 2013 .

[46]  R.W. Morrison,et al.  A test problem generator for non-stationary environments , 1999, Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406).

[47]  Janez Brest,et al.  Differential evolution and differential ant-stigmergy on dynamic optimisation problems , 2013, Int. J. Syst. Sci..

[48]  Shengxiang Yang,et al.  Memory-based immigrants for genetic algorithms in dynamic environments , 2005, GECCO '05.

[49]  Jurij Silc,et al.  The Differential Ant-Stigmergy Algorithm applied to dynamic optimization problems , 2009, 2009 IEEE Congress on Evolutionary Computation.