EVOLUTIONARY OPTIMIZATION ALGORITHMS

By Sumanth (EC8435)

OVERVIEW
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What

is Optimization? How to Optimize? Deterministic Techniques Vs Evolutionary Techniques Genetic Algorithm Particle Swarm Optimization Ant Colony Optimization Differential Evolution Conclusion ( Most efficient algorithm) References

by Sumanth Kumar

WHAT IS OPTIMIZATION ?
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Effective selection of optimal solution. Maximum or Minimum. Cost function.

by Sumanth Kumar

Applications
Signal Processing. Communications. Computer Networks. Economics etc..

HOW TO OPTIMIZE ??
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Calculus tell us to differentiate and find optimum value. To differentiate cost function must be known. Numerical methods can be used, if cost function is not available. Newtons forward and backward differences can be used if sample data is known.

by Sumanth Kumar

MAJOR PROBLEM
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As complexity of cost function increases.

by Sumanth Kumar

Rastrigins Function

PROBLEMS WITH DETERMINISTIC TECHNIQUES

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Struck at local minima or maxima. Computationally complex.

global

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local

PROBABILISTIC OPTIMIZATION TECHNIQUES

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Searches N dimensional search space randomly and lands on a approximate solution. Doesnt provide ideal optimum value but gives approximate value. Evolutionary algorithms got their basic ideas from nature. Examples

by Sumanth Kumar

Survival of the fittest. Motion of birds in search of food. Ants in search of food. Bees etc..

DETERMINISTIC VS PROBABILISTIC TECHNIQUES

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Results when Rastrigin's function is optimized in both methods.

by Sumanth Kumar

Compared value Maximum Minimum Time (in s)

Deterministic Technique 60.3002 3.1198 74.84

Genetic Algorithm Particle Swarm Optimization 76.5207 0.0095 0.1307 72.042 1.3590 0.0564

GENETIC ALGORITHM (GA)

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Proposed by John Holland in 1975. Based on natural selection process Survival of the fittest. Every possible solution is called chromosome. Chromosomes are crossed over and mutated to get better offsprings. Works iteratively. Each iteration is called as Generation. Best chromosomes are passed on to next generations.

by Sumanth Kumar

GENETIC ALGORITHM (GA)

CONTD..
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Evaluation of Individuals

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GENETIC ALGORITHM (GA)

CONTD..
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Chromosome

Binary coded - 1 0 1 0 0 1 1 1 0 1 Real encoded - 1.236 2.36 4.23

Chromosome 1 Chromosome 2 Offspring 1 Offspring 2 11010011100 01100010010 11010010010 01100011100

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Crossover
Single point Two point

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GENETIC ALGORITHM (GA)

CONTD..
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Mutation

chromosome 1 0 1 1 0 0 0 1 1 0 offspring
Convergence plot for Rastrigins Funciton

1011010110

by Sumanth Kumar

82 GA 80

Value of the cost function

78

76

74

72

70

68 0

10 15 No of iterations

20

25

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PARTICLE SWARM OPTIMIZATION

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Inspired by the swarm of birds in search of food. Considers both self and group knowledge while searching. Initial population are called as particles. Each particle has a position and velocity randomly assigned. Lesser computational complexity than GA. Positions and velocities are updated in every iteration. No crossover and mutation operators.

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by Sumanth Kumar

PARTICLE SWARM OPTIMIZATION

CONT..
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by Sumanth Kumar

PARTICLE SWARM OPTIMIZATION

CONT..
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pbest is particles best position in previous generations. gbest is best position of all particles in a generation.

by Sumanth Kumar

Velocity update rule

V [i 1] V [i] c1* rand * ( pbest[i] x[i]) c2 * rand * ( gbest[i] x[i])

where c1,c2 are learning factors [0 4]

Position update rule

x[i 1] x[i] V [i 1]
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PARTICLE SWARM OPTIMIZATION

Convergence plot for Rastrigins Funciton 82

CONT..
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PSO 80

by Sumanth Kumar

Value of the cost function

78

76

74

72

70

16
0 5 10 15 No of iterations 20 25

ANT COLONY OPTIMIZATION

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Inspired by behavior of ants in search of food. Majorly used for finding optimal paths in complex graphs. Ants lays a trail of pheromone along their path.

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by Sumanth Kumar

ANT COLONY OPTIMIZATION

CONT..
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Consider a Travelling Sales Man (TSP) problem. N cities and M ants. Condition for transition from a city i to j :
Whether it is already visited or not. Distance between the cities (dij ) . Amount of artificial pheromone.

by Sumanth Kumar

Path with maximum pheromone is the shortest of all paths.

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DIFFERENTIAL EVOLUTION (DE)

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Initial population candidate solutions within search space called Agents. Optimizes a problem by iteratively improving the candidate solutions. Similar to GA , DE uses recombination and mutation operators. Phases of DE :

by Sumanth Kumar

Initialization Mutation Recombination Selection

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DIFFERENTIAL EVOLUTION (DE)

CONT..
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Initialization
XiG = [ X1,I,G , X2,i,G , X3,i,G, . XD,I,G ,] i= 1,2,3 N

by Sumanth Kumar

Mutation
Vi,G+1 =Xr1,G + F * (Xr2,G - Xr3,G) where F is differential weight [0 2]

Recombination V j ,i ,G 1 u j ,i ,G 1 X j ,i ,G

If randji CR or j = Irand If randji > CR or j Irand

Selection

Selected agents are passed on to next generations.

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CONCLUSION
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Which Optimization algorithm is best? Which algorithm should be used for my problem?

by Sumanth Kumar

NO FREE LUNCH theorem for optimization. Every optimization algorithm is best for one or other problem. On an average all algorithms efficiency is almost equal. Simulate and find which algorithm best suites your problem.

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REFERENCES
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Global Optimization Algorithms Theory and Application: Thomas Weise, Version: 2009-06-26.

Marcin Molga, Czesaw Smutnicki Test functions for optimization needs : kwietnia 2005.
Yi-Tung Kao, Erwie Zahara. "A hybrid genetic algorithm and particle swarm optimization for multimodal functions" Science Direct, Applied Soft Computing 8 (2008) 849857.

by Sumanth Kumar

Y. Shi, R. Eberhart."Empirical study of particle swarm optimization ".Proc. of Congress on Evolutionary Computation, 1999: 1945-1950.
Tutorial on Particle Swarm http://www.swarmintelligence.org/tutorials.php Optimization -

Hozefa M Botee, Eric Bonabeau: Evolving Ant Colony Optimization: Adv Computer Systems (1998) 1, 149_159. An Introduction to Differential Evolution: Kelly Fleetwood.
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3/26/2012 by Sumanth Kumar