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Xin-She Yang - Nature-Inspired Algorithms and Applied Optimization

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Xin-She Yang Nature-Inspired Algorithms and Applied Optimization
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Springer International Publishing AG 2018
Xin-She Yang (ed.) Nature-Inspired Algorithms and Applied Optimization Studies in Computational Intelligence
Mathematical Analysis of Nature-Inspired Algorithms
Xin-She Yang 1
(1)
School of Science and Technology, Middlesex University, London, NW4 4BT, UK
Xin-She Yang
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Abstract
Nature-inspired algorithms are a class of effective tools for solving optimization problems and these algorithms have good properties such as simplicity, flexibility and high efficiency. Despite their popularity in practice, a mathematical framework is yet to be developed to analyze these algorithms theoretically. This work intends to analyze nature-inspired algorithms both qualitatively and quantitatively. We briefly outline the links between self-organization and algorithms, and then analyze algorithms using Markov chain theory, dynamic system and other methods. This can serve as a basis for building a multidisciplinary framework for algorithm analysis.
Keywords
Algorithm Bat algorithm Cuckoo search Differential evolution Firefly algorithm Flower pollination algorithm Particle swarm optimization Metaheuristics Nature-inspired computation Optimization Self-organization Swarm intelligence
Introduction
Optimization is important in many disciplines from engineering designs to business scheduling. Most such optimization problems require sophisticated optimization tools to solve, and there are a diverse spectrum of algorithms used in the literature, from traditional gradient-based algorithms and simplex methods to evolutionary algorithms and nature-inspired metaheuristic algorithms []. Most of such nature-inspired algorithms are based on swarm intelligence, intending to mimic the diverse characteristics in natural systems.
Though the literature in this area is quite vast, however, most studies are about various applications of algorithms. There is little literature on theoretical analysis of these algorithms. In fact, there is a significant gap between theory and practice. Most nature-inspired metaheuristic algorithms have successful applications in practice, but their theoretical analysis lags far behind. Apart from a few limited results about the convergence and stability concerning particle genetic algorithms [] and others, no theoretical analysis has been carried out about many other algorithms. It is often the case that we know these algorithms can work well in practice, but we rarely understand why they work. As a result, the applications can be a heuristic process itself and there is little information on how to improve them. Such lack of understanding may hinder the development of effective algorithms and some researchers even cast doubt on certain metaheuristics. Therefore, there is a strong need to do more rigorous mathematical analysis of nature-inspired algorithms.
Therefore, this book chapter will first introduce the fundamentals of algorithms and optimization in Sect. concludes with some discussions and open problems.
Algorithm, Optimization and Metaheuristics
Optimization problems tend to be nonlinear with complex objective landscapes. The algorithms used for solving optimization can be traditional algorithms such as gradient-based methods and quadratic programming, evolutionary algorithms, heuristic or metaheuristic algorithms and various hybrid techniques.
2.1 The Essence of an Algorithm
An algorithm is a computational procedure. For example, Newtons method for finding the roots of a polynomial Nature-Inspired Algorithms and Applied Optimization - image 1 can be written as
Nature-Inspired Algorithms and Applied Optimization - image 2
(1)
where Picture 3 is the approximation at iteration t , and Picture 4 is the first derivative of p ( x ). This procedure typically starts with an initial guess Picture 5 . In most cases, as along as Picture 6 and Nature-Inspired Algorithms and Applied Optimization - image 7 is not too far away, this algorithm can work very well. But if Nature-Inspired Algorithms and Applied Optimization - image 8 is too far away from the true solution Nature-Inspired Algorithms and Applied Optimization - image 9 , it may fail. This means that the final solution can largely depend on where the initial solution is, which is especially true for nonlinear multimodal functions.
This method can be modified to solve optimization problems. For example, for a single objective function f ( x ), the minimal and maximal values should occur at stationary points Nature-Inspired Algorithms and Applied Optimization - image 10 , which becomes a root-finding problem. Thus, the maximum or minimum of f ( x ) can be found by modifying the Newtons method as the following iterative formula:
Nature-Inspired Algorithms and Applied Optimization - image 11
(2)
For a D -dimensional problem with an objective Nature-Inspired Algorithms and Applied Optimization - image 12 with independent variables Nature-Inspired Algorithms and Applied Optimization - image 13 , the above iteration formula can be generalized to a vector form
Nature-Inspired Algorithms and Applied Optimization - image 14
(3)
where we have used the notation convention to denote the current solution vector at iteration t not to be confused with - photo 15 to denote the current solution vector at iteration t (not to be confused with an exponent).
In general, an algorithm A can be written as
4 which represents that fact that the new solution vector is a function of - photo 16
(4)
which represents that fact that the new solution vector is a function of the existing solution vector Nature-Inspired Algorithms and Applied Optimization - image 17 , some historical best solution Nature-Inspired Algorithms and Applied Optimization - image 18 during the iteration history and a set of algorithm-dependent parameters Nature-Inspired Algorithms and Applied Optimization - image 19
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