A complete list of the titles in this series appears at the end of this volume
Omid Bozorg‐Haddad
University of Tehran, Iran
Mohammad Solgi
University of Tehran, Iran
Hugo A. Loáiciga
University of California, Santa Barbara, USA
This edition first published 2017
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Library of Congress Cataloguing‐in‐Publication Data
Names: Bozorg‐Haddad, Omid, 1974– author. | Solgi, Mohammad, 1989– author. | Loaiciga, Hugo A., author.
Title: Meta‐heuristic and evolutionary algorithms for engineering optimization / Omid Bozorg‐Haddad, Mohammad Solgi, Hugo A. Loáiciga.
Description: Hoboken, NJ : John Wiley & Sons, 2017. | Series: Wiley series in operations research and management science | Includes bibliographical references and index. |
Identifiers: LCCN 2017017765 (print) | LCCN 2017026412 (ebook) | ISBN 9781119387077 (pdf) | ISBN 9781119387060 (epub) | ISBN 9781119386995 (cloth)
Subjects: LCSH: Mathematical optimization. | Engineering design–Mathematics.
Classification: LCC QA402.5 (ebook) | LCC QA402.5 .B695 2017 (print) | DDC 620/.0042015196–dc23
LC record available at https://lccn.loc.gov/2017017765
Cover Design: Wiley
Cover Images: (Top Image) © Georgina198/Gettyimages;(Bottom Image) © RomanOkopny/Gettyimagess
Engineers search for designs of new systems that perform optimally and are cost effective or for the optimal operation and rehabilitation of existing systems. It turns out that design and operation usually involve the calibration of models that describe physical systems. The tasks of design, operation, and model calibration can be approached systematically by the application of optimization. Optimization is defined as the selection of the best elements or actions from a set of feasible alternatives. More precisely, optimization consists of finding the set of variables that produces the best values of objective functions in which the feasible domain of the variables is restricted by constraints.
Meta‐heuristic and evolutionary algorithms, many of which are inspired by natural systems, are optimization methods commonly employed to calculate good approximate solutions to optimization problems that are difficult or impossible to solve with other optimization techniques such as linear programming, nonlinear programming, integer programming, and dynamic programming. Meta‐heuristic and evolutionary algorithms are problem‐independent methods of wide applicability that have been proven effective in solving a wide range of real‐world and complex engineering problems. Meta‐heuristic and evolutionary algorithms have become popular methods for solving real‐world and complex engineering optimization problems.
Yet, in spite of meta‐heuristic and evolutionary algorithms’ frequent application, there is not at present a reference that presents and explains them in a clear, systematic, and comprehensive manner. There are several bibliographical sources dealing with engineering optimization and the application of meta‐heuristic and evolutionary algorithms. However, their focus is largely on the results of application of these algorithms and less on their basic concepts on which they are founded. In view of this, it appears that a comprehensive, unified, and insightful overview of these algorithms is timely and would be welcome by those who seek to learn the principles and ways to apply meta‐heuristic and evolutionary algorithms.
This book fills the cited gap by presenting the best‐known meta‐heuristic and evolutionary algorithms, those whose performance has been tested in many engineering domains. Chapter 1 provides an overview of optimization and illustration of its application to engineering problems in various specialties. Chapter 2 presents an introduction to meta‐heuristic and evolutionary algorithms and their relation to engineering problems. Chapters 3–22 are dedicated to pattern search (PS), genetic algorithm (GA), simulated annealing (SA), tabu search (TS), ant colony optimization (ACO), particle swarm optimization (PSO), differential evolution (DE), harmony search (HS), shuffled frog‐leaping algorithm (SFLA), honey‐bee mating optimization (HBMO), invasive weed optimization (IWO), central force optimization (CFO), biogeography‐based optimization (BBO), firefly algorithm (FA), gravity search algorithm (GSA), bat algorithm (BA), plant propagation algorithm (PPA), water cycle algorithm (WCA), symbiotic organisms search (SOS), and comprehensive evolutionary algorithm (CEA), respectively. The order of the chapters corresponds to the order of chronological appearance of the various algorithms, with the most recent ones receiving the larger chapter numbers. Each chapter describes a specific algorithm and starts with a brief literature review of its development and subsequent modification since the time of inception. This is followed by the presentation of the basic concept on which the algorithm is based and the mathematical statement of the algorithm. The workings of the algorithm are subsequently described in detail. Each chapter closes with a pseudocode of the algorithm that constitutes an insightful and sufficient guideline for coding the algorithm to solve specific applications.
Several of the algorithms reviewed in this book were developed decades ago, and some have experienced modifications and hybridization with other algorithms. This presentation is concerned primarily with the original version of each algorithm, yet it provides references that are concerned with modifications to the algorithms.
This book was written for graduate students, researchers, educators, and practitioners with interests in the field of engineering optimization. The format and contents chosen are intended to satisfy the needs of beginners and experts seeking a unifying, complete, and clear presentation of meta‐heuristic and evolutionary algorithms.
Omid Bozorg‐Haddad
He is a professor at the Department of Irrigation and Reclamation Engineering of the University of Tehran, Iran (E‐mail: OBHaddad@ut.ac.ir). His teaching and research interests include water resources and environmental systems analysis, planning, and management as well as application of optimization algorithms in water‐related systems. He has published more than 200 articles in peer‐reviewed journals and 100 papers in conference proceedings. He has also supervised more than 50 M.Sc. and Ph.D. students.
Mohammad Solgi
He received his M.Sc. degree in hydrological engineering from the University of Tehran, Iran (E‐mail: Solgi_Mohammad@ut.ac.ir). His research interests include development of mathematical and computational techniques and their application in hydrology. He has published several articles in peer‐reviewed journals and received awards for his works.
Hugo A. Loáiciga
He is a professor in the Department of Geography, University of California (Santa Barbara), United States (E‐mail: Hugo.Loaiciga@ucsb.edu). His teaching and research interests include hydrology and water resources systems. He has published more than 250 articles in peer‐reviewed journals and received numerous awards for his work.
Figure 1.1 | Decision space of a constrained two‐dimensional optimization problem. |
Figure 1.2 | Schematic of global and local optimums in a one‐dimensional maximizing optimization problem. |
Figure 1.3 | Different types of decision spaces: (a) maximization problem with single‐modal surface and one global optimum; (b) maximization problem with multimodal surface that has one global optimum. |
Figure 1.4 | Demonstration of near optima in a one‐dimensional maximizing optimization problem. |
Figure 1.5 | Compound gear train made of four gears. |
Figure 1.6 | Schematic of a two‐bar truss. |
Figure 1.7 | Schematic of a hydropower dam. |
Figure 2.1 | Sampling grid on a two‐dimensional decision space. |
Figure 2.2 | General schematic of a simple algorithm; K denotes the counter of iterations. |
Figure 2.3 | Diagram depicting the relation between a simulation model and an optimization algorithm. |
Figure 2.4 | The main components of the optimization by meta‐heuristic and evolutionary algorithms. |
Figure 2.5 | Different solutions in a two‐dimensional decision space. |
Figure 2.6 | Selection probability of a set of solutions 1–10 of a hypothetical maximization problem. |
Figure 2.7 | The flowchart of the general algorithm. |
Figure 2.8 | Convergence history of an optimization algorithm toward the best solution in a minimization problem. |
Figure 2.9 | Convergence of an optimization algorithm in which the best solution is not always transferred to the next iteration during the search in a minimization problem. |
Figure 2.10 | Convergence of different runs of an optimization algorithm toward near‐optimal solutions of a minimization problem. |
Figure 2.11 | Convergence of different runs of an optimization algorithm in a minimization problem. |
Figure 3.1 | The flowchart of the PS. |
Figure 3.2 | Meshes generated by the GPS and MADS methods in a two‐dimensional decision space. |
Figure 4.1 | The flowchart of the GA. |
Figure 4.2 | Demonstration of a roulette wheel. F = Fitness function value; P = probability of selecting a solution. |
Figure 4.3 | Ranking chromosomes (or solutions) according to the fitness function (F) in a maximizing problem. |
Figure 4.4 | The process of constituting a new generation from the previous generation. |
Figure 4.5 | Different approaches of crossover: (a) one‐point crossover, (b) two‐point crossover, and (c) uniform crossover. |
Figure 4.6 | An example of the mutation operator.62Figure 5.1The flowchart of the SA. |
Figure 6.1 | The flowchart of the TS. |
Figure 6.2 | The decision space of a two‐dimensional optimization problem. |
Figure 6.3 | Illustration of steps based on recency‐based memory in a two‐dimensional decision space. |
Figure 7.1 | A double‐bridge experiment with pathways of unequal length. |
Figure 7.2 | The flowchart of the ACO. |
Figure 7.3 | Representation of a solution in the ACO; there are M such solutions. |
Figure 8.1 | The flowchart of the PSO. |
Figure 8.2 | Concepts of the best individual position in a two‐dimensional maximization problem. |
Figure 8.3 | Concept of the global best position in a maximization problem. |
Figure 9.1 | The flowchart of the DE. |
Figure 10.1 | The flowchart of the HS. |
Figure 10.2 | Generating a new solution based on memory strategy. |
Figure 11.1 | The flowchart of the SFLA. |
Figure 11.2 | Sorting frogs according to the fitness function F(X) in a maximizing problem. |
Figure 11.3 | Assigning frogs to different memeplexes; Z = number of memeplexes and Y = number of frogs assigned to each memeplex. |
Figure 11.4 | The representation of a memeplex and a submemeplex within the entire population. |
Figure 12.1 | The flowchart of the HBMO algorithm. |
Figure 12.2 | Determining the queen and trial solutions according to the fitness function F(X). |
Figure 12.3 | Different crossover approaches: (a) one‐point crossover, (b) two‐point crossover, and (c) uniform crossover. |
Figure 12.4 | Performance of mutation operator. |
Figure 13.1 | The flowchart of the IWO. |
Figure 13.2 | Number of seeds for each weed with respect to the fitness value. |
Figure 14.1 | The flowchart of the CFO. |
Figure 14.2 | Distribution of initial probes in the CFO algorithm. |
Figure 15.1 | Species immigration and emigration pattern in a habitat. |
Figure 15.2 | The flowchart of the BBO. |
Figure 15.3 | Comparison of two solutions for one problem. |
Figure 15.4 | Ranking habitats (solutions) according to their fitness values in a minimization problem. |
Figure 16.1 | The flowchart of the FA. |
Figure 17.1 | Gravity force between different particles; Force1 is the resultant force on Mass1. |
Figure 17.2 | The flowchart of the GSA. |
Figure 18.1 | The flowchart of the BA. |
Figure 19.1 | The flowchart of the PPA. |
Figure 20.1 | The flowchart of the WCA for a minimization problem. |
Figure 20.2 | Classification of raindrops and relations between the sea, rivers, and streams according to their fitness values (F(X)) for a minimization problem where M = 10 and R = 3. |
Figure 20.3 | Schematic of stream flowing toward a river at distance d: X: existing stream; X′: new stream. |
Figure 21.1 | The flowchart of the SOS. |
Figure 22.1 | The flowchart of the CEA. |
Figure 22.2 | Illustration of a roulette wheel. |
Figure 22.3 | Types of one‐point cut crossover in the CEA: (a) Type 1 (new solution (1)) and type 2 (new solution (2)), (b) Type 3 (new solution (1)) and type 4 (new solution (2)), (c) Type 5 (new solution (1)) and type 6 (new solution (2)), (d) Type 7 (new solution (1)) and type 8 (new solution (2)), and (e) Type 9 (new solution (1)) and type 10 (new solution (2)). |
Figure 22.4 | Types of two‐point cut crossover in the CEA: (a) Type 11 (new solution (1)) and type 12 (new solution (2)), (b) Type 13 (new solution (1)) and type 14 (new solution (2)), (c) Type 15 (new solution (1)) and type 16 (new solution (2)), (d) Type 17 (new solution (1)) and type 18 (new solution (2)), and (e) Type 19 (new solution (1)) and type 20 (new solution (2)). |
Figure 22.5 | Types of overall crossover in CEA: (a) Type 21, (b) Type 22, and (c) Type 23. |
Meta‐heuristic and evolutionary algorithms are problem‐independent optimization techniques. They are effective in solving a wide range of real‐world and complex engineering problems. This book presents and explains the most important meta‐heuristic and evolutionary algorithms known to date in a clear, systematic, and comprehensive manner. The algorithms presented in this book are pattern search (PS), genetic algorithm (GA), simulated annealing (SA), tabu search (TS), ant colony optimization (ACO), particle swarm optimization (PSO), differential evolution (DE), harmony search (HS), shuffled frog‐leaping algorithm (SFLA), honey‐bee mating optimization (HBMO), invasive weed optimization (IWO), central force optimization (CFO), biogeography‐based optimization (BBO), firefly algorithm (FA), gravity search algorithm (GSA), bat algorithm (BA), plant propagation algorithm (PPA), water cycle algorithm (WCA), symbiotic organisms search (SOS), and comprehensive evolutionary algorithm (CEA). These algorithms are presented in a consistent and systematic format, explaining their applications to engineering optimization problems. This book provides students, researchers, and teachers with a comprehensive exposition of meta‐heuristic and evolutionary algorithms with sufficient detail to understand their principles and apply them to specific problems.
Keywords:
Optimization
Engineering optimization
Meta‐heuristic search
Evolutionary algorithms
Nature‐inspired optimization algorithms