Saturday, August 30, 2014

Ackley Function solved by my 3D-FOA

Ackley Function



Number of variables: n=2



Find the minimal value of the Ackley function by my modified 3D-FOA:








Final Result:





 Soochow University EMA




















Introduction to Fruit Fly Optimization Algorithm - FFOA




Fruit fly optimization algorithm (FFOA) was originally proposed in Pan (2011). It is based on the food foraging behaviour of fruit fly.




   (フルーツフライ最適化アルゴリズムの紹介 -  FFOA)

   The harsh environmental factors are powerful forces in the process of natural selection. Those organisms ablest to adapt and survive will produce stronger progeny, whereas the others expire prior to passing on their genetic traits or create less adapted descendants. Similarly, these conditions can be modeled in an artificial environment through evolutionary computation algorithms by populating an artificial world with pseudo-organisms and giving it the ultimate goal [23, 38]. The idea of genetic (evolutionary computation) algorithm was pioneered from studies of cellular automata conducted by John Holland et al. [24] at the University of Michigan. It utilizes genetics as the basis of its problem-solving model, and with this model we can through 'evolution' teach the organisms to achieve the stated goal. It has numerable applications to the problems we currently face, especially if the goal set is a formulation of the problem we confront in our society.
   Particularly in the fields of science, engineering, and economics, these stochastic optimization algorithms have been increasingly used to solve many optimization problems due to their incredible flexibility. Amongst these algorithms include genetic algorithm (GA) [2,4,5,8,9,21, 24,34,37], simulated annealing (SA) [26,31], biology- based optimization algorithms — ant colony optimization algorithm (ACO) [13], particle swarm optimization algorithm (PSO) [6,11,14,15,23,30,35,40,46,49,50,53], artificial bee colony algorithm (ABCA) [3,22,27,28,29], artificial fish school algorithm (AFSA) [26,33], shuffled frog leaping algorithm (SFLA) [16,48,58], bacterial foraging optimization(BFO) [36,45], and cat swarm optimization (CSO) [10,57] etc. However, these stochastic algorithms share the common disadvantage of complicated computational processes that make it difficult to understand for those just beginning to learn to use these algorithms.
   The Fruit Fly Optimization Algorithm is an easy evolution algorithm for maximizing global optimization based on the food searching behavior of the fruit fly swarm. Fruit flies have better senses and perceptions than other species, particularly its olfactory and visual senses. The individual fruit fly samples the differing scents that are present in its surroundings, then uses its sensitive vision to fly in the general direction of the target. It transmits information to the rest of the swarm and direct the ‘flocking location' of the swarm closer to the location of the food. Through ‘iterative evolution,” the fly swarm comes closer and closer to the food source, until the target is reached.

References

1.            Altman EI, Marco G, Varetto F (1994) Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks. J Bank Finance 18:505529
2.            Aryanezhad, MB, Hemati M (2008) A new genetic algorithm for solving nonconvex nonlinear programming problems. Appl Mathematics and Computation 199(1):186194
3.            Bao L, Zeng JC (2009) Comparison and analysis of the selection mechanism in the artificial bee colony algorithm. Ninth international conference on hybrid intelligent system, 411–416
4.            Chambers L (ed.) (1995) Practical handbook of genetic algorithms: Applications. Vol 1, CRC
5.            Chen SH, Lin WY, Taso CI (1999) Genetic algorithms, trading strategies and stochastic processes: some new evidences from Mote Carlo simulations. GECCO99, In Proceedings of the genetic and evolutionary computation conference, July 13–17, Orlando, Florida, CA: Morgan Kaufmann
6.            Chen WN, Zhang J (2010) A novel set-based particle swarm optimization method for discrete optimization problem. IEEE Transactions on Evolutionary Computation 14(2): 278–300
7.            Chiang AC, Wainwright K (2005) Fundamental methods of mathematical economics, 4th edn McGraw Hill
8.            Chipperfield A, Fleming P, Pohlheim H, Fonseca CG (1994) Genetic algorithm toolbox for use with MATLAB, user’s guide ver.1.2, Department of automatic control and systems engineering, University of Sheffield
9.            Chtioui Y, Bertrand D, Barba D (1998) Feature selection by a genetic algorithm application to seed discrimination by artificial vision, J Science Food Agric 76:77–86
10.         Chu SC, Tsai PW, Pan JS (2006) Cat swarm optimization. In Proc of 9th Pacific Rim international conference on artificial intelligence, Guilin, China, LNCS 4099, 854–858
11.         Clerc M, Kennedy J (2002) The particle swarm-explosion, stability, and convergence in a multidimensional complex space. IEEE Transactions on Evolutionary Computation 6(1): 58–73. doi:10.1109/4235.985692
12.         Coats PK, Fant LF (1993) Recognizing financial distress patterns using a neural network tool. Financial Management 22(3):142–155
13.         Dorigo M, Gambardella LM (1997) Ant colony system: a cooperative learning approach to the traveling salesman problem. IEEE Transaction on Evolutionary Computation 1(1): 53–66
14.         Eberhart RC, Kenndy J (1995) A new optimizer using particle swarm theory. In Proceedings of the Sixth International Symposium on Micro Machine and Human Science, Nagoya, Japan, 39–43
15.         Eberhart RC, Shi Y (2000) Comparing inertia weights and constriction factors in particle swarm optimization. In Proceedings of the Congress on Evolutionary Computation, 84–88
16.         Eusuffm MM, Lansey KE (2003) Optimization of water distribution network design using the shuffled frog leaping algorithm. J Water Resources Planning and Management 129(3): 210–225
17.         Fayyad UM, Piatesky-Shapiro G, Smyth P, Uthurusamy R (Ed.) (1996) Advances in knowledge discovery and data mining Cambridge, MA: MIT
18.         Fayyad UM, Stolorz P (1997) Data mining and KDD: promise and challenges. Further Generating Computer System 13: 99–115
19.         Fogel DB (1995) Evolutionary computation: Toward a new philosophy of machine intelligence. Los Angeles: IEEE
20.         Friedman JH (1991) Multivariate adaptive regression splines. Annals of Statistics 19(1): 1–414
21.         Goldberg DE (1989) Genetic algorithms in search optimization & machine learning. Addison-Wesley
22.         Haiyan Q, Xinling S (2008) On the analysis of performance of the improved artificial-bee-colony algorithm. Fourth International Conference on Natural Computation, 654–657
23.         He S, Wu QH, Saunders JRS (2009) Group search optimizer: an optimization algorithm inspired by animal searching behavior. IEEE Transactions on Evolutionary Computation 13:973–990
24.         Holland JH (1975) Adaptation in natural and artificial systems. Ann Arbor, MI: University of Michigan
25.         Huang CJ, Chen PW, and Pan WT (2011) Multi-stage data mining technique to build the forecast model for Taiwan stocks. Neural Comput Online First TM
26.         Jiang M, Cheng Y (2010) Simulated annealing  artificial fish swarm algorithm. IEEE 8th World Congress on Intelligent Control and Automation (WCICA),1590–1593, Jinan, China
27.         Kang F, Li J, Xu Q (2009) Structural inverse analysis by hybrid simplex artificial bee colony algorithms. Comput Struct 87: 861–870
28.         Karaboga D, Basturk B (2007) A powerful and efficient algorithm for numerical function optimization: Artificial bee colony(ABC) algorithm. J Global Optim 39:459–471
29.         Karaboga D, Basturk B (2008) On the performance of artificial bee colony (ABC) algorithm. Appl Soft Comput 8:687–697
30.         Kennedy J, Eberhart RC (1995) Particle swarm optimization. In Proceedings of 1995 IEEE international conference on neural networks, Piscataway, NJ: IEEE, 19421948
31.         Kirkpatrick S, Gelatt CD, Vecchi MP (1983) Optimization by simulated annealing. Science, 200: 671–680
32.         Lewis PAW, Stevens JG (1991) Nonlinear modeling of time series using multivariate adaptive regression splines (MARS). JASA 86( 416):864–877
33.         Li XL (2003) A new intelligent optimization-artificial fish swarm algorithm. Ph.D thesis, Zhejiang University (in chinese)
34.         Lin WY (2000) Application of artificial intelligence in investment strategies. Hwa Tai, Taiwan (in chinese)
35.         Liu B, Wang L, Jin YH, Tang F, Huang DX (2005) Improved particle swarm optimization combined with chaos. Chaos, Solutions and Fractals 25(5):1261–1271
36.         Liu Y, Passino KM (2002) Biomimicry of social foraging bacteria for distributed optimization: models, principles, and emergent behaviors. J Optimization Theory and Applications 115 (3):603–628
37.         Michalewicz A (1992) Genetic Algorithms + Data Structures = Evolution Programs. Springer-Verlag, New York
38.         Mills DS, Marchant-Forde JN, McGreevy PD, Morton DB, Nicol CJ, Phillips CJC et al (Eds.) (2010) The encyclopedia of applied animal behavior and welfare. CAB International, UK
39.         Millor J, Ame JM, Halloy J, Deneubourg JL (2006) Individual discrimination capability and collective decision-making. J Theoretical Biology. 239:313–323
40.         Miranda V, Keko H, Duque ÁJ (2008) Stochastic star communication topology in evolutionary particle swarms (EPSO). Int J Computational Intelligence Research 4(2):105–116
42.         Odom MD, Sharda R (1990) A neural network model for bankruptcy prediction. IJCNN International Joint Conference 2: 163–168
43.         Ohlson JA (1980) Financial ratio and probabilistic prediction of bankruptcy. J Accounting Research 8(1):109–131
44.         Pan WT (2012) A new fruit fly optimization algorithm: Taking the financial distress model as an example Knowl Based Syst 26:69–74
45.         Passino, KM (2002) Biomimicry of bacterial foraging for distributed optimization and control. IEEE Control System Management. 22:52–67
46.         Poli R (2008) Analysis of the publications on the applications of particle swarm optimisation. J Artif Evolut Appl 1–10 doi:10.1155/2008/685175
47.         Ravisankar P, Ravi V (2010) Financial distress prediction in banks using group method of data handling neural network, Counter propagation neural network and fuzzy ARTMAP Knowl Based Syst 23(8):823–831
48.         Reilly SM, Jorgensen ME (2011) The evolution of jumping in frogs: Morphological evidence for the basal anuran locomotor condition and the radiation of Iocomotor systems in crown group anurans. J Morphology, 272:149–168
49.         Shi Feng et.al (2010) MATLAB neural network analysis of 30 cases, Beijing University of Aeronautics and Astronautics (in chinese)
50.         Shieh HL, Kuo CC, Chiang CM (2011) Modified particle swarm optimization algorithm with simulated annealing behavior and its numerical verification. Applied Mathematics and Computation 218(8): 4365–4383
51.         Specht DF (1990) Probabilistic neural networks and the polynomial adaline as complementary techniques for classification. IEEE Trans on Neural Networks l(1):111–121
52.         Specht DF (1991) A general regression neural network. IEEE Trans. Neural Networks 2(6): 568–576
53.         Srinivasan D, Loo, WH, Cheu RL (2003) Traffic incident detection using particle swarm optimization. In Proceedings of the 2003 IEEE Swarm Intelligence Symposium, 144–151
54.         Tai CC (2010) Application of artificial neural networks and genetic algorithms to construct models of financial distress –A case study of listed companies in Taiwan. Master Thesis, Department of Economics, Soochow University, Taiwan (in Chinese)
55.         Tam KY, Kiang M (1992) Managerial applications of neural networks: The case of bank failure predictions Management Science 38(7): 926–947
56.         Theodossiou PT (1993) Prediction shifts in the mean of a multivariate time series process: An application in predicting business failures. JASA 88(442): 441–449.
57.         Tsai PW, Pan JS, Chen SM, Liao BY, Hao, SP (2008) Parallel cat swarm optimization. In Proc of 7th Int Conference on Machine Learning and Cybernetics, Kunming, China, 3328–3333
58.         Wang M, Zang XZ, Fan JZ, Zhao J (2008) Biological jumping mechanism analysis and modeling for frog robot. J Bionic Engineering. 5:181–188
59.         Wu, CY (2004) Using non-financial information to predict bankruptcy: A study of public companies in Taiwan. International J Management 21(2):194–202
60.         Yang ZR, Platt MB, Platt HD (1999) Probabilistic neural networks in bankruptcy prediction. J Business Research, 44(2):267–74
Jing Si Aphorism:

Use wisdom to contemplate the meaning of life.

Use the resolve to organize the time you are given. 



   Soochow University EMA