A New Two-Stage Algorithm for Solving Optimization Problems
Abstract
:1. Introduction
2. Literature Review
3. The New Two-Stage Optimization Algorithm
3.1. Theory of the TSO Algorithm
3.2. Mathematical Modeling of the TSO Algorithm
Algorithm 1 Pseudo-code of the TSO approach. | ||
Start the TSO algorithm. | ||
1. | Determine the range of decision variables, constraints and objective function of the problem. | |
2. | Create the initial population at random. | |
3. | Evaluate the objective function based on the initial population. | |
4. | For t = 1:T, with t being iteration number and T the maximum iteration: | |
5. | Update the good group. | |
6. | For i = 1:N, with N being the number of population members; | |
7. | For d = 1:m, with d being the contour and m the number of variables: | |
8. | Select the j’-th good member. | |
9. | Stage 1: Update based on (1). | |
10. | End for d = 1:m. | |
11. | Update based on (2). | |
12. | For d = 1:m: | |
13. | Select the k’-th good member, with k ≠ j. | |
14. | Stage 2: Update based on (3). | |
15. | End for d = 1:m. | |
16. | Update based on (4). | |
17. | End for i = 1:N. | |
18. | Save the best quasi-optimal solution. | |
19. | End for t = 1:T. | |
20. | Print the best quasi-optimal solution obtained by the TSO algorithm. | |
End the TSO algorithm. |
4. Simulation Study and Results
4.1. Experimental Setup
4.2. Evaluation for Unimodal Objective Functions
4.3. Evaluation for High-Dimesional Multimodal Objective Functions
4.4. Evaluation for Fixed-Dimesional Multimodal Objective Functions
4.5. Statistical Testing
5. Discussion
6. Conclusions and Future Works
Author Contributions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
Appendix A
Objective Function | Variables’ Interval |
---|---|
Objective Function | Variables’ Interval |
---|---|
where | |
Objective Function | Variables’ Interval |
---|---|
[−5, 10][0, 15] | |
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Genetic | PSO | GS | TLBO | GWO | WO | TS | MP | TSO | ||
---|---|---|---|---|---|---|---|---|---|---|
F1 | AV | 13.2405 | 1.7740 × 10−5 | 2.0255 × 10−17 | 8.3373 × 10−60 | 1.09 × 10−58 | 2.1741 × 10−9 | 7.71 × 10−38 | 3.2715 × 10−21 | 1.2 × 10−163 |
SD | 4.7664 × 10−15 | 6.4396 × 10−21 | 1.1369 × 10−32 | 4.9436 × 10−76 | 5.1413 × 10−74 | 7.3985 × 10−25 | 7.00 × 10−21 | 4.6153 × 10−21 | 2.65 × 10−180 | |
F2 | AV | 2.4794 | 0.3411 | 2.3702 × 10−8 | 7.1704 × 10−35 | 1.2952 × 10−34 | 0.5462 | 8.48 × 10−39 | 1.57 × 10−12 | 2.29 × 10−86 |
SD | 2.2342 × 10−15 | 7.4476 × 10−17 | 5.1789 × 10−24 | 6.6936 × 10−50 | 1.9127 × 10−50 | 1.7377 × 10−16 | 5.92 × 10−41 | 1.42 × 10−12 | 1.05 × 10−99 | |
F3 | AV | 1536.896 | 589.492 | 279.3439 | 2.7531 × 10−15 | 7.4091 × 10−15 | 1.7634 × 10−8 | 1.15 × 10−21 | 0.0864 | 5.83 × 10−70 |
SD | 6.6095 × 10−13 | 7.1179 × 10−13 | 1.2075 × 10−13 | 2.6459 × 10−31 | 5.6446 × 10−30 | 1.0357 × 10−23 | 6.70 × 10−21 | 0.1444 | 4.06 × 10−77 | |
F4 | AV | 2.0942 | 3.9634 | 3.2547 × 10−9 | 9.4199 × 10−15 | 1.2599 × 10−14 | 2.9009 × 10−5 | 1.33 × 10−23 | 2.6 × 10−8 | 1.91 × 10−70 |
SD | 2.2342 × 10−15 | 1.9860 × 10−16 | 2.0346 × 10−24 | 2.1167 × 10−30 | 1.0583 × 10−29 | 1.2121 × 10−20 | 1.15 × 10−22 | 9.25 × 10−9 | 4.56 × 10−83 | |
F5 | AV | 310.4273 | 50.26245 | 36.10695 | 146.4564 | 36.8607 | 41.7767 | 28.8615 | 46.049 | 28.4397 |
SD | 2.0972 × 10−13 | 1.5888 × 10−14 | 3.0982 × 10−14 | 1.9065 × 10−14 | 2.6514 × 10−14 | 2.5421 × 10−24 | 4.76 × 10−3 | 0.4219 | 1.83 × 10−15 | |
F6 | AV | 14.55 | 20.25 | 0 | 0.4435 | 0.6423 | 1.6085 × 10−9 | 7.10 × 10−21 | 0.398 | 0 |
SD | 3.1776 × 10−15 | 1.2564 | 0 | 4.2203 × 10−16 | 6.2063 × 10−17 | 4.6240 × 10−25 | 1.12 × 10−25 | 0.1914 | 0 | |
F7 | AV | 5.6799 × 10−3 | 0.1134 | 0.0206 | 0.0017 | 0.0008 | 0.0205 | 3.72 × 10−4 | 0.0018 | 2.75 × 10−5 |
SD | 7.7579 × 10−19 | 4.3444 × 10−17 | 2.7152 × 10−18 | 3.87896 × 10−19 | 7.2730 × 10−20 | 1.5515 × 10−18 | 5.09 × 10−5 | 0.001 | 8.49 × 10−20 |
Genetic | PSO | GS | TLBO | GWO | WO | TS | MP | TSO | ||
---|---|---|---|---|---|---|---|---|---|---|
F8 | AV | −8184.4142 | −6908.6558 | −2849.0724 | −7408.6107 | −5885.1172 | −1663.9782 | −5740.3388 | −3594.16321 | −12536.9 |
SD | 833.2165 | 625.6248 | 264.3516 | 513.5784 | 467.5138 | 716.3492 | 41.5 | 811.3265 | 1.30 × 10−11 | |
F9 | AV | 62.4114 | 57.0613 | 16.2675 | 10.2485 | 8.5265 × 10−15 | 4.2011 | 5.70 × 10−3 | 140.1238 | 0 |
SD | 2.5421 × 10−14 | 6.3552 × 10−15 | 3.1776 × 10−15 | 5.5608 × 10−15 | 5.6446 × 10−30 | 4.3692 × 10−15 | 1.46 × 10−3 | 26.3124 | 0 | |
F10 | AV | 3.2218 | 2.1546 | 3.5673 × 10−9 | 0.2757 | 1.7053 × 10−14 | 0.3293 | 9.80 × 10−14 | 9.6987 × 10−12 | 4.44 × 10−15 |
SD | 5.1636 × 10−15 | 7.9441 × 10−16 | 3.6992 × 10−25 | 2.5641 × 10−15 | 2.7517 × 10−29 | 1.9860 × 10−16 | 4.51 × 10−12 | 6.1325 × 10−12 | 7.06 × 10−31 | |
F11 | AV | 1.2302 | 0.0462 | 3.7375 | 0.6082 | 0.0037 | 0.1189 | 1.00 × 10−7 | 0 | 0 |
SD | 8.4406 × 10−16 | 3.1031 × 10−18 | 2.7804 × 10−15 | 1.9860 × 10−16 | 1.2606 × 10−18 | 8.9991 × 10−17 | 7.46 × 10−7 | 0 | 0 | |
F12 | AV | 0.047 | 0.4806 | 0.0362 | 0.0203 | 0.0372 | 1.7414 | 0.0368 | 0.0851 | 7.42 × 10−4 |
SD | 4.6547 × 10−18 | 1.8619 × 10−16 | 6.2063 × 10−18 | 7.7579 × 10−19 | 4.3444 × 10−17 | 8.1347 × 10−12 | 1.5461 × 10−2 | 0.0052 | 1.75 × 10−18 | |
F13 | AV | 1.2085 | 0.5084 | 0.002 | 0.3293 | 0.5763 | 0.3456 | 2.9575 | 0.4901 | 1.08 × 10−4 |
SD | 3.2272 × 10−16 | 4.9650 × 10−17 | 4.2617 × 10−14 | 2.1101 × 10−16 | 2.4825 × 10−16 | 3.25391 × 10−12 | 1.5682 × 10−12 | 0.1932 | 3.41 × 10−17 |
Genetic | PSO | GS | TLBO | GWO | WO | TS | MP | TSO | ||
---|---|---|---|---|---|---|---|---|---|---|
F14 | AV | 0.9986 | 2.1735 | 3.5913 | 2.2721 | 3.7408 | 0.998 | 1.9923 | 0.998 | 0.998 |
SD | 1.5640 × 10−15 | 7.9441 × 10−16 | 7.9441 × 10−16 | 1.9860 × 10−16 | 6.4545 × 10−15 | 9.4336 × 10−16 | 2.6548 × 10−7 | 4.2735 × 10−16 | 8.69 × 10−16 | |
F15 | AV | 5.3952 × 10−2 | 0.0535 | 0.0024 | 0.0033 | 0.0063 | 0.0049 | 0.0004 | 0.003 | 0.0003 |
SD | 7.0791 × 10−18 | 3.8789 × 10−19 | 2.9092 × 10−19 | 1.2218 × 10−17 | 1.1636 × 10−18 | 3.4910 × 10−18 | 9.0125 × 10−4 | 4.0951 × 10−15 | 1.82 × 10−19 | |
F16 | AV | −1.0316 | −1.0316 | −1.0316 | −1.0316 | −1.0316 | −1.0316 | −1.0316 | −1.0316 | −1.0316 |
SD | 7.9441 × 10−16 | 3.4755 × 10−16 | 5.9580 × 10−16 | 1.4398 × 10−15 | 3.9720 × 10−16 | 9.9301 × 10−16 | 2.6514 × 10−16 | 4.4652 × 10−16 | 8.65 × 10−17 | |
F17 | AV | 0.4369 | 0.7854 | 0.3978 | 0.3978 | 0.3978 | 0.4047 | 0.3991 | 0.3979 | 0.3978 |
SD | 4.9650 × 10−17 | 4.9650 × 10−17 | 9.9301 × 10−17 | 7.4476 × 10−17 | 8.6888 × 10−17 | 2.4825 × 10−17 | 2.1596 × 10−16 | 9.1235 × 10−15 | 9.93 × 10−17 | |
F18 | AV | 4.3592 | 3 | 3 | 3.0009 | 3 | 3 | 3 | 3 | 3 |
SD | 5.9580 × 10−16 | 3.6741 × 10−15 | 6.9511 × 10−16 | 1.5888 × 10−15 | 2.0853 × 10−15 | 5.6984 × 10−15 | 2.6528 × 10−15 | 1.9584 × 10−15 | 4.97 × 10−16 | |
F19 | AV | −3.85434 | −3.8627 | −3.8627 | −3.8609 | −3.8621 | −3.8627 | −3.8066 | −3.8627 | −3.8627 |
SD | 9.9301 × 10−17 | 8.9371 × 10−15 | 8.3413 × 10−15 | 7.3483 × 10−15 | 2.4825 × 10−15 | 3.1916 × 10−15 | 2.6357 × 10−15 | 4.2428 × 10−15 | 6.95 × 10−16 | |
F20 | AV | −2.8239 | −3.2619 | −3.0396 | −3.2014 | −3.2523 | −3.2424 | −3.3206 | −3.3211 | −3.3219 |
SD | 3.97205 × 10−16 | 2.9790 × 10−16 | 2.1846 × 10−14 | 1.7874 × 10−15 | 2.1846 × 10−15 | 7.9441 × 10−16 | 5.6918 × 10−15 | 1.1421 × 10−11 | 1.89 × 10−15 | |
F21 | AV | −4.3040 | −5.3891 | −5.1486 | −9.1746 | −9.6452 | −7.4016 | −5.5021 | −10.1532 | −10.1532 |
SD | 1.5888 × 10−15 | 1.4895 × 10−15 | 2.9790 × 10−16 | 8.5399 × 10−15 | 6.5538 × 10−15 | 2.3819 × 10−11 | 5.4615 × 10−13 | 2.5361 × 10−11 | 5.96 × 10−16 | |
F22 | AV | −5.1174 | −7.6323 | −9.0239 | −10.0389 | −10.4025 | −8.8165 | −5.0625 | −10.4029 | −10.4029 |
SD | 1.2909 × 10−15 | 1.5888 × 10−15 | 1.6484 × 10−12 | 1.5292 × 10−14 | 1.9860 × 10−15 | 6.7524 × 10−15 | 8.4637 × 10−14 | 2.8154 × 10−11 | 1.79 × 10−15 | |
F23 | AV | −6.5621 | −6.1648 | −8.9045 | −9.2905 | −10.1302 | −10.0003 | −10.3613 | −10.5364 | −10.5364 |
SD | 3.8727 × 10−15 | 2.7804 × 10−15 | 7.1497 × 10−14 | 1.1916 × 10−15 | 4.5678 × 10−15 | 9.1357 × 10−15 | 7.6492 × 10−12 | 3.9861 × 10−11 | 9.33 × 10−16 |
Function | TSO | MP | TS | WO | GWO | TLBO | GS | PSO | Genetic | ||
---|---|---|---|---|---|---|---|---|---|---|---|
1 | Unimodal (F1–F7) | Friedman value | 7 | 37 | 16 | 42 | 27 | 28 | 37 | 56 | 57 |
Friedman rank | 1 | 5 | 2 | 6 | 3 | 4 | 5 | 7 | 8 | ||
2 | High-dimension multimodal (F8–F13) | Friedman value | 6 | 33 | 27 | 38 | 24 | 25 | 32 | 37 | 40 |
Friedman rank | 1 | 6 | 4 | 8 | 2 | 3 | 5 | 7 | 9 | ||
3 | Fixed-dimension multimodal (F14–F23) | Friedman value | 10 | 15 | 33 | 33 | 31 | 35 | 38 | 45 | 55 |
Friedman rank | 1 | 2 | 4 | 4 | 3 | 5 | 6 | 7 | 8 | ||
4 | All 23 functions | Friedman value | 23 | 85 | 76 | 113 | 82 | 88 | 107 | 138 | 152 |
Friedman rank | 1 | 4 | 2 | 7 | 3 | 5 | 6 | 8 | 9 |
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Doumari, S.A.; Givi, H.; Dehghani, M.; Montazeri, Z.; Leiva, V.; Guerrero, J.M. A New Two-Stage Algorithm for Solving Optimization Problems. Entropy 2021, 23, 491. https://doi.org/10.3390/e23040491
Doumari SA, Givi H, Dehghani M, Montazeri Z, Leiva V, Guerrero JM. A New Two-Stage Algorithm for Solving Optimization Problems. Entropy. 2021; 23(4):491. https://doi.org/10.3390/e23040491
Chicago/Turabian StyleDoumari, Sajjad Amiri, Hadi Givi, Mohammad Dehghani, Zeinab Montazeri, Victor Leiva, and Josep M. Guerrero. 2021. "A New Two-Stage Algorithm for Solving Optimization Problems" Entropy 23, no. 4: 491. https://doi.org/10.3390/e23040491
APA StyleDoumari, S. A., Givi, H., Dehghani, M., Montazeri, Z., Leiva, V., & Guerrero, J. M. (2021). A New Two-Stage Algorithm for Solving Optimization Problems. Entropy, 23(4), 491. https://doi.org/10.3390/e23040491