Agent based evolutionary dynamic optimization

Abstract

Agent-based Evolutionary Search (AES) has attracted a growing interest from the evolutionary computation community in recent years due to its robust ability in solving large scale problems, ranging from online trading, disaster response to financial investment planning. In order to solve these problems, a great variety of intelligent techniques have been developed to improve the framework and efficiency of AES. This chapter investigates an AES algorithm in which the agents are updated and co-evolve to track dynamic optimum by imitating the exhibited feature of living organism. In the proposed algorithm, all agents live in a lattice like environment, where each agent is fixed on a lattice point. In order to increase the predefined energy function, individual agent is designed to compete with its neighbours and also acquire knowledge through cumulative information. For the purpose of maintaining the diversity of the population, random immigrants and adaptive primal dual mapping schemes are incorporated. Simulation experiments on a set of dynamic benchmark problems show the proposed AES algorithm can yield a better performance on dynamic optimization problems (DOPs) in comparison with several peer algorithms.