For many real-world multiobjective optimization problems,the evaluations of the objective functions are computationally expensive.Such problems are usually called expensive multiobjective optimization problems(EMOPs)....For many real-world multiobjective optimization problems,the evaluations of the objective functions are computationally expensive.Such problems are usually called expensive multiobjective optimization problems(EMOPs).One type of feasible approaches for EMOPs is to introduce the computationally efficient surrogates for reducing the number of function evaluations.Inspired from ensemble learning,this paper proposes a multiobjective evolutionary algorithm with an ensemble classifier(MOEA-EC)for EMOPs.More specifically,multiple decision tree models are used as an ensemble classifier for the pre-selection,which is be more helpful for further reducing the function evaluations of the solutions than using single inaccurate model.The extensive experimental studies have been conducted to verify the efficiency of MOEA-EC by comparing it with several advanced multiobjective expensive optimization algorithms.The experimental results show that MOEA-EC outperforms the compared algorithms.展开更多
Financial market has systemic complexity and uncertainty.For investors,return and risk often coexist.How to rationally allocate funds into different assets and achieve excess returns with effectively controlling risk ...Financial market has systemic complexity and uncertainty.For investors,return and risk often coexist.How to rationally allocate funds into different assets and achieve excess returns with effectively controlling risk are main problems to be solved in the field of portfolio optimization(PO).At present,due to the influence of modeling and algorithm solving,the PO models established by many researchers are still mainly focused on single-stage single-objective models or single-stage multiobjective models.PO is actually considered as a multi-stage multi-objective optimization problem in real investment scenarios.It is more difficult than the previous single-stage PO model for meeting the realistic requirements.In this paper,the authors proposed a mean-improved stable tail adjusted return ratio-maximum drawdown rate(M-ISTARR-MD)PO model which effectively characterizes the real investment scenario.In order to solve the multi-stage multi-objective PO model with complex multi-constraints,the authors designed a multi-stage constrained multi-objective evolutionary algorithm with orthogonal learning(MSCMOEA-OL).Comparing with four well-known intelligence algorithms,the MSCMOEA-OL algorithm has competitive advantages in solving the M-ISTARR-MD model on the proposed constructed carbon neutral stock dataset.This paper provides a new way to construct and solve the complex PO model.展开更多
To improve the maintenance and quality of software product lines,efficient configurations techniques have been proposed.Nevertheless,due to the complexity of derived and configured products in a product line,the confi...To improve the maintenance and quality of software product lines,efficient configurations techniques have been proposed.Nevertheless,due to the complexity of derived and configured products in a product line,the configuration process of the software product line(SPL)becomes timeconsuming and costly.Each product line consists of a various number of feature models that need to be tested.The different approaches have been presented by Search-based software engineering(SBSE)to resolve the software engineering issues into computational solutions using some metaheuristic approach.Hence,multiobjective evolutionary algorithms help to optimize the configuration process of SPL.In this paper,different multi-objective Evolutionary Algorithms like Non-Dominated Sorting Genetic algorithms II(NSGA-II)and NSGA-III and Indicator based Evolutionary Algorithm(IBEA)are applied to different feature models to generate optimal results for large configurable.The proposed approach is also used to generate the optimized test suites with the help of different multi-objective Evolutionary Algorithms(MOEAs).展开更多
文摘For many real-world multiobjective optimization problems,the evaluations of the objective functions are computationally expensive.Such problems are usually called expensive multiobjective optimization problems(EMOPs).One type of feasible approaches for EMOPs is to introduce the computationally efficient surrogates for reducing the number of function evaluations.Inspired from ensemble learning,this paper proposes a multiobjective evolutionary algorithm with an ensemble classifier(MOEA-EC)for EMOPs.More specifically,multiple decision tree models are used as an ensemble classifier for the pre-selection,which is be more helpful for further reducing the function evaluations of the solutions than using single inaccurate model.The extensive experimental studies have been conducted to verify the efficiency of MOEA-EC by comparing it with several advanced multiobjective expensive optimization algorithms.The experimental results show that MOEA-EC outperforms the compared algorithms.
基金supported by the National Natural Science Foundation of China under Grant No.61973042Beijing Natural Science Foundation under Grant No.1202020。
文摘Financial market has systemic complexity and uncertainty.For investors,return and risk often coexist.How to rationally allocate funds into different assets and achieve excess returns with effectively controlling risk are main problems to be solved in the field of portfolio optimization(PO).At present,due to the influence of modeling and algorithm solving,the PO models established by many researchers are still mainly focused on single-stage single-objective models or single-stage multiobjective models.PO is actually considered as a multi-stage multi-objective optimization problem in real investment scenarios.It is more difficult than the previous single-stage PO model for meeting the realistic requirements.In this paper,the authors proposed a mean-improved stable tail adjusted return ratio-maximum drawdown rate(M-ISTARR-MD)PO model which effectively characterizes the real investment scenario.In order to solve the multi-stage multi-objective PO model with complex multi-constraints,the authors designed a multi-stage constrained multi-objective evolutionary algorithm with orthogonal learning(MSCMOEA-OL).Comparing with four well-known intelligence algorithms,the MSCMOEA-OL algorithm has competitive advantages in solving the M-ISTARR-MD model on the proposed constructed carbon neutral stock dataset.This paper provides a new way to construct and solve the complex PO model.
基金The authors would like to thank the Deanship of Scientific Research at Umm Al-Qura University for supporting this work by Grant Code:(22UQUyouracademicnumberDSRxx).
文摘To improve the maintenance and quality of software product lines,efficient configurations techniques have been proposed.Nevertheless,due to the complexity of derived and configured products in a product line,the configuration process of the software product line(SPL)becomes timeconsuming and costly.Each product line consists of a various number of feature models that need to be tested.The different approaches have been presented by Search-based software engineering(SBSE)to resolve the software engineering issues into computational solutions using some metaheuristic approach.Hence,multiobjective evolutionary algorithms help to optimize the configuration process of SPL.In this paper,different multi-objective Evolutionary Algorithms like Non-Dominated Sorting Genetic algorithms II(NSGA-II)and NSGA-III and Indicator based Evolutionary Algorithm(IBEA)are applied to different feature models to generate optimal results for large configurable.The proposed approach is also used to generate the optimized test suites with the help of different multi-objective Evolutionary Algorithms(MOEAs).
