The backtracking search optimization algorithm（BSA） is one of the most recently proposed population-based evolutionary algorithms for global optimization. Due to its memory ability and simple structure, BSA has powe...The backtracking search optimization algorithm（BSA） is one of the most recently proposed population-based evolutionary algorithms for global optimization. Due to its memory ability and simple structure, BSA has powerful capability to find global optimal solutions. However, the algorithm is still insufficient in balancing the exploration and the exploitation. Therefore, an improved adaptive backtracking search optimization algorithm combined with modified Hooke-Jeeves pattern search is proposed for numerical global optimization. It has two main parts： the BSA is used for the exploration phase and the modified pattern search method completes the exploitation phase. In particular, a simple but effective strategy of adapting one of BSA＇s important control parameters is introduced. The proposed algorithm is compared with standard BSA, three state-of-the-art evolutionary algorithms and three superior algorithms in IEEE Congress on Evolutionary Computation 2014（IEEE CEC2014） over six widely-used benchmarks and 22 real-parameter single objective numerical optimization benchmarks in IEEE CEC2014. The results of experiment and statistical analysis demonstrate the effectiveness and efficiency of the proposed algorithm.展开更多
String matching is seen as one of the essential problems in computer science. A variety of computer applications provide the string matching service for their end users. The remarkable boost in the number of data that...String matching is seen as one of the essential problems in computer science. A variety of computer applications provide the string matching service for their end users. The remarkable boost in the number of data that is created and kept by modern computational devices influences researchers to obtain even more powerful methods for coping with this problem. In this research, the Quick Search string matching algorithm are adopted to be implemented under the multi-core environment using OpenMP directive which can be employed to reduce the overall execution time of the program. English text, Proteins and DNA data types are utilized to examine the effect of parallelization and implementation of Quick Search string matching algorithm on multi-core based environment. Experimental outcomes reveal that the overall performance of the mentioned string matching algorithm has been improved, and the improvement in the execution time which has been obtained is considerable enough to recommend the multi-core environment as the suitable platform for parallelizing the Quick Search string matching algorithm.展开更多
Maximum frequent pattern generation from a large database of transactions and items for association rule mining is an important research topic in data mining. Association rule mining aims to discover interesting corre...Maximum frequent pattern generation from a large database of transactions and items for association rule mining is an important research topic in data mining. Association rule mining aims to discover interesting correlations, frequent patterns, associations, or causal structures between items hidden in a large database. By exploiting quantum computing, we propose an efficient quantum search algorithm design to discover the maximum frequent patterns. We modified Grover’s search algorithm so that a subspace of arbitrary symmetric states is used instead of the whole search space. We presented a novel quantum oracle design that employs a quantum counter to count the maximum frequent items and a quantum comparator to check with a minimum support threshold. The proposed derived algorithm increases the rate of the correct solutions since the search is only in a subspace. Furthermore, our algorithm significantly scales and optimizes the required number of qubits in design, which directly reflected positively on the performance. Our proposed design can accommodate more transactions and items and still have a good performance with a small number of qubits.展开更多
Coordinate descent method is a unconstrained optimization technique. When it is applied to support vector machine （SVM）, at each step the method updates one component of w by solving a one-variable sub-problem while...Coordinate descent method is a unconstrained optimization technique. When it is applied to support vector machine （SVM）, at each step the method updates one component of w by solving a one-variable sub-problem while fixing other components. All components of w update after one iteration. Then go to next iteration. Though the method converges and converges fast in the beginning, it converges slow for final convergence. To improve the speed of final convergence of coordinate descent method, Hooke and Jeeves algorithm which adds pattern search after every iteration in coordinate descent method was applied to SVM and a global Newton algorithm was used to solve one-variable subproblems. We proved the convergence of the algorithm. Experimental results show Hooke and Jeeves＇ method does accelerate convergence specially for final convergence and achieves higher testing accuracy more quickly in classification.展开更多
The shape parameter and scale parameter of generalized Pareto distribution are estimated by hybrid of genetic algorithm and pattern search.The volality of the return is obtained by GARCH model.VaR and CVaR are compute...The shape parameter and scale parameter of generalized Pareto distribution are estimated by hybrid of genetic algorithm and pattern search.The volality of the return is obtained by GARCH model.VaR and CVaR are computed respectively under GPD model and GARCH-GPD model.The experimental results show that VaR and CVaR based on GARCH-GPD are more effectively measure the financial risks.展开更多
基金supported by the National Natural Science Foundation of China(61271250)
文摘The backtracking search optimization algorithm（BSA） is one of the most recently proposed population-based evolutionary algorithms for global optimization. Due to its memory ability and simple structure, BSA has powerful capability to find global optimal solutions. However, the algorithm is still insufficient in balancing the exploration and the exploitation. Therefore, an improved adaptive backtracking search optimization algorithm combined with modified Hooke-Jeeves pattern search is proposed for numerical global optimization. It has two main parts： the BSA is used for the exploration phase and the modified pattern search method completes the exploitation phase. In particular, a simple but effective strategy of adapting one of BSA＇s important control parameters is introduced. The proposed algorithm is compared with standard BSA, three state-of-the-art evolutionary algorithms and three superior algorithms in IEEE Congress on Evolutionary Computation 2014（IEEE CEC2014） over six widely-used benchmarks and 22 real-parameter single objective numerical optimization benchmarks in IEEE CEC2014. The results of experiment and statistical analysis demonstrate the effectiveness and efficiency of the proposed algorithm.
文摘String matching is seen as one of the essential problems in computer science. A variety of computer applications provide the string matching service for their end users. The remarkable boost in the number of data that is created and kept by modern computational devices influences researchers to obtain even more powerful methods for coping with this problem. In this research, the Quick Search string matching algorithm are adopted to be implemented under the multi-core environment using OpenMP directive which can be employed to reduce the overall execution time of the program. English text, Proteins and DNA data types are utilized to examine the effect of parallelization and implementation of Quick Search string matching algorithm on multi-core based environment. Experimental outcomes reveal that the overall performance of the mentioned string matching algorithm has been improved, and the improvement in the execution time which has been obtained is considerable enough to recommend the multi-core environment as the suitable platform for parallelizing the Quick Search string matching algorithm.
文摘Maximum frequent pattern generation from a large database of transactions and items for association rule mining is an important research topic in data mining. Association rule mining aims to discover interesting correlations, frequent patterns, associations, or causal structures between items hidden in a large database. By exploiting quantum computing, we propose an efficient quantum search algorithm design to discover the maximum frequent patterns. We modified Grover’s search algorithm so that a subspace of arbitrary symmetric states is used instead of the whole search space. We presented a novel quantum oracle design that employs a quantum counter to count the maximum frequent items and a quantum comparator to check with a minimum support threshold. The proposed derived algorithm increases the rate of the correct solutions since the search is only in a subspace. Furthermore, our algorithm significantly scales and optimizes the required number of qubits in design, which directly reflected positively on the performance. Our proposed design can accommodate more transactions and items and still have a good performance with a small number of qubits.
基金supported by the National Natural Science Foundation of China (6057407560705004)
文摘Coordinate descent method is a unconstrained optimization technique. When it is applied to support vector machine （SVM）, at each step the method updates one component of w by solving a one-variable sub-problem while fixing other components. All components of w update after one iteration. Then go to next iteration. Though the method converges and converges fast in the beginning, it converges slow for final convergence. To improve the speed of final convergence of coordinate descent method, Hooke and Jeeves algorithm which adds pattern search after every iteration in coordinate descent method was applied to SVM and a global Newton algorithm was used to solve one-variable subproblems. We proved the convergence of the algorithm. Experimental results show Hooke and Jeeves＇ method does accelerate convergence specially for final convergence and achieves higher testing accuracy more quickly in classification.
文摘The shape parameter and scale parameter of generalized Pareto distribution are estimated by hybrid of genetic algorithm and pattern search.The volality of the return is obtained by GARCH model.VaR and CVaR are computed respectively under GPD model and GARCH-GPD model.The experimental results show that VaR and CVaR based on GARCH-GPD are more effectively measure the financial risks.
