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Wu Deng

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6 papers

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EAAI Journal 2024 Journal Article

A dual-time dual-population multi-objective evolutionary algorithm with application to the portfolio optimization problem

Yingjie Song
Lihuan Han
Bin Zhang
Wu Deng

The article proposes a dual-time dual-population multi-objective evolutionary algorithm, DTDP-EAMO, to address the challenges faced by multi-objective differential evolution algorithms in solving complex optimization problems, such as weakened late-stage search capability, susceptibility to local optima, and insufficient diversity. Firstly, DTDP-EAMO divides the population into three sub-populations using fast nondominated sorting. Then, it introduces a dual-stage and multi-population adaptive mutation strategy to maintain the convergence and diversity of each sub-population. Meanwhile, a dual external archive mechanism is introduced to enable the population to escape local optima and facilitate information exchange between sub-populations through archiving high-quality solutions from both stages. Finally, the individuals in the external archive are sorted, and high-quality solutions are selected and recombined to generate a new population. To demonstrate the effectiveness of DTDP-EAMO, fourteen test functions and a portfolio optimization problem are selected. Experimental results show that the algorithm's overall performance is superior to three comparative algorithms. Furthermore, practical application results demonstrate DTDP-EAMO's ability to reduce risk and increase returns in portfolio optimization problems, further confirming its effectiveness and feasibility. DTDP-EAMO outperforms comparative algorithms in convergence and distribution, indicating higher accuracy and superiority in solving portfolio models.

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EAAI Journal 2024 Journal Article

A hybrid genetic-fuzzy ant colony optimization algorithm for automatic K-means clustering in urban global positioning system

Xiaojuan Ran
Naret Suyaroj
Worawit Tepsan
Jianghong Ma
Xiangbing Zhou
Wu Deng

This paper introduces an innovative automatic K-means clustering algorithm, namely HGA-FACO, which seamlessly integrates the noise algorithm, Genetic Algorithm (GA), Ant Colony Optimization (ACO), and Adaptive Fuzzy System (AFS). The rationale behind the HGA-FACO algorithm is to mitigate the shortcomings of traditional K-means, particularly the reliance on pre-determined cluster centers and the need for specifying the number of clusters in advance. By optimizing the search strategy, HGA-FACO efficiently circumvents local optima and effectively explores the global optimal solution, resulting in more accurate and stable clustering outcomes. To validate the superiority of the HGA-FACO over conventional K-Means Clustering (KMeans) and other intelligent clustering approaches such as ACO-KMeans, GA-KMeans (GAK), particle swarm optimization KMeans (PSOK), and ACO-GAK, we conducted comprehensive experiments on taxi Global Positioning System (GPS) datasets sourced from four distinct cities. Employing rigorous evaluation metrics including Silhouette Coefficient (SC), Partition Coefficient (PBM), Davies-Bouldin Index (DBI), and Sum of Squared Errors (SSE), the experimental results convincingly demonstrate that the HGA-FACO significantly outperforms its counterparts across all metrics, highlighting its exceptional performance in clustering effectiveness and compactness. While the HGA-FACO faces challenges related to computational complexity and the necessity for initial parameter tuning, its performance limitations on small-sized or unevenly distributed datasets are acknowledged. Nevertheless, the algorithm's advancements in the field of clustering algorithms are undeniable and hold immense potential for practical applications, notably in city hotspot identification.

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EAAI Journal 2024 Journal Article

Principal space approximation ensemble discriminative marginalized least-squares regression for hyperspectral image classification

Haoyu Long
Tao Chen
Huayue Chen
Xiangbing Zhou
Wu Deng

Discriminative marginalized least-squares regression (DMLSR) is unable to extract the spectral-spatial joint features, the proportion of learned interfering pixels is high. To solve this problem, a novel principal space approximation ensemble discriminant edge least-squares regression, namely PSAE-DMLSR is proposed for hyperspectral image classification. In the PSAE-DMLSR, a marginal principal component method (MP) is employed to search the optimal spectral subspace, and a principal space local marginal principal component (PSLMP) method is proposed to search the optimal representation space (ORS). In the PSLMP, a principal space representation (PSR) is designed to integrate the global spectral-spatial joint features information of the ORS, and the PSR is used to impose approximate averaging constraints and stochastic cascade fusion on the ORS, which can further improve the representation ability of the ORS. The ORS can effectively reduce the proportion of interfering pixels in DMLSR learning. It conducted comparative experiments with some more advanced classification methods on the three commonly used hyperspectral datasets. The experiment results show that the PSAE-DMLSR classification model can still obtain high classification accuracy under low hardware conditions, and the execution efficiency also has advantages.

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EAAI Journal 2023 Journal Article

Adaptive cylinder vector particle swarm optimization with differential evolution for UAV path planning

Chen Huang
Xiangbing Zhou
Xiaojuan Ran
Jiamiao Wang
Huayue Chen
Wu Deng

Particle swarm optimization (PSO) algorithm has a potential to solve route planning problem for unmanned aerial vehicle (UAV). However, the traditional PSO algorithm is easy to fall into local optimum under the complicated environments with multiple threats. In order to improve the performance in different complicated environments, a novel and effective PSO algorithm with adaptive adjustment of the parameters, cylinder vector and different evolution operator, named ACVDEPSO, is proposed and demonstrated to be effective for route planning problem for UAV. In the proposed ACVDEPSO, the velocity of the particle is converted to its cylinder vector for the convenience of the path search. It is worth highlighting that the parameters of ACVDEPSO algorithm are automatically chosen by the time and the fitness values of the particles. Furthermore, a challenger based on differential evolution operator is introduced to reduce the probability of falling into local optimum and accelerate the algorithm convergence speed. The simulation experiments have been conducted in real digital elevation model (DEM) maps to test the performance of the ACVDEPSO. The experiment results validate that the optimization performance of the ACVDEPSO outperforms the other comparison methods, which can efficiently generate a higher quality path for UAV under the complicated 3D environments.

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EAAI Journal 2023 Journal Article

An enhanced distributed differential evolution algorithm for portfolio optimization problems

Yingjie Song
Gaoyang Zhao
Bin Zhang
Huayue Chen
Wuquan Deng
Wu Deng

The population structure of differential evolution (DE) algorithm cannot maintain the diversity of the population to the greatest extent and help the population avoid to fall into the local optima in time. In this paper, a co-evolutionary multi-swarm adaptive differential evolution algorithm, namely ECMADE is proposed to solve the premature convergence and search stagnation. First of all, in terms of population structure, based on the parallel distributed framework, ECMADE randomly and evenly divides the population into exploration subpopulation, development subpopulation, and auxiliary subpopulation, and introduces an adaptive information exchange mechanism so that subpopulations can escape local optima in time. Then, a multi-operator parallel search strategy is proposed to keep population diversity and meet the optimization needs of different problems. Finally, an adaptive adjustment mechanism of control parameters is developed, through recent elite parameter archive and weight distribution to fully mine successful parameter information, and generate control parameters with a high success rate for the current evolutionary stage. In order to prove the effectiveness of the ECMADE, 10 test functions and portfolio optimization problem are selected in here. The experiment results show that the ECMADE can effectively solve these test functions, the accuracy and efficiency is superior to those of two classical DE algorithms. The actual application results show that the ECMADE can significantly improve the ability of portfolio to resist extreme losses, which proves the effectiveness and feasibility of the ECMADE once again. The ECMADE has better optimization performance by comparing with some well-known algorithms in term of the solution quality, robustness and space distribution. It provides a new algorithm for solving complex optimization problems.

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EAAI Journal 2022 Journal Article

Parameter adaptation-based ant colony optimization with dynamic hybrid mechanism

Xiangbing Zhou
Hongjiang Ma
Jianggang Gu
Huiling Chen
Wu Deng

In this paper, a parameter adaptation-based ant colony optimization (ACO) algorithm based on particle swarm optimization (PSO) algorithm with the global optimization ability, fuzzy system with the fuzzy reasoning ability and 3-Opt algorithm with local search ability, namely PF3SACO is proposed to improve the optimization ability and convergence, avoid to fall into local optimum. In the PF3SACO, a new dynamic parameter adjustment mechanism by the PSO and the fuzzy system is designed to adaptively adjust the pheromone importance factor α, pheromone volatilization coefficient ρ and the heuristic function importance factor β to accelerate the convergence, improve the search ability, enhance the local search ability and avoid premature. This is achievable by parameter adaptation to reflect the dynamic search characteristic by exploring and exploiting in the search process for the parameter values to be close to the optimal values. In addition, 3-Opt algorithm is applied to optimize the generated path to eliminate the cross path, obtain the optimal path and avoid to fall into local optimum. The optimization performance of the PF3SACO is investigated on fifteen travelling salesman problems (TSPs) with the scales from 42 to 783 cities. The experiment results show that the PF3SACO has better optimization performance by comparing with ABC, NACO, HYBRID, ACO-3Opt, PACO-3Opt, PSO-ACO-3Opt and some other well-known algorithms in most TSP in term of the solution quality, robustness and space distribution. It provides a reference to solve the large-scale TSP for obtaining better path length.

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