Nature-Inspired Optimization Algorithms FIRST EDITION Xin-She Yang School of Science and Technology Middlesex University London, London Table of Contents Cover image Title page Copyright Preface 1: Introduction to Algorithms 1.1 What is an Algorithm? 1.2 Newton’s Method 1.3 Optimization 1.4 Search for Optimality 1.5 No-Free-Lunch Theorems 1.6 Nature-Inspired Metaheuristics 1.7 A Brief History of Metaheuristics 2: Analysis of Algorithms 2.1 Introduction 2.2 Analysis of Optimization Algorithms 2.3 Nature-Inspired Algorithms 2.4 Parameter Tuning and Parameter Control 2.5 Discussions 2.6 Summary 3: Random Walks and Optimization 3.1 Random Variables 3.2 Isotropic Random Walks 3.3 Lévy Distribution and Lévy Flights 3.4 Optimization as Markov Chains 3.5 Step Sizes and Search Efficiency 3.6 Modality and Intermittent Search Strategy 3.7 Importance of Randomization 3.8 Eagle Strategy 4: Simulated Annealing 4.1 Annealing and Boltzmann Distribution 4.2 Parameters 4.3 SA Algorithm 4.4 Unconstrained Optimization 4.5 Basic Convergence Properties 4.6 SA Behavior in Practice 4.7 Stochastic Tunneling 5: Genetic Algorithms 5.1 Introduction 5.2 Genetic Algorithms 5.3 Role of Genetic Operators 5.4 Choice of Parameters 5.5 GA Variants 5.6 Schema Theorem 5.7 Convergence Analysis 6: Differential Evolution 6.1 Introduction 6.2 Differential Evolution 6.3 Variants 6.4 Choice of Parameters 6.5 Convergence Analysis 6.6 Implementation 7: Particle Swarm Optimization 7.1 Swarm Intelligence 7.2 PSO Algorithm 7.3 Accelerated PSO 7.4 Implementation 7.5 Convergence Analysis 7.6 Binary PSO 8: Firefly Algorithms 8.1 The Firefly Algorithm 8.2 Algorithm Analysis 8.3 Implementation 8.4 Variants of the Firefly Algorithm 8.5 Firefly Algorithms in Applications 8.6 Why the Firefly Algorithm is Efficient 9: Cuckoo Search 9.1 Cuckoo Breeding Behavior 9.2 Lévy Flights 9.3 Cuckoo Search 9.4 Why Cuckoo Search is so Efficient 9.5 Global Convergence: Brief Mathematical Analysis 9.6 Applications 10: Bat Algorithms 10.1 Echolocation of Bats 10.2 Bat Algorithms 10.3 Implementation 10.4 Binary Bat Algorithms 10.5 Variants of the Bat Algorithm 10.6 Convergence Analysis 10.7 Why the Bat Algorithm is Efficient 10.8 Applications 11: Flower Pollination Algorithms 11.1 Introduction 11.2 Flower Pollination Algorithm 11.3 Multi-Objective Flower Pollination Algorithms 11.4 Validation and Numerical Experiments 11.5 Applications 11.6 Further Research Topics 12: A Framework for Self-Tuning Algorithms 12.1 Introduction 12.2 Algorithm Analysis and Parameter Tuning 12.3 Framework for Self-Tuning Algorithms 12.4 A Self-Tuning Firefly Algorithm 12.5 Some Remarks 13: How to Deal with Constraints 13.1 Introduction and Overview 13.2 Method of Lagrange Multipliers 13.3 KKT Conditions 13.4 Penalty Method 13.5 Equality with Tolerance 13.6 Feasibility Rules and Stochastic Ranking 13.7 Multi-objective Approach to Constraints 13.8 Spring Design 13.9 Cuckoo Search Implementation 14: Multi-Objective Optimization 14.1 Multi-Objective Optimization 14.2 Pareto Optimality 14.3 Weighted Sum Method 14.4 Utility Method 14.5 The -Constraint Method 14.6 Metaheuristic Approaches 14.7 NSGA-II 15: Other Algorithms and Hybrid Algorithms 15.1 Ant Algorithms 15.2 Bee-Inspired Algorithms 15.3 Harmony Search 15.4 Hybrid Algorithms 15.5 Final Remarks Appendix A: Test Function Benchmarks for Global Optimization Appendix B: Matlab Programs B.1 Simulated Annealing B.2 Particle Swarm Optimization B.3 Differential Evolution B.4 Firefly Algorithm B.5 Cuckoo Search B.6 Bat Algorithm B.7 Flower Pollination Algorithm Copyright Elsevier 32 Jamestown Road, London NW1 7BY 225 Wyman Street, Waltham, MA 02451, USA First edition 2014 Copyright © 2014 Elsevier Inc. 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