Agent-Based Co-Operative Co-Evolutionary Algorithm for Multi-Objective Optimization

نویسندگان

  • Rafal Drezewski
  • Leszek Siwik
چکیده

Co-evolutionary algorithms are a special type of evolutionary algorithms, in which the fitness of each individual depends on other individuals’ fitness. Such algorithms are applicable in the case of problems for which the formulation of explicit fitness function is difficult or impossible. Co-evolutionary algorithms also maintain population diversity better than “classical” evolutionary algorithms. In this paper the agentbased version of co-operative co-evolutionary algorithm is presented and applied to multi-objective test problems. The proposed technique is also compared to two “classical” multi-objective evolutionary algorithms.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Comparison of Multi-agent Co-operative Co-evolutionary and Evolutionary Algorithms for Multi-objective Portfolio Optimization

Co-evolutionary techniques makes it possible to apply evolutionary algorithms in the cases when it is not possible to formulate explicit fitness function. In the case of social and economic simulations such techniques provide us tools for modeling interactions between social or economic agents—especially when agent-based models of co-evolution are used. In this paper agent-based versions of mul...

متن کامل

Co-operative Co-evolutionary Approach to Multi-objective Optimization

Co-evolutionary algorithms are evolutionary algorithms in which the given individual’s fitness value estimation is made on the basis of interactions of this individual with other individuals present in the population. In this paper agent-based versions of co-operative co-evolutionary algorithms are presented and evaluated with the use of standard multi-objective test functions. The results of e...

متن کامل

An Agent-Based Co-Evolutionary Multi-Objective Algorithm for Portfolio Optimization

Algorithms based on the process of natural evolution are widely used to solve multi-objective optimization problems. In this paper we propose the agent-based co-evolutionary algorithm for multi-objective portfolio optimization. The proposed technique is compared experimentally to the genetic algorithm, co-evolutionary algorithm and a more classical approach—the trend-following algorithm. During...

متن کامل

Multi-objective Optimization Technique Based on Co-evolutionary Interactions in Multi-agent System

Abstract. Co-evolutionary techniques for evolutionary algorithms help overcoming limited adaptive capabilities of evolutionary algorithms, and maintaining population diversity. In this paper the idea and formal model of agent-based realization of predator-prey co-evolutionary algorithm is presented. The effect of using such approach is not only the location of Pareto frontier but also maintaini...

متن کامل

Co-Evolutionary Multi-Agent System for Portfolio Optimization

Abstract. Co-evolutionary techniques for evolutionary algorithms help overcoming limited adaptive capabilities of evolutionary algorithms, and maintaining population diversity. In this paper the idea and formal model of agent-based realization of predator-prey co-evolutionary algorithm is presented. The presented system is applied to the problem of effective portfolio building and compared to c...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008