Annealing Based Integer Optimization Heuristic with Levy Flights

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F16%3A00305202" target="_blank" >RIV/68407700:21340/16:00305202 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Annealing Based Integer Optimization Heuristic with Levy Flights
Original language description
Novel population based integer optimization heuristic yields from the theory of Mean Field Annealing. Population center and covariance matrix are estimated for given annealing temperature and then used as directional correction of Levy Flight mutation. The heuristic is of competitive nature like Competitive Differential Evolution. Here, nine Levy Flight mutations compete and are selected according to their success. Resulting heuristic has four parameters: population size, regularization factor, annealing temperature and Levy Flight temperature. Depending on the task complexity there is a relationship between searching efficiency and regularization, annealing and heavy-tailed flights. This heuristic is suitable integer optimization tasks with many local extremes. One of them is the clustering problem which can be converted to optimum partition with any penalization function. The clustering can help to classify various states of stock market system according to time series analysis and is used for the demonstration of novel heuristic.
Czech name
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Czech description
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Project
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Continuities
S - Specificky vyzkum na vysokych skolach<br>I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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