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Fuzzy Rule-Based Design of Evolutionary


Algorithm for Optimization
Saber Elsayed , Member, IEEE, Ruhul Sarker, Member, IEEE, and Carlos A. Coello Coello, Fellow, IEEE

Abstract—During the last two decades, many objective problem with continuous search domains can be
multioperator- and multimethod-based evolutionary algo- formulated as
rithms for solving optimization problems have been proposed.
Although, in general terms, they outperform single-operator- minimize or maximize f (−

x)
based traditional ones, they do not perform consistently for
all the problems tested in the literature. The designs of such subject to: xj ≤xj ≤xj , j = 1, 2, . . . , D (1)
algorithms usually follow a trial and error approach that can
be improved by using a rule-based approach. In this paper, where f (−→x ) is the objective function, −

x = [x1 , x2 , . . . , xD ] a
we propose a new way for two algorithms to cooperate as an vector with D decision variables with each xj has lower and
effective team, in which a heuristic is applied using fuzzy rules of
two complementary characteristics, the quality of solutions and upper limits xj and xj , respectively.
diversity in the population. In this process, two subpopulations During the last decades, evolutionary algorithms (EAs)
are used, one for each algorithm, with greater emphasis placed (such as genetic algorithms (GAs) [12], differential evolution
on the better-performing one. Inferior algorithms learn from (DE) [52], and evolution strategy (ES) [29]) and swarm intelli-
trusted ones and a fine-tuning procedure is applied in the later gence (SI) methods (such as ant colony optimization [51] and
stages of the evolutionary process. The proposed algorithm was
analyzed on the CEC2014 unconstrained problems and then particle swarm optimization (PSO) [13]) have demonstrated
tested on other three sets (CEC2013, CEC2005, and 12 classical their success in solving such problems. However, it has been
problems), with its results showing a high success rate and found that no single optimization algorithm (OA) performs
that it outperformed both single-operator-based and different consistently well for all types of problems.
state-of-the-art algorithms. 1) A GA performs well in solving noisy problems but its
Index Terms—Fuzzy logic, multimethod, multioperator, convergence is slow compared with that of DE [22].
optimization. 2) The covariance matrix adaptation ES (CMA-ES) is
very good at solving uni-modal problems but becomes
trapped in local solutions when solving multimodal
functions [28].
3) DE is a good choice when feasible patches are parallel
I. I NTRODUCTION to the axes, but when solving multimodal functions, it
could become stuck in local optima [22].
ONTINUOUS optimization problems involve finding
C the values of continuous decision variables so that
one or more objective functions is optimized (either max-
4) PSO is characterized by its high convergence rate in the
early stages of the optimization process, but becomes
slow in its refinement stage, and may move away from
imized or minimized). They can be found in many fields
the global optima [22].
including, but not limited to, science, engineering and busi-
As a single OA design might not perform well for many
ness [17]. Generally, the mathematical model of a single
problems, several methods that utilize the search capabilities
of different algorithms and/or search operators in a single
Manuscript received February 8, 2017; revised August 17, 2017 and algorithm framework have been proposed. They have different
October 16, 2017; accepted November 8, 2017. The work of R. Sarker names.
was supported by the Australian Research Council Discovery Project under 1) Ensemble-based (which use a mix of methods [38]).
Grant DP150102583. The work of C. A. Coello Coello was supported
by the CONACyT Project under Grant 221551. This paper was rec- 2) Hyper-heuristic (a heuristic that selects other heuristics
ommended by Associate Editor S. Mostaghim. (Corresponding author: for an effective search [8]).
Saber Elsayed.) 3) Multimethod (more than one OA is used in one frame-
S. Elsayed and R. Sarker are with the School of Engineering and
Information Technology, University of New South Wales, Canberra, ACT work [16], [60]).
2600, Australia (e-mail: s.elsayed@unsw.edu.au; r.sarker@unsw.edu.au). 4) Multioperator (emphasis is placed adaptively on the best
C. A. Coello Coello is with the Departamento de Computacion, search operator, of many, in a single OA [17], [19], [20]).
CINVESTAV-IPN, Mexico City 07360, Mexico (e-mail:
ccoello@cs.cinvestav.mx). 5) Heterogeneous (e.g., heterogeneous PSO in which parti-
This paper has supplementary downloadable multimedia material available cles in a swarm are allocated different search behaviors
at http://ieeexplore.ieee.org provided by the authors. from a behavior pool) [23].
Color versions of one or more of the figures in this paper are available
online at http://ieeexplore.ieee.org. 6) Population-based algorithm portfolios (PAP) (a combi-
Digital Object Identifier 10.1109/TCYB.2017.2772849 nation of multiple EAs [44], [56]).
2168-2267 c 2017 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.
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2 IEEE TRANSACTIONS ON CYBERNETICS

Although the abovementioned methods are different in their The rest of this paper is organized as follows: an overview of
designs, they share the common concept of using a pool of related work is presented in Section II; the proposed algorithm
different algorithms and/or operators and a selection proce- is described in Section III; and the experimental results and the
dure for placing emphasis on the best-performing one during conclusions are discussed in Sections IV and V, respectively.
the optimization process. However, they use different selection
mechanisms to rank the algorithms in the pool, multiple pop-
ulations rather than a single one and may consider different
OAs in the pool. II. B RIEF R EVIEW
Generally, although such designs usually lead to better per- As previously mentioned, OAs refer to many methods
formances than those of all OAs in a pool, they do not including, but not limited to, EAs and SI. EAs are population-
guarantee consistent results for all test problems in the litera- based search methods that employ some form of selection to
ture; for example, in [44], PAP was statistically outperformed bias the search toward good solutions. Their steps are almost
by its constituent algorithms for many problems, as was the the same, with variations in only their sequences and the
case in [39]. The apparent weaknesses of these algorithms ways in which they generate new individuals with environmen-
are that: 1) their designs are based mainly on trial and error tal pressure usually causing natural selection (survival of the
approaches and 2) they may not follow any design princi- fittest) to focus on the more promising search space. New off-
ples that may either ensure an improvement in performance spring are then created by executing crossover and/or mutation
or reduce the risk of failing. operators or vice versa [14]. On the other hand, SI algorithms,
Based on research on the organizational behavior [31], which were inspired by the behaviors of insects, birds, and
an effective organizational team is made up of group mem- fish, have unique capabilities for solving complex tasks in the
bers who possess complementary skills, which can lead to form of swarms, i.e., PSO starts with initial particles which
a diverse group’s ability to generate decision making alter- fly through the problem’s hyperspace at given velocities and
natives. Therefore, in our design of a successful framework, are then updated in each generation [13].
we introduce a definition of a team of OAs (TOAs) as To effectively solve a wide range of test problems using a
“a group of optimization methods/operators organized to single algorithm, concepts of combining more than one method
work interdependently as well as cooperatively to accom- and/or operator in a single algorithmic framework have been
plish a common goal, i.e., optimize an objective function, proposed, a brief review of which is provided below.
under predefined guidelines”; in other words, an appro- Vrugt and Robinson [59] introduced an algorithm known
priate mix of different algorithms and/or operators that as a multialgorithm genetically adaptive multiobjective
utilizes the individual components’ strengths in the best (AMALGAM) that proved to be a powerful approach for solv-
possible way. ing multiobjective problems. Later, it was modified to solve
Motivated by these points, in this paper, we propose a TOAs single-objective ones (AMALGAM-SO) [60] which used a
framework composed of a set of algorithms which possesses GA, CMA-ES, and PSO, and automatically tuned the number
complementary characteristics (CCs). As CC measurements of offspring these three OAs were allowed to contribute dur-
in EAs are vague and imprecise, the TOAs framework uses a ing each generation. It obtained similar efficiencies as existing
novel heuristic with fuzzy rules to place the right emphasis on algorithms for relatively simple problems but was increas-
the algorithm with the appropriate CC. This complementarity ingly superior for more complex and higher-dimensional
(also called effectiveness) is calculated using the two basic multimodal optimization ones. However, it was noted that,
characteristics of EAs: 1) solution quality and 2) diversity, with if DE was included in the framework, the performance of
information shared between a trusted OA and inferior ones. AMALGAM-SO could deteriorate [60].
Also, as the measurement of the trust of an OA is vague, fuzzy Peng et al. [44] proposed the PAP framework which used
rules are useful and, in the later stages of a team life-cycle, multiple EAs as its constituent algorithms, each of which was
the group’s outcome is polished through a dynamic fine-tuning run for a given number of test problems for a part of the given
procedure. Note that, in the proposed design, the emphasis on fitness evaluations (time budget), and a migration scheme
each constituent algorithm (operator) within the framework among the algorithms. It showed its superiority to other algo-
may change adaptively for every problem under consideration rithms on a set of unconstrained problems but, interestingly,
as the evolution progresses. was statistically outperformed by some of the OAs in the pool.
The framework was adopted with two well-known comple- This paper was then extended by Tang et al. [56], who used
mentary algorithms, with its performance first analyzed on an estimated performance matrix (EPM-PAP) module for auto-
30 unconstrained problems introduced in [34], with 10-D, matic selection of the constituent algorithms, each of which
30-D, and 50-D. The results demonstrated that the TOAs was was applied to each problem for a predefined number of runs.
able to reach success rates (statistically better or the same as Then, an EPM was constructed for each algorithm based on
those of its team members) of 100%, 100%, and 97%, respec- the quality of solutions obtained in each run and, subsequently,
tively, for these problems and also outperformed well-known the risk of using each algorithm was determined, with the
state-of-the-art algorithms. TOAs was then tested on other subset with the smallest risk used to run in parallel and peri-
65 unconstrained problems taken from three different bench- odically share information. This method was tested on a set of
mark sets, with TOAs outperforming several state-of-the-art unconstrained problems and obtained good results. However,
algorithms. calculating risk considering only the quality of solutions might
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ELSAYED et al.: FUZZY RULE-BASED DESIGN OF EA FOR OPTIMIZATION 3

not be sufficient, i.e., complementary measures could be a bet- learning period). Zamuda and Brest [72] introduced an algo-
ter option. Also, the calculations were based on running the rithm that employed two mutation strategies in their earlier
algorithms for a predefined number of generations in the early algorithm proposed [6], with the population size adaptively
stages of the evolutionary process which meant that a bias reduced during the evolutionary process. Its performance on
could occur as one algorithm might perform better in the later some real-world problems was better than that of two other
stages [17], [18]. algorithms. An adaptive DE algorithm [9], which utilized four
In [25], a multimethod hyper-heuristic algorithm using mutation strategies in a sequential manner, i.e., one mutation
seven common meta-heuristics in the lower level of a hyper- in every predefined number of generations, was introduced,
heuristic framework was proposed. Different strategies for with a mechanism also used to reduce the population size.
selecting the most appropriate meta-heuristic in each gener- Wang et al. [63] introduced a composite DE (CoDE) algo-
ation of the optimization process were tested. Its performance rithm in which, in each generation, a trial vector was generated
was evaluated on a few real parameter benchmark prob- by randomly combining three DE variants with three control
lems and obtained promising results. This algorithm was parameter settings. This algorithm performed well on a set of
then extended to investigate the impact of different heuristic unconstrained test problems.
space diversity (HSD) strategies [26], with the exponentially Regarding SI approaches, a mix of different PSO vari-
increasing one outperforming the others. ants, each of which evolved with a different number of
Elsayed et al. [16] proposed united multioperator EAs individuals, was proposed in [21]. In each generation, the
(UMOEAs), where multiple OAs were used, each of which algorithm assigned more individuals to the better- and fewer
was a self-adaptive multioperator algorithm. UMOEAs was to the worse-performing variants. It was tested on a rea-
used to solve a set of unconstrained problems, with the results sonable number of constrained problems, with the results
showing significant improvements in comparison with exist- showing its effectiveness. Nepomuceno and Engelbrecht [42]
ing algorithms. However, its performance could be further proposed a frequency-based heterogeneous PSO for solving
improved with a careful design of the algorithmic framework. real-parameter optimization functions. This algorithm kept
Masegosa et al. [40] proposed a centralized cooperative track of the frequency of success of the behaviors of the
strategy, where a set of trajectory-based methods were con- particles for a number of iterations in order to use it as a
trolled by a rule-driven coordinator. The algorithm consisted selection criterion, and demonstrated better performances than
of a set of agents that were run in parallel, with a coordina- other heterogeneous PSOs.
tor receiving information about their performance and sending
orders to them. The algorithm was tested on small- and large-
scale problems and showed competitive results, though for A. Fuzzy Theory
some test problems it did not outperform those of the other As fuzziness is involved in our daily conversation,
methods. Xue et al. [64] integrated three self-adaptive learning Zadeh [70] introduced the field of fuzzy theory in the mid
OAs by dividing the population into three subpopulations each 60 s. In it, to represent uncertainty, Zadeh [70] defined the term
of which was evolved using a different OA, with an informa- “fuzzy sets” as those sets whose boundaries are not clear [41].
tion exchanging manners (IEMs) used during the optimization Generally, a fuzzy set y in S (S is a space of objects whose
process. The algorithm with different IEMs was tested on elements are denoted by s, i.e., S = {s}) is described by a mem-
a set of unconstrained problems and showed a competitive bership function μy (s) of a real number ∈ [0, 1] associated
performance to those of other OAs. with each point in S, where μy (s) is the grade of member-
López-Ibáñez et al. [36] introduced the irace package which ship s in y. The closer the value of μy (s) is to 1, the more s
implements a general iterated racing procedure, including belongs to y [70]. There are many types of membership func-
I/FRace as a special case [4]. The package involved: 1) sam- tions, such as Gaussian, generalized bell curve, triangular and
pling from a truncated normal distribution; 2) a parallel trapezoidal.
implementation; 3) a restart strategy; and 4) an elitist racing. As a natural language is fuzzy (i.e., involves vague and
López-Ibáñez and Stützle [37] used the hypervolume measure imprecise expressions) [48], fuzzy logic was developed for
to compare the performances of OAs in terms of Pareto- computing with words [69]. The idea behind it is to map an
optimality and then integrated this measure in irace. In [35], an input space to an output one. To do this, the core mechanism
automatic algorithm configuration tool was applied to improve creates a list of “if-then” rules (i.e., if the antecedent then the
the performance of ACMA-ES algorithm, by separating the consequent) which are then converted by a fuzzy system to
tuning and testing sets. The improved version of CMA-ES their mathematical equivalents.
was superior to algorithms in solving unconstrained prob- Generally, to create a fuzzy logic system, the following steps
lems. However, doing the automatic configuration during the are required [50].
evolutionary process would be interesting and more practical. 1) Fuzzification determines the degree to which a crisp
Considering multioperator-based algorithms, Qin et al. [45] number (a system input) belongs to each of the appro-
proposed a self-adaptive DE algorithm (SaDE) that used four priate fuzzy sets via a membership function.
mutation strategies, to one of which each individual in the 2) An inference engine imitates a human’s thinking by
population was assigned based on a given probability. Then, making fuzzy inferences regarding the inputs and if-
the selection probability of each operator was updated based then rules, i.e., applying a fuzzy operator (AND or OR)
on its success and failure rates during previous generations (a in the antecedent, which infers from the antecedent to
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4 IEEE TRANSACTIONS ON CYBERNETICS

consequent and aggregates the consequent across the


rules (max, probabilistic OR, and sum of each rule’s
output set).
3) Defuzzifucation transforms the fuzzy set obtained by the
inference engine into a crisp value. There are different
defuzzification methods.
a) Centroid which returns the center of an area under
the curve.
b) Bisector which divides the curve into two equal
parts.
c) Middle of maximum which is the average of the
maximum values of the output set.
d) Largest of maximum which is the largest value of
the domain with the maximal degree of member- Fig. 1. Example of complementary algorithms during evolutionary process.
ship.
e) Smallest of maximum which is the smallest value
of the domain with the maximal degree of mem-
such an algorithm will provide no confidence about the qual-
bership. Of these methods, the centroid calculation
ity of solutions, we propose a new heuristic in the design of
is the most popular.
a TOAs framework.
Over the years, fuzzy logic has shown its benefits which
In the beginning, let Aset = {Ai |i = 1, 2, . . . , Nalg } be a set
include, but are not limited to: 1) its ease of understanding;
of Nalg OAs, and Fset = {Fk |k = 1, 2, . . . , Nfun } be a set of
2) more intuitive approach; 3) flexibility; 4) tolerance of impre-
problems to solve.
cise data; and 5) suitability for many applications ranging
The first rule is that Aset should be a set of complementary
from the basic sciences to engineering, social and biomedical
algorithms and the second that, to determine which algorithm
systems, and consumer products [71].
to apply or the probability of evolving individuals using an
OA, the heuristic should be based on useful complementary
B. Fuzzy Logic in OAs criteria, such as the quality of solutions and diversity.
Generally, uses of fuzzy logic in OAs were mainly to adapt For a minimization problem, assuming that Aset = {A1 , A2 },
their parameters which is not considered in this paper. Below A1 and A2 can be considered complementary algorithms if:
is a brief review on uses of fuzzy logic in OAs. 1) Nfun,1 (f A1 < f A2 ) > 0 and Nfun,2 (f A1 > f A2 ) > 0, where
Bernal et al. [3] proposed a method of using fuzzy logic f Aj is the average fitness value obtained by running the
to find the optimal values of the imperialist competitive algo- ith algorithm a few times and (Nfun,1 ∪Nfun,2 ∪Nfun (f A1 =
rithm parameters (β, ξ ). Three fuzzy systems were used, with f A2 )) = Nfun . Note that the best fitness value can be used
the first conducted to determine the best value of β, sec- instead of f , but the latter may give a better indication
ond ξ , and third β and ξ . All the fuzzy systems were of a about the algorithm’s performance;
Mamdani type with the input defined as the decades. On only 2) the search capabilities of Aset , during the evolutionary
six unconstrained problems solved, the results were competi- process, are complementary, i.e., Ng,1 (f A1 ,g < f A2 ,g )
tive with other algorithms. Similarly, Valdez et al. [58] applied ≥ g and Ng,2 (f A1 ,g > f A2 ,g ) ≥ g , where Ng,1 (f A1 ,g <
fuzzy logic to dynamically adapt the inertia weight and learn- f A2 ,g ) denotes the number of generations that A1 per-
ing factors of a PSO. The algorithm was tested on a set of forms better than A2 , g ∈ [1, Ngmax ] a defined number
unconstrained problems and showed better results than those of generations, (Ng,1 ∪Ng,2 ∪Ng (f A1 ,g = f A2 ,g )) = Ngmax ,
of the same algorithm with different adaptation mechanisms. and Ngmax the maximum number of generations. Fig. 1
A similar mechanism was also carried out to adapt the param- depicts an example that fulfils this rule, in which A2 has
eters of a gray wolf optimizer [47] and DE [43]. For GAs, better average fitness values for the first g = 350 gen-
Herrera and Lozano [30] presented a GA variant with adaptive erations, then A1 converges faster in later generations;
genetic operators based on coevolution with fuzzy behaviors. 3) Aset holds CC, i.e., A1 is good based on the quality of
In it, the adaptation took place at the individual level by means solutions, while A2 has a better diversity rate (div), such
of fuzzy logic and the fuzzy rule bases used by fuzzy logic that f A1 < f A2 and divA1 < divA2 or vice versa.
come from a separate GA. The algorithm was tested on a set Note that the second and third conditions may hold for only
of unconstrained problem with promising results achieved. one problem.
In the literature, it is recognized that, although sharing
information among subpopulations (individual algorithms) is
III. T EAM OF O PTIMIZATION A LGORITHMS important for improving performance [17], [44], it may dete-
As previously discussed, the current frameworks which riorate the team’s performance if it is not appropriately
combine more than one operator and/or OA, may not out- conducted. Therefore, we propose rules for determining how
perform all their individual algorithms/operators for all test to share information between a trusted (high-performing)
problems. Therefore, as solving an unknown problem using algorithm and low-performing ones, with fuzzy rules used to
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ELSAYED et al.: FUZZY RULE-BASED DESIGN OF EA FOR OPTIMIZATION 5

measure the effectiveness of an algorithm based on its results Algorithm 1 General Framework of TOAs
in terms of diversity and quality of solutions, as discussed in 1: Define PS, cy ← 0, probi ← 1, g ← 1, and all other
Section III-B. parameters required (Section IV).
Finally, in practice, finely tuning the performance of a team 2: At g = 1, generate random individuals (X), and devide
remains central to the systematic improvement of the final them into Nalgo groups, i.e., X = {x1 , x2 , ..., xNalg }.
product (result). Therefore, having a dynamic fine-tuning pro- 3: while cfe < FFEmax do
cedure may ensure the achievement of quality, i.e., keep using 4: cy ← cy + 1.
it if it is worthwhile. 5: if cy = CS then
Based on the abovementioned rules, a general framework is 6: Measure the effectiveness of each Ai (Section III-A).
generated, with its steps described in Algorithm 1. First, an 7: Update probi .
initial population (X) of size PS is randomly generated (X = 8: end if
→ −
− → −
→ if cy = 2 × CS then
{ X 1 , X 2 , . . . , X PS }) with the probability of each algorithm 9:
being applied set to 1, i.e., probi = 1 ∀ i = {1, 2, . . . , Nalg }. 10: Share information (Section III-B).
Also, the initial diversity of each algorithm and the best fitness 11: probi ← 1.
value in X is recorded. Then, X is divided into Nalg subpopula- 12: cy ← 0; .
tions (X = {x1 , x2 , . . . , xNalg }), each of which is conditionally 13: end if
evolved by a different A, i.e., based on its probi , and each xi 14: Generate randi ∈ [0, 1], with at least one satisfies
is of size PSi . randi ∈ [0, 1] ≤ probi .
In each generation, Nalg random numbers are generated, i.e., 15: if randi ≤ probi then
randi ∈ [0, 1] ∀ i = {1, 2, . . . , Nalg }, if randi ≤ probi , xi is 16: Evolve xi using Ai .
updated using Ai . Note that in the first cycle (a predefined 17: Update cfe and sort xi .
number of generations) all the algorithms are used to evolve 18: end if
their corresponding subpopulations. This process is repeated 19: if finetuningstage then
for a cycle (CS) and, when it is finished, every probi is updated 20: if rand ∈ [0, 1] ≤ probls then
based on its effectiveness, as discussed in Section III-A. 21: Apply local search.
For each generation in the second cycle, Nalg random num- 22: Update probls .
bers are generated, with at least one rand having to be 23: end if
less than its corresponding probi to make sure that at least 24: end if
one algorithm is applied in each generation. Similar to the 25: g ← g + 1, and go to step 4.
first cycle, if randi ≤ probi , then Ai is used to update xi 26: end while
∀ i = {1, 2, . . . , Nalg }. Then, at the end of the second cycle,
the effectiveness of each algorithm is calculated. Subsequently,
two actions occur: 1) information is shared among algorithms determining the most effective algorithm to use. In this paper,
if a condition is satisfied (see Section III-B) and 2) each probi five levels (subsets) of each fuzzy set are considered, that is,
is set to 1, i.e., returns to the first cycle. The reasons for {very low (VL), low (L), medium (M), high (H), and very
the second action are: 1) if the information-sharing procedure high (VH)}.
has taken place, all algorithms are provided with a chance to First, the quality of solutions is represented as the difference
evolve equally with the new individuals which may help to between the optimal (or best known fitness value if the optimal
change their search capabilities and 2) the search capabilities one is unknown) and best fitness values in each subpopulation
of OAs may vary during the optimization process, i.e., one such that
algorithm may be good in the early stages but perform poorly
in later generations (this characteristic is shown in Fig. 3 in Qi = f ∗ − fg,i
best
∀ i = 1, 2, . . . Nalg (2)
the supplementary material and will be discussed later).
where f ∗ is the optimal or best known solution and ft,i best the
Finally, a local search is used as a fine tuning of the team
best objective value of the ith subpopulation. This means that
performance during the last stages of the OA (Section III-C).
the closer the value of Qi to 0, the better quality it is.
The algorithm continues until a stopping criterion is met.
The diversity rate is calculated as the average distance of
In the following sections, each component of the TOAs
each individual in xi to the best solution among them
framework is discussed in detail.
PSi −→ − → 
z=1 div x i,z , x best
divi = , ∀ i = 1, 2, . . . Nalg (3)
A. Fuzzy Rules-Based Heuristic PSi
As previously mentioned, it is crucial to select an OA dur- where div(− x ,−
→ →x ) is the Euclidean distance between the
z best
ing the optimization process based on CC. In this paper, zth individual and best individual in xi . Note that the best
two factors are considered CC: 1) the quality of solutions solution is −

x 1 , as, in every generation, each subpopulation is
obtained and 2) the diversity of a population generated by sorted based on the fitness values.
an algorithm. As these factors can be described by linguistic Subsequently, it is crucial to define the scale of each fuzzy
variables, e.g., the diversity is low and the quality of solutions set (universal space), i.e., its lower and upper limits. Based
high, fuzzy logic can help in the decision-making process for on (2), the upper bound (UBQ ) of the quality of solutions
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6 IEEE TRANSACTIONS ON CYBERNETICS

TABLE I
Algorithm 2 Steps of Updating Lower and UBs of Quality of I F -T HEN RULES
Solutions and Diversity
1: At g = 0, cy ← 0; calculate Qi (eq. 2) and divi (eq. 3)
∀i = 1, 2, ..Nalg ;
2: UBQ ← 0; LBQ ← Max (Qi ∀i=1,2,..Nalg );
3: LBdiv ← 0; UBdiv ← Max (divi ∀i=1,2,..Nalg );
4: while cfe < FFEmax do
5: cy ← cy + 1;
6: if cy = CS or cy = 2 × CS then
7: calculate Qi (eq. 2) and divi (eq. 3) ∀i = 1, 2, ..Nalg ; high and diversity low, then the effectiveness of an OA is
8: LBQ ← Min (LBQ , Max (Qi ∀i=1,2,..Nalg )); medium.
9: UBdiv ← Max (UBdiv , Max (divi ∀i=1,2,..Nalg )); As described in Section II-A, an if-then rule involves two
10: end if different processes.
11: if cy = 2 × CS then 1) Evaluating the antecedent (which involves fuzzifying the
12: cy ← 0; input and applying any necessary fuzzy operators).
13: end if 2) Applying that result to the consequent (known as impli-
14: end while cation).
Note that: 1) the logical AND is represented as the min-
imum of the membership values (prob(O1 AND O2 ) =
min(p(O1 ), p(O2 ))); 2) the implication function, which mod-
is zero. Regarding the lower bound (LBQ ), although the sim-
ifies that fuzzy set to the degree specified by the antecedent,
plest way is to fix it to the maximum (Qi ) at g = 0, during the
is the min function; 3) the output fuzzy sets for each rule
optimization process, it is possible that the initial value will
are aggregated into a single output fuzzy set, using the max
be very large and the algorithm will become trapped in a local
function; and 4) the defuzzification technique used is the cen-
solution in later generations which may be far from the optimal
troid method. For a trapezoidal d fuzzy number, the centroid
solution but falls within the “VH” level of quality. To clarify
can be calculated as: s̄(y) = ([ a s × μy (s)ds]/[ μy (s)ds]) =
this, assuming that the max min fg=0,i ∀ i = {1, 2, . . . Nalg } is
(1/3)[a + b + c + d − ([d × c − a × b]/[(d + c) − (a − b)])] [62].
1e + 10 and f ∗ = 0, the limits will be [−1e + 10 0]. If
The abovementioned steps are carried out for every OA,
the membership follows a trapezoidal function, as discussed
with the value obtained after defuzzification (∈ [0, 1])
later, any fitness value better than 2.5e + 08 will take a high
considered its effectiveness, or simply called probi ∀i =
membership value. However, this value is too far from the
{1, 2, . . . , Nalg }.
optimal solution. Therefore, we propose an automatic update
of this value over generations, i.e., changing it every CS
generation. B. Information Sharing
Considering diversity, the lower bound (LBdiv ) is zero and, A TOAs without trust is not really an effective team, that
similar to (LBQ ), the upper bound (UBdiv ) is automatically may not perform consistently well. One way to build the trust
updated in every CS generations, with its initial value set to is to share vital information among them in an effective man-
UBdiv = max(divi ) ∀ i = {1, 2, . . . Nalg }. Bearing in mind, if ner. To perform this crucial task, a few questions need to be
the diversity at any stage is increased, UBdiv is updated as answered.
max(UBdiv , max(divi ) ∀ i = {1, 2, . . . Nalg }). The steps for 1) Among which algorithms should we share information?
updating the lower bounds of both diversity and quality of 2) When to share information?
solutions are shown in Algorithm 2. 3) How to share information?
Also, the trapezoidal membership function is considered to 4) What information we should share?
map each point in the input space to a membership value. The Regarding the first question, a trusted algorithm can pass
trapezoidal curve of a point y depends on four scalar values, information to inferior ones as it has above-average effec-
a, b, c, and d, such that tiveness (as described in Section III-A), with an algorithm
⎧ considered inferior if its effectiveness is below average, i.e.,
⎪ 0 y<a (prob < 0.5). The reason for avoiding sharing information



⎪ y−a
⎨ b−a a ≤ y ≤ b among well-performing algorithms is to give them space to
μy (s) = 1 b≤y≤c (4) search independently as long as they continue to perform well.




d−y
c≤y≤d As, for the same reason, sharing information should be car-

⎩ d−c ried out periodically rather than in each generation [17], it is
0 y≥d
conducted at the end of the second cycle (cy = 2 × CS in
where a, b, c, and d of each level for the inputs (quality and Algorithm 1).
diversity) and output (effectiveness) are shown in Fig. 2. Considering the third and fourth questions, a simple way
Once the fuzzy sets are defined, the if-then rules are used to of sharing information is to replace the worst individual in an
codify the conditional statements that encompass fuzzy logic inferior algorithm’s subpopulation by the best one in that of
and formulate the effectiveness based on the inputs (diversity a trusted algorithm. However, this does not add any benefit
and quality), as shown in Table I; for instance, if quality is to CMA-ES if it is used and found to be among the inferior
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ELSAYED et al.: FUZZY RULE-BASED DESIGN OF EA FOR OPTIMIZATION 7

(a) (b) (c) (d)

Fig. 2. Membership function for inputs (quality and diversity) and output (effectiveness). (a) a, b, c, and d parameters for the “M” level. Membership
function for (b) quality factor, (c) diversity factor, and (d) effectiveness factor.

algorithms. To clarify this, the main elements in CMA-ES are having proven their capability to perform well [17], [49], and

→x m , σt , and N(0, Ct ), as described later. If we replace one 2) CMA-ES.
individual in its subpopulation by the best individual in that 1) MODE: MODE starts with PS1 individuals which are
of the trusted algorithm without updating one of these factors randomly taken from the entire PS individuals. It uses three
based on the new information, CMA-ES will evolve accord- DE variants.
ing to its previous values. Therefore, in this paper, information 1) DE1 : Current-to-pbest/bin with archive.
sharing for CMA-ES is considered a process of restarting its 2) DE2 : Current-to-pbest/bin without archive.
individuals, i.e., replacing its entire subpopulation by random 3) DE3 : Weighted-rand-to-φbest/bin.
individuals from that of the trusted algorithm. Also, its param- Descriptions of these operators are given in the supplementary
eters are reset to their initial values, except that σ is updated material.
as σ = σinitial × (1 − (cfe/FFEmax )) to avoid huge perturba- First, any individual (xz ) in X1 can be evolved using DE1
tions that may occur. For any algorithm in the group of inferior or DE2 or DE3 with a predefined probability, i.e., PrDE1 =
algorithms, its worst individual is substituted by the best one PrDE2 = PrDE3 = (1/3). To clarify, if randz ∈ [0, 1] ≤ 0.33,
in the trusted algorithm’s subpopulation. then −→x z is evolved using DE1 , if 0.33 ≤ randz ∈ [0, 1] ≤
0.667, use DE2 , otherwise DE3 is used. Then, each probabil-
C. Fine-Tuning Technique ity is updated based on the fitness improvements rate (IDEκ )
achieved by each DE
In this paper, a fine-tuning process is adopted which PS1  
applies a local search procedure during the final stages of z=1 max 0, fnewz − foldz
the optimization process, i.e., in each generation of the final IDEκ = PS1
z=1 foldz,κ
15% of the evolutionary process, with a probability of probls , −

sequential quadratic programming (SQP) [5] applied to the ∀ x κ updated by DEκ and κ = 1, 2, 3 (5)
best individual found so far and for up to cfeLS fitness eval- where fnew and fold are the new and old fitness values,
uations. However, to avoid applying SQP without obtaining respectively.
any benefit, probls is dynamically changed based on SQP’s Then, each probability is updated as
performance. To clarify this, if SQP does not successfully


IDEκ
obtain a better result, probls is set to a small value, otherwise PrDEκ = max 0.1, min 0.9,
to its initial one. IDE1 + IDE2 + IDE3
The solution obtained by SQP is shared with all the algo- ∀ κ = 1, 2, 3. (6)
rithms by replacing the worst individual in the subpopulation. Note that, as one operator may perform good at different
For CMA-ES, if its effectiveness is below average, its param- stages of the evolutionary process, and perform badly in others,
eters are reset to their initial values, except that σ is set to a minimum value of probDEκ is considered [17]. Furthermore,
σinitial × (1 − [cfe/FFEmax ]). 
if ( 3κ=1 Iκ ) = 0, Prκ = (1/3) ∀i = 1, 2, 3.
Also, for maintaining diversity within the early evolution-
D. OAs ary process, while enhancing the exploitation ability in later
Research studies have indicated that a diverse group, that ones [54], a linear reduction of PS1 is carried out at the end of
is, its members complement each other, can provide the ben- each generation by removing the worst individual, such that
efit of generating good decision-making alternatives [31]. A PS1,t+1 = round
diverse group means that the group members should comple-


PS1,min − PS1,max
ment each other. Although the framework proposed in this × × cfe + PS1,max
FFEmax
paper is general and can be applied to any diverse group of
(7)
algorithms, two (Nalg = 2) powerful algorithms considered
are: 1) multioperator DE (MODE) which combines three DE where PS1,max and PS1,min are the maximum and minimum
mutation operators to overcome the shortcoming that one may values of PS1 , respectively, and FFEmax the maximum number
work well for one problem but not another as such algorithms of fitness evaluations.
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8 IEEE TRANSACTIONS ON CYBERNETICS

Adaptation of F and Cr: In this paper, the mechanism 1) 10-D Results: The average fitness errors of the best solu-
proposed in [54] is adopted. Its main idea is to use two histor- tions compared with the optimal ones and standard deviation
ical memories for F and Cr which showed good performance results are presented in Table I in the supplementary mate-


during the previous generations. Then, new ones are gener- rial. Note that, if |f (−
→x best ) − f ( x∗ )| ≤ 1e − 08, the value is
ated by sampling around those stored in the memory. Details considered 0.
about such a mechanism are discussed in the supplementary First, among 30 problems, the algorithm was able to obtain
material. optimal solutions for all the uni-modal and 7 multimodal ones,
2) CMA-ES: Over the last two decades, CMA-ES has fitness errors very close to zero for the remaining six and per-
shown its capability to efficiently solve diverse types of formed well in solving the hybrid functions. However, for the
optimization problems [28]. It was derived from the concept of complex composition functions, it converged to local solutions.
self-adaptation in ES, which adapts the covariance matrix of a Based on the quality of solutions obtained, it was clear
multivariate normal search distribution. In it the new individ- that TOAs was always able to obtain better results than both
uals are generated by sampling from a Gaussian distribution, MODE and CMA-ES. To clarify, considering the best solu-
and instead of using a single mutation step, it considers the tions achieved, TOAs was better than, equal to and worse
path the population takes over generations [29]. The main than MODE and CMA-ES for 17, 12, and 1, and 23, 6, and 1
steps in CMA-ES used in this paper are described in the problems, respectively. Regarding the average results, neither
supplementary material. MODE nor CMA-ES outperformed TOAs for any problem; in
particular, TOAs was superior and similar to MODE for 22
IV. E XPERIMENTAL R ESULTS and 8 test problems, respectively, and to CMA-ES for 27 and
This section presents, discusses and analyzes the computa- 3, respectively.
tional results obtained by TOAs on a set of unconstrained prob- Based on the Wilcoxon test, it was found that TOAs was
lems (the CEC2014 problems) [33]. Then, it shows the results statistically better than MODE and CMA-ES for 13 and 26 test
of testing TOAs on 28 problems taken from the CEC2013 problems, respectively, with no significant difference between
problems [34], 25 ones from the CEC2005 benchmark [53], them for the remaining 17 and 4, respectively. Furthermore,
and other 12 classical unconstrained ones [67].1 when this test was conducted considering the second option
previously mentioned, the results showed that TOAs was sta-
A. Analysis of TOAs on CEC2014 Problems tistically superior to both these algorithms. Also, the Friedman
test was carried out to rank all the algorithms, with the results
The benchmark consists of 30 test problems, i.e., F set =
demonstrating that TOAs was first, followed by MODE and
{1, 2, . . . , 30}, with F1 –F3 are uni-modal, F4 –F16 multimodal,
CMA-ES.
F17 –F22 hybrid, and F23 –F30 composite functions.
Finally, using the performance profiles graphical tool, it was
All the algorithms were run 51 times for each test problem,
clear that TOAs was the best as it was able to reach a prob-
and the stopping criterion 10 000-D fitness evaluations, with

→ ability of 1.0 with a value of τ = 1, as depicted in Fig. 1(a)
D = 10, 30, and 50, or |f (− →x best ) − f ( x∗ )| ≤ 1e − 08, where

→ in the supplementary material.
f ( x∗ ) is the optimal solution. Note that all the algorithms 2) 30-D Results: Generally, the TOAs was able to obtain
started with the same initial population, which changed in each optimal solutions for the F1 –F3 problems. For the multimodal
run. functions, TOAs was able to attain the optimality in F4 and
For MODE, PS1,max was 18-D individuals and PS1,min 4, F6 –F10 . The best solutions obtained for F12 –F15 were very
H = 6 [54]. For CMA-ES, PS2 = 4 + (3log(D)) [28], close to the optimal ones, but the algorithm became stuck
μ = (PS/2), and σ = 0.3. CS was set to 50, 100, and 150, in local solutions when solving F5 and F11 . For the hybrid
for the 10-D, 30-D, and 150-D problems, respectively, and functions, although the best solutions obtained for F18 –F22
cfeLS to 0.2 × FFEmax fitness evaluations. were close to 0, the best for F17 was slightly worse. This
The nonparametric Wilcoxon test [10] was carried out to was also noticeable for the average results obtained for F17
determine if there was a statistical difference between TOAs and F21 . For the composition functions, although TOAs was
and the other algorithms based on two options: 1) each not able to reach optimality, its fitness errors, especially for
problem (51 results) and 2) a whole set of problems, i.e., 30 F23 –F28 , were reasonably close to 0.
results, each of which is the average of 51 runs. Using a sig- In comparison with the other two algorithms, TOAs con-
nificance level of 5%, one of three symbols (+, −, and ≈) tinued to perform well, as evident from the results presented
was used, where +, −, and ≈ meant TOAs was statistically in Table II in the supplementary material, with the summary
superior, inferior and similar to the other algorithm, respec- provided in Table II showing that it was clearly better than the
tively. Also, the Friedman test was undertaken to rank all the other algorithms for the majority of test problems.
algorithms based on their average fitness errors. In addition, However, it was crucial to check whether TOAs was sta-
to visually compare the results, the performance profiles tool tistically inferior to the other algorithms for the problems
was considered [2]. To use such a technique, a goal had to for which it obtained slightly worse results. To do this, the
be defined, which, in this paper, was the average fitness error Wilcoxon test was used, with the results showing that no sta-
obtained. tistical difference could be found between TOAs and those
1 Due to the number of pages limitation, some results and figures are moved algorithms for those problems. The Wilcoxon test was also
to the supplementary material attached with this paper. carried out based on option 2 previously mentioned, with
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ELSAYED et al.: FUZZY RULE-BASED DESIGN OF EA FOR OPTIMIZATION 9

TABLE II
C OMPARISON S UMMARY OF TOA S AGAINST MODE For those problems affected by the first reason, i.e., a large
AND CMA-ES FOR 30-D P ROBLEMS PS1 , we easily managed that by setting its value to D for
the uni-modal problem (F1 ), 3-D for F10 and 6-D for F16 .
To compare algorithms in a fair manner, both MODE, and
TOAs with the new the initial PS were run for 51 runs,
and their results recorded, as presented in Table III. It is
clear now that TOAs was able to obtain better, or same,
fitness errors to those of the other algorithms. Furthermore,
the results demonstrating that it was statistically superior to TOAs was always statistical superior, or similar to the other
MODE and CMA-ES for solving the 30-D test problems. algorithms.
Again, considering the Friedman test, TOAs was ranked first, Moreover, from the Wilcoxon test based on the second
with MODE and CMA-ES second and third, respectively. option, TOAs was statistically superior to both algorithms
Based on the plot generated by the performance profiles, and ranked first based on the Friedman test, with MODE and
depicted in Fig. 1(b) in the supplementary material, TOAs CMA-ES second and third, respectively.
was found to be the best, followed by MODE and CMA-ES. Unfortunately as, for F29 , for which CMA-ES outper-
3) 50-D Results: From the results presented in Table III formed TOAs, the population size was not a remedy, further
in the supplementary material, regarding the quality of solu- investigations will be required.
tions obtained, it was noted that TOAs was able to reach Finally, the performance profiles tool was used to graph-
optimal solutions for two uni-modal problems and very close ically compare all the algorithms, as shown in Fig. 1(c) in
to optimality for the remaining one (F01 ). For the multimodal the supplementary material. The plots show that TOAs was in
problems, it achieved optimality for 3, very close to 0 for 7, first place, as it achieved a probability of 1.0 at τ = 0.2 × 105
close to optimality for F5 and F16 and poor results for only whereas until τ = 2 × 105 , neither MODE nor CMA-ES was
F11 , with its performances for solving hybrid functions reason- able to reach Rho = 1.
able. For the composition functions, it was able to converge to 4) Computational Times: In this section, the computational
a local solution which was close to optimality but its average times of TOAs, MODE, and CMA-ES are compared.
result for F30 was far from the global solution. For each method, the average computational times taken
As the complexity of a problem increases with an increas- to solve all the test problems were calculated if one of the
ing number of decision variables, it was expected that TOAs following two criteria was met: 1) the maximum number of


would not perform as well as it did for smaller-dimensional fitness evaluations was reached or 2) |f (− →x best ) − f ( x∗ )| ≤
problems but would be better than, or similar to, both MODE 1e − 08. Note that all the experiments were run on a PC with
and CMA-ES. This was achieved for the majority of test prob- a Core i7-3770 CPU @ 3.40 GHz (8 CPUs), 16-GB RAM
lems as it was able to obtain better results (based on the best and Windows 7 using MATLAB 8.5.0.197613 (R2015a).
fitness values) than MODE and CMA-ES for 16 and 22 prob- Based on the results presented in Table IV, MODE was the
lems, respectively, similar results for 10 and 6, respectively, fastest algorithm, consuming only slightly less time than TOAs
and inferior for only 4 and 2, respectively. Based on the aver- but significantly less than CMA-ES. In fact, it was expected
age fitness values, TOAs was superior, similar and inferior to that TOAs would be slower than MODE as it used CMA-ES in
MODE for 16, 9, and 5, test problems, respectively, and to its process which is computationally expensive. Generally, as
CMA-ES for 26, 2, and 2, respectively. the solutions obtained by TOAs were significantly better than
As TOAs performed worse than the other algorithms for a those by MODE, this small increase in the computational time
few test problems, it was vital to check their statistical differ- can be ignored.
ences. Based on the recorded results, it was found that TOAs 5) Benefits of Using Complementary Selection
was statistically superior or similar to the other algorithms Characteristics: In this section, we analyze the benefits
for the majority of test problems. Unfortunately, although the of using complementary criteria to determine the effective-
differences between average results were not large, it was sta- ness of an algorithm. To do this, TOAs was run by setting the
tistically inferior to MODE in two problems (F10 and F16 ), selection method to only: 1) the quality of solutions (var1 );
and to CMA-ES for (F1 and F29 ). 2) diversity (var2 ); and 3) random (var3 ). All the variants
As it was important to understand this drawback, an investi- were compared based on only the 30-D problems, with the
gation showed that the population size of MODE was the main summary presented in Table V demonstrating the benefits of
cause, i.e., MODE’s population size (PS1 ) was 18-D= 900 using complementary selection characteristics.
individuals while CMA-ES used 4 + 3log(D) = 15, as sug- Considering the Wilcoxon test, although no statistical dif-
gested in [28], which affected the convergence rate of TOAs. ference was found between TOAs and both var1 and var3
We noticed that CMA-ES converged very slowly for F29 dur- regarding the best fitness values achieved. TOAs was sta-
ing the early generations and then improved during the later tistically better considering the average results and always
stages of the optimization process, as shown by the average statistically superior to var2 . Also, the Friedman test ranked
fitness errors of both MODE and CMA-ES for in Fig. 3 in TOAs first with a mean rank of 1.95, and var1 , var2 , and
the supplementary material. This meant that TOAs always var3 came second, third, and fourth with scores of 2.18,
preferred using MODE in every decision step, and reinitialized 2.80, and 3.07, respectively. The performance profiles method
CMA-ES due to its poor performance. also produced consistent results, as TOAs was able to reach
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10 IEEE TRANSACTIONS ON CYBERNETICS


→ TABLE III
F ITNESS E RRORS (|f (−

x best ) − f ( x∗ )|) O BTAINED BY MODE, CMA-ES, AND TOA S FOR F1 , F10 ,
AND F16 W ITH 50-D (B ETTER M EAN F ITNESS E RRORS S HOWN IN B OLDFACE )

TABLE IV
AVERAGE C OMPUTATIONAL T IMES , IN S ECONDS , FOR TOA S , Also, the Friedman test was carried out to rank all six vari-
MODE, AND CMA-ES FOR 10-D, 30-D, AND 50-D ants. The results showed that TOAs with LS was the best
followed by MODE with LS, TOAs without LS, MODE with-
out LS, CMA-ES with LS, and CMA-ES without LS, with
scores, 2.03, 2.63, 2.93, 3.27, 5.03, and 5.1, respectively.
Generally, incorporating LS into any of the abovementioned
variants was better than the same without LS.
TABLE V
C OMPARISON S UMMARY OF TOA S AGAINST var1 FOR 30-D P ROBLEMS 8) Comparison With State-of-the-Art Algorithms:
(W HERE S TAT. T EST R EFERS TO R ESULTS BASED ON W ILCOXON T EST ) TOAs was compared with two well-known algorithms:
1) LSHADE [54] and 2) UMOEAs [16], with the detailed
results shown in Tables IV and V in the supplementary
material.
Based on the quality of solutions, a comparison summary
is presented in Table VIII, which indicates that TOAs was the
best for the majority of test problems. Also, it was observed
TABLE VI that all the algorithms were able to obtain optimal solutions for
R ANKS OF TOA S W ITH D IFFERENT CS VALUES all the uni-modal problems, except the 50-D ones for which
BASED ON F RIEDMAN T EST LSHADE could not achieve it for F1 . Also, Also, for the
multimodal problems, TOAs showed its superiority to the other
algorithms, except for F12 and F13 , for which UMOEAs was
slightly better. TOAs also performed well for the majority of
hybrid functions, and for most the composition functions, was
able to obtain significantly better results than all the other
TABLE VII algorithms.
C OMPARISON A MONG A LGORITHMS W ITH AND Statistically, the Wilcoxon test showed that TOAs was
W ITHOUT LS FOR THE 30-D P ROBLEMS
significantly better than LSHADE and UMOEAs for all
dimensions. Furthermore, Table IX shows the ranking of each
algorithm according to the Friedman test in which it is clear
that TOAs was ranked first for all dimensions while UMOEAs
was better than LSHADE for the 10-D ones, but had the lowest
rank for all other dimensions.
Finally, the performance profiles graphical tool showed con-
a probability of 1 first with τ ≈ 2.85 (Fig. 2 in the sistent conclusions for all dimensions, as depicted in Fig. 4 in
supplementary material). the supplementary material.
6) Effect of CS: In this section, the effect of CS is ana- 9) Comparison With Other Algorithms: In this section,
lyzed by running TOAs with different CS values (i.e., 10, TOAs was compared with other four well-known algorithms.
50, 100, and 150) to solve the 10-D, 30-D, and 50-D prob- 1) DE with self-adaptation of its control parameters
lems. Subsequently, the Friedman test was carried out to rank (jDE) [6].
all variants, with a summary given in Table VI. Based on 2) DE with an ensemble of parameters and mutation strate-
the results obtained, it was noticed that it would be good to gies (EPSDE) [39].
increase CS with the increase of dimensionality, i.e., CS = 50, 3) DE with composite trial vector generation strategies
100, and 150 were the best for the 10-D, 30-D, and 50-D (CoDE) [63].
problems, respectively. 4) Success-history parameter adaptation of DE
7) Effect of LS: To analyze the effect of LS, MODE and (SHADE) [55].
CMA-ES (with and without LS) were run to solve the 30-D The results were taken from [15]. Due to the number of
test problems and compared to the proposed algorithm with pages limitation, the comparison was conducted only on the
and without LS. A comparison summary is given in Table VII, 30-D problems, with the average fitness errors reported in
with the results showing that the proposed algorithm was Table VI in the supplementary material. Regarding the qual-
the best even when LS was incorporated into the opponent ity of solutions, a comparison summary is given in Table X,
algorithms. where the nonparametric Wilcoxon test was carried based on
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ELSAYED et al.: FUZZY RULE-BASED DESIGN OF EA FOR OPTIMIZATION 11

TABLE VIII
C OMPARISON S UMMARY OF TOA S AGAINST LSHADE AND UMOEA S (D EC . I S THE S TATISTICAL D ECISION TAKEN BASED ON W ILCOXON T EST )

TABLE IX TABLE XII


R ANKS OF A LL A LGORITHMS BASED ON F RIEDMAN T EST C OMPARISON S UMMARY OF TOA S AGAINST E IGHT S TATE - OF - THE -A RT
A LGORITHMS ON CEC2005 U NCONSTRAINED P ROBLEMS
W ITH 30 VARIABLES

TABLE X
C OMPARISON S UMMARY OF TOA S AGAINST J DE, EPSDE, C O DE, AND
SHADE ON 30-D P ROBLEMS (D EC . I S THE S TATISTICAL D ECISION
TAKEN BASED ON W ILCOXON T EST )

TABLE XIII
R ANKS OF A LL A LGORITHMS BASED ON F RIEDMAN T EST
BASED ON CEC2013 P ROBLEMS

TABLE XI
R ANKS OF A LL A LGORITHMS BASED ON F RIEDMAN
T EST ON CEC2014 P ROBLEMS

Note that the results of the first three algorithms and CIPDE
were taken from their corresponding papers, while the rest
from [55]. The average fitness errors of all algorithms are
shown in Table VIII in the supplementary material. The com-
option 2 previously discussed. The results clearly confirm
parison summary presented in Table XII demonstrates that
the superiority of the proposed algorithm. Furthermore, the
TOAs was able to achieve the best results for the majority
Friedman test ranked TOAs first with a mean rank of 1.28,
of test problems. Also, TOAs was statistically better than all
as reported in Table XI. Also, the performance profile tool
the other algorithm, and ranked first based on the Friedman
showed the superiority of TOAs, as depicted in Fig. 5 in the
test, as shown in Table XIII. In addition, the performance pro-
supplementary material.
file tool clearly showed the superiority TOAs to all the other
algorithms, as depicted in Fig. 6 in the supplementary material.
B. Testing TOAs on Additional Benchmark Problems 2) CEC2005 Problems: In this section, considering the
In this section, three other benchmark sets are solved, taken CEC2005 problems, TOAs is evaluated against:
from the CEC2013 and CEC2005 special sessions on real- 1) SaDE with discrete mutation control parameters
parameter optimization [34], [53], and 12 classical ones [67] (DMPSADE) [24];
described in Table VII in the supplementary material. The 2) JADE with auto-enhanced population diversity (AEPD-
performance of TOAs was evaluated against several state-of- JADE) [65];
the-art algorithms based on their capability of obtaining high- 3) DE with a hybrid mutation operator and self-adapting
quality solutions, nonparametric Wilcoxon test, their rankings control parameters (HSDE) [68];
based on the Friedman test and the performance profile tool. 4) efficient player selection strategy based diversified PSO
1) CEC2013 Problems: Twenty-eight problems were (EPS-dPSO) [1];
solved with each ran 51 times with D = 30 variables and 5) a trajectory-based centralized cooperative strategy based
the stopping criterion 10 000-D or the fitness error between on an approaching action (TCCS-AC) [40];
the best and optimal solutions reached 1E − 08. The results 6) DE with dynamic parameters selections (DE-DPS) [49];
obtained by TOAs were compared with those of other eight 7) CoDE.
algorithms. Each algorithm was run 25 times, except DMPSADE ran 50
1) DE with an individual-dependent mechanism (IDE) [57]. times, with D = 30 variables. The average fitness errors and
2) JADE with eigenvector-based mutation (JADE/eig) [27]. standard deviation values were taken from their corresponding
3) DE with an evolution path (JADEEP) [32]. papers and compared to those of TOAs. The detailed results
4) CoDE. are shown in Table IX in the supplementary material, with
5) EPSDE. a comparison summary presented in Table XIV. The results
6) dynNP_jDE [7]. demonstrated that TOAs outperformed all the other algorithms
7) SHADE. for the majority of test problems. Statistically speaking, ToAs
8) Collective information-powered DE (CIPDE) [73]. was better than all the other algorithms, except DE-DPS, as
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12 IEEE TRANSACTIONS ON CYBERNETICS

TABLE XIV TABLE XVII


C OMPARISON S UMMARY OF TOA S AGAINST DMPSADE, AEPD-JADE, R ANKS OF A LL A LGORITHMS BASED ON F RIEDMAN
HSDE, EPS- D PSO, TCCS-AC, DE-DPS, AND C O DE ON CEC2005 T EST ON 12 U NCONSTRAINED P ROBLEMS
U NCONSTRAINED P ROBLEMS W ITH 30 VARIABLES

V. C ONCLUSION
Many EAs and SI methods for solving optimization prob-
lems have been introduced. As no single optimization method
has proven to be the best for all types of problems, researchers
have started developing frameworks that use a mix of algo-
TABLE XV
R ANKS OF DMPSADE, AEPD-JADE, HSDE, EPS- D PSO, TCCS-AC,
rithms and/or operators. Although these frameworks have
AND TOA S BASED ON F RIEDMAN T EST ON CEC2005 P ROBLEMS shown more success than single-based methods or opera-
tors, their designs were based on trial and error approaches.
Also, their performances might be statistically outperformed
by those of single-based methods.
TABLE XVI
Therefore, based on organizational behavior, this paper
C OMPARISON S UMMARY OF TOA S AGAINST J DE, NDE, ODE, introduced a set of rules for designing such frameworks. As
DEGL/SAW, AND MGBDE ON 12 U NCONSTRAINED a consequence, a new one was proposed which could be con-
P ROBLEMS W ITH 25 VARIABLES
sidered a step toward better designs of teams of OAs. Our
TOAs was constructed using powerful and complementary
OAs and then, based on complementary search characteris-
tics, a fuzzy rules system was used to place emphasis on the
best-performing one. Also, based on the effectiveness of this
algorithm, an information-sharing scheme was implemented
with a fine-tuning procedure used in the latter stages of the
optimization search process.
both algorithms were statistically similar. However, if we con- This framework was adopted with MODE and CMA-ES as
duct the Wilcoxon test with a significance level of 10%, ToAs OAs, and SQP as a fine-tuning procedure. Then, TOAs was
will statistically outperform DE-DPS. Considering the mean used to solve a set of real-parameter benchmark problems with
rank of each algorithm calculated by the Friedman test, TOAs 10-D, 30-D, and 50-D. The results showed that it was 100%
was the best, as reported in Table XV. The performance pro- successful in obtaining statistically better, or similar, results
file tool also showed the superiority of TOAs (Fig. 7 in the to its individual algorithms for the 10-D and 30-D problems
supplementary material). while achieving the same performance for 29 of 30 of the 50-D
3) Twelve Classical Problems: In this section, TOAs ones. The results were also compared in terms of the quality
is evaluated against five of the-state-of-the-art algorithms: of solutions using the Friedman test and performance profiles
1) jDE; 2) DE with neighborhood search (NSDE) [66]; tool, both of which showed the superiority of the proposed
3) opposition-based DE (ODE) [46]; 4) DEGL with self- method. Furthermore, TOAs was statistically competitive with
adaptive weight factor (DEGL/SAW) [11]; and 5) Gaussian different state-of-the-art algorithms. TOAs was also evaluated
bare-bones DE (MGBDE) [61]. For each problem, every algo- on the CEC2013, CEC2005, and 12 standard problems and
rithm was run 50 times with D = 25 variables. The results was found better than the state-of-the-art algorithms.
of these algorithms were taken from [61, Table V]. Based on Generally, this paper can offer new directions for design-
the results obtained (Table X in the supplementary material), ing multioperator and multimethod frameworks using a single
a comparison summary is presented in Table XVI, with the population rather than multiple subpopulations, and dynami-
results showing that TOAs was always better than, or similar cally selecting their parameters although any new algorithms
to, all the algorithms, except DEGL/SAW, in which, for only should be carefully developed. Another vital future work is
two problems, TOAs was slightly inferior. Also, TOAs was developing a remedy for the shortcoming encountered when
statistically better than all the algorithms, except DEGL/SAW, solving F29 (in the CEC2014 benchmark) with 50-D. Also,
in which both algorithms were statistically similar. The rank extending the proposed fuzzy system for constrained prob-
of TOAs was 1.56 which put it in the first place, as presented lems will be beneficial. The idea of a trusted algorithm can
in Table XVII. Regarding the performance profile tool, Fig. 8 be adapted to trusted operators and or parameters, which may
in the supplementary material demonstrated that TOAs had be an interesting future direction to explore.
the capability of outperforming all other state-of-the-art algo-
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14 IEEE TRANSACTIONS ON CYBERNETICS

[50] Y. Shi, R. Eberhart, and Y. Chen, “Implementation of evolutionary fuzzy Saber Elsayed (M’10) received the Ph.D. degree
systems,” IEEE Trans. Fuzzy Syst., vol. 7, no. 2, pp. 109–119, Apr. 1999. in computer science from the University of
[51] K. Socha and M. Dorigo, “Ant colony optimization for continuous New South Wales, Canberra, ACT, Australia, in
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[52] R. Storn and K. Price, “Differential evolution—A simple and effi- He is currently a Research Fellow with the
cient heuristic for global optimization over continuous spaces,” J. Glob. School of Engineering and Information Technology,
Optim., vol. 11, no. 4, pp. 341–359, 1997. University of New South Wales. His current research
[53] P. N. Suganthan et al., “Problem definitions and evaluation criteria for interests include evolutionary algorithms, constraint-
the CEC 2005 special session on real-parameter optimization,” Indian handling techniques for evolutionary algorithms,
Inst. Technol. Kanpur, Kanpur, India, KanGAL Tech. Rep. 2005005, scheduling, big data, and cybersecurity using com-
2005. putational intelligence.
[54] R. Tanabe and A. S. Fukunaga, “Improving the search performance of Dr. Elsayed was a recipient of several IEEE CEC competitions. He is an
shade using linear population size reduction,” in Proc. IEEE Congr. Evol. Editorial Board Member of the International Journal of Business Intelligence
Comput., Beijing, China, Jul. 2014, pp. 1658–1665. and Data Mining and serves as a Reviewer for several international jour-
[55] R. Tanabe and A. Fukunaga, “Success-history based parameter adap- nals. He was a member of the program committee of several international
tation for differential evolution,” in Proc. IEEE Congr. Evol. Comput., conferences.
Cancùn, Mexico, 2013, pp. 71–78.
[56] K. Tang, F. Peng, G. Chen, and X. Yao, “Population-based algorithm
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[58] F. Valdez, J. C. Vazquez, P. Melin, and O. Castillo, “Comparative study
of the use of fuzzy logic in improving particle swarm optimization vari-
Ruhul Sarker (M’03) received the Ph.D. degree
ants for mathematical functions using co-evolution,” Appl. Soft Comput.,
from Dalhousie University, Halifax, NS, Canada, in
vol. 52, pp. 1070–1083, Mar. 2017.
1992.
[59] J. A. Vrugt and B. A. Robinson, “Improved evolutionary optimization
He is currently a Professor with the School of
from genetically adaptive multimethod search,” Proc. Nat. Acad. Sci.
Engineering and Information Technology and the
USA, vol. 104, no. 3, pp. 708–711, 2007.
Director of faculty postgraduate research, University
[60] J. A. Vrugt, B. A. Robinson, and J. M. Hyman, “Self-adaptive multi-
of New South Wales, Canberra, ACT, Australia.
method search for global optimization in real-parameter spaces,” IEEE
His current research interests include evolutionary
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optimization and applied operations research. He is
[61] H. Wang, S. Rahnamayan, H. Sun, and M. G. H. Omran, “Gaussian
the lead author of the book entitled Optimization
bare-bones differential evolution,” IEEE Trans. Cybern., vol. 43, no. 2,
Modelling: A Practical Approach (Boca Raton, FL,
pp. 634–647, Apr. 2013.
USA: CRC, 2007). He has published over 250 refereed articles in the
[62] Y.-M. Wang, “Centroid defuzzification and the maximizing set and mini-
international journals, edited books, and conference proceedings.
mizing set ranking based on alpha level sets,” Comput. Ind. Eng., vol. 57,
Prof. Sarker is currently an Associate Editor of the Memetic Computing
no. 1, pp. 228–236, 2009.
Journal, the Journal of Industrial and Management Optimization, and the
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Flexible Service and Manufacturing Journal.
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pp. 302–315, Feb. 2015.
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tion,” in Advances in Metaheuristics for Hard Optimization. Heidelberg, Carlos A. Coello Coello (M’98–SM’04–F’11)
Germany: Springer, 2007, pp. 397–414. received the Ph.D. degree in computer science from
[67] X. Yao, Y. Liu, and G. Lin, “Evolutionary programming made faster,” Tulane University, New Orleans, LA, USA, in 1996.
IEEE Trans. Evol. Comput., vol. 3, no. 2, pp. 82–102, Jul. 1999. He is currently a Professor (CINVESTAV-3F
[68] W. Yi, L. Gao, X. Li, and Y. Zhou, “A new differential evolution Researcher) with the Computer Science Department,
algorithm with a hybrid mutation operator and self-adapting control CINVESTAV-IPN, Mexico City, Mexico. He has
parameters for global optimization problems,” Appl. Intell., vol. 42, authored and co-authored over 450 technical papers
no. 4, pp. 642–660, 2015. and book chapters. He has also co-authored the
[69] L. A. Zadeh, “Fuzzy logic = computing with words,” IEEE Trans. Fuzzy book entitled Evolutionary Algorithms for Solving
Syst., vol. 4, no. 2, pp. 103–111, May 1996. Multi-Objective Problems (Second Edition, Springer,
[70] L. A. Zadeh, “Fuzzy sets,” Inf. Control, vol. 8, no. 3, pp. 338–353, 1965. 2007). His publications currently report over 35 800
[71] L. A. Zadeh, “Toward a theory of fuzzy information granulation and its citations in Google Scholar with an H-index of 76. His current research
centrality in human reasoning and fuzzy logic,” Fuzzy Sets Syst., vol. 90, interests include evolutionary multiobjective optimization and constraint-
no. 2, pp. 111–127, 1997. handling techniques for evolutionary algorithms.
[72] A. Zamuda and J. Brest, “Population reduction differential evolution Dr. Coello Coello was a recipient of the 2007 National Research Award
with multiple mutation strategies in real world industry challenges,” from the Mexican Academy of Sciences in the area of exact Sciences, the 2013
in Swarm and Evolutionary Computation, L. Rutkowski et al., Eds. IEEE Kiyo Tomiyasu Award, and the 2012 National Medal of Science and
Heidelberg, Germany: Springer, 2012, pp. 154–161. Arts in the areas of physical, mathematical, and natural sciences. He is cur-
[73] L. M. Zheng, S. X. Zhang, K. S. Tang, and S. Y. Zheng, “Differential rently an Associate Editor of the IEEE T RANSACTIONS ON E VOLUTIONARY
evolution powered by collective information,” Inf. Sci., vol. 399, C OMPUTATION and serves in the editorial board of 12 other international
pp. 13–29, Aug. 2017. journals. He is a member of ACM and the Mexican Academy of Sciences.

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