Title :
DS: A Disperse Swarm Algorithm
Author :
Shaheen, Hassan ; Atiya, Amir
Author_Institution :
Comput. Eng. Dept., Cairo Univ., Cairo, Egypt
Abstract :
This paper presents DS an evolutionary swarm based algorithm suitable for parallel implementation and optimization of multi-objective goals. The algorithm has been implemented and tested using three standard benchmark functions; namely Rosenbrock, Griewank and Sshwefel. Next, we applied DS to solve the portfolio selection problem as a case study as a proof of concept to its suitability for multi-objective goals. Results are promising as compared to standard swarm.
Keywords :
evolutionary computation; function approximation; particle swarm optimisation; Griewank function; Rosenbrock function; Sshwefel function; disperse swarm algorithm; evolutionary swarm based algorithm; portfolio selection problem; Benchmark testing; Birds; Collaboration; Computational efficiency; Computer science; Concurrent computing; Network topology; Particle swarm optimization; Portfolios; Self-assembly; multi-objective goals; portfolio selection; swarm intelligence;
Conference_Titel :
Research Challenges in Computer Science, 2009. ICRCCS '09. International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-0-7695-3927-0
Electronic_ISBN :
978-1-4244-5410-5
DOI :
10.1109/ICRCCS.2009.30
