Abstract
Solving a dynamic optimization problem means that the obtained results depend explicitly on time as a parameter. There are two major branches in which dynamic optimization occurs: (i) in dynamic programming and optimal control, and (ii) in dynamic fitness landscapes and evolutionary computation. In both fields, solving such problems is established practice while at the same time special and advanced aspects are still subject of research. In this chapter, we intend to give a comparative study of the two branches of dynamic optimization. We review both problem settings, define them, and discuss approaches for and issues in solving them. The main focus here is to highlight the connections and parallels. In particular, we show that optimal control problems can be understood as dynamic fitness landscapes, where for linear systems this relationship can even be expressed analytically.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Ahmed–Ali, T., Mazenc, F., Lamnabhi–Lagarrigue, F.: Disturbance attenuation for discrete-time feedforward nonlinear systems. In: Aeyels, D., Lamnabhi–Lagarrigue, F., van der Schaft, A. (eds.) Stability and Stabilization of Nonlinear Systems, pp. 1–17. Springer, Heidelberg (1999)
Al–Tamimi, A., Lewis, F.L., Abu-Khalaf, M.: Discrete–time nonlinear HJB solution using approximate dynamic programming: Convergence proof. IEEE Trans Syst., Man, & Cybern. Part B: Cybern. 38, 943–949 (2008)
Al–Tamimi, A., Abu-Khalaf, M., Lewis, F.L.: Heuristic dynamic programming nonlinear optimal controller. In: Mellouk, A., Chebira, A. (eds.) Machine Learning, pp. 361–380. InTech, Rijeka (2009)
Arnold, D.V., Beyer, H.G.: Optimum tracking with evolution strategies. Evol. Comput. 14, 291–308 (2006)
Artstein, Z.: Stabilization with relaxed controls. Nonlinear Anal. 7, 1163–1173 (1983)
Bäck, T.: Evolutionary Algorithms in Theory and Practice: Evolution Strategies, Evolutionary Programming, Genetic Algorithms. Oxford University Press, New York (1996)
Beard, R.W., Saridis, G.N.: Approximate solutions to the time–invariant Hamilton–Jacobi–Bellman equation. J. Optim. Theory Appl. 96, 589–626 (1998)
Bellman, R.E.: Dynamic Programming, p. 1957. Princeton University Press, Princeton (2010)
Bendtsen, C.N., Krink, T.: Dynamic memory model for non–stationary optimization. In: Fogel, D.B., El–Sharkawi, M.A., Yao, X., Greenwood, G., Iba, H., Marrow, P.I., Shackleton, M. (eds.) Proc. Congress on Evolutionary Computation, IEEE CEC 2002, pp. 145–150. IEEE Press, Piscataway (2002)
Benton, M.J.: When Life Nearly Died–The Greatest Mass Extinction of All Time. Thames & Hudson, London (2003)
Bertsekas, D.P.: Dynamic Programming and Optimal Control, vol. 1. Athena Scientific, Belmont (2005)
Bertsekas, D.P.: Dynamic Programming and Optimal Control, vol. 2. Athena Scientific, Belmont (2007)
Betts, J.T.: Practical Methods for Optimal Control using Nonlinear Programming. SIAM, Philadelphia (2001)
Bobbin, J., Yao, X.: Solving optimal control problems with a cost on changing control by evolutionary algorithms. In: Bäck, T., Michalewicz, Z., Yao, X. (eds.) Proc. 1997 IEEE International Conference on Evolutionary Computation (ICEC 1997), pp. 331–336. IEEE Press, Piscataway (1997)
Borenstein, E., Meilijson, I., Ruppin, E.: The effect of phenotypic plasticity on evolution in multipeaked fitness landscapes. Jour. Evolut. Biology 19, 1555–1570 (2006)
Bosman, P.A.N.: Learning and anticipation in online dynamic optimization. In: Yang, S., Ong, Y.S., Jin, Y. (eds.) Evolutionary Computation in Dynamic and Uncertain Environments, pp. 129–152. Springer, Heidelberg (2007)
Boumaza, A.M.: Learning environment dynamics from self-adaptation. In: Yang, S., Branke, J. (eds.) GECCO Workshops 2005, pp. 48–54 (2005)
Branke, J.: Memory enhanced evolutionary algorithms for changing optimization problems. In: Angeline, P.J., Michalewicz, Z., Schoenauer, M., Yao, X., Zalzala, A. (eds.) Proc. Congress on Evolutionary Computation, IEEE CEC 1999, pp. 1875–1882. IEEE Press, Piscataway (1999)
Branke, J.: Evolutionary Optimization in Dynamic Environments. Kluwer Academic Publishers, Dordrecht (2001)
Branke, J., Kaußler, T., Schmidt, C., Schmeck, H.: A multi–population approach to dynamic optimization problems. In: Parmee, I.C. (ed.) Proc. of the 4th Int. Conf. on Adaptive Computing in Design and Manufacturing, pp. 299–308 (2000)
Bui, L.T., Branke, J., Abbass, H.A.: Diversity as a selection pressure in dynamic environments. In: Beyer, H.G., O’Reilly, U.M. (eds.) Proc. Genetic and Evolutionary Computation Conference (GECCO 2005), pp. 1557–1558. ACM Press, Seattle (2005)
Chen, Z., Jagannathan, S.: Generalized Hamilton–Jacobi–Bellman formulation based neural network control of affine nonlinear discrete-time systems. IEEE Trans. Neural Networks 19, 90–106 (2008)
Cobb, H.G.: An investigation into the use of hypermutation as an adaptive operator in genetic algorithms having continuouis, time–dependent nonstationary environments. Technical Report AIC-90-001, Naval Research Laboratory, Washington, USA (1990), http://handle.dtic.mil/100.2/ADA229159
Defaweux, A., Lenaerts, T., van Hemert, J., Parent, J.: Complexity transitions in evolutionary algorithms: evaluating the impact of the initial population. In: Corne, D. (ed.) Proc. Congress on Evolutionary Computation, IEEE CEC 2005, pp. 2174–2181. IEEE Press, Piscataway (2005)
The Darwin Correspondence Project, http://www.darwinproject.ac.uk/six-things-darwin-never-said (retrieved July 08, 2011)
den Boer, P.J.: Natural selection or the non–survival of the non–fit. Acta Biotheoretica 47, 83–97 (1999)
Drezewski, R., Siwik, L.: Agent–based multi–objective evolutionary algorithm with sexual selection. In: Wang, J., Liu, D., Feng, G., Michalewicz, Z. (eds.) Proc. 2008 IEEE Congress on Evolutionary Computation, pp. 3679–3684. IEEE Press, Piscataway (2008)
Eiben, A.E., Smith, J.E.: Introduction to Evolutionary Computing. Springer, Heidelberg (2003)
Fogel, D.B.: Applying evolutionary programming to selected control problems. Computers & Mathematics with Applications 27, 89–104 (1994)
Franks, S.J., Sim, S., Weis, A.E.: Rapid evolution of flowering time by an annual plant in response to a climate fluctuation. Proc. Natl. Acad. Sci. USA (PNAS) 104, 1278–1282 (2007)
Freeman, R.A., Kokotovic, P.V.: Inverse optimality in robust stabilization. SIAM J. Control Optim. 34, 1365–1391 (1996)
Futuyma, D.J.: Evolution. Sinauer Associates, Sunderland (2005)
Grefenstette, J.J.: Genetic algorithms for changing environments. In: Männer, R., Manderick, B. (eds.) Parallel Problem Solving from Nature–PPSN II, pp. 137–144. North Holland, Amsterdam (1992)
Haddad, W.M., Chellaboina, V.: Nonlinear Dynamical Systems and Control: A Lyapunov-Based Approach. Princeton University Press, Princeton (2008)
Haddad, W.M., Chellaboina, V.: Discrete–time nonlinear analysis and feedback control with nonquadratic performance criteria. J. Franklin Inst. 333B, 849–860 (1996)
Haddad, W.M., Chellaboina, V., Fausz, J.L., Abdallah, C.T.: Optimal discrete–time control for nonlinear cascade systems. J. Franklin Inst. 335B, 827–839 (1998)
Hoffmann, A.A., Will, Y.: Detecting genetic responses to environmental change. Nat. Rev. Genet. 9, 421–432 (2008)
Hu, X., Eberhart, R.C.: Adaptive particle swarm optimization: detection and response to dynamic systems. In: Fogel, D.B., El–Sharkawi, M.A., Yao, X., Greenwood, G., Iba, H., Marrow, P.I., Shackleton, M. (eds.) Proc. 2002 IEEE Congress on Evolutionary Computation, pp. 1666–1670. IEEE Press, Piscataway (2002)
Jablonka, E., Oborny, B., Molnar, E., Kisdi, E., Hofbauer, J., Czaran, T.: The adaptive advantage of phenotypic memory. Philosophical Transactions of the Royal Society, London B350, 133–141 (1995)
Jin, Y., Branke, J.: Evolutionary optimization in uncertain environments – A survey. IEEE Trans. Evolut. Comput. 9, 303–317 (2005)
Kashtan, N., Noor, E., Alon, U.: Varying environments can speed up evolution. Proc. Natl. Acad. Sci. USA (PNAS) 104, 13711–13716 (2007)
Kirschner, M.W., Gerhart, J.C.: The Plausibility of Life: Resolving Darwin’s Dilemma. Yale Univ. Press, New Haven (2005)
Levins, R.: Evolution in Changing Environments. Princeton University Press, Princeton (1968)
Li, X., Yong, J.: Optimal Control Theory for Infinite Dimensional Systems. Birkhäuser, Boston (1995)
Lewis, J., Hart, E., Ritchie, G.: A Comparison of Dominance Mechanisms and Simple Mutation on Non-stationary Problems. In: Eiben, A.E., Bäck, T., Schoenauer, M., Schwefel, H.-P. (eds.) PPSN 1998. LNCS, vol. 1498, pp. 139–148. Springer, Heidelberg (1998)
Lis, J., Eiben, A.E.: A multi–sexual genetic algorithm for multiobjective optimization. In: Fukuda, T., Furuhashi, T. (eds.) Proc. 3rd IEEE Conference on Evolutionary Computation, pp. 59–64. IEEE Press, Piscataway (1996)
Lopez Cruz, I.L., Van Willigenburg, L.G., Van Straten, G.: Efficient Differential Evolution algorithms for multimodal optimal control problems. Applied Soft Computing 3, 97–122 (2003)
McElwain, J.C., Punyasena, S.W.: Mass extinction events and the plant fossil record. Trends in Ecology & Evolution 22, 548–557 (2007)
Meyers, L.A., Bull, J.J.: Fighting change with change: adaptive variation in an uncertain world. Trends in Ecology & Evolution 17, 551–557 (2002)
Michalewicz, Z., Janikow, C.Z., Krawczyk, J.B.: A modified genetic algorithm for optimal control problems. Computers and Mathematics with Applications 23, 83–94 (1992)
Morrison, R.W., De Jong, K.A.: Triggered hypermutation revisited. In: Zalzala, A., Fonseca, C., Kim, J.H., Smith, A., Yao, X. (eds.) Proc. Congress on Evolutionary Computation, IEEE CEC 2000, pp. 1025–1032. IEEE Press, Piscataway (2000)
Morrison, R.W.: Designing Evolutionary Algorithms for Dynamic Environments. Springer, Heidelberg (2004)
Paenke, I., Branke, J., Jin, Y.: On the influence of phenotype plasticity on genotype diversity. In: Fogel, D.B., Yao, X., Mendel, J., Omori, T. (eds.) Proc. IEEE Symposium on Foundations of Computational Intelligence, FOCI 2007, pp. 33–40. IEEE Press, Piscataway (2007)
Paenke, I., Branke, J., Jin, Y.: Balancing population– and individual–level adaptation in changing environments. Adaptive Behavior 17, 153–174 (2009)
Parter, M., Kashtan, N., Alon, U.: Facilitated variation: How evolution learns from past environments to generalize to new environments. PLoS Comput. Biol. 4(11), e1000206 (2008), doi:10.1371/journal.pcbi.1000206
Pigliucci, M., Kaplan, J.M.: Making Sense of Evolution: The Conceptual Foundations of Evolutionary Biology. University of Chicago Press, Chicago (2006)
Rahnamayan, S., Tizhoosh, H.R., Salama, M.M.H.: A novel population initialization method for accelerating evolutionary algorithms. Computers & Mathematics with Applications 53, 1605–1614 (2007)
Richter, H.: Behavior of Evolutionary Algorithms in Chaotically Changing Fitness Landscapes. In: Yao, X., Burke, E.K., Lozano, J.A., Smith, J., Merelo-Guervós, J.J., Bullinaria, J.A., Rowe, J.E., Tiňo, P., Kabán, A., Schwefel, H.-P. (eds.) PPSN 2004. LNCS, vol. 3242, pp. 111–120. Springer, Heidelberg (2004)
Richter, H.: A study of dynamic severity in chaotic fitness landscapes. In: Corne, D. (ed.) Proc. 2005 IEEE Congress on Evolutionary Computation, pp. 2824–2831. IEEE Press, Piscataway (2005)
Richter, H.: Evolutionary Optimization in Spatio–temporal Fitness Landscapes. In: Runarsson, T.P., Beyer, H.-G., Burke, E.K., Merelo-Guervós, J.J., Whitley, L.D., Yao, X. (eds.) PPSN 2006. LNCS, vol. 4193, pp. 1–10. Springer, Heidelberg (2006)
Richter, H.: Coupled map lattices as spatio–temporal fitness functions: Landscape measures and evolutionary optimization. Physica D237, 167–186 (2008)
Richter, H.: Detecting change in dynamic fitness landscapes. In: Tyrrell, A. (ed.) Proc. Congress on Evolutionary Computation, IEEE CEC 2009, pp. 1613–1620. IEEE Press, Piscataway (2009)
Richter, H.: Change detection in dynamic fitness landscapes: An immunological approach. In: Abraham, A., Carvalho, A., Herrera, F., Pai, V. (eds.) World Congress on Nature and Biologically Inspired Computing (NaBIC 2009), pp. 719–724. IEEE Research Publishing Services, Singapore (2009)
Richter, H.: Evolutionary optimization and dynamic fitness landscapes: From reaction-diffusion systems to chaotic CML. In: Zelinka, I., Celikovsky, S., Richter, H., Chen, G. (eds.) Evolutionary Algorithms and Chaotic Systems, pp. 409–446. Springer, Heidelberg (2010)
Richter, H., Yang, S.: Memory Based on Abstraction for Dynamic Fitness Functions. In: Giacobini, M., Brabazon, A., Cagnoni, S., Di Caro, G.A., Drechsler, R., Ekárt, A., Esparcia-Alcázar, A.I., Farooq, M., Fink, A., McCormack, J., O’Neill, M., Romero, J., Rothlauf, F., Squillero, G., Uyar, A.Ş., Yang, S., et al. (eds.) EvoWorkshops 2008. LNCS, vol. 4974, pp. 596–605. Springer, Heidelberg (2008)
Richter, H., Yang, S.: Learning behavior in abstract memory schemes for dynamic optimization problems. Soft Computing 13, 1163–1173 (2009)
Sahney, S., Benton, M.J.: Recovery from the most profound mass extinction of all time. Proc. of the Royal Society B275, 759–765 (2008)
Seiffertt, J., Sanyal, S., Wunsch, D.C.: Hamilton–Jacobi–Bellman equations and approximate dynamic programming on time scales. IEEE Trans. Syst., Man, & Cybern. Part B: Cybern. 38, 918–923 (2008)
Simões, A., Costa, E.: Variable-Size Memory Evolutionary Algorithm to Deal with Dynamic Environments. In: Giacobini, M., et al. (eds.) EvoWorkshops 2007. LNCS, vol. 4448, pp. 617–626. Springer, Heidelberg (2007)
Simões, A., Costa, E.: Evolutionary Algorithms for Dynamic Environments: Prediction Using Linear Regression and Markov Chains. In: Rudolph, G., Jansen, T., Lucas, S., Poloni, C., Beume, N. (eds.) PPSN 2008. LNCS, vol. 5199, pp. 306–315. Springer, Heidelberg (2008)
Sontag, E.D.: A “universal” construction of Artstein’s theorem on nonlinear stabilization. Systems & Control Letters 13, 117–123 (1989)
Stadler, B.M.R., Stadler, P.F., Wagner, G.P., Fontana, W.: The topology of the possible: Formal spaces underlying patterns of evolutionary change. J. Theor. Biol. 213, 241–274 (2001)
Tinós, R., Yang, S.: A self–organizing random immigrants genetic algorithm for dynamic optimization problems. Genet. Program. Evol. Mach. 8, 255–286 (2007)
Tsinias, J.: Sufficient Lyapunov–like conditions for stabilization. Math. Control Signals Systems 2, 343–347 (1989)
Uyar, A.Ş., Harmanci, A.E.: A new population based adaptive dominance change mechanism for diploid genetic algorithms in dynamic environments. Soft Computing 9, 803–815 (2005)
Wagner, A.: Robustness and Evolvability in Living Systems. Princeton University Press, Princeton (2007)
Wang, F.Y., Zhang, H., Liu, D.: Adaptive dynamic programming: An introduction. IEEE Computational Intelligence Magazine 4, 39–47 (2009)
Werbos, P.J.: A menu of designs for reinforcement learning over time. In: Miller, W.T., Sutton, R.S., Werbos, P.J. (eds.) Neural Networks for Control, pp. 67–95. MIT Press, Cambridge (1991)
Werbos, P.J.: Approximate dynamic programming for real–time control and neural modeling. In: White, D.A., Sofge, D.A. (eds.) Handbook of Intelligent Control: Neural, Fuzzy, and Adaptive Approaches, pp. 493–525. Van Nostrand Reinhold, New York (1992)
Yang, S.: Associative Memory Scheme for Genetic Algorithms in Dynamic Environments. In: Rothlauf, F., Branke, J., Cagnoni, S., Costa, E., Cotta, C., Drechsler, R., Lutton, E., Machado, P., Moore, J.H., Romero, J., Smith, G.D., Squillero, G., Takagi, H., et al. (eds.) EvoWorkshops 2006. LNCS, vol. 3907, pp. 788–799. Springer, Heidelberg (2006)
Zhang, X.S.: Evolution and maintenance of the environmental component of the phenotypic variance: Benefit of plastic traits under changing environments. The American Naturalist 166, 569–580 (2005)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2013 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Richter, H., Yang, S. (2013). Dynamic Optimization Using Analytic and Evolutionary Approaches: A Comparative Review. In: Zelinka, I., Snášel, V., Abraham, A. (eds) Handbook of Optimization. Intelligent Systems Reference Library, vol 38. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-30504-7_1
Download citation
DOI: https://doi.org/10.1007/978-3-642-30504-7_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-30503-0
Online ISBN: 978-3-642-30504-7
eBook Packages: EngineeringEngineering (R0)