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Part I Foundations, Probability and Evolutionary Computation |
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1 On the Foundations and the Applications of Evolutionary Computing |
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3 | (88) |
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3 | (7) |
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1.1.1 From Evolutionary Computing to Particle Algorithms |
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6 | (4) |
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1.1.2 Outline of the Chapter |
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10 | (1) |
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1.2 Basic Notation and Motivation |
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10 | (3) |
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1.3 Genetic Particle Models |
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13 | (3) |
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1.4 Positive Matrices and Particle Recipes |
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16 | (14) |
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1.4.1 Positive Matrices and Measures |
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16 | (2) |
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1.4.2 Interacting Particle Models |
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18 | (4) |
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1.4.3 Genealogical and Ancestral Structures |
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22 | (2) |
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1.4.4 Complete Genealogical Tree Model |
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24 | (2) |
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1.4.5 Particle Derivation and Conditioning Principles |
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26 | (4) |
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1.5 Some Application Domains |
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30 | (61) |
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1.5.1 Particle Absorption Models |
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30 | (6) |
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1.5.2 Signal Processing and Bayesian Inference |
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36 | (7) |
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1.5.3 Interacting Kalman Filters |
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43 | (3) |
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1.5.4 Stochastic Optimization Algorithms |
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46 | (7) |
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1.5.5 Analysis of Convergence under Uncertain Behavior |
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53 | (13) |
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1.5.6 Rare Events Stochastic Models |
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66 | (14) |
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80 | (11) |
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2 Incorporating Regular Vines in Estimation of Distribution Algorithms |
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91 | (32) |
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Rogelio Salinas-Gutierrez |
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91 | (1) |
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2.2 Estimation of Distribution Algorithms |
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92 | (3) |
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95 | (5) |
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2.3.1 The Gaussian Copula |
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96 | (4) |
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100 | (11) |
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2.4.1 Copula Entropy and Mutual Information |
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102 | (9) |
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2.5 EDAs Based on Regular Vines |
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111 | (5) |
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2.5.1 Description of the C-Vine EDA |
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111 | (1) |
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2.5.2 Description of the D-Vine EDA |
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112 | (1) |
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2.5.3 Incorporating the Gaussian Copula |
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113 | (3) |
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116 | (7) |
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117 | (6) |
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3 The Gaussian Polytree EDA with Copula Functions and Mutations |
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123 | (34) |
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Ignacio Segovia Dominguez |
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123 | (3) |
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126 | (1) |
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3.3 The Gaussian Poly-Tree |
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127 | (4) |
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3.3.1 Construction of the GPT |
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127 | (3) |
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3.3.2 Simulating Data from a Poly-Tree |
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130 | (1) |
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3.4 The Gaussian Poly-Tree with Gaussian Copula Function |
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131 | (5) |
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3.4.1 Gaussian Copula Functions |
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132 | (2) |
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3.4.2 Building the Gaussian Copula Poly-Tree and Data Simulation |
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134 | (2) |
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3.5 Gaussian Poly-Trees with Gaussian Copula Functions + Mutations |
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136 | (1) |
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137 | (14) |
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3.6.1 Experiment I: Contrasting the Gaussian Poly-Tree with the Dependence Tree |
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137 | (2) |
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3.6.2 Experiment 2: Solving Unimodal Functions with the GPT-EDA |
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139 | (1) |
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3.6.3 Experiment 3: Solving Multimodal Functions with the GPT-EDA |
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139 | (1) |
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3.6.4 Experiment 4: Solving Unimodal Functions with the GCPT-EDA |
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140 | (1) |
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3.6.5 Experiment 5: Solving Multimodal Functions with the GCPT-EDA |
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141 | (1) |
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3.6.6 Experiment 6: Solving Unimodal Functions with the GCPT-EDA + Mutations |
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141 | (3) |
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3.6.7 Experiment 7: Solving Multimodal Functions with the GCPT-EDA + Mutations |
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144 | (7) |
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151 | (6) |
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152 | (1) |
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Appendix A Test Function Difintions |
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153 | (4) |
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Part II Set Oriented Numerics |
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4 On Quality Indicators for Black-Box Level Set Approximation |
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157 | (30) |
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Johannes W. Kruisselbrink |
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157 | (3) |
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160 | (1) |
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4.3 Decision Theoretic Motivation of Quality Indicators |
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160 | (11) |
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4.3.1 Pareto Order for Representativeness |
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161 | (1) |
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4.3.2 Lorenz Order for Representativeness |
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162 | (2) |
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4.3.3 Unary Indicators for Representativeness |
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164 | (3) |
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4.3.4 A Preference Order for Feasibility |
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167 | (1) |
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4.3.5 Combining Representativeness and Feasibility |
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168 | (2) |
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4.3.6 Diversity versus Representativeness |
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170 | (1) |
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4.4 Selected Quality Indicators and Their Properties |
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171 | (9) |
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4.4.1 Simple Spread Indicators |
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171 | (1) |
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4.4.2 Diversity Indicators |
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172 | (2) |
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4.4.3 Indicators Based on Distances between Sets |
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174 | (6) |
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180 | (4) |
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181 | (3) |
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184 | (3) |
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184 | (3) |
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5 Set Oriented Methods for the Numerical Treatment of Multiobjective Optimization Problems |
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187 | (36) |
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187 | (2) |
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5.2 Multiobjective Optimization |
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189 | (1) |
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5.3 A Subdivision Algorithm for the Computation of Relative Global Attractors |
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190 | (4) |
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5.3.1 The Relative Global Attractor |
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190 | (2) |
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192 | (1) |
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5.3.3 Realization of the Algorithm |
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193 | (1) |
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5.4 Basic Algorithms for Multiobjective Optimization |
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194 | (13) |
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5.4.1 Subdivision Techniques |
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195 | (3) |
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5.4.2 Recover Techniques in Parameter Space |
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198 | (4) |
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5.4.3 Image-Set Oriented Recover Techniques |
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202 | (5) |
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5.5 Multiobjective Optimal Control Problems |
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207 | (8) |
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5.5.1 Differentially Flat Systems |
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207 | (4) |
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211 | (4) |
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215 | (8) |
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216 | (7) |
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Part III Landscape, Coevolution and Cooperation |
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6 A Complex-Networks View of Hard Combinatorial Search Spaces |
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223 | (24) |
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6.1 Hard Problems, Search Spaces, and Fitness Landscapes |
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223 | (6) |
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224 | (3) |
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6.1.2 Local Optima Networks |
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227 | (1) |
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6.1.3 Some Definitions for Weighted Complex Networks |
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228 | (1) |
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6.2 Local Optima Networks of NK Landscapes |
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229 | (8) |
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6.2.1 Basins of Attraction |
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234 | (3) |
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6.3 LONs for the QAP Fitness Landscapes |
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237 | (6) |
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6.3.1 General Network Features |
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238 | (3) |
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6.3.2 Optima Distribution and Clustering |
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241 | (2) |
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6.4 Conclusions and Prospects |
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243 | (4) |
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244 | (3) |
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7 Cooperative Coevolution for Agrifood Process Modeling |
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247 | (42) |
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248 | (2) |
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7.2 Modeling Agri-Food Industrial Processes |
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250 | (3) |
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7.2.1 The Camembert-Cheese Ripening Process |
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250 | (2) |
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7.2.2 Modeling Expertise on Cheese Ripening |
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252 | (1) |
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7.3 Phase Estimation Using GP |
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253 | (10) |
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7.3.1 Phase Estimation Using a Classical GP |
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254 | (3) |
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7.3.2 Phase Estimation Using a Parisian GP |
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257 | (6) |
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7.4 Bayesian Network Structure Learning Using CCEAs |
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263 | (19) |
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7.4.1 Recall of Some Probability Notions |
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263 | (1) |
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264 | (4) |
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7.4.3 Evolution of an Independence Model |
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268 | (3) |
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271 | (1) |
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7.4.5 Immortal Archive and Embossing Points |
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272 | (1) |
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7.4.6 Description of the Main Parameters |
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273 | (1) |
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7.4.7 Bayesian Network Structure Estimation |
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273 | (2) |
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7.4.8 Experiments and Results |
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275 | (6) |
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281 | (1) |
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282 | (7) |
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283 | (6) |
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8 Hybridizing cGAs with PSO-like Mutation |
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289 | (16) |
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289 | (1) |
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290 | (3) |
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8.2.1 Particle Swarm Optimization |
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291 | (1) |
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8.2.2 Cellular Genetic Algorithm |
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292 | (1) |
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8.3 Active Components of PSO into cGA |
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293 | (2) |
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8.4 Experiments and Analysis of Results |
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295 | (5) |
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8.5 Conclusions and Further Work |
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300 | (5) |
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301 | (4) |
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Part IV Multi-objective Optimization, Heuristic Conversion Algorithms |
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9 On Gradient-Based Local Search to Hybridize Multi-objective Evolutionary Algorithms |
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305 | (28) |
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305 | (3) |
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9.2 Descent Cones and Directions |
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308 | (4) |
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312 | (12) |
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9.3.1 Movements toward the Optimum |
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312 | (2) |
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9.3.2 Movements along the Pareto Set |
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314 | (6) |
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320 | (4) |
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9.3.4 Step-Length Computation |
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324 | (1) |
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9.4 Toward the Hybridization |
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324 | (3) |
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324 | (2) |
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326 | (1) |
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9.5 Conclusions and New Trends |
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327 | (6) |
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329 | (4) |
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10 On the Integration of Theoretical Single-Objective Scheduling Results for Multi-objective Problems |
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333 | (32) |
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333 | (2) |
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10.2 Scheduling Problems and Theoretical Results |
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335 | (7) |
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336 | (1) |
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337 | (5) |
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10.2.3 The Gap between Single-Objective Theory and Multi-objective Approaches |
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342 | (1) |
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10.3 The Modular Predator-Prey Model |
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342 | (4) |
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10.4 Adopting the Predator-Prey Model to Scheduling Problems |
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346 | (6) |
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10.4.1 Variation Operator Design |
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346 | (2) |
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348 | (4) |
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10.5 Integrating a Self-adaptive Mechanism for Diversity Preservation |
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352 | (8) |
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10.5.1 Algorithmic Extension and Implementation |
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353 | (3) |
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356 | (4) |
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360 | (5) |
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361 | (4) |
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11 Analysing the Robustness of Multiobjectivisation Approaches Applied to Large Scale Optimisation Problems |
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365 | (28) |
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365 | (3) |
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11.2 Optimisation Schemes |
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368 | (2) |
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11.3 Multiobjectivisation |
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370 | (3) |
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373 | (3) |
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11.5 Increasing the Robustness of Multiobjectivisation |
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376 | (1) |
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11.6 Experimental Evaluation |
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377 | (10) |
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11.6.1 Performance of Multiobjectivisation |
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378 | (3) |
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11.6.2 On the Usage of Multiobjectivisation with Parameters |
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381 | (3) |
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11.6.3 Rising the Robusiness of Multiobjectivisation |
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384 | (2) |
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11.6.4 Analysing the Performance of Hyperheuristics with a Large Number of Variables |
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386 | (1) |
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387 | (6) |
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389 | (4) |
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12 A Comparative Study of Heuristic Conversion Algorithms, Genetic Programming and Return Predictability on the German Market |
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393 | |
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393 | (2) |
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395 | (5) |
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400 | (3) |
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12.3.1 Moving Average Crossover (MA) |
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401 | (1) |
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12.3.2 Trading Range Breakout (TRB) |
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402 | (1) |
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12.3.3 Genetic Programming (GP) |
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403 | (1) |
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403 | (4) |
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12.4.1 Algorithms Considered |
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404 | (1) |
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12.4.2 Performance Measurement |
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405 | (2) |
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407 | (4) |
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411 | |
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412 | |