Вы находитесь на странице: 1из 11

PSOLVER: A new hybrid particle swarm optimization algorithm for solving

continuous optimization problems


Ali Haydar Kayhan
1
, Huseyin Ceylan
*
, M. Tamer Ayvaz
2
, Gurhan Gurarslan
2
Department of Civil Engineering, Pamukkale University, TR-20070 Denizli, Turkey
a r t i c l e i n f o
Keywords:
Particle swarm optimization
Hybridization
Spreadsheets
Solver
Optimization
a b s t r a c t
This study deals with a new hybrid globallocal optimization algorithm named PSOLVER that combines
particle swarm optimization (PSO) and a spreadsheet Solver to solve continuous optimization prob-
lems. In the hybrid PSOLVER algorithm, PSO and Solver are used as the global and local optimizers,
respectively. Thus, PSO and Solver work mutually by feeding each other in terms of initial and sub-initial
solution points to produce ne initial solutions and avoid from local optima. A comparative study has
been carried out to show the effectiveness of the PSOLVER over standard PSO algorithm. Then, six con-
strained and three engineering design problems have been solved and obtained results are compared
with other heuristic and non-heuristic solution algorithms. Identied results demonstrate that, the
hybrid PSOLVER algorithm requires less iterations and gives more effective results than other heuristic
and non-heuristic solution algorithms.
2010 Elsevier Ltd. All rights reserved.
1. Introduction
Optimization is the process of nding the best set of solutions to
achieve an objective subject to given constraints. It is a challenging
part of operations research and has a wide variety of applications
in economy, engineering and management sciences (Zahara &
Kao, 2009). During the last decades, huge number of solution algo-
rithms has been proposed for solving the optimization problems.
These algorithms may be mainly classied under two categories:
non-heuristic and heuristic algorithms. Non-heuristic algorithms
are mostly the gradient-based search methods and very efcient
in nding the local optimum solutions with a reasonable times.
However, they usually require gradient information to nd the
search directions (Lee & Geem, 2005). Thus, they may be inefcient
for solving the problems where the objective function and the
constraints are not differentiable. Therefore, there has been an
increasing interest to use the heuristic algorithms to solve the opti-
mization problems.
Heuristic optimization algorithms get their mathematical basis
fromthe natural phenomena. Most widely used heuristic optimiza-
tion algorithms are the genetic algorithms (GA) (Goldberg, 1989;
Holland, 1975), tabu search (TS) (Glover, 1977), simulated anneal-
ing (SA) (Kirkpatrick, Gelatt, & Vecchi, 1983), ant colony optimiza-
tion (ACO) (Dorigo & Di Caro, 1999), particle swarm optimization
(PSO) (Kennedy & Eberhart, 1995), and harmony search (HS)
(Geem, Kim, & Loganathan, 2001), etc. Although these algorithms
are very effective at exploring the search space, they require rela-
tively long time to precisely nd the local optimum (Ayvaz, Kay-
han, Ceylan, & Gurarslan, 2009; Fesanghary, Mahdavi, Minary-
Jolandan, & Alizadeh, 2008; Houck, Joines, & Kay, 1996; Houck,
Joines, & Wilson, 1997; Michalewicz, 1992).
Recently, hybrid globallocal optimization algorithms have be-
come popular solution approaches for solving the optimization
problems. These algorithms integrate the global exploring feature
of heuristic algorithms and local ne tuning feature of non-heuris-
tic algorithms. Through this integration, optimization problems
can be solved more effectively than both global and local optimiza-
tion algorithms (Shannon, 1998). In these algorithms, the global
optimization process searches the optimum solution with multiple
solution vectors, and then, local optimization process adjusts the
results of global optimization by getting its results as initial solu-
tion (Ayvaz et al., 2009). However, their main drawback is that pro-
gramming the non-heuristic optimization algorithms may be
difcult since they require some mathematical calculations such
as taking partial derivatives, calculating Jacobian and/or Hessian
matrices, taking matrix inversions, etc. Besides, they may require
an extra effort to handle the given constraint set through non-heu-
ristic algorithms.
Recently, popularity of spreadsheets in solving the optimization
problems has been increasing through their mathematical add-ins.
Most available spreadsheet packages are coupled with a Solver
0957-4174/$ - see front matter 2010 Elsevier Ltd. All rights reserved.
doi:10.1016/j.eswa.2010.03.046
* Corresponding author. Tel.: +90 258 296 3386; fax: +90 258 296 3382.
E-mail addresses: hkayhan@pamukkale.edu.tr (A.H. Kayhan), hceylan@
pamukkale.edu.tr (H. Ceylan), tayvaz@pamukkale.edu.tr (M.T. Ayvaz), gurarslan@
pamukkale.edu.tr (G. Gurarslan).
1
Tel.: +90 258 296 3393; fax: +90 258 296 3382.
2
Tel.: +90 258 296 3384; fax: +90 258 296 3382.
Expert Systems with Applications xxx (2010) xxxxxx
Contents lists available at ScienceDirect
Expert Systems with Applications
j our nal homepage: www. el sevi er . com/ l ocat e/ eswa
ARTICLE IN PRESS
Please cite this article in press as: Kayhan, A. H., et al. PSOLVER: A new hybrid particle swarm optimization algorithm for solving continuous optimization
problems. Expert Systems with Applications (2010), doi:10.1016/j.eswa.2010.03.046
add-in (Frontline System Inc., 1999) which can solve many nonlin-
ear optimization problems without requiring much knowledge
about the non-heuristic algorithms, and so are extremely easy to
use (Stokes & Plummer, 2004). Solver solves the optimization
problems through generalized reduced gradient (GRG) algorithm
(Lasdon, Waren, Jain, & Ratner, 1978) and can solve many linear
and nonlinear optimization problems (Ayvaz et al., 2009).
The main objective of this study is to develop a new hybrid glo-
ballocal optimization algorithm for solving the constrained opti-
mization problems. With this purpose, a new hybrid solution
algorithm, PSOLVER, is proposed. In the PSOLVER algorithm, PSO
is used as a global optimizer and integrated with a spreadsheet
Solver to improve the PSO results. The performance of the
PSOLVER algorithm is tested on several constrained optimization
problems and the results are compared with other solution meth-
ods in terms of solution accuracy and the number of function eval-
uations. Identied results showed that, PSOLVER algorithm
requires less number of function evaluations and gives more effec-
tive results than other solution algorithms.
The remaining of this study is organized as follows: First, the
main structure of PSO algorithm is described; second, the neces-
sary steps of building PSOLVER algorithm is presented; and nally,
the performance of the proposed model is tested on different con-
strained optimization problems.
2. The particle swarm optimization algorithm
The PSO algorithm, rst proposed by Kennedy and Eberhart
(1995), is developed based on the observations of the social behav-
ior of animals, such as bird ocking or sh schooling. Like other
evolutionary algorithms, PSO is also a population based optimiza-
tion algorithm. In PSO, members of the population are called as the
swarm and each individual within the swarm is called as the par-
ticle. During the solution process, each particle in the swarm ex-
plores the search space through their current positions and
velocities. In order to solve an optimization problem using PSO, ini-
tially, all the positions and velocities are randomly generated from
the feasible search space. Then, the velocity of each particle is up-
dated based on their individual experiences and experiences of the
other particles. This task is performed by updating the velocities of
each particle using the best position of the related particle and the
overall best position visited by the other particles. Finally, the posi-
tions of the particles are updated through their new velocities and
this process is iterated until the given termination criterion is sat-
ised. This solution sequence provides that each particle in the
swarm can learn based on their own experiences (local search)
and the experiences of the group (global search). Mathematical
statement of PSO algorithm can be given as follows:
Let f be the tness function governing the problem, n be the
number of particles in the swarm, m be the dimension of the prob-
lem (e.g. number of decision variables), x
i
x
i1
; x
i2
; . . . ; x
im

T
and
v
i
v
i1
; v
i2
; . . . ; v
im

T
be the vectors that contain the current posi-
tions and the velocities of the particles in each dimension,
^ x
i
^x
i1
; ^x
i2
; . . . ; ^x
im

T
be the vector that contains the current best
position of each particle in each dimension, and
^
g g
1
;
g
2
; . . . ; g
m

T
be the vector that contains the global best position in
each dimension (8i 1; 2; . . . ; n and 8j 1; 2; . . . ; m), T be the
transpose operator. The new velocities of the particles are calcu-
lated as follows:
v
k1
i
xv
k
i
c
1
r
1
^ x
i
x
k
i
_ _
c
2
r
2
^
g x
k
i
_ _
8i 1; 2; . . . ; n 1
where k is the iteration index, x is the inertial constant, c
1
and c
2
are the acceleration coefcients which are used to determine how
much the particles personal best and the global best inuence its
movement, and r
1
and r
2
are the uniform random numbers between
0 and 1. Note that the values of x; c
1
and c
2
control the impact of
previous historical values of particle velocities on its current one. A
larger value of x leads to global exploration, whereas smaller val-
ues results with a ne search within the solution space. Therefore,
suitable selection of x; c
1
and c
2
provides a balance between the
global and local search processes (Salman, Ahmad, & Al-Madani,
2002). Note that the terms c
1
r
1
^ x
i
x
k
i
_ _
and c
2
r
2
^
g x
k
i
_ _
in Eq. (1)
are called the cognition and social terms, respectively. The cognition
term takes into account only the particles own experience, whereas
the social term signies the interaction between the particles. Parti-
cles velocities in a swarm are usually bounded with a maximum
velocity v
max
v
max
1
; v
max
2
; . . . ; v
max
m
_
T
which is calculated as a frac-
tion of the entire search space as follows (Shi & Eberhart, 1998):
v
max
cx
max
x
min
2
where c is a fraction 0 6 c < 1; x
max
x
max
1
; x
max
2
; . . . ; x
max
m
_
T
and
x
min
x
min
1
; x
min
2
; . . . ; x
min
m
_
T
are the vectors that contain the upper
and lower bounds of the search space for each dimension, respec-
tively. After the velocity updating process is performed through
Eqs. (1) and (3), the new positions of the particles are calculated
as follows:
x
k1
i
x
k
i
v
k1
i
8i 1; 2; . . . ; n 3
After the calculation of Eq. (3), the corresponding tness values are
calculated based on the new positions of the particles. Then, the val-
ues of ^ x
i
and
^
g 8i 1; 2; . . . ; n are updated. This solution proce-
dure is repeated until the given termination criterion has been
satised. Fig. 1 shows the step by step solution procedure of PSO
algorithm (Wikipedia, 2009).
The PSO has been applied to wide variety of disciplines includ-
ing neural network training (Eberhart & Hu, 1999; Eberhart & Ken-
nedy, 1995; Kennedy & Eberhart, 1995, 1997; Salerno, 1997; Van
Den Bergh & Engelbrecht, 2000), biochemistry (Cockshott & Hart-
man, 2001), manufacturing (Tandon, El-Mounayri, & Kishawy,
2002), electromagnetism (Baumgartner, Magele, & Renhart, 2004;
Brandsttter & Baumgartner, 2002; Ciuprina, Loan, & Munteanu,
2002), electrical power (Abido, 2002; Yoshida, Fukuyama, Takay-
ama, & Nakanishi, 1999), optics (Slade, Ressom, Musavi, & Miller,
2004), structural optimization (Fourie & Groenwold, 2002; Perez
& Behdinan, 2007; Venter & Sobieszczanski-Sobieski, 2004), end
milling (Tandon, 2000) and structural reliability (Elegbede, 2005).
Generally, it can be said that PSO is applicable to solve the most
optimization problems.
3. Development of hybrid PSOLVER algorithm
As indicated above, PSO is an efcient optimization algorithm
and successively applied to the solution of optimization problems.
However, like other heuristic optimization algorithms, PSO is also
an evolutionary computation technique and may require high
computational times to precisely nd an exact optimum. There-
fore, hybridizing the PSO with a local search method becomes a
good idea such that PSO nds the possible solutions where the glo-
bal optimum exists, and local search method employs a ne search
to precisely nd the global optimum. This kind of solution ap-
proach makes the convergence rate faster than the pure global
search and prevents the problem of trapping to local optimums
by pure local search (Fan & Zahara, 2007).
The current literature includes several studies in which the PSO
algorithm is integrated with the local search methods. Fan, Liang,
and Zahara (2004) developed a hybrid optimization algorithm
which integrates the PSO and NelderMead (NM) simplex search
method for the optimization of multimodal test functions. Their re-
sults showed that the NMPSO algorithm is superior to other
search methods. Victoire and Jeyakumar (2004) integrated the
2 A.H. Kayhan et al. / Expert Systems with Applications xxx (2010) xxxxxx
ARTICLE IN PRESS
Please cite this article in press as: Kayhan, A. H., et al. PSOLVER: A new hybrid particle swarm optimization algorithm for solving continuous optimization
problems. Expert Systems with Applications (2010), doi:10.1016/j.eswa.2010.03.046
PSO algorithm with the sequential quadratic programming (SQP)
technique for solving the economic dispatch problems. In their
PSOSQP algorithm, PSO is used as the global optimizer and SQP
is used as the local optimizer which is used for ne tuning the each
solution of PSO. They tested their model performance on three dif-
ferent economic dispatch problems. Results showed that their
PSOSQP algorithm provides better solutions than those of other
solution methods. Kazuhiro, Shinji, and Masataka (2006) combined
the PSO and sequential linear programming (SLP) to solve the
structural optimization problems. Their results showed that hybrid
PSOSLP nds very efcient results. Ghaffari-Miab, Farmahini-
Farahani, Faraji-Dana, and Lucas (2007) developed a hybrid solu-
tion algorithm which integrates the PSO and gradient-based qua-
si-Newton method. They applied their hybrid model to the
solution of complex time Greens functions of multilayer media.
Their results indicated that hybrid PSO algorithm is superior com-
pared to other optimization techniques. Zahara and Hu (2008)
developed a hybrid NMPSO algorithm for solving the constrained
optimization problems. Their NMPSO algorithm handles con-
straint sets by using both gradient repair and constraint tness pri-
ority-based ranking operators. According to their results, NMPSO
with embedded constraint handling operators is extremely effec-
tive and efcient at locating optimal solutions. As a later study,
Zahara and Kao (2009) applied the NMPSO algorithm of Zahara
and Hu (2008) to the solution of engineering design problems with
a great success.
As summarized above, hybridizing the PSO algorithm with local
search methods is an effective and efcient way to solve the opti-
mization problems. However, programming these hybrid algo-
rithms may be a difcult task for the non-major people since
most of the local search methods require some complex mathe-
matical calculations. Therefore, in this study, PSO is hybridized
with a spreadsheet Solver since it requires little knowledge about
the programming of local search methods.
Solver is a powerful gradient-based optimization add-in and the
most commercial spreadsheet products (Lotus 1-2-3

, Quattro
Pro

, Microsoft Excel

) contain it. Solver solves the linear and non-


linear optimization problems through GRG algorithm (Lasdon
et al., 1978). It works by rst evaluating the functions and deriva-
tives at a starting value of the decision vector, and then iteratively
searches for a better solution using a search direction suggested by
derivatives (Stokes & Plummer, 2004). To determine a search direc-
tion, Solver uses the quasi-Newton and conjugate gradient meth-
ods. Note that the user is not required to provide the partial
derivatives with respect to decision variables in Solver. Instead,
forward or central difference approximations are used in the
search process (OTC, 2009). This may be the main advantage of
using Solver as a local optimizer in this study.
It should be noted that the global optimizer PSO and the local
optimizer Solver have been integrated by developing a running Vi-
sual Basic for Applications (VBA) code on the background of a
spreadsheet platform (Excel for this study). In this integration,
two separate running VBA codes have been developed. The rst
code includes the standard PSO algorithm and is used as the global
optimizer. The second code is used for calling the Solver add-in and
developed by creating a VBA macro instead of manually calling the
Solver add-in. Note that a macro is a series of commands grouped
together as a single command to accomplish a task automatically
and can be created through macro recorder that saves the series
of commands in VBA (Ferreira & Salcedo, 2001). The source code
of the recorded macro can be easily modied in the Visual Basic
Editor of the spreadsheets (Ferreira & Salcedo, 2001; Microsoft,
1995; Rosen, 1997). By using this feature of the spreadsheets, the
recorded Solver macro is integrated with the developed PSO code
on VBA platform.
Note that, dealing with the use of a spreadsheet Solver as a local
optimizer, Ayvaz et al. (2009) rstly proposed a hybrid optimiza-
tion algorithm in which HS and the Solver is integrated to solve
engineering optimization problems. With this purpose, they devel-
oped a hybrid HSSolver algorithm. They tested the performance of
HSSolver algorithm on 4 unconstrained, 4 constrained and 4
structural engineering problems. Their results indicated that hy-
brid HSSolver algorithm requires less number of function evalua-
tions and nds better or identical objective function values than
many non-heuristic and heuristic optimization algorithms.
It should be noted that Fesanghary et al. (2008) mentions about
two approaches of integrating global and local search processes. In
the rst approach, global search process explores the entire search
space until the objective function improvement is negligible, and
then, local search method performs a ne search by taking the best
solution of global search as a starting point. On the other hand, in
the second approach, both global and local search processes work
simultaneously such that all the solutions of global search are ne
tuned by local search. When the optimized solution of local search
has a better objective function value than the global search, this
solution is transferred to global search and solution proceeds until
Fig. 1. Step by step solution procedure of PSO algorithm.
A.H. Kayhan et al. / Expert Systems with Applications xxx (2010) xxxxxx 3
ARTICLE IN PRESS
Please cite this article in press as: Kayhan, A. H., et al. PSOLVER: A new hybrid particle swarm optimization algorithm for solving continuous optimization
problems. Expert Systems with Applications (2010), doi:10.1016/j.eswa.2010.03.046
the given termination criterion satised (Fesanghary et al., 2008;
Ayvaz et al., 2009). Compared the rst and second approaches, it
is obvious that the second approach provides better results than
the rst approach. However, computational cost of the second ap-
proach is usually higher than the rst one since all the solutions of
global search will be subject to local search. Note that the second
approach is taken into account in this study and PSO and Solver
optimizers are integrated based on a probability of P
c
such that a
globally generated solution vector is subjected to local search with
a probability of P
c
. Note that our trials and the recommendations of
Fesanghary et al. (2008) and Ayvaz et al. (2009) state that use of a
fairly small P
c
value is sufcient for solving many optimization
problems. Therefore, we have used the probability P
c
0:01
throughout the paper. After given convergence criteria of the Sol-
ver are satised, the locally improved solution is included to PSO
and the global search proceeds until termination. Fig. 2 shows
the step by step procedure of the PSOLVER algorithm.
4. Numerical applications
In this section, performance of the PSOLVER algorithm is tested
by solving several constrained optimization problems. However,
before solving these examples, it may be essential to show the ef-
ciency of PSOLVER over the standard PSO algorithm. With this pur-
pose, a performance evaluation study has been performed by
solving a common unconstrained optimization problem using both
PSOLVER and standard PSO algorithms. Then, six constrained
benchmark problems and three well-known engineering design
problems have been solved and the results have been compared
with other non-heuristic and heuristic optimization algorithms.
The related solution parameters of PSOLVER algorithm were set
as follows: the number of particles is set to n 21m 1 (Zahara &
Kao, 2009), the acceleration coefcients are set to c
1
c
2
2, the
inertia factor is x 0:5 rand0; 1=2:0 (Eberhart & Shi, 2001;
Hu & Eberhart, 2001), the maximum velocity of particles v
max

0:1x
max
x
min
and the Solver run probability is set as P
c
0:01.
All the examples have been solved 30 times for different random
number seeds to show the robustness of the algorithm. Note that
two stopping criteria have been considered such that the optimiza-
tion process ends when the number of generations equals to 1000
or the reference or a better solution has been obtained.
4.1. Performance evaluation study: Michalewiczs test function
Michalewiczs function is a typical example of nonlinear multi-
modal functions including n! local optima (Michalewicz, 1992).
The function can be given as follows:
Min f x

n
k1
sinx
k
sin
k x
2
k
p
_ _ _ _
2s
_ _
4
s:t: 0 6 x
k
6 p; k 1; 2; . . . ; n 4a
where the parameter s denes the steepness of the valleys or
edges and assumed to be 10 for this solution. This function has a
global optimum solution of f x

4:687658 when n 5. Fig. 3


shows the solution space of the function when n 2.
Fig. 2. Step by step solution procedure of PSOLVER algorithm.
0
1
2
3
4
0
1
2
3
4
-2
-1.5
-1
-0.5
0
0.5
1
X1
X2
( ) f x
2
x
1
x
Fig. 3. Michalewiczs test function.
4 A.H. Kayhan et al. / Expert Systems with Applications xxx (2010) xxxxxx
ARTICLE IN PRESS
Please cite this article in press as: Kayhan, A. H., et al. PSOLVER: A new hybrid particle swarm optimization algorithm for solving continuous optimization
problems. Expert Systems with Applications (2010), doi:10.1016/j.eswa.2010.03.046
It can be clearly seen from Fig. 3 that, solution of this function
using a gradient-based optimization algorithm is quite difcult
task since there are many locations where the gradient of the func-
tion equals to zero. Therefore, solving this problem through gradi-
ent-based algorithms depends on the quality of the initial
solutions. In order to test the performance of PSOLVER algorithm,
this problem has been solved using both PSOLVER and standard
PSO algorithms. Note that same random number seeds have been
used. Thus, same initial solutions have been used in both algo-
rithms. Fig. 4 compares the convergence histories of both
algorithms.
As can be seen from Fig. 4, both algorithms are started from the
same initial solution. Although both PSO and hybrid PSOLVER algo-
rithms nd the optimum solution of f x

4:687658, the
PSOLVER requires much less function evaluations than PSO.
PSOLVER requires only 456 function evaluations, whereas PSO re-
quires 67,600 function evaluations to solve the same problem.
4.2. Example 1
The rst minimization problem, which includes 13 decision
variables and nine inequality constraints, is given in Eq. (5):
Min f x 5

4
i1
x
i
5

4
i1
x
2
i

13
i5
x
i
5
s:t: g
1
x 2x
1
2x
2
x
10
x
11
10 6 0 5a
g
2
x 2x
1
2x
3
x
10
x
12
10 6 0 5b
g
3
x 2x
2
2x
3
x
11
x
12
10 6 0 5c
g
4
x 8x
1
x
10
6 0 5d
g
5
x 8x
2
x
11
6 0 5e
g
6
x 8x
3
x
12
6 0 5f
g
7
x 2x
4
x
5
x
10
6 0 5g
g
8
x 2x
6
x
7
x
11
6 0 5h
g
9
x 2x
8
x
9
x
12
6 0 5i
0 6 x
i
6 1; i 1; 2; 3; . . . ; 9 5j
0 6 x
i
6 100; i 10; 11; 12 5k
0 6 x
i
6 1; i 13 5l
The optimal solution of this problem is at x

1; 1; 1; 1; 1; 1; 1; 1; 1;
3; 3; 3; 1 with a corresponding function value of f(x
*
) = 15. This
function was previously solved using Evolutionary Algorithm (EA)
(Runarsson & Yao, 2005), Cultural Differential Evolution (CDE) (Bec-
erra & Coello, 2006), Filter Simulated Annealing (FSA) (Hedar &
Fukushima, 2006), GA (Chootinan & Chen, 2006), and NMPSO
(Zahara & Hu, 2008) methods. After applying the PSOLVER algo-
rithm to this problem, we obtained the best solution at x

1; 1;
1; 1; 1; 1; 1; 1; 1; 3; 3; 3; 1 with the corresponding objective value of
f(x
*
) = 15.000000. Table 1 compares the identied results for dif-
ferent solution algorithms.
As can be seen from Table 1, while the optimum solution were
obtained using GA, EA and NMPSO algorithms after 95,512,
122,000 and 41,959 function evaluations, respectively, the PSOLV-
ER algorithm requires only 679 function evaluations. Therefore, the
PSOLVER algorithm is the most effective solution method among
the other methods in terms of the number of function evaluations.
4.3. Example 2
This minimization problem has two decision variables and two
inequality constraints as given in Eq. (6):
Min f x x
1
10
3
x
2
20
3
6
s:t: g
1
x x
1
5
2
x
2
5
2
100 6 0 6a
g
2
x x
1
6
2
x
2
5
2
82:81 6 0 6b
13 6 x
1
6 100 6c
0 6 x
2
6 100 6d
This function has an optimal solution at x

14:095; 0:84296 with


a corresponding function value of f(x
*
) = 6961.81388. This prob-
lem was previously solved using EA (Runarsson & Yao, 2005), CDE
(Becerra & Coello, 2006), FSA (Hedar & Fukushima, 2006), GA
(Chootinan & Chen, 2006), and NMPSO (Zahara & Hu, 2008) meth-
ods. Among those studies, the best solution was reported by Zahara
and Hu (2008) with an objective function value of f(x
*
) =
6961.8240 using NMPSO algorithm after 9856 iterations. We ap-
plied the PSOLVER algorithm to this problem and obtained the opti-
mum solution at x

14:095; 0:842951 where the corresponding


objective function value is f(x
*
) = 6961.8244. This solution is ob-
tained after 179 iterations. The comparison of the identied results
for different solution algorithms is given in Table 2. It can be clearly
seen from Table 2 that the PSOLVER algorithm provides a better
solution than the other solution algorithms with fewer number of
function evaluations.
4.4. Example 3
The third example has 3 constraints and 5 decision variables.
These are:
Fig. 4. Convergence history of PSO and PSOLVER.
A.H. Kayhan et al. / Expert Systems with Applications xxx (2010) xxxxxx 5
ARTICLE IN PRESS
Please cite this article in press as: Kayhan, A. H., et al. PSOLVER: A new hybrid particle swarm optimization algorithm for solving continuous optimization
problems. Expert Systems with Applications (2010), doi:10.1016/j.eswa.2010.03.046
Min f x e
x
1
x
2
x
3
x
4
x
5
7
s:t: g
1
x x
2
1
x
2
2
x
2
3
x
2
4
x
2
5
10 0 7a
g
2
x x
2
x
3
5x
4
x
5
0 7b
g
3
x x
3
1
x
3
2
1 0 7c
2:3 6 x
i
6 2:3; i 1; 2 7d
3:2 6 x
i
6 3:2; i 3; 4; 5 7e
For this problem, the optimum solution is x

1:717143;
1:595709; 1:827247; 0:7636413; 0:763645 where f(x
*
) = 0.0539
498. This problem was previously solved using EA (Runarsson &
Yao, 2005), CDE (Becerra & Coello, 2006), FSA (Hedar & Fukushima,
2006), and NMPSO (Zahara & Hu, 2008) methods. Table 3 shows
the optimal solutions of PSOLVER and the previous solution
algorithms.
As can be seen from the Table 3, NMPSO and PSOLVER algo-
rithms give the best result with the objective function value of
f(x
*
) = 0.053949. It should be note that the lowest standard devia-
tion, which is observed with PSOLVER algorithm, demonstrates
its higher robustness in comparison with the other algorithms.
The best solution vector x

1:717546; 1:596176; 1:826500;


0:763605; 0:763594 has been obtained after 779 function eval-
uations with PSOLVER while the NMPSO algorithm requires
265548.
4.5. Example 4
This example has 5 decision variables and 6 inequality con-
straints as given in Eq. (8):
Min f x 5:3578547x
3
3
0:8356891x
1
x
5
37:293239x
1
40792:141 8
s:t: g
1
x 85:334407 0:0056858x
2
x
5
0:0006262x
1
x
4
0:0022053x
3
x
5
92 6 0 8a
g
2
x 85:334407 0:0056858x
2
x
5
0:0006262x
1
x
4
0:0022053x
3
x
5
6 0 8b
g
3
x 80:51249 0:0071317x
2
x
5
0:0029955x
1
x
2
0:0021813x
2
3
110 6 0 8c
g
4
x 80:51249 0:0071317x
2
x
5
0:0029955x
1
x
2
0:0021813x
2
3
90 6 0 8d
g
5
x 9:300961 0:0047026x
3
x
5
0:0012547x
1
x
3
0:0019085x
3
x
4
25 6 0 8e
g
6
x 9:300961 0:0047026x
3
x
5
0:0012547x
1
x
3
0:0019085x
3
x
4
20 6 0 8f
78 6 x
1
6 102 8g
33 6 x
2
6 45 8h
27 6 x
i
6 45; i 3; 4; 5 8i
The optimal solution of the problem is at x

78; 33;
29:995256025682; 45; 36:775812905788 with a corresponding
function value of f x

30; 665:539. This function was previously


solved by using a homomorphous mapping (HM) (Koziel & Mich-
alewicz, 1999), Stochastic Ranking (SR) (Runarsson & Yao, 2000),
evolutionary programming (EP) (Coello &Becerra, 2004), hybrid par-
ticle swarm optimization (HPSO) (He & Wang, 2007), and NMPSO
(Zahara &Kao, 2009). Among those studies, the best solution was ob-
Table 1
Comparison of the identied results for Example 1.
Methods Best objective
function value
Mean objective
function value
Worst objective
function value
Standard
deviation
Number of
function evaluations
EA (Runarsson & Yao, 2005) 15.000000 15.000000 15.000000 0 122,000
CDE (Becerra & Coello, 2006) 15.000000 14.999996 14.999993 0.000002 100,100
FSA (Hedar & Fukushima, 2006) 14.999105 14.993316 14.979977 0.004813 205,748
GA (Chootinan & Chen, 2006) 15.000000 15.000000 15.000000 0 95,512
NMPSO (Zahara & Hu, 2008) 15.000000 15.000000 15.000000 0 41,959
PSOLVER 15.000000 15.000000 15.000000 0 679
Table 2
Comparison of the identied results for Example 2.
Methods Best objective
function value
Mean objective
function value
Worst objective
function value
Standard
deviation
Number of function
evaluations
EA (Runarsson & Yao, 2005) 6961.8139 6961.8139 6961.8139 0 56,000
CDE (Becerra & Coello, 2006) 6961.8139 6961.8139 6961.8139 0 100,100
FSA (Hedar & Fukushima, 2006) 6961.8139 6961.8139 6961.8139 0 44,538
GA (Chootinan & Chen, 2006) 6961.8139 6961.8139 6961.8139 0 13,577
NMPSO (Zahara & Hu, 2008) 6961.8240 6961.8240 6961.8240 0 9856
PSOLVER 6961.8244 6961.8244 6961.8244 0 179
Table 3
Comparison of the identied results for Example 3.
Methods Best objective
function value
Mean objective
function value
Worst objective
function value
Standard
deviation
Number of function
evaluations
EA (Runarsson & Yao, 2005) 0.053942 0.111671 0.438804 1.40E01 109,200
CDE (Becerra & Coello, 2006) 0.056180 0.288324 0.392100 1.67E01 100,100
FSA (Hedar & Fukushima, 2006) 0.053950 0.297720 0.438851 1.89E01 120,268
NMPSO (Zahara & Hu, 2008) 0.053949 0.054854 0.058301 1.26E03 265,548
PSOLVER 0.053949 0.053950 0.053950 1.14E07 779
6 A.H. Kayhan et al. / Expert Systems with Applications xxx (2010) xxxxxx
ARTICLE IN PRESS
Please cite this article in press as: Kayhan, A. H., et al. PSOLVER: A new hybrid particle swarm optimization algorithm for solving continuous optimization
problems. Expert Systems with Applications (2010), doi:10.1016/j.eswa.2010.03.046
tained by He and Wang (2007) using HPSO algorithm with an objec-
tive function value of f x

30; 665:539 after 81,000 iterations.


We obtained the best solution using PSOLVER algorithm at
x

78; 33; 29:995256025682; 45; 36:775812905788 with the


corresponding objective value of f x

30; 665:539. Table 4 com-


pares the identied results of different solution algorithms. It can be
seen in Table 4 that PSOLVER gives the same result with SR, HPSO,
NMPSO and better than HM and EP. It should be note that the hy-
brid PSOLVER requires only 328 function evaluations which is much
less in comparison with the other methods.
4.6. Example 5
The fth example has two decision variables and two inequality
constraints as given in Eq. (9):
Max f x
sin
3
2px
1
sin2px
2

x
3
1
x
1
x
2

9
s:t: g
1
x x
2
1
x
2
1 6 0 9a
g
2
x 1 x
1
x
2
4
2
6 0 9b
0 6 x
1
6 10 9c
0 6 x
2
6 10 9d
This function has the global optimum at x

1:2279713;
4:2453733 with a corresponding function value of f x


0:095825. This function was previously solved by using a HM (Koz-
iel & Michalewicz, 1999), SR (Runarsson & Yao, 2000), EP (Coello &
Becerra, 2004), HPSO (He & Wang, 2007), and NMPSO (Zahara &
Kao, 2009). We applied the PSOLVER algorithm to the solution of
this problem and obtained the optimum solution at x


1:2279713; 4:2453733 with a corresponding objective function
value of f x

0:095825. This solution is obtained after 308 func-


tion evaluations. The comparison of the identied results for differ-
ent solution algorithms are given in Table 5. It can be clearly seen
from Table 5 that the PSOLVER algorithm nds optimal solution
with the lowest number of function evaluations among those of
the other algorithms.
4.7. Example 6
This maximization problem has 3 decision variables and 1
inequality constraints as given in Eq. (9d):
Max f x
100 x
1
5
2
x
2
5
2
x
3
5
2
100
10
s:t: gx x
1
p
2
x
2
q
2
x
3
r
2
0:0625 6 0 10a
0 6 x
i
6 10 i 1; 2; 3 and p; q; r 1; 2; . . . ; 9 10b
For this example, the feasible region of the search space consists of
9
3
disjoint spheres. A point x
1
; x
2
; x
3
is feasible if and only if there
exist p; q; r such that the above inequality holds (Zahara & Kao,
2009). For this problem, the optimum solution is x

5; 5; 5 with
f x

1. This problem was previously solved by using a HM (Koziel


& Michalewicz, 1999), SR (Runarsson & Yao, 2000), EP (Coello & Bec-
erra, 2004), HPSO (He & Wang, 2007), and NMPSO (Zahara & Kao,
2009). Table 6 shows the identied results of PSOLVER and the pre-
vious studies given above.
As can be seen from Table 6, PSOLVER algorithm results with
x

5; 5; 5 with the objective function value of f x

1. PSOLV-
ER algorithm requires only 584 function evaluations for obtaining
the optimal solution.
Table 4
Comparison of the identied results for Example 4.
Methods Best objective
function value
Mean objective
function value
Worst objective
function value
Standard
deviation
Number of function
evaluations
HM (Koziel & Michalewicz, 1999) 30,664.500 30,665.300 30,645.900 N/A 1,400,000
SR (Runarsson & Yao, 2000) 30,665.539 30,665.539 30,665.539 0.0000200 350,000
EP (Coello & Becerra, 2004) 30,665.500 30,662.500 30,662.200 9.3000000 50,020
HPSO (He & Wang, 2007) 30,665.539 30,665.539 30,665.539 0.0000017 81,000
NMPSO (Zahara & Kao, 2009) 30,665.539 30,665.539 30,665.539 0.0000140 19,568
PSOLVER 30,665.539 30,665.539 30,665.539 0.0000024 328
Table 5
Comparison of the identied results for Example 5.
Methods Best objective
function value
Mean objective
function value
Worst objective
function value
Standard
deviation
Number of
function evaluations
HM (Koziel & Michalewicz, 1999) 0.095825 0.089157 0.029144 N/A 1,400,000
SR (Runarsson & Yao, 2000) 0.095825 0.095825 0.095825 2.6E17 350,000
EP (Coello & Becerra, 2004) 0.095825 0.095825 0.095825 0 50,020
HPSO (He & Wang, 2007) 0.095825 0.095825 0.095825 1.2E10 81,000
NMPSO (Zahara & Kao, 2009) 0.095825 0.095825 0.095825 3.5E08 2103
PSOLVER 0.095825 0.095825 0.095825 2.7E12 308
Table 6
Comparison of the identied results for Example 6.
Methods Best objective
function value
Mean objective
function value
Worst objective
function value
Standard
deviation
Number of function
evaluations
HM (Koziel & Michalewicz, 1999) 0.999999 0.999135 0.991950 N/A 1,400,000
SR (Runarsson & Yao, 2000) 1.000000 1.000000 1.000000 0 350,000
EP (Coello & Becerra, 2004) 1.000000 0.996375 0.996375 9.7E03 50,020
HPSO (He & Wang, 2007) 1.000000 1.000000 1.000000 1.6E15 81,000
NMPSO (Zahara & Kao, 2009) 1.000000 1.000000 1.000000 0 923
PSOLVER 1.000000 1.000000 1.000000 2.6E14 584
A.H. Kayhan et al. / Expert Systems with Applications xxx (2010) xxxxxx 7
ARTICLE IN PRESS
Please cite this article in press as: Kayhan, A. H., et al. PSOLVER: A new hybrid particle swarm optimization algorithm for solving continuous optimization
problems. Expert Systems with Applications (2010), doi:10.1016/j.eswa.2010.03.046
4.8. Example 7: The tension/compression string design problem
The tension/compression string design problem is described in
Arora (1989) and the aim is to minimize the weight f x of a ten-
sion/compression spring (as shown in Fig. 5) subject to constraints
on minimum deection, shear stress, surge frequency, limits on
outside diameter and on design variables. The design variables
are the wire diameter dx
1
, the mean coil diameter Dx
2
and
the number of active coils Px
3
.
The mathematical formulation of this problem can be described
as follows:
Min f x x
3
2x
2
x
2
1
11
s:t: g
1
x 1
x
3
2
x
3
71; 785x
4
1
6 0 11a
g
2
x
4x
2
2
x
1
x
2
12; 566 x
2
x
3
1
x
4
1
_ _
1
5108x
2
1
1 6 0 11b
g
3
x 1
140:45x
1
x
2
2
x
3
6 0 11c
g
4
x
x
2
x
1
1:5
1 6 0 11d
0:05 6 x
1
6 2:00 11e
0:25 6 x
2
6 1:30 11f
2:00 6 x
3
6 15:00 11g
This problem has been used as a benchmark for testing different
optimization methods, such as GA based co-evolution model
(GA1) (Coello, 2000), GA through the use of dominance-based tour-
nament selection (GA2) (Coello & Montes, 2002), EP (Coello & Bec-
erra, 2004), co-evolutionary particle swarm optimization approach
(CPSO) (He & Wang, 2006), HPSO (He & Wang, 2007), and NM
PSO (Zahara & Kao, 2009). After applying the PSOLVER algorithm
to this problem, best solution is obtained at x 0:05186;
0:356650; 11:292950 with the corresponding value of f x
0:0126652. The best solutions obtained by the above-mentioned
methods and the PSOLVER algorithm are given in Tables 7 and 8.
It can be seen from Table 8 that the standard deviation of the
PSOLVER solution is the smallest. In addition, the PSOLVER requires
only 253 function evaluations for solving this problem, while GA2,
HPSO, CPSO, and NMPSO require 80,000, 81,000, 200,000, and
80,000 function evaluations, respectively. Therefore, the PSOLVER
is an efcient approach locating the global optimum for this
problem.
4.9. Example 8: The welded beam design problem
This design problem, which has been often used as a benchmark
problem, was rstly proposed by Coello (2000). In this problem, a
welded beam is designed for minimum cost subject to constraints
on shear stress s; bending stress r in the beam; buckling load
on the bar P
b
; end deection of the beam d; and side con-
straints. There are four design variables as shown in Fig. 6:
hx
1
; lx
2
; tx
3
and bx
4
.
The mathematical formulation of the problem is as follows:
Min f x 1:10471x
2
1
x
2
0:04811x
3
x
4
14 x
2
12
s:t: g
1
x sx s
max
6 0 12a
g
2
x rx r
max
6 0 12b
g
3
x x
1
x
4
6 0 12c
g
4
x 0:10471x
2
1
0:04811x
3
x
4
14 x
2
5 6 0 12d
g
5
x 0:125 x
1
6 0 12e
g
6
x dx d
max
6 0 12f
g
7
x P P
c
x 6 0 12g
0:1 6 x
1
; x
4
6 2:0 12h
0:1 6 x
2
; x
3
6 10:0 12i
Fig. 5. A tension/compression string design problem.
Table 7
Comparison of the best solutions for tension/compression spring design problem.
Methods x
1
d x
2
D x
3
P
b
f(x)
GA1 (Coello, 2000) 0.051480 0.351661 11.632201 0.0127048
GA2 (Coello & Montes, 2002) 0.051989 0.363965 10.890522 0.0126810
EP (Coello & Becerra, 2004) 0.050000 0.317395 14.031795 0.0127210
CPSO (He & Wang, 2006) 0.051728 0.357644 11.244543 0.0126747
HPSO (He & Wang, 2007) 0.051706 0.357126 11.265083 0.0126652
NMPSO (Zahara & Kao, 2009) 0.051620 0.355498 11.333272 0.0126302
PSOLVER 0.051686 0.356650 11.292950 0.0126652
Table 8
Statistical results for tension/compression spring design problem.
Methods Best objective
function value
Mean objective
function value
Worst objective
function value
Standard
deviation
Number of
function evaluations
GA1 (Coello, 2000) 0.0127048 0.0127690 0.0128220 3.94E05 N/A
GA2 (Coello & Montes, 2002) 0.0126810 0.0127420 0.0129730 5.90E05 80,000
EP (Coello & Becerra, 2004) 0.0127210 0.0135681 0.0151160 8.42E04 N/A
CPSO (He & Wang, 2006) 0.0126747 0.0127300 0.0129240 5.20E04 200,000
HPSO (He & Wang, 2007) 0.0126652 0.0127072 0.0127190 1.58E05 81,000
NMPSO (Zahara & Kao, 2009) 0.0126302 0.0126314 0.0126330 8.74E07 80,000
PSOLVER 0.0126652 0.0126652 0.0126652 2.46E09 253
8 A.H. Kayhan et al. / Expert Systems with Applications xxx (2010) xxxxxx
ARTICLE IN PRESS
Please cite this article in press as: Kayhan, A. H., et al. PSOLVER: A new hybrid particle swarm optimization algorithm for solving continuous optimization
problems. Expert Systems with Applications (2010), doi:10.1016/j.eswa.2010.03.046
where
sx

s
0

2
2s
0
s
00
x
2
2R
s
00

2
_
12j
s
0

P

2
p
x
1
x
2
; s
00

MR
J
; M P L
x
2
2
_ _
12k
R

x
2
2
4

x
1
x
3
2
_ _2
_
12l
J 2

2
p
x
1
x
2
x
2
2
12

x
1
x
3
2
_ _2
_ _ _ _
12m
rx
6PL
x
4
x
2
3
; dx
4PL
3
Ex
3
3
x
4
12n
P
c
x
4:013E

x
2
3
x
6
4
36
_
L
2
1
x
3
2L

E
4G
_ _ _
12o
P 6000 lb; L 14 in:; E 30 10
6
psi; G 12 10
6
psi
12p
s
max
13; 600 psi; r
max
30; 000 psi; d
max
0:25 in: 12q
The methods previously applied to this problem include GA1 (Coel-
lo, 2000), GA2 (Coello & Montes, 2002), EP (Coello & Becerra, 2004),
CPSO (He & Wang, 2006), HPSO (He & Wang, 2007), and NMPSO
(Zahara & Kao, 2009). Among those studies, the best solution was
obtained by using NMPSO (Zahara & Hu, 2008) with an objective
function value of f x 1:724717 after 80,000 function evaluations.
We applied the PSOLVER algorithm to this problem and obtained
the best solution of f x 1:724717. The comparison of the identi-
ed results is given in Tables 9 and 10, respectively.
From Table 9, it can be seen that the best solutions found by the
PSOLVER is same with the NM-PSO and better than those obtained
by the other methods. Standard deviation of the results by the
PSOLVER is the smallest. Note that the average number of function
evaluations of the PSOLVER is 297. Therefore, it can be said that the
PSOLVER is the most efcient among the previous methods.
5. Example 9: The pressure vessel design problem
In pressure vessel design problem, proposed by Kannan and
Kramer (1994), the aim is to minimize the total cost, including
the cost of material, forming and welding. A cylindrical vessel is
capped at both ends by hemispherical heads as shown in Fig. 7.
The are four design variables in this problem: T
s
(x
1
, thickness of
the shell), T
h
(x
2
, thickness of the head), R (x
3
, inner radius) and L
(x
4
, length of the cylindrical section of the vessel). Among the four
design variables, T
s
and T
h
are expected to be integer multiples of
0.0625 in., and R and L are continuous variables.
The problem can be formulated as follows (Kannan & Kramer,
1994):
Min f x 0:6224x
1
x
3
x
4
1:7781x
2
x
2
3
3:1661x
2
1
x
4
19:84x
2
1
x
3
13
s:t: g
1
x x
1
0:0193x
3
6 0 13a
g
2
x x
2
0:00954x
3
6 0 13b
Fig. 6. The welded beam design problem.
Table 9
Comparison of the best solutions for welded beam design problem.
Methods x
1
h x
2
l x
3
t x
4
b f(x)
GA1 (Coello, 2000) 0.208800 3.420500 8.997500 0.210000 1.748309
GA2 (Coello & Montes, 2002) 0.205986 3.471328 9.020224 0.206480 1.728226
EP (Coello & Becerra, 2004) 0.205700 3.470500 9.036600 0.205700 1.724852
CPSO (He & Wang, 2006) 0.202369 3.544214 9.048210 0.205723 1.728024
HPSO (He & Wang, 2007) 0.205730 3.470489 9.033624 0.205730 1.724852
NMPSO (Zahara & Kao, 2009) 0.205830 3.468338 9.033624 0.205730 1.724717
PSOLVER 0.205830 3.468338 9.036624 0.205730 1.724717
Table 10
Statistical results for welded beam design problem.
Methods Best objective
function value
Mean objective
function value
Worst objective
function value
Standard
deviation
Number of function
evaluations
GA1 (Coello, 2000) 1.748309 1.771973 1.785835 1.12E02 N/A
GA2 (Coello & Montes, 2002) 1.728226 1.792654 1.993408 7.47E02 80,000
EP (Coello & Becerra, 2004) 1.724852 1.971809 3.179709 4.43E01 N/A
CPSO (He & Wang, 2006) 1.728024 1.748831 1.782143 1.29E02 200,000
HPSO (He & Wang, 2007) 1.724852 1.749040 1.814295 4.01E02 81,000
NMPSO (Zahara & Kao, 2009) 1.724717 1.726373 1.733393 3.50E03 80,000
PSOLVER 1.724717 1.724717 1.724717 1.62E11 297
Fig. 7. Pressure vessel design problem.
A.H. Kayhan et al. / Expert Systems with Applications xxx (2010) xxxxxx 9
ARTICLE IN PRESS
Please cite this article in press as: Kayhan, A. H., et al. PSOLVER: A new hybrid particle swarm optimization algorithm for solving continuous optimization
problems. Expert Systems with Applications (2010), doi:10.1016/j.eswa.2010.03.046
g
3
x px
2
3
x
4

4
3
px
3
3
1; 296; 000 6 0 13c
g
4
x x
4
240 6 0 13d
0 6 x
1
; x
2
6 100 13e
10 6 x
3
; x
4
6 200 13f
This problem has been solved before by using previously mentioned
GA1 (Coello, 2000), GA2 (Coello & Montes, 2002), CPSO (He & Wang,
2006), HPSO (He & Wang, 2007), and NMPSO (Zahara & Kao, 2009).
Their best solutions were compared against those produced by the
PSOLVER and given in Tables 11 and 12, respectively.
In this problem, decision variables x
1
and x
2
are expected to be
integer multiples of 0.0625 in. Previous best solutions obtained by
the other methods, except NMPSO, satisfy those constraints. As
obviously seen from Table 11, values of x
1
and x
2
given for NM
PSO are not integer multiples of 0.0625 in. Therefore, the HPSO
and the PSOLVER methods give the best results by considering
the NMPSO solution is not feasible for this problem. It should
be note that, the PSOLVER requires about only 310 function evalu-
ations for obtaining a feasible solution while GA2, HPSO, CPSO, and
NMPSO require 80,000, 81,000, 200,000, and 80,000 tness func-
tion evaluations, respectively. In addition, the standard deviation
of the results by PSOLVER is the smallest. Considering the statisti-
cal and comparisonal results, it can be concluded that PSOLVER is
more efcient than the other methods for pressure vessel design
problem.
6. Conclusion
In this study, a new hybrid globallocal optimization algo-
rithm is proposed which combines the PSO with a spreadsheet
Solver for solving continuous optimization problems. In the
proposed PSOLVER algorithm, PSO is used as a global optimizer
and Solver is used as a local optimizer. During the optimization
process, the PSO and Solver work mutually by feeding each other
in terms of initial and sub-initial solution points. With this pur-
pose, a VBA code has been developed on the background of Excel
spreadsheet to provide the integration of the PSO and Solver pro-
cesses. Main advantages of the PSOLVER over standard PSO algo-
rithm is demonstrated within a comparative study and then six
constrained and three engineering design problems have been
solved by using the PSOLVER algorithm. Results showed that
the proposed algorithm provides better solutions than the other
heuristic and non-heuristic optimization techniques in terms of
objective function values and number of function evaluations.
The most important contribution of the proposed hybrid PSOLV-
ER algorithm is that it requires much less iterations than other
solution approaches. It should be note that the spreadsheet appli-
cations may require long run-time since the data processing is
executed on the PC screen, this deciency can be overcome by
deactivating the screen updating property during the optimiza-
tion process. Finally, the PSOLVER algorithm may be useful to ap-
ply to the real world optimization problems which need
signicant computational efforts.
References
Abido, M. A. (2002). Optimal power ow using particle swarm optimization.
International Journal of Electrical Power and Energy Systems, 24(7), 563571.
Arora, J. S. (1989). Introduction to optimum design. New York: McGraw-Hill.
Ayvaz, M. T., Kayhan, A. H., Ceylan, H., & Gurarslan, G. (2009). Hybridizing harmony
search algorithm with a spreadsheet solver for solving continuous engineering
optimization problems. Engineering Optimization, 41(12), 11191144.
Baumgartner, U., Magele, Ch., & Renhart, W. (2004). Pareto optimality and particle
swarm optimization. IEEE Transactions on Magnetics, 40(2), 11721175.
Becerra, R. L., & Coello, C. A. C. (2006). Cultured differential evolution for constrained
optimization. Computer Methods in Applied Mechanics and Engineering, 195(33
36), 43034322.
Brandsttter, B., & Baumgartner, U. (2002). Particle swarm optimization-mass
spring system analogon. IEEE Transactions on Magnetics, 38(2), 9971000.
Chootinan, P., & Chen, A. (2006). Constraint handling in genetic algorithms using a
gradient-based repair method. Computers and Operations Research, 33(8),
22632281.
Ciuprina, G., Loan, D., & Munteanu, I. (2002). Use of intelligent-particle swarm
optimization in electromagnetics. IEEE Transactions on Magnetics, 38(2),
10371040.
Cockshott, A. R., & Hartman, B. E. (2001). Improving the fermentation medium for
Echinocandin B production part II: Particle swarm optimization. Process
Biochemistry, 36, 661669.
Coello, C. A. C. (2000). Use of a self-adaptive penalty approach for engineering
optimization problems. Computers in Industry, 41(2000), 113127.
Coello, C. A. C., & Becerra, R. L. (2004). Efcient evolutionary optimization through
the use of a cultural algorithm. Engineering Optimization, 36(2), 219236.
Coello, C. A. C., & Montes, E. M. (2002). Constraint-handling in genetic algorithms
through the use of dominance-based tournament selection. Advanced
Engineering Informatics, 16(2002), 193203.
Dorigo, M., & Di Caro, G. (1999). Ant colony optimisation: A new meta-heuristic. In
Proceedings of the congress on evolutionary computation (Vol. 2, pp. 14701477).
Eberhart, R. C., & Hu, X. (1999). Human tremoe analysis using particle swarm
optimization. In Proceedings of the congress on evolutionary computation,
Washington, DC, USA (pp. 19271930).
Eberhart, R. C., & Kennedy, J. (1995). A new optimizer using particle swarm theory.
In Proc. of the sixth int. symp. micro machine and human science, Nagoya, Japan
(pp. 39-43).
Table 11
Comparison of the best solutions for pressure vessel design problem.
Methods x
1
Ts x
2
T
h
x
3
R x
4
L f(x)
GA1 (Coello, 2000) 0.8125 0.4375 40.3239 200.0000 6288.7445
GA2 (Coello & Montes, 2002) 0.8125 0.4375 42.0974 176.6540 6059.9463
CPSO (He & Wang, 2006) 0.8125 0.4375 42.0913 176.7465 6061.0777
HPSO (He & Wang, 2007) 0.8125 0.4375 42.0984 176.6366 6059.7143
NMPSO (Zahara & Kao, 2009) 0.8036 0.3972 41.6392 182.4120 5930.3137
PSOLVER 0.8125 0.4375 42.0984 176.6366 6059.7143
Table 12
Statistical results for pressure vessel design problem.
Methods Best objective
function value
Mean objective
function value
Worst objective
function value
Standard
deviation
Number of function
evaluations
GA1 (Coello, 2000) 6288.7445 6293.8432 6308.1497 7.413E+00 N/A
GA2 (Coello & Montes, 2002) 6059.9463 6177.2533 6469.3220 1.309E+02 80,000
CPSO (He & Wang, 2006) 6061.0777 6147.1332 6363.8041 8.645E+01 200,000
HPSO (He & Wang, 2007) 6059.7143 6099.9323 6288.6770 8.620E+01 81,000
NMPSO (Zahara & Kao, 2009) 5930.3137 5946.7901 5960.0557 9.161E+00 80,000
PSOLVER 6059.7143 6059.7143 6059.7143 4.625E12 310
10 A.H. Kayhan et al. / Expert Systems with Applications xxx (2010) xxxxxx
ARTICLE IN PRESS
Please cite this article in press as: Kayhan, A. H., et al. PSOLVER: A new hybrid particle swarm optimization algorithm for solving continuous optimization
problems. Expert Systems with Applications (2010), doi:10.1016/j.eswa.2010.03.046
Eberhart, R. C., & Shi, Y. (2001). Tracking and optimizing dynamic systems with
particle swarms. In Proceedings of congress on evolutionary computation, Seoul,
Korea (pp. 2730).
Elegbede, C. (2005). Structural reliability assessment based on particle swarm
optimization. Structural Safety, 27(2), 171186.
Fan, S. S., Liang, Y. C., & Zahara, E. (2004). Hybrid simplex search and particle swarm
optimization for the global optimization of multimodal functions. Engineering
Optimization, 36(4), 401418.
Fan, S. S., & Zahara, E. (2007). A hybrid simplex search and particle swarm
optimization for unconstrained optimization. European Journal of Operational
Research, 181, 527548.
Ferreira, E. N. C., & Salcedo, R. (2001). Can spreadsheet solvers solve demanding
optimization problems. Computer Applications in Engineering Education, 9(1),
4956.
Fesanghary, M., Mahdavi, M., Minary-Jolandan, M., & Alizadeh, Y. (2008).
Hybridizing harmony search algorithm with sequential quadratic
programming for engineering optimization problems. Computer Methods in
Applied Mechanics and Engineering, 197, 30803091.
Fourie, P. C., & Groenwold, A. A. (2002). The particle swarm optimization algorithm
in size and shape optimization. Structural and Multidisciplinary Optimization,
23(4), 259267.
Frontline System Inc. (1999). A tutorial on spreadsheet optimization.
Geem, Z. W., Kim, J. H., & Loganathan, G. V. (2001). A new heuristic optimization
algorithm: harmony search. Simulation, 76(2), 6068.
Ghaffari-Miab, M., Farmahini-Farahani, A., Faraji-Dana, R., & Lucas, C. (2007). An
efcient hybrid Swarm intelligence-gradient optimization method for complex
time Greens functions of multilayer media. Progress in Electromagnetics
Research, 77, 181192.
Glover, F. (1977). Heuristic for integer programming using surrogate constraints.
Decision Sciences, 8(1), 156166.
Goldberg, D. E. (1989). Genetic algorithms in search, optimization, and machine
learning. Addison-Wesley.
Hedar, A. D., & Fukushima, M. (2006). Derivative-free lter simulated annealing
method for constrained continuous global optimization. Journal of Global
Optimization, 35(4), 521549.
He, Q., & Wang, L. (2006). An effective co-evolutionary particle swarm optimization
for engineering optimization problems. Engineering Application of Articial
Intelligence, 20, 8999.
He, Q., & Wang, L. (2007). A hybrid particle swarm optimization with a feasibility
based rule for constrained optimization. Applied Mathematics and Computation,
186, 14071422.
Holland, J. H. (1975). Adaptation in natural and articial systems: An introductory
analysis with applications to biology, control, and articial intelligence. Ann Arbor:
University of Michigan Press.
Houck, C. R., Joines, J. A., & Kay, M. G. (1996). Comparison of genetic algorithms,
random start, and two-opt switching for solving large locationallocation
problems. Computers and Operations Research, 23(6), 587596.
Houck, C. R., Joines, J. A., & Wilson, J. R. (1997). Empirical investigation of the
benets of partial Lamarckianism. Evolutionary Computation, 5(1), 3160.
Hu, X., & Eberhart, R. C. (2001). Tracking dynamic systems with PSO: Wheres the
cheese? In Proceedings of workshop on particle swarm optimization, Indianapolis,
USA.
Kannan, B. K., & Kramer, S. N. (1994). An augmented lagrange multiplier based
method for mixed integer discrete continuous optimization and its applications
to mechanical design. Journal of Mechanical Design, 116, 318320.
Kazuhiro, I., Shinji, N., & Masataka, Y. (2006). Hybrid swarm optimization
techniques incorporating design sensitivities. Transactions of the Japan Society
of Mechanical Engineers, 72(719), 22642271.
Kennedy, J., & Eberhart, R. C. (1995). Particle swarm optimization. In Proceedings of
the IEEE international conference on neural networks, Piscataway, USA (pp. 1942
1948).
Kennedy, J., & Eberhart, R. C. (1997). A discrete binary version of the particle swarm
algorithm. In Proc. IEEE int. conf. systems, man. and cybernetics (Vol. 5, pp. 4104
4108).
Kirkpatrick, S., Gelatt, C., & Vecchi, M. (1983). Optimization by simulated annealing.
Science, 220(4598), 671680.
Koziel, S., & Michalewicz, Z. (1999). Evolutionary algorithms, homomorphous
mappings, and constrained parameter optimization. Evolutionary Computation,
7, 1944.
Lasdon, L. S., Waren, A. D., Jain, A., & Ratner, M. (1978). Design and testing of a
generalized reduced gradient code for nonlinear programming. ACM
Transactions on Mathematical Software, 4(1), 3449.
Lee, K. S., & Geem, Z. W. (2005). A new meta-heuristic algorithm for continuous
engineering optimization: Harmony search theory and practice. Computer
Methods in Applied Mechanics and Engineering, 194, 39023933.
Michalewicz, Z. (1992). Genetic algorithm + data structure = evolution programs. New
York: Springer-Verlag.
Microsoft. (1995). Microsoft Excel Visual Basic for applications. Washington:
Microsoft Press.
OTC. (2009). Optimization Technology Centers Web site (online). <http://www-
fp.mcs.anl.gov/OTC/Guide/SoftwareGuide/Blurbs/grg2.html> (accessed
31.03.2009).
Perez, R. E., & Behdinan, K. (2007). Particle swarm approach for structural design
optimization. Computers and Structures, 85, 15791588.
Rosen, E. M. (1997). Visual Basic for applications, Add-Ins and Excel 7.0. CACHE News
(Vol. 45, pp. 13).
Runarsson, T. P., & Yao, X. (2000). Stochastic ranking for constrained evolutionary
optimization. IEEE Transactions on Evolutionary Computation, 4(3), 284292.
Runarsson, T. P., & Yao, X. (2005). Search biases in constrained evolutionary
optimization. IEEE Transactions on Systems, Man and Cybernetics, 35(2), 233243.
Salerno, J. (1997). Using particle swarm optimization technique to train a recurrent
neural model. In Proc. of the ninth IEEE int. conf. tools and articial intelligence,
USA (pp. 4549).
Salman, A., Ahmad, I., & Al-Madani, S. (2002). Particle swarm optimization for task
assignment problem. Microprocessors and Microsystems, 26, 363371.
Shannon, M. W. (1998). Evolutionary algorithms with local search for combinatorial
optimization. PhD thesis, University of California, San Diego.
Shi, Y., & Eberhart, R. C. (1998). Parameter selection in particle swarm optimization.
Evolutionary Programming VII. Lecture Notes in Computer Science (Vol. 1447).
Berlin: Springer.
Slade, W. H., Ressom, H. W., Musavi, M. T., & Miller, R. L. (2004). Inversion of ocean
color observations using particle swarm optimization. IEEE Transactions on
Geoscience and Remote Sensing, 42(9), 19151923.
Stokes, L., & Plummer, J. (2004). Using spreadsheet solvers in sample design.
Computational Statistics and Data Analysis, 44(3), 527546.
Tandon, V. (2000). Closing the gap between CAD/CAM and optimized CNC end milling.
MSc thesis, Purdue School of Engineering and Technology, Indianapolis, USA.
Tandon, V., El-Mounayri, H., & Kishawy, H. (2002). NC end milling optimization
using evolutionary computation. International Journal of Machine Tools and
Manufacture, 42(5), 595605.
Van Den Bergh, F., & Engelbrecht, A. P. (2000). Cooperative learning in neural
networks using particle swarm optimizers. South African Computer Journal, 26,
8490.
Venter, G., & Sobieszczanski-Sobieski, J. (2004). Multidisciplinary optimization of a
transport aircraft wing using particle swarm optimization. Structural and
Multidisciplinary Optimization, 26(12), 121131.
Victoire, T. A., & Jeyakumar, A. E. (2004). Hybrid PSOSQP for economic dispatch
with valve-point effect. Electric Power Systems Research, 71(1), 5159.
Wikipedia. (2009). The free Encyclopedia web site (online). <http://
www.en.wikipedia.org/wiki/Particle_swarm_optimization> (accessed
31.03.2009).
Yoshida, H., Fukuyama, Y., Takayama, S., & Nakanishi, Y. (1999). A particle swarm
optimization for reactive power and voltage control in electric power systems
considering voltage security assessment. In Proc. IEEE int. conf. systems, man. and
cybernetics, Tokyo, Japan (pp. 497502).
Zahara, E., & Hu, C. H. (2008). Solving constrained optimization problems with
hybrid particle swarm optimization. Engineering Optimization, 40(11),
10311049.
Zahara, E., & Kao, Y. T. (2009). Hybrid NelderMead simplex search and particle
swarm optimization for constrained engineering design problems. Expert
Systems with Applications, 36, 38803886.
A.H. Kayhan et al. / Expert Systems with Applications xxx (2010) xxxxxx 11
ARTICLE IN PRESS
Please cite this article in press as: Kayhan, A. H., et al. PSOLVER: A new hybrid particle swarm optimization algorithm for solving continuous optimization
problems. Expert Systems with Applications (2010), doi:10.1016/j.eswa.2010.03.046