Random walks, Lévy flights, Markov chains and metaheuristic optimization

Xin She Yang, T. O. Ting*, Mehmet Karamanoglu

*Corresponding author for this work

Research output: Chapter in Book or Report/Conference proceedingConference Proceedingpeer-review

28 Citations (Scopus)

Abstract

Stochastic components such as random walks have become an intrinsic part of modern metaheursitic algorithms. The efficiency of a metaheuristic algorithm may implicitly depend on the appropriate use of such randomization. In this paper, we provide some basic analysis and observations about random walks, Lévy flights, step sizes and efficiency using Markov theory. We show that the reason why Lévy flights are more efficient than Gaussian random walks, and the good performance of Eagle Strategy. Finally, we use bat algorithm to design a PID controller and have achieved equally good results as the classic Ziegler-Nichols tuning scheme.

Original languageEnglish
Title of host publicationFuture Information Communication Technology and Applications, ICFICE 2013
Pages1055-1064
Number of pages10
DOIs
Publication statusPublished - 2013
Event2013 International Conference on Future Information and Communication Engineering, ICFICE 2013 - Shenyang, China
Duration: 24 Jun 201326 Jun 2013

Publication series

NameLecture Notes in Electrical Engineering
Volume235 LNEE
ISSN (Print)1876-1100
ISSN (Electronic)1876-1119

Conference

Conference2013 International Conference on Future Information and Communication Engineering, ICFICE 2013
Country/TerritoryChina
CityShenyang
Period24/06/1326/06/13

Keywords

  • Lévy flights
  • Markov chains
  • Metaheuristic and random walks

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