IDEAS home Printed from https://ideas.repec.org/a/hin/jjopti/4685923.html

A Novel Distributed Quantum-Behaved Particle Swarm Optimization

Author

Listed:
  • Yangyang Li
  • Zhenghan Chen
  • Yang Wang
  • Licheng Jiao
  • Yu Xue

Abstract

Quantum-behaved particle swarm optimization (QPSO) is an improved version of particle swarm optimization (PSO) and has shown superior performance on many optimization problems. But for now, it may not always satisfy the situations. Nowadays, problems become larger and more complex, and most serial optimization algorithms cannot deal with the problem or need plenty of computing cost. Fortunately, as an effective model in dealing with problems with big data which need huge computation, MapReduce has been widely used in many areas. In this paper, we implement QPSO on MapReduce model and propose MapReduce quantum-behaved particle swarm optimization (MRQPSO) which achieves parallel and distributed QPSO. Comparisons are made between MRQPSO and QPSO on some test problems and nonlinear equation systems. The results show that MRQPSO could complete computing task with less time. Meanwhile, from the view of optimization performance, MRQPSO outperforms QPSO in many cases.

Suggested Citation

  • Yangyang Li & Zhenghan Chen & Yang Wang & Licheng Jiao & Yu Xue, 2017. "A Novel Distributed Quantum-Behaved Particle Swarm Optimization," Journal of Optimization, Hindawi, vol. 2017, pages 1-9, May.
    • Handle: RePEc:hin:jjopti:4685923
    DOI: 10.1155/2017/4685923
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/7179/2017/4685923.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/7179/2017/4685923.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2017/4685923?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Hipp, Christian & Plum, Michael, 2000. "Optimal investment for insurers," Insurance: Mathematics and Economics, Elsevier, vol. 27(2), pages 215-228, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tariq Ahamed Ahanger & Fadl Dahan & Usman Tariq & Imdad Ullah, 2022. "Quantum Inspired Task Optimization for IoT Edge Fog Computing Environment," Mathematics, MDPI, vol. 11(1), pages 1-28, December.
    2. Zhaojuan Zhang & Wanliang Wang & Gaofeng Pan, 2020. "A Distributed Quantum-Behaved Particle Swarm Optimization Using Opposition-Based Learning on Spark for Large-Scale Optimization Problem," Mathematics, MDPI, vol. 8(11), pages 1-21, October.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhao, Hui & Rong, Ximin & Zhao, Yonggan, 2013. "Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 504-514.
    2. Kostadinova, Radostina, 2007. "Optimal investment for insurers when the stock price follows an exponential Lévy process," Insurance: Mathematics and Economics, Elsevier, vol. 41(2), pages 250-263, September.
    3. Christensen, Bent Jesper & Parra-Alvarez, Juan Carlos & Serrano, Rafael, 2021. "Optimal control of investment, premium and deductible for a non-life insurance company," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 384-405.
    4. Vierkötter, Matthias & Schmidli, Hanspeter, 2017. "On optimal dividends with exponential and linear penalty payments," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 265-270.
    5. Bilel Jarraya & Abdelfettah Bouri, 2013. "A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 2(4), pages 30-44, October.
    6. J. Cerda-Hernandez & A. Sikov & A. Ramos, 2022. "An optimal investment strategy aimed at maximizing the expected utility across all intermediate capital levels," Papers 2207.02947, arXiv.org, revised Jun 2024.
    7. Junna Bi & Qingbin Meng & Yongji Zhang, 2014. "Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer," Annals of Operations Research, Springer, vol. 212(1), pages 43-59, January.
    8. Chiu, Mei Choi & Wong, Hoi Ying, 2014. "Mean–variance asset–liability management with asset correlation risk and insurance liabilities," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 300-310.
    9. Schmidli, Hanspeter, 2005. "On optimal investment and subexponential claims," Insurance: Mathematics and Economics, Elsevier, vol. 36(1), pages 25-35, February.
    10. Thonhauser, Stefan & Albrecher, Hansjorg, 2007. "Dividend maximization under consideration of the time value of ruin," Insurance: Mathematics and Economics, Elsevier, vol. 41(1), pages 163-184, July.
    11. Klüppelberg, Claudia & Kostadinova, Radostina, 2008. "Integrated insurance risk models with exponential Lévy investment," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 560-577, April.
    12. Li, Danping & Rong, Ximin & Zhao, Hui, 2015. "Time-consistent reinsurance–investment strategy for a mean–variance insurer under stochastic interest rate model and inflation risk," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 28-44.
    13. Guan, Guohui & Liang, Zongxia, 2014. "Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 105-115.
    14. Azcue, Pablo & Muler, Nora, 2009. "Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 26-34, February.
    15. Zhang, Xin & Siu, Tak Kuen, 2009. "Optimal investment and reinsurance of an insurer with model uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 81-88, August.
    16. Tatiana Belkina & Christian Hipp & Shangzhen Luo & Michael Taksar, 2011. "Optimal Constrained Investment in the Cramer-Lundberg model," Papers 1112.4007, arXiv.org.
    17. Cheng, Bingqian & Wang, Hao & Zhang, Lihong, 2024. "Robust investment for insurers with correlation ambiguity," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 247-257.
    18. Yan Tong & Tongling Lv & Yu Yan, 2023. "Optimal Investment and Reinsurance Policies in a Continuous-Time Model," Mathematics, MDPI, vol. 11(24), pages 1-20, December.
    19. Xiang Lin, 2009. "Ruin theory for classical risk process that is perturbed by diffusion with risky investments," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(1), pages 33-44, January.
    20. Junna Bi & Junyi Guo, 2013. "Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an Insurer," Journal of Optimization Theory and Applications, Springer, vol. 157(1), pages 252-275, April.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jjopti:4685923. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.