Harmony Search Algorithm: March 2017
Harmony Search Algorithm: March 2017
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Chapter 1
Harmony Search
Algorithm:
Basic Concepts and
Engineering Applications
Alireza Askarzadeh
Kerman Graduate University of Advanced Technology, Iran
Esmat Rashedi
Kerman Graduate University of Advanced Technology, Iran
ABSTRACT
Harmony search (HS) is a meta-heuristic search algorithm which tries to mimic
the improvisation process of musicians in finding a pleasing harmony. In recent
years, due to some advantages, HS has received a significant attention. HS is easy
to implement, converges quickly to the optimal solution and finds a good enough
solution in a reasonable amount of computational time. The merits of HS algorithm
have led to its application to optimization problems of different engineering areas.
In this chapter, the concepts and performance of HS algorithm are shown and some
engineering applications are reviewed. It is observed that HS has shown promising
performance in solving difficult optimization problems and different versions of this
algorithm have been developed. In the next years, it is expected that HS is applied
to more real optimization problems.
DOI: 10.4018/978-1-5225-2322-2.ch001
Copyright ©2017, IGI Global. Copying or distributing in print or electronic forms without written permission of IGI Global is prohibited.
Harmony Search Algorithm
INTRODUCTION
Most often, engineering optimization problems have non-linear and non-convex ob-
jective functions with intense equality and inequality constraints along with various
types of decision variables. As a result, solving such optimization problems using
traditional methods faces with increasing difficulties. Meta-heuristic optimization
algorithms can be efficient alternatives to conquer the difficulty of complex optimi-
zation problems. Originally invented in (Geem et al. 2001), HS is a meta-heuristic
optimizer inspired by the music improvisation process. In music improvisation
process, a predefined number of musicians attempt to tune the pitch of their instru-
ments to achieve a pleasing harmony (best state). In nature, a harmony is defined
by a special relation between several sound waves that have different frequencies.
The quality of the improvised harmony is determined by aesthetic estimation. In
order to improve the aesthetic estimation and find the best harmony, the musicians
make practice after practice.
There are similarities between musicians improvisation and optimization pro-
cesses. In an optimization problem, the ultimate aim is to find the global optimum
of the objective function under consideration by tuning a predefined number of
decision variables. Indeed, in an optimization problem the decision variables make
a solution vector. Then, the values of the decision variables are put into the objective
function and the quality of the solution vector is calculated. The solution vector is
updated during the iterations until the global optimum is obtained.
Comparison of musical and optimization processes reveals the following simi-
larities:
In general, when a musician wants to tune the pitch of his/her instrument (for
example fiddle, saxophone, etc) and sound a note, he/she utilizes one of the three
possible ways. Theses rules are the main body of HS algorithm.
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Harmony Search Algorithm
(
Min. or Max. ) f ( x1, x2 ,..., xd ) (1)
Step 1. Initialization of HM
In HS, at first, N harmonies are produced in the search space and stored in HM.
Table 1 shows the structure of the HM.
As Table 1 shows, harmony i can be specified by a vector, harmony i = [xi,1xi,2
… xi,d]. In order to initialize the HM, Eq. (2) can be used. The last column of HM
is the fitness function values corresponding to each harmony. For example, f1 means
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Harmony Search Algorithm
x1 x2 … xd f
Harmony 1 x1,1 x1,2 … x1,d f1
Harmony 2 x2,1 x2,2 … x2,d f2
⁝ ⁝ ⁝ ⁝ ⁝
Harmony N xN,1 xN,2 … xN,d fN
the value of the fitness function for harmony 1. This value is calculated by putting
the decision variables of harmony 1 into the fitness function.
(
xi, j = l j + rand × ui − l j ) i = 1, 2,..., N ; j = 1, 2,..., d (2)
where lj and uj are the lower and upper bounds of decision variable j, respectively,
and rand is a random number with uniform distribution from [0 1]. Mathematically,
the HM is shown by the following expression:
The next step is to improvise a new harmony, xnew = [xnew,1xnew,2 …xnew,d ]. The main
feature of HS algorithm in comparison with other metaheuristics such as genetic
algorithm (GA) is that in HS, a new harmony is generated by use of all the existing
harmonies. For generation of decision variable j, the following procedure is con-
ducted. This procedure in done for all the decision variables until a new harmony
is obtained.
Stage 1
4
Harmony Search Algorithm
( )
xnew, j = l j + rand × ui − l j (4)
xnew, j = xk , j (5)
Stage 2
In order to escape from local optima, HS makes use of pitch adjustment mechanism
by which the improvised note may be shifted to a neighbour value with respect to
the possible range. In HS, there is a parameter named pitch adjusting rate (PAR)
which varies between 0 and 1. Small values of PAR leads to having a weak pitch
adjustment mechanism and large values of PAR result in having a rich pitch adjust-
ment mechanism. In order to perform pitch adjustment mechanism, after stage 1, a
random number from [0 1] with uniform distribution is generated (rand). If
rand ≤ PAR , the improvised note should be shifted to a neighbour value by using
Equation 6. Otherwise, if rand > PAR, the improvised note does not change.
where bw is called the bandwidth of generation and rand is a random number be-
tween 0 and 1 with uniform distribution. The term of (rand − 0.5) generates a
random number from [-0.5 0.5]. Since the users donot know that it is better to in-
crease the value of the decision variable or decrease its value, the term of (rand − 0.5)
is used to randomly select the direction of movement. In Eq. (6), the term of u j − l j
is used to control the scale of the decision variables since in an optimization prob-
lem, the scale of the decision variables may vary significantly such as -104 to 104
in one dimension and -10-5 to 10-5 in another one.
Step 3. Replacement
After Step 2, we have a new feasible harmony. The fitness function of the new
harmony (fnew) is calculated. In this Step, we compare the new harmony and the
worst harmony stored in HM. Suppose harmony h (1 ≤ h ≤ N ) is the worst har-
5
Harmony Search Algorithm
mony stored in HM in terms of the fitness function value. In this case, if fnew is
better than fith, harmony h is removed from the HM and the new harmony is replaced.
Otherwise, if fnew is worse than fith, the new harmony is abandoned.
In this Step, the best harmony stored in HM is returned as the optimum solution of
the problem under consideration. Figure 1 shows the flow chart of HS implementa-
tion for optimization.
HS has three parameters, namely, HMCR, PAR and bw. The role of these param-
eters on HS performance is as follows:
• HMCR: The value of HMCR which belongs to [0 1], denotes the probability
of using historical values stored in HM for playing a note. Small values of
HMCR result in random search (with the probability of 1-HMCR) and vice
versa. For example, HMCR of 0.9 means that the note will be sound from the
HM by the probability of 0.9 and will be sound randomly by the probability
of 0.1 from the possible range.
• PAR: By this value which belongs to [0 1], each value improvised from the
HM, has a change to be replaced by a value located at the vicinity of the se-
lected value from HM. In HS, this chance is provided and controlled by the
probability of PAR. As a result, large values of PAR increase the probability
of pitch adjustment and vice versa.
• bw: If the pitch adjustment mechanism is selected, the value of bw controls
the step size of movement. By using large values of bw, the distance between
the new value and the HM value increases. Indeed, we can tune the global and
local search by bw value.
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Harmony Search Algorithm
Min. (
f ( x1, x2 ) = Ln 1 + (1 − x1 )2 + 100( x2 − x12 )2 ) (7)
−10 ≤ x1, x2 ≤ 10
1 n n xi
Min. f ( x) =
4000
∑ i=1
( xi )2 − ∏ i=1
cos(
i
)+1
(8)
−600 ≤ xi ≤ 600 i = 1, 2,..., 30
7
Harmony Search Algorithm
8
Harmony Search Algorithm
9
Harmony Search Algorithm
Figure 4. The positions generated by HS algorithm during the first 100 iterations
Figure 5. The positions generated by HS algorithm during the first 1000 iterations
10
Harmony Search Algorithm
Figure 6. The positions generated by HS algorithm during the first 5000 iterations
Figure 7. The positions generated by HS algorithm during the first 10000 iterations
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Harmony Search Algorithm
Index PAR = 0.1 PAR = 0.3 PAR = 0.5 PAR = 0.7 PAR = 0.9 PAR = rand
Average 1.39 2.86 4.59 6.38 7.89 4.70
Standard 0.07 0.20 0.47 0.44 0.97 0.32
Deviation
Minimum 1.26 2.39 3.28 5.53 4.93 4.07
Maximum 1.54 3.35 5.32 7.12 9.90 5.45
12
Harmony Search Algorithm
13
Harmony Search Algorithm
PARmax − PARmin
PAR t = PARmin + ×t (9)
tmax
where PARt is the PAR value at iteration t, tmax is the maximum number of iterations,
PARmin is the minimum PAR value and PARmax is the maximum PAR value.
The value of bw decreases nonlinearly during the iterations by the following
exponential function:
bw t
bwt = bwmax × exp Ln( min ) × (10)
bwmax tmax
where bwmax and bwmin are the maximum bandwidth and minimum bandwidth,
respectively.
Based on this idea that a successful search should be proceeded progressively at
the beginning of the algorithm and then gradually settled down, (Wang and Huang
2010) have developed a self-adaptive HS algorithm which utilizes a decreasing linear
PAR during the iterations to prevent overshooting and oscillation. Indeed, this idea
is the opposite of the idea used by (Mahdavi et al. 2007). Also, they have used the
maximal and minimal values in the HM to conduct pitch adjustment mechanism
instead of using the parameter of bw. For this aim, one of the following equations
is used for doing the pitch adjustment:
where max( HM j ) and min( HM j ) are the highest and the lowest values of vari-
able j in HM. By use of this pitch adjustment mechanism, the decision variables
will not violate the boundary constraint.
There are other investigations which have developed HS variants with the aim
of finding the best parameter setting. In (Geem 2006; Mukhopadhyay et al. 2008),
optimum setting of bw has been discussed. In (Geem et al. 2005; Chakraborty et al.
2009), the parameter of PAR has been modified. In the first, it is proposed to replace
the PAR parameter by a mutation operator borrowed from differential evolution
(DE) algorithm and in the latter, a multi-pitch adjusting rate has been proposed. In
(Hasancebi et al. 2009), the dynamic variation of HMCR and PAR values has been
proposed.
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Harmony Search Algorithm
There are investigations which have tried to eliminate the burden of manually
finding the best parameter setting of HS algorithm. In (Geem, Sim 2010), an ad-
ditional matrix is used for memorizing operation types (random selection, memory
consideration, or pitch adjustment) in each variable. At each iteration, the parameters
of HMCR and PAR are recalculated based on the matrix information. In (Askar-
zadeh, Zebarjadi 2014), the following equations have been proposed for tuning
the HS parameters based on random numbers drawn from a uniform distribution
between 0 and 1:
1 − rand
PAR = (14)
2
bw = rand (15)
APPLICATIONS
Electrical Engineering
The hybridization of HS and DE was developed in (De et al. 2015) for designing a
CMOS inverter. The heuristic algorithm found the best design variables to optimize
the system performance. The design variables were the ratio of the channel width
to the channel length of the CMOS transistors and the output load capacitance.
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Harmony Search Algorithm
Telecommunication
In the field of pattern recognition, there are two famous topics of classification and
clustering. HS could be adopted to design a classifier or a clustering algorithm.
The application of HS in recognizing patterns in image or speech data are reported
in some researches.
Classification
Classification is the process of assigning category labels to any type of data. Two
important parts of classification systems are classifiers and features. HS could help
to improve the accuracy of the system by improving the classifier or selecting the
best set of features. In (Kulluk et al. 2012), six benchmark classification problems
were solved by an artificial neural network (ANN) which trained using self-adaptive
global best version of HS. The process of training feed-forward NNs using HS was
performed by optimizing the weights of links between the neurons to minimize the
error. A hybrid harmony-based classifier was developed in (Karimi et al. 2012). HS
produced if-then rules that determine the label of the data according to its attributes.
Authors in (Wang et al. 2015b) used HS as a feature selection method for email
16
Harmony Search Algorithm
Clustering
Clustering is about discriminating data into some groups (called clusters), in such
a way that data in a group are similar to each other and different from the other
groups. Harmony K-means algorithm was produced in (Mahdavi,Abolhassani 2009)
for document clustering. Documents were represented using term weights. HS found
the center of the clusters and then the results were refined by K-means.
Image Processing
17
Harmony Search Algorithm
Speech Processing
Water Management
To design and manage water distribution and water supply networks, there are some
optimization problems that could be handled by HS. Water distribution network
design problem was solved in (Geem 2012) by a diversity improved version of HS
to minimize the construction cost. The problems have design constraints of nodal
pressure and quantity and the decision variables are the diameter of the pipes. In
(Baek et al. 2010), HS was employed to optimize the simulation of hydraulic under
abnormal operating conditions in water distribution systems. HS built the model to
minimize the error between the assumed and the calculated heads at the demand
nodes. Pump scheduling problem in water distribution systems was tackled in
(Kougias,Theodossiou 2013) using the polyphonic HS. The objectives were the
minimization of quantity of pumped water and electricity and maintenance cost. The
design of groundwater remediation systems was tackled by a probabilistic multi-
objective fast HS in (Luo et al. 2014; Luo et al. 2012) to minimize the remediation
cost and contaminant mass remaining in aquifer. Authors in (Atrabi et al. 2015) used
HS for reservoir operation optimization to minimize the water supply deficit and
flood damages of a reservoir. The subjected constraint was mass balance limitation.
Mechanical Engineering
18
Harmony Search Algorithm
Chemical Engineering
Power Engineering
In the field of power engineering, there are many optimization problems like eco-
nomic dispatch (ED), optimal power flow (OPF), unit commitment (UC), modeling
problems, designing, and power system planning problems. HS was examined to
solve these problems in various reported works.
Economic Dispatch
19
Harmony Search Algorithm
voltage stability, and voltage profile in economic power dispatch problem. Control
variables were generator voltages, tap positions of tap changing transformers and the
amount of reactive compensation devices. Authors in (Niu et al. 2014) proposed HS
with arithmetic crossover operation for solving five different types of ED problems,
including static dispatch with valve point effects, ED with prohibited operating
zones, ED with multiple fuel cells, combined heat and power ED, and dynamic ED.
A differential HS was employed in (Wang,Li 2013) for solving the non-convex ED
to minimize the total fuel cost. Constraints of generating capacity, power balance,
ramp rate limit, and prohibited operating zones were handled by a repair procedure
and three simple selection rules. Authors in (Arul et al. 2013a) solved non-convex
ED using HS for generation cost minimization. The constraints of real power bal-
ance, generation limit, prohibited operating zones, ramp-rate, and system spinning
reserve, were tackled by penalization. Non-convex ED was also solved in (Arul et
al. 2014) by an improved version of HS.
OPF is defined by the minimization of generation costs and loss in power system
variables under some equality and inequality constraints. OPF problem was solved
using improved HS in (Sinsuphan et al. 2013) to minimize the total production cost
under constraints for real and reactive power flow and variable limits. OPF was
also solved by HS in (Sivasubramani,Swarup 2011) with the objectives of the total
fuel cost, real power loss, and voltage stability index minimization. The authors in
(Arul et al., 2013b) proposed a chaotic self-adaptive differential HS to solve OPF
problems with non-smooth and non-convex cost functions.
Unit Commitment
20
Harmony Search Algorithm
problem, HS control parameters of memory size, HMCR, PAR and bw was adapted.
In (Paqaleh et al. 2010), to solve UC by HS, the considered objectives were the fuel
costs of generating units, the start-up costs of the committed units and shut-down
costs of the decommitted units and the constraints were the power balance, spinning
reserve capacity of generating units, unit ramp-up and ramp-down rates, minimum
up/down time limit, and spinning reserve requirement.
Modeling
21
Harmony Search Algorithm
Civil Engineering
In civil engineering, there are many complicated optimization problems that was
solved by HS such as optimizing building structures, road construction, and solving
structural design problems.
Special seismic moment reinforced concrete frames are used in buildings to resist
earthquakes. Ref (Akin,Saka 2015) utilized HS for optimal design of these frames
under earthquake loads to minimize the frame cost. The frame design variables
are consisted of two groups of column design variables and beam design vari-
ables. Authors in (Amini,Ghaderi 2013) used the hybridization of HS with ant
colony search algorithm for optimal locating of dampers in structural systems.
The objective function was defined by the dynamic response of the system and the
configuration and forces of the dampers which was minimized. Two improved HS
algorithms were proposed in (Degertekin 2012) for optimally designing of truss
structures. Size and shape of truss structures was also optimized in (Kaveh,Javadi
2014) with a hybrid method of PSO and HS to minimize the truss weight. A social
HS model was employed for design of the composite floor with minimum cost in
(Kaveh,Ahangaran 2012). Design variables were related to the concrete slab, steel
beams, and the shear studs. Four classical weight minimization problems of steel
frames were designed using an enhanced HS in (Maheri,Narimani 2014). Damage
under ambient vibration in structural systems was detected by HS in (Miguel et al.
2012). HS produced numerical model for structural damage and minimized its dif-
ference with the experimental model. The structural damage was estimated from a
model update process using damage-induced changes in the modal features. Steel
frame optimization was solved in (Murren,Khandelwal 2014) to obtain least-weight
designs subjected to design and drift constraints. A hybrid HS was proposed in
(Segura et al. 2015) for optimizing the sustainability of post-tensioned concrete box-
girder pedestrian bridges. HS found the structural design variables and the geometry
for minimizing the costs while satisfying the constraints for structural safety and
durability. Authors in (Bekdas 2015) designed post-tensioned axially symmetric
cylindrical reinforced concrete walls and minimized the total material cost using
22
Harmony Search Algorithm
HS. These walls are used in storage tanks for liquids and solids. In (Carbas,Saka
2012), topological design of domes was performed by improved HS to minimize the
weight of each dome. Optimal design of steel frames was developed in (Degertekin
2008) by HS to determine the design variables of steel and minimize the weight of
the frame. Optimal sensor placement on gantry crane structures was solved by HS
in (Jin et al. 2015). These sensors are used to evaluate the safety and reliability of
structures. The number and the location of the sensors were determined by HS to
improve the performance. Optimal design of geosynthetic-reinforced retaining walls
was performed in (Manahiloh et al. 2015) by HS to minimize the construction cost
in the presence of design constraints.
Road Transportation
Financial Tasks
A self adaptive differential HS was used in (Dash et al. 2014) for designing a single
hidden layer feed forward neural network. The optimized neural network was used
for prediction of a financial time series data that was the closing price and volatility
of five different stock indices. Forecasting of financial data was performed in (Dash
et al. 2015) by an integrating model of a interval type2 fuzzy logic system and an
artificial neural network. A proposed differential HS was used for optimizing the
parameters of the fuzzy time series models for stock market volatility prediction.
A stochastic replenishment intervals multiproduct inventory model with dynamic
demand was solved by HS in (Taleizadeh et al. 2012) to minimize costs of holding,
purchasing and shortage. Multi-site order planning problem was handled by HS
in (Guo et al. 2015). This problem was defined in a make-to-order manufacturing
environment considering multiple production uncertainties. The goal is to attain
production objectives by effectively determining the allocation of customer orders
to several self-owned or collaborative production plants placed in different regions.
23
Harmony Search Algorithm
Product Transportation
Job Scheduling
Function Optimization
24
Harmony Search Algorithm
CONCLUSION
ACKNOWLEDGMENT
The authors would like to thank Editor and Reviewers for their helpful comments.
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