There was an competition on codechef.com (great site by the way, monthly programming competitions) where one was supposed to solve an unsolveable sudoku (one should come as close as possible with as few wrong collumns/rows/etc as possible).What I would do, was to first generate a perfect sudoku and then override the fields, that have been given. From this pretty good basis on I used genetic programming to improve my solution.I couldn't think of a deterministic approach in this case, because the sudoku was 300x300 and search would've taken too long.

没有家庭作业。

1995年，我作为专业程序员的第一份工作是为标准普尔500指数期货编写一个基于遗传算法的自动交易系统。该应用程序是用Visual Basic 3 [!我不知道我当时是怎么做的，因为VB3甚至没有课程。

The application started with a population of randomly-generated fixed-length strings (the "gene" part), each of which corresponded to a specific shape in the minute-by-minute price data of the S&P500 futures, as well as a specific order (buy or sell) and stop-loss and stop-profit amounts. Each string (or "gene") had its profit performance evaluated by a run through 3 years of historical data; whenever the specified "shape" matched the historical data, I assumed the corresponding buy or sell order and evaluated the trade's result. I added the caveat that each gene started with a fixed amount of money and could thus potentially go broke and be removed from the gene pool entirely.

在对种群的每一次评估之后，幸存者被随机杂交(通过混合来自两个亲本的片段)，一个基因被选择为亲本的可能性与它产生的利润成正比。我还添加了点突变的可能性，让事情变得有趣一点。经过几百代这样的基因，我最终得到了一个基因群，它可以把5000美元变成平均约10000美元，而且没有死亡/破碎的可能性(当然是在历史数据上)。

Unfortunately, I never got the chance to use this system live, since my boss lost close to $100,000 in less than 3 months trading the traditional way, and he lost his willingness to continue with the project. In retrospect, I think the system would have made huge profits - not because I was necessarily doing anything right, but because the population of genes that I produced happened to be biased towards buy orders (as opposed to sell orders) by about a 5:1 ratio. And as we know with our 20/20 hindsight, the market went up a bit after 1995.

在读完《盲人钟表匠》之后，我对道金斯所说的帕斯卡程序产生了兴趣，他开发了一个可以随着时间进化的生物模型。我对使用Swarm编写自己的程序很感兴趣。我没有画出他画的那些奇特的生物图形，但我的“染色体”控制着影响生物体生存能力的特征。他们生活在一个简单的世界里，可以与彼此和环境决一死战。

生物的生存或死亡部分取决于偶然性，但也取决于它们如何有效地适应当地环境，如何有效地消耗营养物质以及如何成功地繁殖。这很有趣，但也向我妻子证明了我是一个极客。

在工作中，我遇到了这样一个问题:给定M个任务和N个dsp，如何将任务分配给dsp是最好的?“最佳”定义为“最大负载DSP的负载最小化”。有不同类型的任务，不同的任务类型有不同的性能分支，这取决于它们被分配到哪里，所以我将一组工作到dsp的分配编码为“DNA字符串”，然后使用遗传算法来“培育”我所能“培育”的最佳分配字符串。

它运行得相当好(比我之前的方法好得多，之前的方法是评估每个可能的组合……对于非平凡问题的大小，它将需要数年才能完成!)，唯一的问题是无法判断是否已经达到了最优解。你只能决定当前的“最大努力”是否足够好，或者让它运行更长时间，看看它是否可以做得更好。

当你打算粉刷你的房子时，通常很难得到一个确切的颜色组合。通常，你脑海中有一些颜色，但它不是其中一种颜色，供应商向你展示。

昨天，我的GA研究员教授提到了一个发生在德国的真实故事(对不起，我没有更多的参考资料，是的，如果有人要求我可以找到它)。这个家伙(让我们称他为配色员)曾经挨家挨户地帮助人们找到确切的颜色代码(RGB)，这将是客户心目中的衣柜。下面是他的做法:

The color guy used to carry with him a software program which used GA. He used to start with 4 different colors- each coded as a coded Chromosome (whose decoded value would be a RGB value). The consumer picks 1 of the 4 colors (Which is the closest to which he/she has in mind). The program would then assign the maximum fitness to that individual and move onto the next generation using mutation/crossover. The above steps would be repeated till the consumer had found the exact color and then color guy used to tell him the RGB combination!

通过将最大适应度分配给接近消费者想法的颜色，配色员的程序增加了收敛到消费者想法的颜色的机会。我发现它很有趣!

现在我已经得到了一个-1，如果你计划更多的-1，请说明这样做的原因!

As part of my thesis I wrote a generic java framework for the multi-objective optimisation algorithm mPOEMS (Multiobjective prototype optimization with evolved improvement steps), which is a GA using evolutionary concepts. It is generic in a way that all problem-independent parts have been separated from the problem-dependent parts, and an interface is povided to use the framework with only adding the problem-dependent parts. Thus one who wants to use the algorithm does not have to begin from zero, and it facilitates work a lot.

你可以在这里找到代码。

你可以用这个算法找到的解决方案已经在科学工作中与最先进的算法SPEA-2和NSGA进行了比较，并且已经证明 算法的性能相当，甚至更好，这取决于您用来衡量性能的指标，特别是取决于您正在关注的优化问题。

你可以在这里找到它。

同样，作为我的论文和工作证明的一部分，我将这个框架应用于项目组合管理中的项目选择问题。它是关于选择对公司增加最大价值的项目，支持公司的战略或支持任何其他任意目标。例如，从特定类别中选择一定数量的项目，或最大化项目协同作用，……

我的论文将该框架应用于项目选择问题: http://www.ub.tuwien.ac.at/dipl/2008/AC05038968.pdf

之后，我在一家财富500强公司的投资组合管理部门工作，在那里他们使用了一种商业软件，该软件还将GA应用于项目选择问题/投资组合优化。

更多资源:

框架文档: http://thomaskremmel.com/mpoems/mpoems_in_java_documentation.pdf

mPOEMS演示论文: http://portal.acm.org/citation.cfm?id=1792634.1792653

实际上，只要有一点热情，每个人都可以很容易地将通用框架的代码适应任意的多目标优化问题。