Rubén Saborido

Evolutionary multi-objective optimization algorithms for fuzzy portfolio selection

Graphical abstractDisplay Omitted HighlightsWe consider a constrained three-objective optimization portfolio selection problem.We solve the problem by means of evolutionary multi-objective optimization.New mutation, crossover and reparation operators are designed for this problem.They are tested in several algorithms for a data set from the Spanish stock market.Results for two performance metrics reveal the effectiveness of the new operators. In this paper, we consider a recently proposed model for portfolio selection, called Mean-Downside Risk-Skewness (MDRS) model. This modelling approach takes into account both the multidimensional nature of the portfolio selection problem and the requirements imposed by the investor. Concretely, it optimizes the expected return, the downside-risk and the skewness of a given portfolio, taking into account budget, bound and cardinality constraints. The quantification of the uncertain future return on a given portfolio is approximated by means of LR-fuzzy numbers, while the moments of its return are evaluated using possibility theory. The main purpose of this paper is to solve the MDRS portfolio selection model as a whole constrained three-objective optimization problem, what has not been done before, in order to analyse the efficient portfolios which optimize the three criteria simultaneously. For this aim, we propose new mutation, crossover and reparation operators for evolutionary multi-objective optimization, which have been specially designed for generating feasible solutions of the cardinality constrained MDRS problem. We incorporate the operators suggested into the evolutionary algorithms NSGAII, MOEA/D and GWASF-GA and we analyse their performances for a data set from the Spanish stock market. The potential of our operators is shown in comparison to other commonly used genetic operators and some conclusions are highlighted from the analysis of the trade-offs among the three criteria.

Global wasf-ga: An evolutionary algorithm in multiobjective optimization to approximate the whole pareto optimal front

In this article, we propose a new evolutionary algorithm for multiobjective optimization called Global WASF-GA (global weighting achievement scalarizing function genetic algorithm), which falls within the aggregation-based evolutionary algorithms. The main purpose of Global WASF-GA is to approximate the whole Pareto optimal front. Its fitness function is defined by an achievement scalarizing function (ASF) based on the Tchebychev distance, in which two reference points are considered (both utopian and nadir objective vectors) and the weight vector used is taken from a set of weight vectors whose inverses are well-distributed. At each iteration, all individuals are classified into different fronts. Each front is formed by the solutions with the lowest values of the ASF for the different weight vectors in the set, using the utopian vector and the nadir vector as reference points simultaneously. Varying the weight vector in the ASF while considering the utopian and the nadir vectors at the same time enables the algorithm to obtain a final set of nondominated solutions that approximate the whole Pareto optimal front. We compared Global WASF-GA to MOEA/D (different versions) and NSGA-II in two-, three-, and five-objective problems. The computational results obtained permit us to conclude that Global WASF-GA gets better performance, regarding the hypervolume metric and the epsilon indicator, than the other two algorithms in many cases, especially in three- and five-objective problems.

An Interactive Evolutionary Multiobjective Optimization Method: Interactive WASF-GA

In this paper, we describe an interactive evolutionary algorithm called Interactive WASF-GA to solve multiobjective optimization problems. This algorithm is based on a preference-based evolutionary multiobjective optimization algorithm called WASF-GA. In Interactive WASF-GA, a decision maker provides preference information at each iteration simply as a reference point consisting of desirable objective function values and the number of solutions to be compared. Using this information, the desired number of solutions is generated to represent the region of interest of the Pareto optimal front associated to the reference point given. Interactive WASF-GA implies a much lower computational cost than the original WASF-GA because it generates a small number of solutions. This speeds up the convergence of the algorithm, making it suitable for many decision-making problems. Its efficiency and usefulness is demonstrated with a five-objective optimization problem.

Optimizing User Experience in Choosing Android Applications

In this paper, we present a recommendation system aimed at helping users and developers alike. We help users to choose optimal sets of applications belonging to different categories (eg. browsers, e-mails, cameras) while minimizing energy consumption, transmitted data, and maximizing application rating. We also help developers by showing the relative placement of their applications efficiency with respect to selected others. When the optimal set of applications is computed, it is leveraged to position a given application with respect to the optimal, median and worst application in its category (eg. browsers). Out of eight categories we selected 144 applications, manually defined typical execution scenarios, collected the relevant data, and computed the Pareto optimal front solving a multi-objective optimization problem. We report evidence that, on the one hand, ratings do not correlate with energy efficiency and data frugality. On the other hand, we show that it is possible to help developers understanding how far is a new Android application power consumption and network usage with respect to optimal applications in the same category. From the user perspective, we show that choosing optimal sets of applications, power consumption and network usage can be reduced by 16.61% and 40.17%, respectively, in comparison to choosing the set of applications that maximizes only the rating.

On the Impact of Sampling Frequency on Software Energy Measurements

Energy consumption is a major concern when devel- oping and evolving mobile applications. The user wishes to access fast and powerful mobile applications, which is usually in contrast to optimized battery life and heat generation. The software engineering community have acknowledged the relevance of the problem and researchers are investigating ways to reduce energy consumption, for example by examining which library, device configuration, and applications parameters should be used to promote long battery life. We conjecture that these studies are at the border between hardware and software and we must be careful on how the energy consumption is measured and how the energy consumption is attributed to methods and libraries. To the best of our knowledge, no previous work investigates how much energy and power consumption is due to high frequency events missed when sampling at low frequencies such as 10 kHz and verified the error at the precision of method level. Low frequency sampling is a rough approximation that hinders the understanding of fine grain details: the real picture of energy consumption as well as the root causes are missed. This has profound implications on the choice of methods to evolve or components to replace. In this paper, we propose an approach for accurate measurements of the energy consumption of mobile applications. We apply the proposed approach to assess the energy consumption of 21 mobile, closed source, applications and four open source Android applications. We show that by sampling at 10 kHz one may expect a median error of 8%, however, such error may be as high as 50% for short fast executing methods. Finally, we revisit a previous approach that estimates the energy consumption of methods based on execution time and found that it can miss as much as 84% of the energy, with a median of 30%. Index Terms—Software Energy Consumption, Performance, Android, Monitoring.

A combined interactive procedure using preference-based evolutionary multiobjective optimization. Application to the efficiency improvement of the auxiliary services of power plants

A multiobjective optimization model is suggested.It optimizes the efficiency the auxiliary systems of power plants.For solving the problem, we proposed a novel combined interactive process.The solution process is adjusted to the results obtained and the DMs preferences.The novelty is that we join several methods to build a global interactive scheme. While the auxiliary services required for the operation of power plants are not the main components of the plant, their energy consumption is often significant, and it can be reduced by implementing a series of improvement strategies. However, the cost of implementing these changes can be very high, and has to be evaluated. Indeed, a further economic analysis should be considered in order to maximize the profitability of the investment. In this paper, we propose a multiobjective optimization problem to determine the most suitable strategies to maximize the energy saving, to minimize the economic investment and to maximize the Internal Rate of Return of the investment. Solving this real-life multiobjective optimization problem with a decision maker presents several challenges and difficulties and we have developed a novel interactive procedure which combines three different approaches in order to make use of the main advantages of each method. The idea is to start with the approximation of the Pareto optimal set, in order to gain a global understanding of the trade-offs among the objectives, using evolutionary multiobjective optimization; next step is aiding the decision maker to explore the efficient set and to identify the subset of solutions which fits her/his preferences, for which interactive multiple criteria decision making methodologies are used; and finally we concentrate the search for new solutions into the most interesting part of the efficient set with the help of a preference-based evolutionary algorithm. This allows us to build a flexible scheme that is progressively adapted to the decision makers reactions until (s)he finds the most preferred solution. The interactive combined procedure proposed is applied in practice for solving the problem of the auxiliary services with a real decision maker, extracting interesting insights about the efficiency improvement of the auxiliary services. With this practical application, we show the usefulness of the interactive procedure proposed, and we highlight the importance of an understandable feedback and an adaptive process.

Comprehension of ads-supported and paid Android applications: are they different?

The Android market is a place where developers offer paid and-or free apps to users. Free apps can follow the freemium or the ads-business model. While the former offers less features and the user is charged for unlocking additional features, the latter includes ads to allow developers to get a revenue. Free apps are interesting to users because they can try them immediately without incurring a monetary cost. However, free apps often have limited features and-or contain ads when compared to their paid counterparts. Thus, users may eventually need to pay to get additional features and-or remove ads. While paid apps have clear market values, their ads-supported versions are not entirely free because ads have an impact on performance. The hidden costs of ads, and the recent possibility to form family groups in Google Play to share purchased apps, make it difficult for developers and users to balance between visible and hidden costs of paid and ads-supported apps. In this paper, first, we perform an exploratory study about ads-supported and paid apps to understand their differences in terms of implementation and development process. We analyze 40 Android apps and we observe that (i) ads-supported apps are preferred by users although paid apps have a better rating, (ii) developers do not usually offer a paid app without a corresponding free version, (iii) ads-supported apps usually have more releases and are released more often than their corresponding paid versions, (iv) there is no a clear strategy about the way developers set prices of paid apps, (v) paid apps do not usually include more functionalities than their corresponding ads-supported versions, (vi) developers do not always remove ad networks in paid versions of their ads-supported apps, and (vii) paid apps require less permissions than ads-supported apps. Second, we carry out an experimental study to compare the performance of ads-supported and paid apps and we propose four equations to estimate the cost of ads-supported apps. We obtain that (i) ads-supported apps use more resources than their corresponding paid versions with statistically significant differences and (ii) paid apps could be considered a most cost-effective choice for users because their cost can be amortized in a short period of time, depending on their usage.

EARMO: An Energy-Aware Refactoring Approach for Mobile Apps

The energy consumption of mobile apps is a trending topic and researchers are actively investigating the role of coding practices on energy consumption. Recent studies suggest that design choices can conflict with energy consumption. Therefore, it is important to take into account energy consumption when evolving the design of a mobile app. In this paper, we analyze the impact of eight type of anti-patterns on a testbed of 20 android apps extracted from F-Droid. We propose EARMO, a novel anti-pattern correction approach that accounts for energy consumption when refactoring mobile anti-patterns. We evaluate EARMO using three multiobjective search-based algorithms. The obtained results show that EARMO can generate refactoring recommendations in less than a minute, and remove a median of 84 percent of anti-patterns. Moreover, EARMO extended the battery life of a mobile phone by up to 29 minutes when running in isolation a refactored multimedia app with default settings (no Wi-Fi, no location services, and minimum screen brightness). Finally, we conducted a qualitative study with developers of our studied apps, to assess the refactoring recommendations made by EARMO. Developers found 68 percent of refactorings suggested by EARMO to be very relevant.

Getting the most from map data structures in Android

A map is a data structure that is commonly used to store data as key–value pairs and retrieve data as keys, values, or key–value pairs. Although Java offers different map implementation classes, Android SDK offers other implementations supposed to be more efficient than HashMap: ArrayMap and SparseArray variants (SparseArray, LongSparseArray, SparseIntArray, SparseLongArray, and SparseBooleanArray). Yet, the performance of these implementations in terms of CPU time, memory usage, and energy consumption is lacking in the official Android documentation; although saving CPU, memory, and energy is a major concern of users wanting to increase battery life. Consequently, we study the use of map implementations by Android developers in two ways. First, we perform an observational study of 5713 Android apps in GitHub. Second, we conduct a survey to assess developers’ perspective on Java and Android map implementations. Then, we perform an experimental study comparing HashMap, ArrayMap, and SparseArray variants map implementations in terms of CPU time, memory usage, and energy consumption. We conclude with guidelines for choosing among the map implementations: HashMap is preferable over ArrayMap to improve energy efficiency of apps, and SparseArray variants should be used instead of HashMap and ArrayMap when keys are primitive types.

On the use of the

Reference point-based methods are very useful techniques for solving multiobjective optimization problems. In these methods, the most commonly used achievement scalarizing functions are based on the Tchebychev distance (minmax approach), which generates every Pareto optimal solution in any multiobjective optimization problem, but does not allow compensation among the deviations to the reference values given that it minimizes the value of the highest deviation. At the same time, for any