Better relaxations of classical discrete optimization problems.
Energy Technology Data Exchange (ETDEWEB)
Lancia, Giuseppe; Konjevod, Goran; Carr, Robert D.; Parehk, Ojas
2008-08-01
A mathematical program is an optimization problem expressed as an objective function of multiple variables subject to set of constraints. When the optimization problem has specific structure, the problem class usually has a special name. A linear program is the optimization of a linear objective function subject to linear constraints. An integer program is a linear program where some of the variables must take only integer values. A semidefinite program is a linear program where the variables are arranged in a matrix and for all feasible solutions, this matrix must be positive semidefinite. There are general-purpose solvers for each of these classes of mathematical program. There are usually many ways to express a problem as a correct, say, linear program. However, equivalent formulations can have significantly different practical tractability. In this poster, we present new formulations for two classic discrete optimization problems, maximum cut (max cut) and the graphical traveling salesman problem (GTSP), that are significantly stronger, and hence more computationally tractable, than any previous formulations of their class. Both partially answer longstanding open theoretical questions in polyhedral combinatorics.
Finite Volumes Discretization of Topology Optimization Problems
DEFF Research Database (Denmark)
Evgrafov, Anton; Gregersen, Misha Marie; Sørensen, Mads Peter
, FVMs represent a standard method of discretization within engineering communities dealing with computational uid dy- namics, transport, and convection-reaction problems. Among various avours of FVMs, cell based approaches, where all variables are associated only with cell centers, are particularly...... computations is done using nite element methods (FEMs). Despite some limited recent eorts [1, 2], we have only started to develop our understanding of the interplay between the control in the coecients and FVMs. Recent advances in discrete functional analysis allow us to analyze convergence of FVM...... of the induced parametrization of the design space that allows optimization algorithms to eciently explore it, and the ease of integration with existing computational codes in a variety of application areas, the simplicity and eciency of sensitivity analyses|all stemming from the use of the same grid throughout...
Intelligent discrete particle swarm optimization for multiprocessor task scheduling problem
Directory of Open Access Journals (Sweden)
S Sarathambekai
2017-03-01
Full Text Available Discrete particle swarm optimization is one of the most recently developed population-based meta-heuristic optimization algorithm in swarm intelligence that can be used in any discrete optimization problems. This article presents a discrete particle swarm optimization algorithm to efficiently schedule the tasks in the heterogeneous multiprocessor systems. All the optimization algorithms share a common algorithmic step, namely population initialization. It plays a significant role because it can affect the convergence speed and also the quality of the final solution. The random initialization is the most commonly used method in majority of the evolutionary algorithms to generate solutions in the initial population. The initial good quality solutions can facilitate the algorithm to locate the optimal solution or else it may prevent the algorithm from finding the optimal solution. Intelligence should be incorporated to generate the initial population in order to avoid the premature convergence. This article presents a discrete particle swarm optimization algorithm, which incorporates opposition-based technique to generate initial population and greedy algorithm to balance the load of the processors. Make span, flow time, and reliability cost are three different measures used to evaluate the efficiency of the proposed discrete particle swarm optimization algorithm for scheduling independent tasks in distributed systems. Computational simulations are done based on a set of benchmark instances to assess the performance of the proposed algorithm.
Discrete optimization for some TSP-like genome mapping problems
Mester, David; Ronin, Y.; Korostishevsky, M.; Frenkel, Z.; Bräysy, Olli; Dullaert, W.; Raa, B; Korol, A.
Several problems in modern genome mapping analysis belong to the field of discrete optimization on a set of all possible orders. In this paper we propose formulations, mathematical models and algorithms for genetic/genomic mapping problem, that can be formulated in TSP-like terms. These include:
Heuristic Optimization for the Discrete Virtual Power Plant Dispatch Problem
DEFF Research Database (Denmark)
Petersen, Mette Kirschmeyer; Hansen, Lars Henrik; Bendtsen, Jan Dimon
2014-01-01
We consider a Virtual Power Plant, which is given the task of dispatching a fluctuating power supply to a portfolio of flexible consumers. The flexible consumers are modeled as discrete batch processes, and the associated optimization problem is denoted the Discrete Virtual Power Plant Dispatch...... Problem. First NP-completeness of the Discrete Virtual Power Plant Dispatch Problem is proved formally. We then proceed to develop tailored versions of the meta-heuristic algorithms Hill Climber and Greedy Randomized Adaptive Search Procedure (GRASP). The algorithms are tuned and tested on portfolios...... of varying sizes. We find that all the tailored algorithms perform satisfactorily in the sense that they are able to find sub-optimal, but usable, solutions to very large problems (on the order of 10 5 units) at computation times on the scale of just 10 seconds, which is far beyond the capabilities...
Comments on `A discrete optimal control problem for descriptor systems'
DEFF Research Database (Denmark)
Ravn, Hans
1990-01-01
In the above-mentioned work (see ibid., vol.34, p.177-81 (1989)), necessary and sufficient optimality conditions are derived for a discrete-time optimal problem, as well as other specific cases of implicit and explicit dynamic systems. The commenter corrects a mistake and demonstrates that there ...... that there is not an `if and only if' correspondence between stationarity conditions and minimization of the Hamiltonian. In replying, Lin and Yang acknowledge this and also give a version of theorem two in the context of their response to achieve a balance...
Guaranteed Discrete Energy Optimization on Large Protein Design Problems.
Simoncini, David; Allouche, David; de Givry, Simon; Delmas, Céline; Barbe, Sophie; Schiex, Thomas
2015-12-08
In Computational Protein Design (CPD), assuming a rigid backbone and amino-acid rotamer library, the problem of finding a sequence with an optimal conformation is NP-hard. In this paper, using Dunbrack's rotamer library and Talaris2014 decomposable energy function, we use an exact deterministic method combining branch and bound, arc consistency, and tree-decomposition to provenly identify the global minimum energy sequence-conformation on full-redesign problems, defining search spaces of size up to 10(234). This is achieved on a single core of a standard computing server, requiring a maximum of 66GB RAM. A variant of the algorithm is able to exhaustively enumerate all sequence-conformations within an energy threshold of the optimum. These proven optimal solutions are then used to evaluate the frequencies and amplitudes, in energy and sequence, at which an existing CPD-dedicated simulated annealing implementation may miss the optimum on these full redesign problems. The probability of finding an optimum drops close to 0 very quickly. In the worst case, despite 1,000 repeats, the annealing algorithm remained more than 1 Rosetta unit away from the optimum, leading to design sequences that could differ from the optimal sequence by more than 30% of their amino acids.
Parker, R Gary
1988-01-01
This book treats the fundamental issues and algorithmic strategies emerging as the core of the discipline of discrete optimization in a comprehensive and rigorous fashion. Following an introductory chapter on computational complexity, the basic algorithmic results for the two major models of polynomial algorithms are introduced--models using matroids and linear programming. Further chapters treat the major non-polynomial algorithms: branch-and-bound and cutting planes. The text concludes with a chapter on heuristic algorithms.Several appendixes are included which review the fundamental ideas o
Stability of the turnpike phenomenon in discrete-time optimal control problems
Zaslavski, Alexander J
2014-01-01
The structure of approximate solutions of autonomous discrete-time optimal control problems and individual turnpike results for optimal control problems without convexity (concavity) assumptions are examined in this book. In particular, the book focuses on the properties of approximate solutions which are independent of the length of the interval, for all sufficiently large intervals; these results apply to the so-called turnpike property of the optimal control problems. By encompassing the so-called turnpike property the approximate solutions of the problems are determined primarily by the objective function and are fundamentally independent of the choice of interval and endpoint conditions, except in regions close to the endpoints. This book also explores the turnpike phenomenon for two large classes of autonomous optimal control problems. It is illustrated that the turnpike phenomenon is stable for an optimal control problem if the corresponding infinite horizon optimal control problem possesses an asymp...
Discrete-time entropy formulation of optimal and adaptive control problems
Tsai, Yweting A.; Casiello, Francisco A.; Loparo, Kenneth A.
1992-01-01
The discrete-time version of the entropy formulation of optimal control of problems developed by G. N. Saridis (1988) is discussed. Given a dynamical system, the uncertainty in the selection of the control is characterized by the probability distribution (density) function which maximizes the total entropy. The equivalence between the optimal control problem and the optimal entropy problem is established, and the total entropy is decomposed into a term associated with the certainty equivalent control law, the entropy of estimation, and the so-called equivocation of the active transmission of information from the controller to the estimator. This provides a useful framework for studying the certainty equivalent and adaptive control laws.
Directory of Open Access Journals (Sweden)
Henryk Josiński
2014-01-01
Full Text Available This paper introduces an expanded version of the Invasive Weed Optimization algorithm (exIWO distinguished by the hybrid strategy of the search space exploration proposed by the authors. The algorithm is evaluated by solving three well-known optimization problems: minimization of numerical functions, feature selection, and the Mona Lisa TSP Challenge as one of the instances of the traveling salesman problem. The achieved results are compared with analogous outcomes produced by other optimization methods reported in the literature.
Josiński, Henryk; Kostrzewa, Daniel; Michalczuk, Agnieszka; Switoński, Adam
2014-01-01
This paper introduces an expanded version of the Invasive Weed Optimization algorithm (exIWO) distinguished by the hybrid strategy of the search space exploration proposed by the authors. The algorithm is evaluated by solving three well-known optimization problems: minimization of numerical functions, feature selection, and the Mona Lisa TSP Challenge as one of the instances of the traveling salesman problem. The achieved results are compared with analogous outcomes produced by other optimization methods reported in the literature.
DEFF Research Database (Denmark)
Rasmussen, Marie-Louise Højlund; Stolpe, Mathias
2008-01-01
The subject of this article is solving discrete truss topology optimization problems with local stress and displacement constraints to global optimum. We consider a formulation based on the Simultaneous ANalysis and Design (SAND) approach. This intrinsically non-convex problem is reformulated...... to a mixed-integer linear program, which is solved with a parallel implementation of branch-and-bound. Additional valid inequalities and cuts are introduced to give a stronger representation of the problem, which improves convergence and speed up of the parallel method. The valid inequalities represent...... the physics, and the cuts (Combinatorial Benders’ and projected Chvátal–Gomory) come from an understanding of the particular mathematical structure of the reformulation. The impact of a stronger representation is investigated on several truss topology optimization problems in two and three dimensions....
The continuous 1.5D terrain guarding problem: Discretization, optimal solutions, and PTAS
Directory of Open Access Journals (Sweden)
Stephan Friedrichs
2016-05-01
Full Text Available In the NP-hard continuous 1.5D Terrain Guarding Problem (TGP we are given an $x$-monotone chain of line segments in $R^2$ (the terrain $T$, and ask for the minimum number of guards (located anywhere on $T$ required to guard all of $T$. We construct guard candidate and witness sets $G, W \\subset T$ of polynomial size such that any feasible (optimal guard cover $G^* \\subseteq G$ for $W$ is also feasible (optimal for the continuous TGP. This discretization allows us to: (1 settle NP-completeness for the continuous TGP; (2 provide a Polynomial Time Approximation Scheme (PTAS for the continuous TGP using the PTAS for the discrete TGP by Gibson et al.; (3 formulate the continuous TGP as an Integer Linear Program (IP. Furthermore, we propose several filtering techniques reducing the size of our discretization, allowing us to devise an efficient IP-based algorithm that reliably provides optimal guard placements for terrains with up to $10^6$ vertices within minutes on a standard desktop computer.
Directory of Open Access Journals (Sweden)
Fushing Hsieh
2016-11-01
Full Text Available Discrete combinatorial optimization problems in real world are typically defined via an ensemble of potentially high dimensional measurements pertaining to all subjects of a system under study. We point out that such a data ensemble in fact embeds with system's information content that is not directly used in defining the combinatorial optimization problems. Can machine learning algorithms extract such information content and make combinatorial optimizing tasks more efficient? Would such algorithmic computations bring new perspectives into this classic topic of Applied Mathematics and Theoretical Computer Science? We show that answers to both questions are positive. One key reason is due to permutation invariance. That is, the data ensemble of subjects' measurement vectors is permutation invariant when it is represented through a subject-vs-measurement matrix. An unsupervised machine learning algorithm, called Data Mechanics (DM, is applied to find optimal permutations on row and column axes such that the permuted matrix reveals coupled deterministic and stochastic structures as the system's information content. The deterministic structures are shown to facilitate geometry-based divide-and-conquer scheme that helps optimizing task, while stochastic structures are used to generate an ensemble of mimicries retaining the deterministic structures, and then reveal the robustness pertaining to the original version of optimal solution. Two simulated systems, Assignment problem and Traveling Salesman problem, are considered. Beyond demonstrating computational advantages and intrinsic robustness in the two systems, we propose brand new robust optimal solutions. We believe such robust versions of optimal solutions are potentially more realistic and practical in real world settings.
Hu, Xiao-Bing; Wang, Ming; Di Paolo, Ezequiel
2013-06-01
Searching the Pareto front for multiobjective optimization problems usually involves the use of a population-based search algorithm or of a deterministic method with a set of different single aggregate objective functions. The results are, in fact, only approximations of the real Pareto front. In this paper, we propose a new deterministic approach capable of fully determining the real Pareto front for those discrete problems for which it is possible to construct optimization algorithms to find the k best solutions to each of the single-objective problems. To this end, two theoretical conditions are given to guarantee the finding of the actual Pareto front rather than its approximation. Then, a general methodology for designing a deterministic search procedure is proposed. A case study is conducted, where by following the general methodology, a ripple-spreading algorithm is designed to calculate the complete exact Pareto front for multiobjective route optimization. When compared with traditional Pareto front search methods, the obvious advantage of the proposed approach is its unique capability of finding the complete Pareto front. This is illustrated by the simulation results in terms of both solution quality and computational efficiency.
Directory of Open Access Journals (Sweden)
Hao Yin
2014-01-01
Full Text Available For SLA-aware service composition problem (SSC, an optimization model for this algorithm is built, and a hybrid multiobjective discrete particle swarm optimization algorithm (HMDPSO is also proposed in this paper. According to the characteristic of this problem, a particle updating strategy is designed by introducing crossover operator. In order to restrain particle swarm’s premature convergence and increase its global search capacity, the swarm diversity indicator is introduced and a particle mutation strategy is proposed to increase the swarm diversity. To accelerate the process of obtaining the feasible particle position, a local search strategy based on constraint domination is proposed and incorporated into the proposed algorithm. At last, some parameters in the algorithm HMDPSO are analyzed and set with relative proper values, and then the algorithm HMDPSO and the algorithm HMDPSO+ incorporated by local search strategy are compared with the recently proposed related algorithms on different scale cases. The results show that algorithm HMDPSO+ can solve the SSC problem more effectively.
A Discrete Fruit Fly Optimization Algorithm for the Traveling Salesman Problem.
Directory of Open Access Journals (Sweden)
Zi-Bin Jiang
Full Text Available The fruit fly optimization algorithm (FOA is a newly developed bio-inspired algorithm. The continuous variant version of FOA has been proven to be a powerful evolutionary approach to determining the optima of a numerical function on a continuous definition domain. In this study, a discrete FOA (DFOA is developed and applied to the traveling salesman problem (TSP, a common combinatorial problem. In the DFOA, the TSP tour is represented by an ordering of city indices, and the bio-inspired meta-heuristic search processes are executed with two elaborately designed main procedures: the smelling and tasting processes. In the smelling process, an effective crossover operator is used by the fruit fly group to search for the neighbors of the best-known swarm location. During the tasting process, an edge intersection elimination (EXE operator is designed to improve the neighbors of the non-optimum food location in order to enhance the exploration performance of the DFOA. In addition, benchmark instances from the TSPLIB are classified in order to test the searching ability of the proposed algorithm. Furthermore, the effectiveness of the proposed DFOA is compared to that of other meta-heuristic algorithms. The results indicate that the proposed DFOA can be effectively used to solve TSPs, especially large-scale problems.
DEFF Research Database (Denmark)
Stolpe, Mathias; Bendsøe, Martin P.
2007-01-01
This paper present some initial results pertaining to a search for globally optimal solutions to a challenging benchmark example proposed by Zhou and Rozvany. This means that we are dealing with global optimization of the classical single load minimum compliance topology design problem with a fixed...... finite element discretization and with discrete design variables. Global optimality is achieved by the implementation of some specially constructed convergent nonlinear branch and cut methods, based on the use of natural relaxations and by applying strengthening constraints (linear valid inequalities...
Santosa, B.; Siswanto, N.; Fiqihesa
2018-04-01
This paper proposes a discrete Particle Swam Optimization (PSO) to solve limited-wait hybrid flowshop scheduing problem with multi objectives. Flow shop schedulimg represents the condition when several machines are arranged in series and each job must be processed at each machine with same sequence. The objective functions are minimizing completion time (makespan), total tardiness time, and total machine idle time. Flow shop scheduling model always grows to cope with the real production system accurately. Since flow shop scheduling is a NP-Hard problem then the most suitable method to solve is metaheuristics. One of metaheuristics algorithm is Particle Swarm Optimization (PSO), an algorithm which is based on the behavior of a swarm. Originally, PSO was intended to solve continuous optimization problems. Since flow shop scheduling is a discrete optimization problem, then, we need to modify PSO to fit the problem. The modification is done by using probability transition matrix mechanism. While to handle multi objectives problem, we use Pareto Optimal (MPSO). The results of MPSO is better than the PSO because the MPSO solution set produced higher probability to find the optimal solution. Besides the MPSO solution set is closer to the optimal solution
Newton-type method for the variational discretization of topology optimization problems
DEFF Research Database (Denmark)
Evgrafov, Anton
2013-01-01
We present a locally quadratically convergent optimization algorithm for solving topology optimization problems. The distinguishing feature of the algorithm is to treat the design as a smooth function of the state and not vice versa as in the traditional nested approach to topology optimization, ...
Discrete Teaching-learning-based optimization Algorithm for Traveling Salesman Problems
Directory of Open Access Journals (Sweden)
Wu Lehui
2017-01-01
Full Text Available In this paper, a discrete variant of TLBO (DTLBO is proposed for solving the traveling salesman problem (TSP. In the proposed method, an effective learner representation scheme is redefined based on the characteristics of TSP problem. Moreover, all learners are randomly divided into several sub-swarms with equal amounts of learners so as to increase the diversity of population and reduce the probability of being trapped in local optimum. In each sub-swarm, the new positions of learners in the teaching phase and the learning phase are generated by the crossover operation, the legality detection and mutation operation, and then the offspring learners are determined based on greedy selection. Finally, to verify the performance of the proposed algorithm, benchmark TSP problems are examined and the results indicate that DTLBO is effective compared with other algorithms used for TSP problems.
Global optimization of truss topology with discrete bar areas—Part I: Theory of relaxed problems
DEFF Research Database (Denmark)
Achtziger, Wolfgang; Stolpe, Mathias
2008-01-01
. The main issue of the paper and of the approach lies in the fact that the relaxed nonlinear optimization problem can be formulated as a quadratic program (QP). Here the paper generalizes and extends the available theory from the literature. Although the Hessian of this QP is indefinite, it is possible...... to circumvent the non-convexity and to calculate global optimizers. Moreover, the QPs to be treated in the branch-and-bound search tree differ from each other just in the objective function. In Part I we give an introduction to the problem and collect all theory and related proofs for the treatment...
Discrete Optimization Model for Vehicle Routing Problem with Scheduling Side Cosntraints
Juliandri, Dedy; Mawengkang, Herman; Bu'ulolo, F.
2018-01-01
Vehicle Routing Problem (VRP) is an important element of many logistic systems which involve routing and scheduling of vehicles from a depot to a set of customers node. This is a hard combinatorial optimization problem with the objective to find an optimal set of routes used by a fleet of vehicles to serve the demands a set of customers It is required that these vehicles return to the depot after serving customers’ demand. The problem incorporates time windows, fleet and driver scheduling, pick-up and delivery in the planning horizon. The goal is to determine the scheduling of fleet and driver and routing policies of the vehicles. The objective is to minimize the overall costs of all routes over the planning horizon. We model the problem as a linear mixed integer program. We develop a combination of heuristics and exact method for solving the model.
Newton-type method for the variational discretization of topology optimization problems
DEFF Research Database (Denmark)
Evgrafov, Anton
2013-01-01
, which we achieve by inverting a part of perturbed optimality conditions for the problem. In this way, the computational bottleneck is conveniently shifted from evaluating the merit function to a direction finding subproblem. The latter involves solving certain linearized PDEs, and the computational...
Handbook on modelling for discrete optimization
Pitsoulis, Leonidas; Williams, H
2006-01-01
The primary objective underlying the Handbook on Modelling for Discrete Optimization is to demonstrate and detail the pervasive nature of Discrete Optimization. While its applications cut across an incredibly wide range of activities, many of the applications are only known to specialists. It is the aim of this handbook to correct this. It has long been recognized that "modelling" is a critically important mathematical activity in designing algorithms for solving these discrete optimization problems. Nevertheless solving the resultant models is also often far from straightforward. In recent years it has become possible to solve many large-scale discrete optimization problems. However, some problems remain a challenge, even though advances in mathematical methods, hardware, and software technology have pushed the frontiers forward. This handbook couples the difficult, critical-thinking aspects of mathematical modeling with the hot area of discrete optimization. It will be done in an academic handbook treatment...
Naz, Rehana
2018-01-01
Pontrygin-type maximum principle is extended for the present value Hamiltonian systems and current value Hamiltonian systems of nonlinear difference equations for uniform time step $h$. A new method termed as a discrete time current value Hamiltonian method is established for the construction of first integrals for current value Hamiltonian systems of ordinary difference equations arising in Economic growth theory.
A Heuristic Design Information Sharing Framework for Hard Discrete Optimization Problems
National Research Council Canada - National Science Library
Jacobson, Sheldon H
2007-01-01
.... This framework has been used to gain new insights into neighborhood structure designs that allow different neighborhood functions to share information when using the same heuristic applied to the same problem...
On the application of Discrete Time Optimal Control Concepts to ...
African Journals Online (AJOL)
On the application of Discrete Time Optimal Control Concepts to Economic Problems. ... Journal of the Nigerian Association of Mathematical Physics ... Abstract. An extension of the use of the maximum principle to solve Discrete-time Optimal Control Problems (DTOCP), in which the state equations are in the form of general ...
Discrete-time optimal control and games on large intervals
Zaslavski, Alexander J
2017-01-01
Devoted to the structure of approximate solutions of discrete-time optimal control problems and approximate solutions of dynamic discrete-time two-player zero-sum games, this book presents results on properties of approximate solutions in an interval that is independent lengthwise, for all sufficiently large intervals. Results concerning the so-called turnpike property of optimal control problems and zero-sum games in the regions close to the endpoints of the time intervals are the main focus of this book. The description of the structure of approximate solutions on sufficiently large intervals and its stability will interest graduate students and mathematicians in optimal control and game theory, engineering, and economics. This book begins with a brief overview and moves on to analyze the structure of approximate solutions of autonomous nonconcave discrete-time optimal control Lagrange problems.Next the structures of approximate solutions of autonomous discrete-time optimal control problems that are discret...
Directory of Open Access Journals (Sweden)
Seyed Hossein Nikokalam-Mozafar
2014-12-01
Full Text Available This paper presents a stochastic bi-objective model for a single-allocation hub covering problem (HCP with the variable capacity and uncertainty parameters. Locating hubs can influence the performance of hub and spoke networks, as a strategic decision. The presented model optimizes two objectives minimizing the total transportation cost and the maximum transportation time from an origin to a destination simultaneously. Then, due to the NP-hardness of the multi-objective chance-constrained HCP, the presented model is solved by a well-known meta-heuristic algorithm, namely multi-objective invasive weed optimization. Additionally, the associated results are compared with a well-known multi-objective evolutionary algorithm, namely non-dominated sorting genetic algorithm. Furthermore, the computational results of the foregoing algorithms are reported in terms four well-known metrics, namely quality, spacing, diversification, and mean ideal distance. Finally, the conclusion is reported.
Engineering applications of discrete-time optimal control
DEFF Research Database (Denmark)
Vidal, Rene Victor Valqui; Ravn, Hans V.
1990-01-01
of some well-known and new results in discrete time optimal control methods applicable to practical problem solving within engineering. Emphasis is placed on dynamic programming, the classical maximum principle and generalized versions of the maximum principle for optimal control of discrete time systems......Many problems of design and operation of engineering systems can be formulated as optimal control problems where time has been discretisized. This is also true even if 'time' is not involved in the formulation of the problem, but rather another one-dimensional parameter. This paper gives a review...
Discrete optimization in architecture architectural & urban layout
Zawidzki, Machi
2016-01-01
This book presents three projects that demonstrate the fundamental problems of architectural design and urban composition – the layout design, evaluation and optimization. Part I describes the functional layout design of a residential building, and an evaluation of the quality of a town square (plaza). The algorithm for the functional layout design is based on backtracking using a constraint satisfaction approach combined with coarse grid discretization. The algorithm for the town square evaluation is based on geometrical properties derived directly from its plan. Part II introduces a crowd-simulation application for the analysis of escape routes on floor plans, and optimization of a floor plan for smooth crowd flow. The algorithms presented employ agent-based modeling and cellular automata.
Discrete-continuous analysis of optimal equipment replacement
YATSENKO, Yuri; HRITONENKO, Natali
2008-01-01
In Operations Research, the equipment replacement process is usually modeled in discrete time. The optimal replacement strategies are found from discrete (or integer) programming problems, well known for their analytic and computational complexity. An alternative approach is represented by continuous-time vintage capital models that explicitly involve the equipment lifetime and are described by nonlinear integral equations. Then the optimal replacement is determined via the opt...
Discrete and Continuous Models for Partitioning Problems
Lellmann, Jan
2013-04-11
Recently, variational relaxation techniques for approximating solutions of partitioning problems on continuous image domains have received considerable attention, since they introduce significantly less artifacts than established graph cut-based techniques. This work is concerned with the sources of such artifacts. We discuss the importance of differentiating between artifacts caused by discretization and those caused by relaxation and provide supporting numerical examples. Moreover, we consider in depth the consequences of a recent theoretical result concerning the optimality of solutions obtained using a particular relaxation method. Since the employed regularizer is quite tight, the considered relaxation generally involves a large computational cost. We propose a method to significantly reduce these costs in a fully automatic way for a large class of metrics including tree metrics, thus generalizing a method recently proposed by Strekalovskiy and Cremers (IEEE conference on computer vision and pattern recognition, pp. 1905-1911, 2011). © 2013 Springer Science+Business Media New York.
Galerkin v. discrete-optimal projection in nonlinear model reduction
Energy Technology Data Exchange (ETDEWEB)
Carlberg, Kevin Thomas [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Barone, Matthew Franklin [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Antil, Harbir [George Mason Univ., Fairfax, VA (United States)
2015-04-01
Discrete-optimal model-reduction techniques such as the Gauss{Newton with Approximated Tensors (GNAT) method have shown promise, as they have generated stable, accurate solutions for large-scale turbulent, compressible ow problems where standard Galerkin techniques have failed. However, there has been limited comparative analysis of the two approaches. This is due in part to difficulties arising from the fact that Galerkin techniques perform projection at the time-continuous level, while discrete-optimal techniques do so at the time-discrete level. This work provides a detailed theoretical and experimental comparison of the two techniques for two common classes of time integrators: linear multistep schemes and Runge{Kutta schemes. We present a number of new ndings, including conditions under which the discrete-optimal ROM has a time-continuous representation, conditions under which the two techniques are equivalent, and time-discrete error bounds for the two approaches. Perhaps most surprisingly, we demonstrate both theoretically and experimentally that decreasing the time step does not necessarily decrease the error for the discrete-optimal ROM; instead, the time step should be `matched' to the spectral content of the reduced basis. In numerical experiments carried out on a turbulent compressible- ow problem with over one million unknowns, we show that increasing the time step to an intermediate value decreases both the error and the simulation time of the discrete-optimal reduced-order model by an order of magnitude.
Recent developments of discrete material optimization of laminated composite structures
DEFF Research Database (Denmark)
Lund, Erik; Sørensen, Rene
2015-01-01
This work will give a quick summary of recent developments of the Discrete Material Optimization approach for structural optimization of laminated composite structures. This approach can be seen as a multi-material topology optimization approach for selecting the best ply material and number...... of plies in a laminated composite structure. The conceptual combinatorial design problem is relaxed to a continuous problem such that well-established gradient based optimization techniques can be applied, and the optimization problem is solved on basis of interpolation schemes with penalization...
Truss topology optimization with discrete design variables by outer approximation
DEFF Research Database (Denmark)
Stolpe, Mathias
2015-01-01
Several variants of an outer approximation method are proposed to solve truss topology optimization problems with discrete design variables to proven global optimality. The objective is to minimize the volume of the structure while satisfying constraints on the global stiffness of the structure...... for classical outer approximation approaches applied to optimal design problems. A set of two- and three-dimensional benchmark problems are solved and the numerical results suggest that the proposed approaches are competitive with other special-purpose global optimization methods for the considered class...... under the applied loads. We extend the natural problem formulation by adding redundant force variables and force equilibrium constraints. This guarantees that the designs suggested by the relaxed master problems are capable of carrying the applied loads, a property which is generally not satisfied...
Meshes optimized for discrete exterior calculus (DEC).
Energy Technology Data Exchange (ETDEWEB)
Mousley, Sarah C. [Univ. of Illinois, Urbana-Champaign, IL (United States); Deakin, Michael [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Knupp, Patrick [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Mitchell, Scott A. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2017-12-01
We study the optimization of an energy function used by the meshing community to measure and improve mesh quality. This energy is non-traditional because it is dependent on both the primal triangulation and its dual Voronoi (power) diagram. The energy is a measure of the mesh's quality for usage in Discrete Exterior Calculus (DEC), a method for numerically solving PDEs. In DEC, the PDE domain is triangulated and this mesh is used to obtain discrete approximations of the continuous operators in the PDE. The energy of a mesh gives an upper bound on the error of the discrete diagonal approximation of the Hodge star operator. In practice, one begins with an initial mesh and then makes adjustments to produce a mesh of lower energy. However, we have discovered several shortcomings in directly optimizing this energy, e.g. its non-convexity, and we show that the search for an optimized mesh may lead to mesh inversion (malformed triangles). We propose a new energy function to address some of these issues.
Modified Discrete Grey Wolf Optimizer Algorithm for Multilevel Image Thresholding
Directory of Open Access Journals (Sweden)
Linguo Li
2017-01-01
Full Text Available The computation of image segmentation has become more complicated with the increasing number of thresholds, and the option and application of the thresholds in image thresholding fields have become an NP problem at the same time. The paper puts forward the modified discrete grey wolf optimizer algorithm (MDGWO, which improves on the optimal solution updating mechanism of the search agent by the weights. Taking Kapur’s entropy as the optimized function and based on the discreteness of threshold in image segmentation, the paper firstly discretizes the grey wolf optimizer (GWO and then proposes a new attack strategy by using the weight coefficient to replace the search formula for optimal solution used in the original algorithm. The experimental results show that MDGWO can search out the optimal thresholds efficiently and precisely, which are very close to the result examined by exhaustive searches. In comparison with the electromagnetism optimization (EMO, the differential evolution (DE, the Artifical Bee Colony (ABC, and the classical GWO, it is concluded that MDGWO has advantages over the latter four in terms of image segmentation quality and objective function values and their stability.
Li, Zejing
2012-01-01
This dissertation is mainly devoted to the research of two problems - the continuous-time portfolio optimization in different Wishart models and the effects of discrete rebalancing on portfolio wealth distribution and optimal portfolio strategy.
Interventional tool tracking using discrete optimization.
Heibel, Hauke; Glocker, Ben; Groher, Martin; Pfister, Marcus; Navab, Nassir
2013-03-01
This work presents a novel scheme for tracking of motion and deformation of interventional tools such as guide-wires and catheters in fluoroscopic X-ray sequences. Being able to track and thus to estimate the correct positions of these tools is crucial in order to offer guidance enhancement during interventions. The task of estimating the apparent motion is particularly challenging due to the low signal-to-noise ratio (SNR) of fluoroscopic images and due to combined motion components originating from patient breathing and tool interactions performed by the physician. The presented approach is based on modeling interventional tools with B-splines whose optimal configuration of control points is determined through efficient discrete optimization. Each control point corresponds to a discrete random variable in a Markov random field (MRF) formulation where a set of labels represents the deformation space. In this context, the optimal curve corresponds to the maximum a posteriori (MAP) estimate of the MRF energy. The main motivation for employing a discrete approach is the possibility to incorporate a multi-directional search space which is robust to local minima. This is of particular interest for curve tracking under large deformation. This work analyzes feasibility of employing efficient first-order MRFs for tracking. In particular it shows how to achieve a good compromise between energy approximations and computational efficiency. Experimental results suggest to define both the external and internal energy in terms of pairwise potential functions. The method was successfully applied to the tracking of guide-wires in fluoroscopic X-ray sequences of several hundred frames which requires extremely robust techniques. Comparisons with state-of-the-art guide-wire tracking algorithms confirm the effectiveness of the proposed method.
Continuum limit of discrete Sommerfeld problems on square lattice
Indian Academy of Sciences (India)
A low-frequency approximation of the discrete Sommerfeld diffraction problems, involving the scattering of a time harmonic lattice wave incident on square lattice by a discrete Dirichlet or a discrete Neumann half-plane, is investigated. It is established that the exact solution of the discrete model converges to the solution of ...
Combined Simulated Annealing Algorithm for the Discrete Facility Location Problem
Directory of Open Access Journals (Sweden)
Jin Qin
2012-01-01
Full Text Available The combined simulated annealing (CSA algorithm was developed for the discrete facility location problem (DFLP in the paper. The method is a two-layer algorithm, in which the external subalgorithm optimizes the decision of the facility location decision while the internal subalgorithm optimizes the decision of the allocation of customer's demand under the determined location decision. The performance of the CSA is tested by 30 instances with different sizes. The computational results show that CSA works much better than the previous algorithm on DFLP and offers a new reasonable alternative solution method to it.
Augmented Lagrangian Method For Discretized Optimal Control ...
African Journals Online (AJOL)
In this paper, we are concerned with one-dimensional time invariant optimal control problem, whose objective function is quadratic and the dynamical system is a differential equation with initial condition .Since most real life problems are nonlinear and their analytical solutions are not readily available, we resolve to ...
Discrete optimization in architecture extremely modular systems
Zawidzki, Machi
2017-01-01
This book is comprised of two parts, both of which explore modular systems: Pipe-Z (PZ) and Truss-Z (TZ), respectively. It presents several methods of creating PZ and TZ structures subjected to discrete optimization. The algorithms presented employ graph-theoretic and heuristic methods. The underlying idea of both systems is to create free-form structures using the minimal number of types of modular elements. PZ is more conceptual, as it forms single-branch mathematical knots with a single type of module. Conversely, TZ is a skeletal system for creating free-form pedestrian ramps and ramp networks among any number of terminals in space. In physical space, TZ uses two types of modules that are mirror reflections of each other. The optimization criteria discussed include: the minimal number of units, maximal adherence to the given guide paths, etc.
DEFF Research Database (Denmark)
Munoz, Eduardo; Stolpe, Mathias; Bendsøe, Martin P.
2009-01-01
in any discrete angle optimization design, or material selection problems. The mathematical modeling of this problem is more general than the one of standard topology optimization. When considering only two material candidates with a considerable difference in stiffness, it corresponds exactly...... to a topology optimization problem. The problem is modeled as a discrete design problem coming from a finite element discretization of the continuum problem. This discretization is made of shell or plate elements. For each element (selection domain), only one of the material candidates must be selected...... of the relaxed master problem and the current best compliance (weight) found get close enough with respect to certain tolerance. The method is investigated by computational means, using the finite element method to solve the analysis problems, and a commercial branch and cut method for solving the relaxed master...
Optimization of stochastic discrete systems and control on complex networks computational networks
Lozovanu, Dmitrii
2014-01-01
This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors' new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decision problems in the context of computational networks. First, the book studies the finite state space of Markov processes and reviews the existing methods and algorithms for determining the main characteristics in Markov chains, before proposing new approaches based on dynamic programming and combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems. In closing, the book's final chapter is devoted to finite horizon stochastic con...
DEFF Research Database (Denmark)
Evgrafov, Anton; Gregersen, Misha Marie; Sørensen, Mads Peter
2011-01-01
We present a convergence analysis of a cell-based finite volume (FV) discretization scheme applied to a problem of control in the coefficients of a generalized Laplace equation modelling, for example, a steady state heat conduction. Such problems arise in applications dealing with geometric optimal......, whereas the convergence of the coefficients happens only with respect to the "volumetric" Lebesgue measure. Additionally, depending on whether the stationarity conditions are stated for the discretized or the original continuous problem, two distinct concepts of stationarity at a discrete level arise. We...... provide characterizations of limit points, with respect to FV mesh size, of globally optimal solutions and two types of stationary points to the discretized problems. We illustrate the practical behaviour of our cell-based FV discretization algorithm on a numerical example....
Liu, Xinrui; Zhang, Guangru; Yang, Dongsheng; Shi, Tongyu; He, Xusheng
2014-01-01
This paper is concerned with the problem of optimal control of photovoltaic grid-connected inverter. Firstly, the discrete-time nonlinear mathematical model of single-phase photovoltaic grid-connected inverter in the rotating coordinate system is constructed by the Delta operator, which simplifies the control process and facilitates direct digital realization. Then, a novel optimal control method which is significant to achieve trajectory tracking for photovoltaic grid-connected inverte...
DEFF Research Database (Denmark)
Henrichsen, Søren Randrup; Lindgaard, Esben; Lund, Erik
2015-01-01
Robust buckling optimal design of laminated composite structures is conducted in this work. Optimal designs are obtained by considering geometric imperfections in the optimization procedure. Discrete Material Optimization is applied to obtain optimal laminate designs. The optimal geometric...... imperfection is represented by the “worst” shape imperfection. The two optimization problems are combined through the recurrence optimization. Hereby the imperfection sensitivity of the considered structures can be studied. The recurrence optimization is demonstrated through a U-profile and a cylindrical panel...... example. The imperfection sensitivity of the optimized structure decreases during the recurrence optimization for both examples, hence robust buckling optimal structures are designed....
Uher, Vojtěch; Gajdoš, Petr; Radecký, Michal; Snášel, Václav
2016-01-01
The Differential Evolution (DE) is a widely used bioinspired optimization algorithm developed by Storn and Price. It is popular for its simplicity and robustness. This algorithm was primarily designed for real-valued problems and continuous functions, but several modified versions optimizing both integer and discrete-valued problems have been developed. The discrete-coded DE has been mostly used for combinatorial problems in a set of enumerative variants. However, the DE has a great potential in the spatial data analysis and pattern recognition. This paper formulates the problem as a search of a combination of distinct vertices which meet the specified conditions. It proposes a novel approach called the Multidimensional Discrete Differential Evolution (MDDE) applying the principle of the discrete-coded DE in discrete point clouds (PCs). The paper examines the local searching abilities of the MDDE and its convergence to the global optimum in the PCs. The multidimensional discrete vertices cannot be simply ordered to get a convenient course of the discrete data, which is crucial for good convergence of a population. A novel mutation operator utilizing linear ordering of spatial data based on the space filling curves is introduced. The algorithm is tested on several spatial datasets and optimization problems. The experiments show that the MDDE is an efficient and fast method for discrete optimizations in the multidimensional point clouds.
Utilization of the Discrete Differential Evolution for Optimization in Multidimensional Point Clouds
Directory of Open Access Journals (Sweden)
Vojtěch Uher
2016-01-01
Full Text Available The Differential Evolution (DE is a widely used bioinspired optimization algorithm developed by Storn and Price. It is popular for its simplicity and robustness. This algorithm was primarily designed for real-valued problems and continuous functions, but several modified versions optimizing both integer and discrete-valued problems have been developed. The discrete-coded DE has been mostly used for combinatorial problems in a set of enumerative variants. However, the DE has a great potential in the spatial data analysis and pattern recognition. This paper formulates the problem as a search of a combination of distinct vertices which meet the specified conditions. It proposes a novel approach called the Multidimensional Discrete Differential Evolution (MDDE applying the principle of the discrete-coded DE in discrete point clouds (PCs. The paper examines the local searching abilities of the MDDE and its convergence to the global optimum in the PCs. The multidimensional discrete vertices cannot be simply ordered to get a convenient course of the discrete data, which is crucial for good convergence of a population. A novel mutation operator utilizing linear ordering of spatial data based on the space filling curves is introduced. The algorithm is tested on several spatial datasets and optimization problems. The experiments show that the MDDE is an efficient and fast method for discrete optimizations in the multidimensional point clouds.
Convergence analysis for finite element discretizations of highly indefinite problems
Asieh, P
2012-01-01
Helmholtz problem appears in many areas for example in the context of inverse and scattering problems. This problem is solved numerically and the challenge is that the solutions become highly oscillatory. As a consequence the numerical discretization has to be adapted to resolve these oscillations. Galerkin methods are well established to solve elliptic problems - however for Helmholtz problems they suffer from the indefiniteness of the equation, more precisely, the stability of the discrete...
Models for the discrete berth allocation problem: A computational comparison
DEFF Research Database (Denmark)
Buhrkal, Katja Frederik; Zuglian, Sara; Røpke, Stefan
2011-01-01
In this paper we consider the problem of allocating arriving ships to discrete berth locations at container terminals. This problem is recognized as one of the most important processes for any container terminal. We review and describe three main models of the discrete dynamic berth allocation...
Models for the Discrete Berth Allocation Problem: A Computational Comparison
DEFF Research Database (Denmark)
Buhrkal, Katja; Zuglian, Sara; Røpke, Stefan
In this paper we consider the problem of allocating arriving ships to discrete berth locations at container terminals. This problem is recognized as one of the most important processes for any container terminal. We review and describe the three main models of the discrete dynamic berth allocation...
Projected discrete ordinates methods for numerical transport problems
Energy Technology Data Exchange (ETDEWEB)
Larsen, E.W.
1985-01-01
A class of Projected Discrete-Ordinates (PDO) methods is described for obtaining iterative solutions of discrete-ordinates problems with convergence rates comparable to those observed using Diffusion Synthetic Acceleration (DSA). The spatially discretized PDO solutions are generally not equal to the DSA solutions, but unlike DSA, which requires great care in the use of spatial discretizations to preserve stability, the PDO solutions remain stable and rapidly convergent with essentially arbitrary spatial discretizations. Numerical results are presented which illustrate the rapid convergence and the accuracy of solutions obtained using PDO methods with commonplace differencing methods.
Discrete stochastic processes and optimal filtering
Bertein, Jean-Claude
2012-01-01
Optimal filtering applied to stationary and non-stationary signals provides the most efficient means of dealing with problems arising from the extraction of noise signals. Moreover, it is a fundamental feature in a range of applications, such as in navigation in aerospace and aeronautics, filter processing in the telecommunications industry, etc. This book provides a comprehensive overview of this area, discussing random and Gaussian vectors, outlining the results necessary for the creation of Wiener and adaptive filters used for stationary signals, as well as examining Kalman filters which ar
Generalized Benders’ Decomposition for topology optimization problems
DEFF Research Database (Denmark)
Munoz Queupumil, Eduardo Javier; Stolpe, Mathias
2011-01-01
) problems with discrete design variables to global optimality. We present the theoretical aspects of the method, including a proof of finite convergence and conditions for obtaining global optimal solutions. The method is also linked to, and compared with, an Outer-Approximation approach and a mixed 0......–1 semi definite programming formulation of the considered problem. Several ways to accelerate the method are suggested and an implementation is described. Finally, a set of truss topology optimization problems are numerically solved to global optimality.......This article considers the non-linear mixed 0–1 optimization problems that appear in topology optimization of load carrying structures. The main objective is to present a Generalized Benders’ Decomposition (GBD) method for solving single and multiple load minimum compliance (maximum stiffness...
A stochastic discrete optimization model for designing container terminal facilities
Zukhruf, Febri; Frazila, Russ Bona; Burhani, Jzolanda Tsavalista
2017-11-01
As uncertainty essentially affect the total transportation cost, it remains important in the container terminal that incorporates several modes and transshipments process. This paper then presents a stochastic discrete optimization model for designing the container terminal, which involves the decision of facilities improvement action. The container terminal operation model is constructed by accounting the variation of demand and facilities performance. In addition, for illustrating the conflicting issue that practically raises in the terminal operation, the model also takes into account the possible increment delay of facilities due to the increasing number of equipment, especially the container truck. Those variations expectantly reflect the uncertainty issue in the container terminal operation. A Monte Carlo simulation is invoked to propagate the variations by following the observed distribution. The problem is constructed within the framework of the combinatorial optimization problem for investigating the optimal decision of facilities improvement. A new variant of glow-worm swarm optimization (GSO) is thus proposed for solving the optimization, which is rarely explored in the transportation field. The model applicability is tested by considering the actual characteristics of the container terminal.
Carpentier, Pierre; Cohen, Guy; De Lara, Michel
2015-01-01
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.
Toward Optimal Manifold Hashing via Discrete Locally Linear Embedding.
Rongrong Ji; Hong Liu; Liujuan Cao; Di Liu; Yongjian Wu; Feiyue Huang
2017-11-01
Binary code learning, also known as hashing, has received increasing attention in large-scale visual search. By transforming high-dimensional features to binary codes, the original Euclidean distance is approximated via Hamming distance. More recently, it is advocated that it is the manifold distance, rather than the Euclidean distance, that should be preserved in the Hamming space. However, it retains as an open problem to directly preserve the manifold structure by hashing. In particular, it first needs to build the local linear embedding in the original feature space, and then quantize such embedding to binary codes. Such a two-step coding is problematic and less optimized. Besides, the off-line learning is extremely time and memory consuming, which needs to calculate the similarity matrix of the original data. In this paper, we propose a novel hashing algorithm, termed discrete locality linear embedding hashing (DLLH), which well addresses the above challenges. The DLLH directly reconstructs the manifold structure in the Hamming space, which learns optimal hash codes to maintain the local linear relationship of data points. To learn discrete locally linear embeddingcodes, we further propose a discrete optimization algorithm with an iterative parameters updating scheme. Moreover, an anchor-based acceleration scheme, termed Anchor-DLLH, is further introduced, which approximates the large similarity matrix by the product of two low-rank matrices. Experimental results on three widely used benchmark data sets, i.e., CIFAR10, NUS-WIDE, and YouTube Face, have shown superior performance of the proposed DLLH over the state-of-the-art approaches.
International Nuclear Information System (INIS)
Jafarzadeh, Hassan; Moradinasab, Nazanin; Gerami, Ali
2017-01-01
Adjusted discrete Multi-Objective Invasive Weed Optimization (DMOIWO) algorithm, which uses fuzzy dominant approach for ordering, has been proposed to solve No-wait two-stage flexible flow shop scheduling problem. Design/methodology/approach: No-wait two-stage flexible flow shop scheduling problem by considering sequence-dependent setup times and probable rework in both stations, different ready times for all jobs and rework times for both stations as well as unrelated parallel machines with regards to the simultaneous minimization of maximum job completion time and average latency functions have been investigated in a multi-objective manner. In this study, the parameter setting has been carried out using Taguchi Method based on the quality indicator for beater performance of the algorithm. Findings: The results of this algorithm have been compared with those of conventional, multi-objective algorithms to show the better performance of the proposed algorithm. The results clearly indicated the greater performance of the proposed algorithm. Originality/value: This study provides an efficient method for solving multi objective no-wait two-stage flexible flow shop scheduling problem by considering sequence-dependent setup times, probable rework in both stations, different ready times for all jobs, rework times for both stations and unrelated parallel machines which are the real constraints.
Energy Technology Data Exchange (ETDEWEB)
Jafarzadeh, Hassan; Moradinasab, Nazanin; Gerami, Ali
2017-07-01
Adjusted discrete Multi-Objective Invasive Weed Optimization (DMOIWO) algorithm, which uses fuzzy dominant approach for ordering, has been proposed to solve No-wait two-stage flexible flow shop scheduling problem. Design/methodology/approach: No-wait two-stage flexible flow shop scheduling problem by considering sequence-dependent setup times and probable rework in both stations, different ready times for all jobs and rework times for both stations as well as unrelated parallel machines with regards to the simultaneous minimization of maximum job completion time and average latency functions have been investigated in a multi-objective manner. In this study, the parameter setting has been carried out using Taguchi Method based on the quality indicator for beater performance of the algorithm. Findings: The results of this algorithm have been compared with those of conventional, multi-objective algorithms to show the better performance of the proposed algorithm. The results clearly indicated the greater performance of the proposed algorithm. Originality/value: This study provides an efficient method for solving multi objective no-wait two-stage flexible flow shop scheduling problem by considering sequence-dependent setup times, probable rework in both stations, different ready times for all jobs, rework times for both stations and unrelated parallel machines which are the real constraints.
Directory of Open Access Journals (Sweden)
Juan-Ignacio Latorre-Biel
2014-01-01
Full Text Available Artificial intelligence methodologies, as the core of discrete control and decision support systems, have been extensively applied in the industrial production sector. The resulting tools produce excellent results in certain cases; however, the NP-hard nature of many discrete control or decision making problems in the manufacturing area may require unaffordable computational resources, constrained by the limited available time required to obtain a solution. With the purpose of improving the efficiency of a control methodology for discrete systems, based on a simulation-based optimization and the Petri net (PN model of the real discrete event dynamic system (DEDS, this paper presents a strategy, where a transformation applied to the model allows removing the redundant information to obtain a smaller model containing the same useful information. As a result, faster discrete optimizations can be implemented. This methodology is based on the use of a formalism belonging to the paradigm of the PN for describing DEDS, the disjunctive colored PN. Furthermore, the metaheuristic of genetic algorithms is applied to the search of the best solutions in the solution space. As an illustration of the methodology proposal, its performance is compared with the classic approach on a case study, obtaining faster the optimal solution.
Directory of Open Access Journals (Sweden)
Hideki Katagiri
2017-10-01
Full Text Available This paper considers linear programming problems (LPPs where the objective functions involve discrete fuzzy random variables (fuzzy set-valued discrete random variables. New decision making models, which are useful in fuzzy stochastic environments, are proposed based on both possibility theory and probability theory. In multi-objective cases, Pareto optimal solutions of the proposed models are newly defined. Computational algorithms for obtaining the Pareto optimal solutions of the proposed models are provided. It is shown that problems involving discrete fuzzy random variables can be transformed into deterministic nonlinear mathematical programming problems which can be solved through a conventional mathematical programming solver under practically reasonable assumptions. A numerical example of agriculture production problems is given to demonstrate the applicability of the proposed models to real-world problems in fuzzy stochastic environments.
Existence results for anisotropic discrete boundary value problems
Directory of Open Access Journals (Sweden)
Avci Avci
2016-06-01
Full Text Available In this article, we prove the existence of nontrivial weak solutions for a class of discrete boundary value problems. The main tools used here are the variational principle and critical point theory.
Discrete-time inverse optimal control for nonlinear systems
Sanchez, Edgar N
2013-01-01
Discrete-Time Inverse Optimal Control for Nonlinear Systems proposes a novel inverse optimal control scheme for stabilization and trajectory tracking of discrete-time nonlinear systems. This avoids the need to solve the associated Hamilton-Jacobi-Bellman equation and minimizes a cost functional, resulting in a more efficient controller. Design More Efficient Controllers for Stabilization and Trajectory Tracking of Discrete-Time Nonlinear Systems The book presents two approaches for controller synthesis: the first based on passivity theory and the second on a control Lyapunov function (CLF). Th
Shahriari, Mohammadreza
2016-06-01
The time-cost tradeoff problem is one of the most important and applicable problems in project scheduling area. There are many factors that force the mangers to crash the time. This factor could be early utilization, early commissioning and operation, improving the project cash flow, avoiding unfavorable weather conditions, compensating the delays, and so on. Since there is a need to allocate extra resources to short the finishing time of project and the project managers are intended to spend the lowest possible amount of money and achieve the maximum crashing time, as a result, both direct and indirect costs will be influenced in the project, and here, we are facing into the time value of money. It means that when we crash the starting activities in a project, the extra investment will be tied in until the end date of the project; however, when we crash the final activities, the extra investment will be tied in for a much shorter period. This study is presenting a two-objective mathematical model for balancing compressing the project time with activities delay to prepare a suitable tool for decision makers caught in available facilities and due to the time of projects. Also drawing the scheduling problem to real world conditions by considering nonlinear objective function and the time value of money are considered. The presented problem was solved using NSGA-II, and the effect of time compressing reports on the non-dominant set.
Expanding from discrete Cartesian to permutation Gene-pool Optimal Mixing Evolutionary Algorithms
P.A.N. Bosman (Peter); N.H. Luong (Ngoc Hoang); D. Thierens (Dirk)
2016-01-01
textabstractThe recently introduced Gene-pool Optimal Mixing Evolutionary Algorithm (GOMEA) family, which includes the Linkage Tree Genetic Algorithm (LTGA), has been shown to scale excellently on a variety of discrete, Cartesian-space, optimization problems. This paper shows that GOMEA can quite
Discrete Control Processes, Dynamic Games and Multicriterion Control Problems
Directory of Open Access Journals (Sweden)
Dumitru Lozovanu
2002-07-01
Full Text Available The discrete control processes with state evaluation in time of dynamical system is considered. A general model of control problems with integral-time cost criterion by a trajectory is studied and a general scheme for solving such classes of problems is proposed. In addition the game-theoretical and multicriterion models for control problems are formulated and studied.
BEST-4, Fuel Cycle and Cost Optimization for Discrete Power Levels
International Nuclear Information System (INIS)
1973-01-01
1 - Nature of physical problem solved: Determination of optimal power strategy for a fuel cycle, for discrete power levels and n temporal stages, taking into account replacement energy costs and de-rating. 2 - Method of solution: Dynamic programming. 3 - Restrictions on the complexity of the problem: Restrictions may arise from number of power levels and temporal stages, due to machine limitations
Design of FIR Filters with Discrete Coefficients using Ant Colony Optimization
Tsutsumi, Shuntaro; Suyama, Kenji
In this paper, we propose a new design method for linear phase FIR (Finite Impulse Response) filters with discrete coefficients. In a hardware implementation, filter coefficients must be represented as discrete values. The design problem of digital filters with discrete coefficients is formulated as the integer programming problem. Then, an enormous amount of computational time is required to solve the problem in a strict solver. Recently, ACO (Ant Colony Optimization) which is one heuristic approach, is used widely for solving combinational problem like the traveling salesman problem. In our method, we formulate the design problem as the 0-1 integer programming problem and solve it by using the ACO. Several design examples are shown to present effectiveness of the proposed method.
DEFF Research Database (Denmark)
Lund, Erik
2017-01-01
This work extends the Discrete Material and Thickness Optimization approach to structural optimization problems where strength considerations in the form of failure criteria are taken into account for laminated composite structures. It takes offset in the density approaches applied for stress...... constrained topology optimization of single-material problems and develops formulations for multi-material topology optimization problems applied for laminated composite structures. The method can be applied for both stress- and strain-based failure criteria. The large number of local constraints is reduced...
Models and Methods for Structural Topology Optimization with Discrete Design Variables
DEFF Research Database (Denmark)
Stolpe, Mathias
Structural topology optimization is a multi-disciplinary research field covering optimal design of load carrying mechanical structures such as bridges, airplanes, wind turbines, cars, etc. Topology optimization is a collection of theory, mathematical models, and numerical methods and is often used...... or stresses, or fundamental frequencies. The design variables are either continuous or discrete and model dimensions, thicknesses, densities, or material properties. Structural topology optimization is a multi-disciplinary research field covering optimal design of load carrying mechanical structures......, densities, or material properties. This thesis is devoted to the development of mathematical models, theory, and advanced numerical optimization methods for solving structural topology optimization problems with discrete design variables to proven global optimality. The thesis begins with an introduction...
Directory of Open Access Journals (Sweden)
Ram Verma
2016-02-01
Full Text Available This paper deals with mainly establishing numerous sets of generalized second order paramertic sufficient optimality conditions for a semiinfinite discrete minmax fractional programming problem, while the results on semiinfinite discrete minmax fractional programming problem achieved based on some partitioning schemes under various types of generalized second order univexity assumptions.
Class and Home Problems: Optimization Problems
Anderson, Brian J.; Hissam, Robin S.; Shaeiwitz, Joseph A.; Turton, Richard
2011-01-01
Optimization problems suitable for all levels of chemical engineering students are available. These problems do not require advanced mathematical techniques, since they can be solved using typical software used by students and practitioners. The method used to solve these problems forces students to understand the trends for the different terms…
Quasicanonical structure of optimal control in constrained discrete systems
Sieniutycz, S.
2003-06-01
This paper considers discrete processes governed by difference rather than differential equations for the state transformation. The basic question asked is if and when Hamiltonian canonical structures are possible in optimal discrete systems. Considering constrained discrete control, general optimization algorithms are derived that constitute suitable theoretical and computational tools when evaluating extremum properties of constrained physical models. The mathematical basis of the general theory is the Bellman method of dynamic programming (DP) and its extension in the form of the so-called Carathéodory-Boltyanski (CB) stage criterion which allows a variation of the terminal state that is otherwise fixed in the Bellman's method. Two relatively unknown, powerful optimization algorithms are obtained: an unconventional discrete formalism of optimization based on a Hamiltonian for multistage systems with unconstrained intervals of holdup time, and the time interval constrained extension of the formalism. These results are general; namely, one arrives at: the discrete canonical Hamilton equations, maximum principles, and (at the continuous limit of processes with free intervals of time) the classical Hamilton-Jacobi theory along with all basic results of variational calculus. Vast spectrum of applications of the theory is briefly discussed.
Discrete and Continuous Optimization Based on Hierarchical Artificial Bee Colony Optimizer
Directory of Open Access Journals (Sweden)
Lianbo Ma
2014-01-01
Full Text Available This paper presents a novel optimization algorithm, namely, hierarchical artificial bee colony optimization (HABC, to tackle complex high-dimensional problems. In the proposed multilevel model, the higher-level species can be aggregated by the subpopulations from lower level. In the bottom level, each subpopulation employing the canonical ABC method searches the part-dimensional optimum in parallel, which can be constructed into a complete solution for the upper level. At the same time, the comprehensive learning method with crossover and mutation operator is applied to enhance the global search ability between species. Experiments are conducted on a set of 20 continuous and discrete benchmark problems. The experimental results demonstrate remarkable performance of the HABC algorithm when compared with other six evolutionary algorithms.
Problem size, parallel architecture, and optimal speedup
Nicol, David M.; Willard, Frank H.
1988-01-01
The communication and synchronization overhead inherent in parallel processing can lead to situations where adding processors to the solution method actually increases execution time. Problem type, problem size, and architecture type all affect the optimal number of processors to employ. The numerical solution of an elliptic partial differential equation is examined in order to study the relationship between problem size and architecture. The equation's domain is discretized into n sup 2 grid points which are divided into partitions and mapped onto the individual processor memories. The relationships between grid size, stencil type, partitioning strategy, processor execution time, and communication network type are analytically quantified. In so doing, the optimal number of processors was determined to assign to the solution, and identified (1) the smallest grid size which fully benefits from using all available processors, (2) the leverage on performance given by increasing processor speed or communication network speed, and (3) the suitability of various architectures for large numerical problems.
Direct discrete method and its application to neutron transport problems
Directory of Open Access Journals (Sweden)
Vosoughi Naser
2003-01-01
Full Text Available The objective of this paper is to introduce a new direct method for neutronic calculations. This method, called direct discrete method, is simpler than the application of the neutron transport equation and more compatible with the physical meanings of the problem. The method, based on the physics of the problem, initially runs through meshing of the desired geometry. Next, the balance equation for each mesh interval is written. Considering the connection between the mesh intervals, the final discrete equation series are directly obtained without the need to pass through the set up of the neutron transport differential equation first. In this paper, one and multigroup neutron transport discrete equation has been produced for a cylindrical shape fuel element with and without the associated clad and the coolant regions each with two different external boundary conditions. The validity of the results from this new method is tested against the results obtained by the MCNP-4B and the ANISN codes.
Thermodynamic framework for discrete optimal control in multiphase flow systems
Sieniutycz, Stanislaw
1999-08-01
Bellman's method of dynamic programming is used to synthesize diverse optimization approaches to active (work producing) and inactive (entropy generating) multiphase flow systems. Thermal machines, optimally controlled unit operations, nonlinear heat conduction, spontaneous relaxation processes, and self-propagating wave fronts are all shown to satisfy a discrete Hamilton-Jacobi-Bellman equation and a corresponding discrete optimization algorithm of Pontryagin's type, with the maximum principle for a Hamiltonian. The extremal structures are always canonical. A common unifying criterion is set for all considered systems, which is the criterion of a minimum generated entropy. It is shown that constraints can modify the entropy functionals in a different way for each group of the processes considered; thus the resulting structures of these functionals may differ significantly. Practical conclusions are formulated regarding the energy savings and energy policy in optimally controlled systems.
Space-time adaptive solution of inverse problems with the discrete adjoint method
Alexe, Mihai; Sandu, Adrian
2014-08-01
This paper develops a framework for the construction and analysis of discrete adjoint sensitivities in the context of time dependent, adaptive grid, adaptive step models. Discrete adjoints are attractive in practice since they can be generated with low effort using automatic differentiation. However, this approach brings several important challenges. The space-time adjoint of the forward numerical scheme may be inconsistent with the continuous adjoint equations. A reduction in accuracy of the discrete adjoint sensitivities may appear due to the inter-grid transfer operators. Moreover, the optimization algorithm may need to accommodate state and gradient vectors whose dimensions change between iterations. This work shows that several of these potential issues can be avoided through a multi-level optimization strategy using discontinuous Galerkin (DG) hp-adaptive discretizations paired with Runge-Kutta (RK) time integration. We extend the concept of dual (adjoint) consistency to space-time RK-DG discretizations, which are then shown to be well suited for the adaptive solution of time-dependent inverse problems. Furthermore, we prove that DG mesh transfer operators on general meshes are also dual consistent. This allows the simultaneous derivation of the discrete adjoint for both the numerical solver and the mesh transfer logic with an automatic code generation mechanism such as algorithmic differentiation (AD), potentially speeding up development of large-scale simulation codes. The theoretical analysis is supported by numerical results reported for a two-dimensional non-stationary inverse problem.
Fourth-order discrete anisotropic boundary-value problems
Directory of Open Access Journals (Sweden)
Maciej Leszczynski
2015-09-01
Full Text Available In this article we consider the fourth-order discrete anisotropic boundary value problem with both advance and retardation. We apply the direct method of the calculus of variations and the mountain pass technique to prove the existence of at least one and at least two solutions. Non-existence of non-trivial solutions is also undertaken.
A Problem on Optimal Transportation
Cechlarova, Katarina
2005-01-01
Mathematical optimization problems are not typical in the classical curriculum of mathematics. In this paper we show how several generalizations of an easy problem on optimal transportation were solved by gifted secondary school pupils in a correspondence mathematical seminar, how they can be used in university courses of linear programming and…
Diffusion-synthetic acceleration methods for discrete-ordinates problems
International Nuclear Information System (INIS)
Larsen, E.W.
1984-01-01
The diffusion-synthetic acceleration (DSA) method is an iterative procedure for obtaining numerical solutions of discrete-ordinates problems. The DSA method is operationally more complicated than the standard source-iteration (SI) method, but if encoded properly it converges much more rapidly, especially for problems with diffusion-like regions. In this article we describe the basic ideas behind the DSA method and give a (roughly chronological) review of its long development. We conclude with a discussion which covers additional topics, including some remaining open problems an the status of current efforts aimed at solving these problems
Solving nonconvex optimization problems
Czech Academy of Sciences Publication Activity Database
Henrion, Didier; Lasserre, J. B.
2004-01-01
Roč. 24, č. 3 (2004), s. 72-83 ISSN 0272-1708 R&D Projects: GA ČR GA102/02/0709 Institutional research plan: CEZ:AV0Z1075907 Keywords : nonconvex optimization * LMI methods Subject RIV: BC - Control System s Theory Impact factor: 1.803, year: 2004
Divergence of finite element formulations for inverse problems treated as optimization problems
International Nuclear Information System (INIS)
Rivas, Carlos; Barbone, Paul; Oberai, Assad
2008-01-01
Many inverse problems are formulated and solved as optimization problems. In this approach, the data mismatch between a predicted field and a measured field is minimized, subject to a constraint. The constraint represents the 'forward' model of the system under consideration. In this paper, the model considered is plane stress incompressible elasticity. This pde is discretized using several standard Galerkin finite element methods. These are known to yield stable and convergent discrete solutions that converge with mesh refinement to the exact solution of the forward problem. It is usually taken for granted that if the constraint equation is discretized by a stable, convergent numerical method, then the inverse problem will also converge to the exact solution with mesh refinement. We show examples in this paper, however, where this is not the case. These are based on inverse problems with interior data, which have provably unique solutions. Even so, the use of classical discretization techniques for the forward constraint within the optimization formulation leads to ill-posed discrete problems. We analyze the discrete systems of equations and show the source of the instability. We discuss variational properties of the continuous inverse optimization problem, and describe a novel B-spline FEM to solve it. We present computational evidence that suggests the B-spline FEM inverse problem solution converges to the exact inverse problem solution with mesh refinement.
SOLVING FLOWSHOP SCHEDULING PROBLEMS USING A DISCRETE AFRICAN WILD DOG ALGORITHM
Directory of Open Access Journals (Sweden)
M. K. Marichelvam
2013-04-01
Full Text Available The problem of m-machine permutation flowshop scheduling is considered in this paper. The objective is to minimize the makespan. The flowshop scheduling problem is a typical combinatorial optimization problem and has been proved to be strongly NP-hard. Hence, several heuristics and meta-heuristics were addressed by the researchers. In this paper, a discrete African wild dog algorithm is applied for solving the flowshop scheduling problems. Computational results using benchmark problems show that the proposed algorithm outperforms many other algorithms addressed in the literature.
Truss optimization with discrete design variables: a critical review
DEFF Research Database (Denmark)
Stolpe, Mathias
2016-01-01
This review presents developed models, theory, and numerical methods for structural optimization of trusses with discrete design variables in the period 1968 – 2014. The comprehensive reference list collects, for the first time, the articles in the field presenting deterministic optimization...... with this effort, it is recommended that the field begins to use modern methods such as performance profiles for fair and accurate comparison of optimization methods. Finally, theoretical results are rare in this field. This means that most recent methods and heuristics are not supported by mathematical theory...
A Novel adaptative Discrete Cuckoo Search Algorithm for parameter optimization in computer vision
Directory of Open Access Journals (Sweden)
loubna benchikhi
2017-10-01
Full Text Available Computer vision applications require choosing operators and their parameters, in order to provide the best outcomes. Often, the users quarry on expert knowledge and must experiment many combinations to find manually the best one. As performance, time and accuracy are important, it is necessary to automate parameter optimization at least for crucial operators. In this paper, a novel approach based on an adaptive discrete cuckoo search algorithm (ADCS is proposed. It automates the process of algorithms’ setting and provides optimal parameters for vision applications. This work reconsiders a discretization problem to adapt the cuckoo search algorithm and presents the procedure of parameter optimization. Some experiments on real examples and comparisons to other metaheuristic-based approaches: particle swarm optimization (PSO, reinforcement learning (RL and ant colony optimization (ACO show the efficiency of this novel method.
Research on Attacking a Special Elliptic Curve Discrete Logarithm Problem
Directory of Open Access Journals (Sweden)
Jiang Weng
2016-01-01
Full Text Available Cheon first proposed a novel algorithm for solving discrete logarithm problem with auxiliary inputs. Given some points P,αP,α2P,…,αdP∈G, an attacker can solve the secret key efficiently. In this paper, we propose a new algorithm to solve another form of elliptic curve discrete logarithm problem with auxiliary inputs. We show that if some points P,αP,αkP,αk2P,αk3P,…,αkφ(d-1P∈G and a multiplicative cyclic group K=〈k〉 are given, where d is a prime, φ(d is the order of K. The secret key α∈Fp⁎ can be solved in O((p-1/d+d group operations by using O((p-1/d storage.
A discrete-ordinates solution for a radiation therapy problem
International Nuclear Information System (INIS)
Goldschmidt, Gustavo Brun; Reichert, Janice Teresinha; Barichello, Liliane Basso
2008-01-01
A concise and accurate procedure for evaluating dose distribution, in a radiation therapy planning, is presented. The analytical discrete-ordinates method (ADO method) is used to develop a complete solution for a spectral dependent radiative transfer equation, in a one-dimensional medium, according to a multigroup scheme. Numerical results are presented for test problems, where the Klein-Nishina scattering kernel was used to describe the interaction processes. (author)
The boundary value problem for discrete analytic functions
Skopenkov, Mikhail
2013-06-01
This paper is on further development of discrete complex analysis introduced by R.Isaacs, J.Ferrand, R.Duffin, and C.Mercat. We consider a graph lying in the complex plane and having quadrilateral faces. A function on the vertices is called discrete analytic, if for each face the difference quotients along the two diagonals are equal.We prove that the Dirichlet boundary value problem for the real part of a discrete analytic function has a unique solution. In the case when each face has orthogonal diagonals we prove that this solution uniformly converges to a harmonic function in the scaling limit. This solves a problem of S.Smirnov from 2010. This was proved earlier by R.Courant-K.Friedrichs-H.Lewy and L.Lusternik for square lattices, by D.Chelkak-S.Smirnov and implicitly by P.G.Ciarlet-P.-A.Raviart for rhombic lattices.In particular, our result implies uniform convergence of the finite element method on Delaunay triangulations. This solves a problem of A.Bobenko from 2011. The methodology is based on energy estimates inspired by alternating-current network theory. © 2013 Elsevier Ltd.
Yang, Jin; Liu, Fagui; Cao, Jianneng; Wang, Liangming
2016-01-01
Mobile sinks can achieve load-balancing and energy-consumption balancing across the wireless sensor networks (WSNs). However, the frequent change of the paths between source nodes and the sinks caused by sink mobility introduces significant overhead in terms of energy and packet delays. To enhance network performance of WSNs with mobile sinks (MWSNs), we present an efficient routing strategy, which is formulated as an optimization problem and employs the particle swarm optimization algorithm (PSO) to build the optimal routing paths. However, the conventional PSO is insufficient to solve discrete routing optimization problems. Therefore, a novel greedy discrete particle swarm optimization with memory (GMDPSO) is put forward to address this problem. In the GMDPSO, particle’s position and velocity of traditional PSO are redefined under discrete MWSNs scenario. Particle updating rule is also reconsidered based on the subnetwork topology of MWSNs. Besides, by improving the greedy forwarding routing, a greedy search strategy is designed to drive particles to find a better position quickly. Furthermore, searching history is memorized to accelerate convergence. Simulation results demonstrate that our new protocol significantly improves the robustness and adapts to rapid topological changes with multiple mobile sinks, while efficiently reducing the communication overhead and the energy consumption. PMID:27428971
Yang, Jin; Liu, Fagui; Cao, Jianneng; Wang, Liangming
2016-07-14
Mobile sinks can achieve load-balancing and energy-consumption balancing across the wireless sensor networks (WSNs). However, the frequent change of the paths between source nodes and the sinks caused by sink mobility introduces significant overhead in terms of energy and packet delays. To enhance network performance of WSNs with mobile sinks (MWSNs), we present an efficient routing strategy, which is formulated as an optimization problem and employs the particle swarm optimization algorithm (PSO) to build the optimal routing paths. However, the conventional PSO is insufficient to solve discrete routing optimization problems. Therefore, a novel greedy discrete particle swarm optimization with memory (GMDPSO) is put forward to address this problem. In the GMDPSO, particle's position and velocity of traditional PSO are redefined under discrete MWSNs scenario. Particle updating rule is also reconsidered based on the subnetwork topology of MWSNs. Besides, by improving the greedy forwarding routing, a greedy search strategy is designed to drive particles to find a better position quickly. Furthermore, searching history is memorized to accelerate convergence. Simulation results demonstrate that our new protocol significantly improves the robustness and adapts to rapid topological changes with multiple mobile sinks, while efficiently reducing the communication overhead and the energy consumption.
A concept for global optimization of topology design problems
DEFF Research Database (Denmark)
Stolpe, Mathias; Achtziger, Wolfgang; Kawamoto, Atsushi
2006-01-01
We present a concept for solving topology design problems to proven global optimality. We propose that the problems are modeled using the approach of simultaneous analysis and design with discrete design variables and solved with convergent branch and bound type methods. This concept is illustrated...
Directory of Open Access Journals (Sweden)
Yue Wu
2017-01-01
Full Text Available Firefly Algorithm (FA, for short is inspired by the social behavior of fireflies and their phenomenon of bioluminescent communication. Based on the fundamentals of FA, two improved strategies are proposed to conduct size and topology optimization for trusses with discrete design variables. Firstly, development of structural topology optimization method and the basic principle of standard FA are introduced in detail. Then, in order to apply the algorithm to optimization problems with discrete variables, the initial positions of fireflies and the position updating formula are discretized. By embedding the random-weight and enhancing the attractiveness, the performance of this algorithm is improved, and thus an Improved Firefly Algorithm (IFA, for short is proposed. Furthermore, using size variables which are capable of including topology variables and size and topology optimization for trusses with discrete variables is formulated based on the Ground Structure Approach. The essential techniques of variable elastic modulus technology and geometric construction analysis are applied in the structural analysis process. Subsequently, an optimization method for the size and topological design of trusses based on the IFA is introduced. Finally, two numerical examples are shown to verify the feasibility and efficiency of the proposed method by comparing with different deterministic methods.
Infinite Horizon Discrete Time Control Problems for Bounded Processes
Directory of Open Access Journals (Sweden)
2009-03-01
Full Text Available We establish Pontryagin Maximum Principles in the strong form for infinite horizon optimal control problems for bounded processes, for systems governed by difference equations. Results due to Ioffe and Tihomirov are among the tools used to prove our theorems. We write necessary conditions with weakened hypotheses of concavity and without invertibility, and we provide new results on the adjoint variable. We show links between bounded problems and nonbounded ones. We also give sufficient conditions of optimality.
Optimization strategies for discrete multi-material stiffness optimization
DEFF Research Database (Denmark)
Hvejsel, Christian Frier; Lund, Erik; Stolpe, Mathias
2011-01-01
in a continuation approach where the convex relaxation is changed to a non-convex relaxation by introduction of a quadratic penalty constraint whereby intermediate-valued designs are prevented. The minimum compliance, mass constrained multiple load case problem is formulated and solved for a number of examples...
About an Optimal Visiting Problem
Energy Technology Data Exchange (ETDEWEB)
Bagagiolo, Fabio, E-mail: bagagiol@science.unitn.it; Benetton, Michela [Unversita di Trento, Dipartimento di Matematica (Italy)
2012-02-15
In this paper we are concerned with the optimal control problem consisting in minimizing the time for reaching (visiting) a fixed number of target sets, in particular more than one target. Such a problem is of course reminiscent of the famous 'Traveling Salesman Problem' and brings all its computational difficulties. Our aim is to apply the dynamic programming technique in order to characterize the value function of the problem as the unique viscosity solution of a suitable Hamilton-Jacobi equation. We introduce some 'external' variables, one per target, which keep in memory whether the corresponding target is already visited or not, and we transform the visiting problem in a suitable Mayer problem. This fact allows us to overcome the lacking of the Dynamic Programming Principle for the originary problem. The external variables evolve with a hysteresis law and the Hamilton-Jacobi equation turns out to be discontinuous.
A Heuristic Optimal Discrete Bit Allocation Algorithm for Margin Maximization in DMT Systems
Directory of Open Access Journals (Sweden)
Dong Shi-Wei
2007-01-01
Full Text Available A heuristic optimal discrete bit allocation algorithm is proposed for solving the margin maximization problem in discrete multitone (DMT systems. Starting from an initial equal power assignment bit distribution, the proposed algorithm employs a multistaged bit rate allocation scheme to meet the target rate. If the total bit rate is far from the target rate, a multiple-bits loading procedure is used to obtain a bit allocation close to the target rate. When close to the target rate, a parallel bit-loading procedure is used to achieve the target rate and this is computationally more efficient than conventional greedy bit-loading algorithm. Finally, the target bit rate distribution is checked, if it is efficient, then it is also the optimal solution; else, optimal bit distribution can be obtained only by few bit swaps. Simulation results using the standard asymmetric digital subscriber line (ADSL test loops show that the proposed algorithm is efficient for practical DMT transmissions.
In-plane material continuity for the discrete material optimization method
DEFF Research Database (Denmark)
Sørensen, Rene; Lund, Erik
2015-01-01
When performing discrete material optimization of laminated composite structures, the variation of the in-plane material continuity is typically governed by the size of the finite element discretization. For a fine mesh, this can lead to designs that cannot be manufactured due to the complexity...... of the material distribution. In order to overcome this problem, engineers typically group elements together into socalled patches which share design variables. However, because the shape and size of a patch are fixed during the optimization procedure, a poor patch layout may drastically limit the design space......, resulting in suboptimal designs. In this work, in-plane material filters are applied for controlling the material continuity. Here, the engineers can specify a minimum length scale that governs the smallest variation in the material. With this approach, the optimizer is free to determine which material...
A Heuristic Optimal Discrete Bit Allocation Algorithm for Margin Maximization in DMT Systems
Zhu, Li-Ping; Yao, Yan; Zhou, Shi-Dong; Dong, Shi-Wei
2007-12-01
A heuristic optimal discrete bit allocation algorithm is proposed for solving the margin maximization problem in discrete multitone (DMT) systems. Starting from an initial equal power assignment bit distribution, the proposed algorithm employs a multistaged bit rate allocation scheme to meet the target rate. If the total bit rate is far from the target rate, a multiple-bits loading procedure is used to obtain a bit allocation close to the target rate. When close to the target rate, a parallel bit-loading procedure is used to achieve the target rate and this is computationally more efficient than conventional greedy bit-loading algorithm. Finally, the target bit rate distribution is checked, if it is efficient, then it is also the optimal solution; else, optimal bit distribution can be obtained only by few bit swaps. Simulation results using the standard asymmetric digital subscriber line (ADSL) test loops show that the proposed algorithm is efficient for practical DMT transmissions.
Well-posed optimization problems
Dontchev, Asen L
1993-01-01
This book presents in a unified way the mathematical theory of well-posedness in optimization. The basic concepts of well-posedness and the links among them are studied, in particular Hadamard and Tykhonov well-posedness. Abstract optimization problems as well as applications to optimal control, calculus of variations and mathematical programming are considered. Both the pure and applied side of these topics are presented. The main subject is often introduced by heuristics, particular cases and examples. Complete proofs are provided. The expected knowledge of the reader does not extend beyond textbook (real and functional) analysis, some topology and differential equations and basic optimization. References are provided for more advanced topics. The book is addressed to mathematicians interested in optimization and related topics, and also to engineers, control theorists, economists and applied scientists who can find here a mathematical justification of practical procedures they encounter.
Optimal Topology Design of Discrete Structures Resisting Degradation Effects
DEFF Research Database (Denmark)
Achtziger, W.; Bendsøe, Martin P.
1999-01-01
In this technical note we treat the problem of finding the optimal topology of a truss, so that stiffness after degradation is maximized. It is shown that for the problem setting at hand, the optimal topology has uniform relative degradation in all bars and the topology is unchanged from the topo...... the topology for a truss not undergoing degradation. As is well-known such a design can be realized as a fully stressed, statically determinate truss....
About an Optimal Visiting Problem
International Nuclear Information System (INIS)
Bagagiolo, Fabio; Benetton, Michela
2012-01-01
In this paper we are concerned with the optimal control problem consisting in minimizing the time for reaching (visiting) a fixed number of target sets, in particular more than one target. Such a problem is of course reminiscent of the famous “Traveling Salesman Problem” and brings all its computational difficulties. Our aim is to apply the dynamic programming technique in order to characterize the value function of the problem as the unique viscosity solution of a suitable Hamilton–Jacobi equation. We introduce some “external” variables, one per target, which keep in memory whether the corresponding target is already visited or not, and we transform the visiting problem in a suitable Mayer problem. This fact allows us to overcome the lacking of the Dynamic Programming Principle for the originary problem. The external variables evolve with a hysteresis law and the Hamilton–Jacobi equation turns out to be discontinuous
Directory of Open Access Journals (Sweden)
Galuszka Adam
2017-06-01
Full Text Available This paper presents a concept of an Integrated System of Supporting Information Management in Passenger Traffic (ISSIMPT. The novelty of the system is an integration of six modules: video monitoring, counting passenger flows, dynamic information for passengers, the central processing unit, surveillance center and vehicle diagnostics into one coherent solution. Basing on expert evaluations, we propose to present configuration design problem of the system as a multi-objectives discrete static optimization problem. Then, hybrid method joining properties of weighted sum and ε-constraint methods is applied to solve the problem. Solution selections based on hybrid method, using set of exemplary cases, are shown.
DEFF Research Database (Denmark)
Vidal, Rene Victor Valqui
1994-01-01
The paper studies the problem of determining the number and dimensions of sizes of apparel so as to maximize profits. It develops a simple one-variable bisection search algorithm that gives the optimal solution. An example is solved interactively using a Macintosh LC and Math CAD, a mathematical...
Problems of radiation protection optimization
International Nuclear Information System (INIS)
Morkunas, G.
2003-01-01
One of the basic principles - optimization of radiation protection - is rather well understood by everybody engaged in protection of humans from ionizing radiation. However, the practical application of this principle is very problematic. This fact can be explained by vagueness of concept of dose constraints, possible legal consequences of any decision based on this principle, traditions of prescriptive system of radiation protection requirements in some countries, insufficiency of qualified expertise. The examples of optimization problems are the different attention given to different kinds of practices, not optimized application of remedial measures, strict requirements for radioactive contamination of imported products, uncertainties in optimization in medical applications of ionizing radiation. Such tools as international co-operation including regional networks of information exchange, training of qualified experts, identification of measurable indicators used for judging about the level of optimization may be the helpful practical means in solving of these problems. It is evident that the principle of optimization can not be replaced by any other alternative despite its complexity. The means for its practical implementation shall be searched for. (author)
Discrete spectrum of the two-center problem of p bar He+ atomcule
International Nuclear Information System (INIS)
Pavlov, D.V.; Puzynin, I.V.; Vinitskij, S.I.
1999-01-01
A discrete spectrum of the two-center Coulomb problem of p bar He + system is studied. For solving this problem the finite-difference scheme of the 4th-order and the continuous analog of Newton's method are applied. The algorithm for calculation of eigenvalues and eigenfunctions with optimization of the parameter of the fractional-rational transformation of the quasiradial variable to a finite interval is developed. The specific behaviour of the solutions in a vicinity of the united and separated atoms is discussed
International Nuclear Information System (INIS)
Poursalehi, N.; Zolfaghari, A.; Minuchehr, A.
2015-01-01
Highlights: • An advanced version of firefly algorithm, EDFA, is proposed for the core pattern optimization problem. • The movement of each firefly toward the best firefly with a dynamic probability is the major improvement of EDFA. • LPO results represent the faster convergence and better performance of EDFA in comparison to CFA and DFA. - Abstract: Inspired by fireflies behavior in nature, a firefly algorithm has been developed for solving optimization problems. In this approach, each firefly movement is based on absorption of the other one. For enhancing the performance of firefly algorithm in the optimization process of nuclear reactor loading pattern optimization (LPO), we introduce a new variant of firefly algorithm, i.e. Effective Discrete Firefly Algorithm (EDFA). In EDFA, a new behavior is the movement of fireflies to current global best position with a dynamic probability, i.e. the movement of each firefly can be determined to be toward the brighter or brightest firefly’s position in any iteration of the algorithm. In this paper, our optimization objectives for the LPO are the maximization of K eff along with the minimization of the power peaking factor (PPF). In order to represent the increase of convergence speed of EDFA, basic firefly algorithms including the continuous firefly algorithm (CFA) and the discrete firefly algorithm (DFA) also have been implemented. Loading pattern optimization results of two well-known problems confirm better performance of EDFA in obtaining nearly optimized fuel arrangements in comparison to CFA and DFA. All in all, we can suggest applying the EDFA to other optimization problems of nuclear engineering field in order to investigate its performance in gaining considered objectives
Iterative optimization in inverse problems
Byrne, Charles L
2014-01-01
Iterative Optimization in Inverse Problems brings together a number of important iterative algorithms for medical imaging, optimization, and statistical estimation. It incorporates recent work that has not appeared in other books and draws on the author's considerable research in the field, including his recently developed class of SUMMA algorithms. Related to sequential unconstrained minimization methods, the SUMMA class includes a wide range of iterative algorithms well known to researchers in various areas, such as statistics and image processing. Organizing the topics from general to more
Optimization of Dengue Epidemics: A Test Case with Different Discretization Schemes
Rodrigues, Helena Sofia; Monteiro, M. Teresa T.; Torres, Delfim F. M.
2009-09-01
The incidence of Dengue epidemiologic disease has grown in recent decades. In this paper an application of optimal control in Dengue epidemics is presented. The mathematical model includes the dynamic of Dengue mosquito, the affected persons, the people's motivation to combat the mosquito and the inherent social cost of the disease, such as cost with ill individuals, educations and sanitary campaigns. The dynamic model presents a set of nonlinear ordinary differential equations. The problem was discretized through Euler and Runge Kutta schemes, and solved using nonlinear optimization packages. The computational results as well as the main conclusions are shown.
Discrete-Time Stable Generalized Self-Learning Optimal Control With Approximation Errors.
Wei, Qinglai; Li, Benkai; Song, Ruizhuo
2018-04-01
In this paper, a generalized policy iteration (GPI) algorithm with approximation errors is developed for solving infinite horizon optimal control problems for nonlinear systems. The developed stable GPI algorithm provides a general structure of discrete-time iterative adaptive dynamic programming algorithms, by which most of the discrete-time reinforcement learning algorithms can be described using the GPI structure. It is for the first time that approximation errors are explicitly considered in the GPI algorithm. The properties of the stable GPI algorithm with approximation errors are analyzed. The admissibility of the approximate iterative control law can be guaranteed if the approximation errors satisfy the admissibility criteria. The convergence of the developed algorithm is established, which shows that the iterative value function is convergent to a finite neighborhood of the optimal performance index function, if the approximate errors satisfy the convergence criterion. Finally, numerical examples and comparisons are presented.
Optimal pre-scheduling of problem remappings
Nicol, David M.; Saltz, Joel H.
1987-01-01
A large class of scientific computational problems can be characterized as a sequence of steps where a significant amount of computation occurs each step, but the work performed at each step is not necessarily identical. Two good examples of this type of computation are: (1) regridding methods which change the problem discretization during the course of the computation, and (2) methods for solving sparse triangular systems of linear equations. Recent work has investigated a means of mapping such computations onto parallel processors; the method defines a family of static mappings with differing degrees of importance placed on the conflicting goals of good load balance and low communication/synchronization overhead. The performance tradeoffs are controllable by adjusting the parameters of the mapping method. To achieve good performance it may be necessary to dynamically change these parameters at run-time, but such changes can impose additional costs. If the computation's behavior can be determined prior to its execution, it can be possible to construct an optimal parameter schedule using a low-order-polynomial-time dynamic programming algorithm. Since the latter can be expensive, the performance is studied of the effect of a linear-time scheduling heuristic on one of the model problems, and it is shown to be effective and nearly optimal.
Optimization in HIV screening problems
Directory of Open Access Journals (Sweden)
Lev Abolnikov
2003-01-01
Full Text Available In this article, the authors use both deterministic and stochastic approaches to the analysis of some optimization problems that arise in the group (pool HIV screening practice. Two kinds of testing policies are considered. For the first kind, group-individual testing, the optimal size of the group that should be selected for testing is found. For more general group-subgroup testing procedure the authors develop a numerical algorithm for finding the sequence of successively selected subgroups that minimizes the total cost of testing. Assuming that both arriving and testing processes have a random nature, the authors suggest a stochastic model in which the optimal size of the group in the group-individual testing procedure is found by using methods of queueing theory.
Directory of Open Access Journals (Sweden)
Shen-yan Chen
2015-01-01
Full Text Available This paper presents an Improved Genetic Algorithm with Two-Level Approximation (IGATA to minimize truss weight by simultaneously optimizing size, shape, and topology variables. On the basis of a previously presented truss sizing/topology optimization method based on two-level approximation and genetic algorithm (GA, a new method for adding shape variables is presented, in which the nodal positions are corresponding to a set of coordinate lists. A uniform optimization model including size/shape/topology variables is established. First, a first-level approximate problem is constructed to transform the original implicit problem to an explicit problem. To solve this explicit problem which involves size/shape/topology variables, GA is used to optimize individuals which include discrete topology variables and shape variables. When calculating the fitness value of each member in the current generation, a second-level approximation method is used to optimize the continuous size variables. With the introduction of shape variables, the original optimization algorithm was improved in individual coding strategy as well as GA execution techniques. Meanwhile, the update strategy of the first-level approximation problem was also improved. The results of numerical examples show that the proposed method is effective in dealing with the three kinds of design variables simultaneously, and the required computational cost for structural analysis is quite small.
Dimension Reduction and Discretization in Stochastic Problems by Regression Method
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager
1996-01-01
The chapter mainly deals with dimension reduction and field discretizations based directly on the concept of linear regression. Several examples of interesting applications in stochastic mechanics are also given.Keywords: Random fields discretization, Linear regression, Stochastic interpolation...
Enumerating a Diverse Set of Building Designs Using Discrete Optimization: Preprint
Energy Technology Data Exchange (ETDEWEB)
Hale, E.; Long, N.
2010-08-01
Numerical optimization is a powerful method for identifying energy-efficient building designs. Automating the search process facilitates the evaluation of many more options than is possible with one-off parametric simulation runs. However, input data uncertainties and qualitative aspects of building design work against standard optimization formulations that return a single, so-called optimal design. This paper presents a method for harnessing a discrete optimization algorithm to obtain significantly different, economically viable building designs that satisfy an energy efficiency goal. The method is demonstrated using NREL's first-generation building analysis platform, Opt- E-Plus, and two example problems. We discuss the information content of the results, and the computational effort required by the algorithm.
An Exact Method for a Discrete Multiobjective Linear Fractional Optimization
Directory of Open Access Journals (Sweden)
Mohamed El-Amine Chergui
2008-01-01
Full Text Available Integer linear fractional programming problem with multiple objective (MOILFP is an important field of research and has not received as much attention as did multiple objective linear fractional programming. In this work, we develop a branch and cut algorithm based on continuous fractional optimization, for generating the whole integer efficient solutions of the MOILFP problem. The basic idea of the computation phase of the algorithm is to optimize one of the fractional objective functions, then generate an integer feasible solution. Using the reduced gradients of the objective functions, an efficient cut is built and a part of the feasible domain not containing efficient solutions is truncated by adding this cut. A sample problem is solved using this algorithm, and the main practical advantages of the algorithm are indicated.
Numerical methods for the design of large-scale nonlinear discrete ill-posed inverse problems
International Nuclear Information System (INIS)
Haber, E; Horesh, L; Tenorio, L
2010-01-01
Design of experiments for discrete ill-posed problems is a relatively new area of research. While there has been some limited work concerning the linear case, little has been done to study design criteria and numerical methods for ill-posed nonlinear problems. We present an algorithmic framework for nonlinear experimental design with an efficient numerical implementation. The data are modeled as indirect, noisy observations of the model collected via a set of plausible experiments. An inversion estimate based on these data is obtained by a weighted Tikhonov regularization whose weights control the contribution of the different experiments to the data misfit term. These weights are selected by minimization of an empirical estimate of the Bayes risk that is penalized to promote sparsity. This formulation entails a bilevel optimization problem that is solved using a simple descent method. We demonstrate the viability of our design with a problem in electromagnetic imaging based on direct current resistivity and magnetotelluric data
Topology optimization of flow problems
DEFF Research Database (Denmark)
Gersborg, Allan Roulund
2007-01-01
transport in 2D Stokes flow. Using Stokes flow limits the range of applications; nonetheless, the thesis gives a proof-of-concept for the application of the method within fluid dynamic problems and it remains of interest for the design of microfluidic devices. Furthermore, the thesis contributes...... of the computed topology design using standard, credible analysis tools with a body-fitted mesh. Also, the thesis encompasses work on how to utilize the finite volume method (FVM) in the topology optimization context. This is motivated by the momentous position the FVM has in the fluid dynamics community...
A discrete optimization method for nuclear fuel management
International Nuclear Information System (INIS)
Argaud, J.P.
1993-04-01
Nuclear loading pattern elaboration can be seen as a combinational optimization problem of tremendous size and with non-linear cost-functions, and search are always numerically expensive. After a brief introduction of the main aspects of nuclear fuel management, this paper presents a new idea to treat the combinational problem by using informations included in the gradient of a cost function. The method is to choose, by direct observation of the gradient, the more interesting changes in fuel loading patterns. An example is then developed to illustrate an operating mode of the method, and finally, connections with simulated annealing and genetic algorithms are described as an attempt to improve search processes
Directory of Open Access Journals (Sweden)
Saraiva J. T.
2012-10-01
Full Text Available The basic objective of Transmission Expansion Planning (TEP is to schedule a number of transmission projects along an extended planning horizon minimizing the network construction and operational costs while satisfying the requirement of delivering power safely and reliably to load centres along the horizon. This principle is quite simple, but the complexity of the problem and the impact on society transforms TEP on a challenging issue. This paper describes a new approach to solve the dynamic TEP problem, based on an improved discrete integer version of the Evolutionary Particle Swarm Optimization (EPSO meta-heuristic algorithm. The paper includes sections describing in detail the EPSO enhanced approach, the mathematical formulation of the TEP problem, including the objective function and the constraints, and a section devoted to the application of the developed approach to this problem. Finally, the use of the developed approach is illustrated using a case study based on the IEEE 24 bus 38 branch test system.
Ruiz-Cruz, Riemann; Sanchez, Edgar N; Ornelas-Tellez, Fernando; Loukianov, Alexander G; Harley, Ronald G
2013-12-01
In this paper, the authors propose a particle swarm optimization (PSO) for a discrete-time inverse optimal control scheme of a doubly fed induction generator (DFIG). For the inverse optimal scheme, a control Lyapunov function (CLF) is proposed to obtain an inverse optimal control law in order to achieve trajectory tracking. A posteriori, it is established that this control law minimizes a meaningful cost function. The CLFs depend on matrix selection in order to achieve the control objectives; this matrix is determined by two mechanisms: initially, fixed parameters are proposed for this matrix by a trial-and-error method and then by using the PSO algorithm. The inverse optimal control scheme is illustrated via simulations for the DFIG, including the comparison between both mechanisms.
DMTO – a method for Discrete Material and Thickness Optimization of laminated composite structures
DEFF Research Database (Denmark)
Sørensen, Søren Nørgaard; Sørensen, Rene; Lund, Erik
2014-01-01
This paper presents a gradient based topology optimization method for Discrete Material and Thickness Optimization of laminated composite structures, labelled the DMTOmethod. The capabilities of the proposed method are demonstrated on mass minimization, subject to constraints on the structural...
Zhang, Bing; Sun, Xu; Gao, Lian-Ru; Yang, Li-Na
2011-09-01
For the inaccuracy of endmember extraction caused by abnormal noises of data during the mixed pixel decomposition process, particle swarm optimization (PSO), a swarm intelligence algorithm was introduced and improved in the present paper. By re-defining the position and velocity representation and data updating strategies, the algorithm of discrete particle swarm optimization (D-PSO) was proposed, which made it possible to search resolutions in discrete space and ultimately resolve combinatorial optimization problems. In addition, by defining objective functions and feasible solution spaces, endmember extraction was converted to combinatorial optimization problem, which can be resolved by D-PSO. After giving the detailed flow of applying D-PSO to endmember extraction and experiments based on simulative data and real data, it has been verified the algorithm's flexibility to handle data with abnormal noise and the reliability of endmember extraction were verified. Furthermore, the influence of different parameters on the algorithm's performances was analyzed thoroughly.
Neuromuscular fiber segmentation through particle filtering and discrete optimization
Dietenbeck, Thomas; Varray, François; Kybic, Jan; Basset, Olivier; Cachard, Christian
2014-03-01
We present an algorithm to segment a set of parallel, intertwined and bifurcating fibers from 3D images, targeted for the identification of neuronal fibers in very large sets of 3D confocal microscopy images. The method consists of preprocessing, local calculation of fiber probabilities, seed detection, tracking by particle filtering, global supervised seed clustering and final voxel segmentation. The preprocessing uses a novel random local probability filtering (RLPF). The fiber probabilities computation is performed by means of SVM using steerable filters and the RLPF outputs as features. The global segmentation is solved by discrete optimization. The combination of global and local approaches makes the segmentation robust, yet the individual data blocks can be processed sequentially, limiting memory consumption. The method is automatic but efficient manual interactions are possible if needed. The method is validated on the Neuromuscular Projection Fibers dataset from the Diadem Challenge. On the 15 first blocks present, our method has a 99.4% detection rate. We also compare our segmentation results to a state-of-the-art method. On average, the performances of our method are either higher or equivalent to that of the state-of-the-art method but less user interactions is needed in our approach.
DEFF Research Database (Denmark)
Achtziger, Wolfgang; Stolpe, Mathias
2007-01-01
objective function values are calculated by treating a sequence of continuous but non-convex relaxations of the original mixed-integer problem. The main effect of using this approach lies in the fact that these relaxed problems can be equivalently reformulated as convex problems and, thus, can be solved...... to global optimality. In addition, these convex problems can be further relaxed to quadratic programs for which very efficient numerical solution procedures exist. By exploiting this special problem structure, much larger problem instances can be solved to global optimality compared to similar mixed...
Salcedo-Sanz, S; Del Ser, J; Landa-Torres, I; Gil-López, S; Portilla-Figueras, J A
2014-01-01
This paper presents a novel bioinspired algorithm to tackle complex optimization problems: the coral reefs optimization (CRO) algorithm. The CRO algorithm artificially simulates a coral reef, where different corals (namely, solutions to the optimization problem considered) grow and reproduce in coral colonies, fighting by choking out other corals for space in the reef. This fight for space, along with the specific characteristics of the corals' reproduction, produces a robust metaheuristic algorithm shown to be powerful for solving hard optimization problems. In this research the CRO algorithm is tested in several continuous and discrete benchmark problems, as well as in practical application scenarios (i.e., optimum mobile network deployment and off-shore wind farm design). The obtained results confirm the excellent performance of the proposed algorithm and open line of research for further application of the algorithm to real-world problems.
Salcedo-Sanz, S.; Del Ser, J.; Landa-Torres, I.; Gil-López, S.; Portilla-Figueras, J. A.
2014-01-01
This paper presents a novel bioinspired algorithm to tackle complex optimization problems: the coral reefs optimization (CRO) algorithm. The CRO algorithm artificially simulates a coral reef, where different corals (namely, solutions to the optimization problem considered) grow and reproduce in coral colonies, fighting by choking out other corals for space in the reef. This fight for space, along with the specific characteristics of the corals' reproduction, produces a robust metaheuristic algorithm shown to be powerful for solving hard optimization problems. In this research the CRO algorithm is tested in several continuous and discrete benchmark problems, as well as in practical application scenarios (i.e., optimum mobile network deployment and off-shore wind farm design). The obtained results confirm the excellent performance of the proposed algorithm and open line of research for further application of the algorithm to real-world problems. PMID:25147860
Existence for a class of discrete hyperbolic problems
Directory of Open Access Journals (Sweden)
Luca Rodica
2006-01-01
Full Text Available We investigate the existence and uniqueness of solutions to a class of discrete hyperbolic systems with some nonlinear extreme conditions and initial data, in a real Hilbert space.
A discrete optimization method for nuclear fuel management
International Nuclear Information System (INIS)
Argaud, J.P.
1993-04-01
Nuclear loading pattern elaboration can be seen as a combinational optimization problem, of tremendous size and with non-linear cost-functions, and search are always numerically expensive. After a brief introduction of the main aspects of nuclear fuel management, this note presents a new idea to treat the combinational problem by using informations included in the gradient of a cost function. The method is to choose, by direct observation of the gradient, the more interesting changes in fuel loading patterns. An example is then developed to illustrate an operating mode of the method, and finally, connections with simulated annealing and genetic algorithms are described as an attempt to improve search processes. (author). 1 fig., 16 refs
Directory of Open Access Journals (Sweden)
Na Lin
2017-03-01
Full Text Available In recent years, symbiosis as a rich source of potential engineering applications and computational model has attracted more and more attentions in the adaptive complex systems and evolution computing domains. Inspired by different symbiotic coevolution forms in nature, this paper proposed a series of multi-swarm particle swarm optimizers called PS2Os, which extend the single population particle swarm optimization (PSO algorithm to interacting multi-swarms model by constructing hierarchical interaction topologies and enhanced dynamical update equations. According to different symbiotic interrelationships, four versions of PS2O are initiated to mimic mutualism, commensalism, predation, and competition mechanism, respectively. In the experiments, with five benchmark problems, the proposed algorithms are proved to have considerable potential for solving complex optimization problems. The coevolutionary dynamics of symbiotic species in each PS2O version are also studied respectively to demonstrate the heterogeneity of different symbiotic interrelationships that effect on the algorithm’s performance. Then PS2O is used for solving the radio frequency identification (RFID network planning (RNP problem with a mixture of discrete and continuous variables. Simulation results show that the proposed algorithm outperforms the reference algorithms for planning RFID networks, in terms of optimization accuracy and computation robustness.
Lin, Na; Chen, Hanning; Jing, Shikai; Liu, Fang; Liang, Xiaodan
2017-03-01
In recent years, symbiosis as a rich source of potential engineering applications and computational model has attracted more and more attentions in the adaptive complex systems and evolution computing domains. Inspired by different symbiotic coevolution forms in nature, this paper proposed a series of multi-swarm particle swarm optimizers called PS 2 Os, which extend the single population particle swarm optimization (PSO) algorithm to interacting multi-swarms model by constructing hierarchical interaction topologies and enhanced dynamical update equations. According to different symbiotic interrelationships, four versions of PS 2 O are initiated to mimic mutualism, commensalism, predation, and competition mechanism, respectively. In the experiments, with five benchmark problems, the proposed algorithms are proved to have considerable potential for solving complex optimization problems. The coevolutionary dynamics of symbiotic species in each PS 2 O version are also studied respectively to demonstrate the heterogeneity of different symbiotic interrelationships that effect on the algorithm's performance. Then PS 2 O is used for solving the radio frequency identification (RFID) network planning (RNP) problem with a mixture of discrete and continuous variables. Simulation results show that the proposed algorithm outperforms the reference algorithms for planning RFID networks, in terms of optimization accuracy and computation robustness.
An Optimization Problem for Predicting the Maximal Effect of Degradation of Mechanical Structures
DEFF Research Database (Denmark)
Achtziger, W.; Bendsøe, Martin P.; Taylor, J. E.
2000-01-01
This paper deals with a nonlinear nonconvex optimization problem that models prediction of degradation in discrete or discretized mechanical structures. The mathematical difficulty lies in equality constraints of the form Σ(i=1)(m) 1/yi A(i) x=b, where A(i) are symmetric and positive semidefinite...
Crestel, Benjamin; Alexanderian, Alen; Stadler, Georg; Ghattas, Omar
2017-07-01
The computational cost of solving an inverse problem governed by PDEs, using multiple experiments, increases linearly with the number of experiments. A recently proposed method to decrease this cost uses only a small number of random linear combinations of all experiments for solving the inverse problem. This approach applies to inverse problems where the PDE solution depends linearly on the right-hand side function that models the experiment. As this method is stochastic in essence, the quality of the obtained reconstructions can vary, in particular when only a small number of combinations are used. We develop a Bayesian formulation for the definition and computation of encoding weights that lead to a parameter reconstruction with the least uncertainty. We call these weights A-optimal encoding weights. Our framework applies to inverse problems where the governing PDE is nonlinear with respect to the inversion parameter field. We formulate the problem in infinite dimensions and follow the optimize-then-discretize approach, devoting special attention to the discretization and the choice of numerical methods in order to achieve a computational cost that is independent of the parameter discretization. We elaborate our method for a Helmholtz inverse problem, and derive the adjoint-based expressions for the gradient of the objective function of the optimization problem for finding the A-optimal encoding weights. The proposed method is potentially attractive for real-time monitoring applications, where one can invest the effort to compute optimal weights offline, to later solve an inverse problem repeatedly, over time, at a fraction of the initial cost.
Novel Spreadsheet Direct Method for Optimal Control Problems
Directory of Open Access Journals (Sweden)
Chahid Kamel Ghaddar
2018-01-01
Full Text Available We devise a simple yet highly effective technique for solving general optimal control problems in Excel spreadsheets. The technique exploits Excel’s native nonlinear programming (NLP Solver Command, in conjunction with two calculus worksheet functions, namely, an initial value problem solver and a discrete data integrator, in a direct solution paradigm adapted to the spreadsheet. The technique is tested on several highly nonlinear constrained multivariable control problems with remarkable results in terms of reliability, consistency with pseudo-spectral reported answers, and computing times in the order of seconds. The technique requires no more than defining a few analogous formulas to the problem mathematical equations using basic spreadsheet operations, and no programming skills are needed. It introduces an alternative, simpler tool for solving optimal control problems in social and natural science disciplines.
Stabilization with Optimal Performance for Dissipative Discrete-Time Impulsive Hybrid Systems
Directory of Open Access Journals (Sweden)
Liu Bin
2010-01-01
Full Text Available This paper studies the problem of stabilization with optimal performance for dissipative DIHS (discrete-time impulsive hybrid systems. By using Lyapunov function method, conditions are derived under which the DIHS with zero inputs is GUAS (globally uniformly asymptotically stable. These GUAS results are used to design feedback control law such that a dissipative DIHS is asymptotically stabilized and the value of a hybrid performance functional can be minimized. For the case of linear DIHS with a quadratic supply rate and a quadratic storage function, sufficient and necessary conditions of dissipativity are expressed in matrix inequalities. And the corresponding conditions of optimal quadratic hybrid performance are established. Finally, one example is given to illustrate the results.
Luo, Biao; Liu, Derong; Wu, Huai-Ning
2017-10-03
Reinforcement learning has proved to be a powerful tool to solve optimal control problems over the past few years. However, the data-based constrained optimal control problem of nonaffine nonlinear discrete-time systems has rarely been studied yet. To solve this problem, an adaptive optimal control approach is developed by using the value iteration-based Q-learning (VIQL) with the critic-only structure. Most of the existing constrained control methods require the use of a certain performance index and only suit for linear or affine nonlinear systems, which is unreasonable in practice. To overcome this problem, the system transformation is first introduced with the general performance index. Then, the constrained optimal control problem is converted to an unconstrained optimal control problem. By introducing the action-state value function, i.e., Q-function, the VIQL algorithm is proposed to learn the optimal Q-function of the data-based unconstrained optimal control problem. The convergence results of the VIQL algorithm are established with an easy-to-realize initial condition Q(0)(x,a)≽ 0. To implement the VIQL algorithm, the critic-only structure is developed, where only one neural network is required to approximate the Q-function. The converged Q-function obtained from the critic-only VIQL method is employed to design the adaptive constrained optimal controller based on the gradient descent scheme. Finally, the effectiveness of the developed adaptive control method is tested on three examples with computer simulation.
Evolutionary computation for dynamic optimization problems
Yao, Xin
2013-01-01
This book provides a compilation on the state-of-the-art and recent advances of evolutionary computation for dynamic optimization problems. The motivation for this book arises from the fact that many real-world optimization problems and engineering systems are subject to dynamic environments, where changes occur over time. Key issues for addressing dynamic optimization problems in evolutionary computation, including fundamentals, algorithm design, theoretical analysis, and real-world applications, are presented. "Evolutionary Computation for Dynamic Optimization Problems" is a valuable reference to scientists, researchers, professionals and students in the field of engineering and science, particularly in the areas of computational intelligence, nature- and bio-inspired computing, and evolutionary computation.
The discrete maximum principle for Galerkin solutions of elliptic problems
Czech Academy of Sciences Publication Activity Database
Vejchodský, Tomáš
2012-01-01
Roč. 10, č. 1 (2012), s. 25-43 ISSN 1895-1074 R&D Projects: GA AV ČR IAA100760702 Institutional research plan: CEZ:AV0Z10190503 Keywords : discrete maximum principle * monotone methods * Galerkin solution Subject RIV: BA - General Mathematics Impact factor: 0.405, year: 2012 http://www.springerlink.com/content/x73624wm23x4wj26
Efficient methods for solving discrete topology design problems in the PLATO-N project
DEFF Research Database (Denmark)
Canh, Nam Nguyen; Stolpe, Mathias
This paper considers the general multiple load structural topology design problems in the framework of the PLATO-N project. The problems involve a large number of discrete design variables and were modeled as a non-convex mixed 0–1 program. For the class of problems considered, a global optimizat......This paper considers the general multiple load structural topology design problems in the framework of the PLATO-N project. The problems involve a large number of discrete design variables and were modeled as a non-convex mixed 0–1 program. For the class of problems considered, a global...
Du, Qiang; Lin, Fanghua
2009-01-01
We present and analyse numerical approximations of a norm-preserving gradient flow and consider applications to an optimal eigenvalue partition problem. We consider various discretizations and demonstrate that many of the properties shared by the continuous counterpart can be preserved at the discrete level. The numerical algorithms are then used to study the nonlinear and non-local interfacial dynamics associated with the optimal partition. This paper is published as part of a collection in honour of Todd Dupont's 65th birthday.
Optimal Designs for Discrete-time Survival Analysis with Heterogeneity
Safarkhani, M.
2015-01-01
An event history is a longitudinal record of timing of the occurrence of an event. The underlying event process usually operates in continuous time. In practice, event times are most often measured in time intervals leading to discrete-time or interval-censored event history data. Since only the
Constrained Graph Optimization: Interdiction and Preservation Problems
Energy Technology Data Exchange (ETDEWEB)
Schild, Aaron V [Los Alamos National Laboratory
2012-07-30
The maximum flow, shortest path, and maximum matching problems are a set of basic graph problems that are critical in theoretical computer science and applications. Constrained graph optimization, a variation of these basic graph problems involving modification of the underlying graph, is equally important but sometimes significantly harder. In particular, one can explore these optimization problems with additional cost constraints. In the preservation case, the optimizer has a budget to preserve vertices or edges of a graph, preventing them from being deleted. The optimizer wants to find the best set of preserved edges/vertices in which the cost constraints are satisfied and the basic graph problems are optimized. For example, in shortest path preservation, the optimizer wants to find a set of edges/vertices within which the shortest path between two predetermined points is smallest. In interdiction problems, one deletes vertices or edges from the graph with a particular cost in order to impede the basic graph problems as much as possible (for example, delete edges/vertices to maximize the shortest path between two predetermined vertices). Applications of preservation problems include optimal road maintenance, power grid maintenance, and job scheduling, while interdiction problems are related to drug trafficking prevention, network stability assessment, and counterterrorism. Computational hardness results are presented, along with heuristic methods for approximating solutions to the matching interdiction problem. Also, efficient algorithms are presented for special cases of graphs, including on planar graphs. The graphs in many of the listed applications are planar, so these algorithms have important practical implications.
Topology optimization of wave-propagation problems
DEFF Research Database (Denmark)
Jensen, Jakob Søndergaard; Sigmund, Ole
2006-01-01
Topology optimization is demonstrated as a useful tool for systematic design of wave-propagation problems. We illustrate the applicability of the method for optical, acoustic and elastic devices and structures.......Topology optimization is demonstrated as a useful tool for systematic design of wave-propagation problems. We illustrate the applicability of the method for optical, acoustic and elastic devices and structures....
Metaheuristic optimization of acoustic inverse problems.
van Leijen, A.V.; Rothkrantz, L.; Groen, F.
2011-01-01
Swift solving of geoacoustic inverse problems strongly depends on the application of a global optimization scheme. Given a particular inverse problem, this work aims to answer the questions how to select an appropriate metaheuristic search strategy, and how to configure it for optimal performance.
A Mathematical Optimization Problem in Bioinformatics
Heyer, Laurie J.
2008-01-01
This article describes the sequence alignment problem in bioinformatics. Through examples, we formulate sequence alignment as an optimization problem and show how to compute the optimal alignment with dynamic programming. The examples and sample exercises have been used by the author in a specialized course in bioinformatics, but could be adapted…
Problem Solving through an Optimization Problem in Geometry
Poon, Kin Keung; Wong, Hang-Chi
2011-01-01
This article adapts the problem-solving model developed by Polya to investigate and give an innovative approach to discuss and solve an optimization problem in geometry: the Regiomontanus Problem and its application to football. Various mathematical tools, such as calculus, inequality and the properties of circles, are used to explore and reflect…
Topology optimization for acoustic problems
DEFF Research Database (Denmark)
Dühring, Maria Bayard
2006-01-01
In this paper a method to control acoustic properties in a room with topology optimization is presented. It is shown how the squared sound pressure amplitude in a certain part of a room can be minimized by distribution of material in a design domain along the ceiling in 2D and 3D. Nice 0-1 designs...
Topology Optimization for Convection Problems
DEFF Research Database (Denmark)
Alexandersen, Joe
2011-01-01
.This is done by the use of a self-programmed FORTRAN-code, which builds on an existing 2D-plane thermomechanical nite element code implementing during the course `41525 FEM-Heavy'. The topology optimizationfeatures have been implemented from scratch, and allows the program to optimize elastostatic mechanical...
Topology Optimization for Wave Propagation Problems with Experimental Validation
DEFF Research Database (Denmark)
Christiansen, Rasmus Ellebæk
discussion of the finite element method and a hybrid ofa wave based method and the finite element method, used to discretize the modelproblems under consideration. A short discussion of the benefits and drawbacks of applying the hybrid method compared to the finite element method, used in conjunction......This Thesis treats the development and experimental validation of density-based topology optimization methods for wave propagation problems. Problems in the frequency regime where design dimensions are between approximately one fourth and ten wavelengths are considered. All examples treat problems...... from acoustics, however problems for TE or TM polarized electromagnetic waves and shear waves in solids in two dimensions may be treated using the proposed methods with minor modifications. A brief introduction to wave problems and to density-based topology optimizationis included, as is a brief...
Binary Cockroach Swarm Optimization for Combinatorial Optimization Problem
Directory of Open Access Journals (Sweden)
Ibidun Christiana Obagbuwa
2016-09-01
Full Text Available The Cockroach Swarm Optimization (CSO algorithm is inspired by cockroach social behavior. It is a simple and efficient meta-heuristic algorithm and has been applied to solve global optimization problems successfully. The original CSO algorithm and its variants operate mainly in continuous search space and cannot solve binary-coded optimization problems directly. Many optimization problems have their decision variables in binary. Binary Cockroach Swarm Optimization (BCSO is proposed in this paper to tackle such problems and was evaluated on the popular Traveling Salesman Problem (TSP, which is considered to be an NP-hard Combinatorial Optimization Problem (COP. A transfer function was employed to map a continuous search space CSO to binary search space. The performance of the proposed algorithm was tested firstly on benchmark functions through simulation studies and compared with the performance of existing binary particle swarm optimization and continuous space versions of CSO. The proposed BCSO was adapted to TSP and applied to a set of benchmark instances of symmetric TSP from the TSP library. The results of the proposed Binary Cockroach Swarm Optimization (BCSO algorithm on TSP were compared to other meta-heuristic algorithms.
Mimetic Discretization of Vector-valued Diffusion Problems
DEFF Research Database (Denmark)
Olesen, Kennet
relations are based on universal physical laws and if these are not represented correctly by the numerical scheme, the wrong physics are being solved for. General schemes like the Finite Difference Method (FDM) and the Finite Element Method (FEM) approximate the solution of all the involved Partial...... Differential Equations (PDEs) and thereby locally lack the discrete conservation of the invariants. The reason is the absence of geometrical considerations in these methods. The FDM and the FEM expand the physical quantities from points, but how can conservation of e.g. mass be correctly simulated when...... gradient-, curl- and divergence operators are derived based on geometrical considerations on finite domains, and by introducing geometry into the numerical scheme these operators can be replicated exactly. To incorporate the geometry into the PDEs the field of differential geometry is applied, which has...
ON PROBLEM OF REGIONAL WAREHOUSE AND TRANSPORT INFRASTRUCTURE OPTIMIZATION
Directory of Open Access Journals (Sweden)
I. Yu. Miretskiy
2017-01-01
Full Text Available The article suggests an approach of solving the problem of warehouse and transport infrastructure optimization in a region. The task is to determine the optimal capacity and location of the support network of warehouses in the region, as well as power, composition and location of motor fleets. Optimization is carried out using mathematical models of a regional warehouse network and a network of motor fleets. These models are presented as mathematical programming problems with separable functions. The process of finding the optimal solution of problems is complicated due to high dimensionality, non-linearity of functions, and the fact that a part of variables are constrained to integer, and some variables can take values only from a discrete set. Given the mentioned above complications search for an exact solution was rejected. The article suggests an approximate approach to solving problems. This approach employs effective computational schemes for solving multidimensional optimization problems. We use the continuous relaxation of the original problem to obtain its approximate solution. An approximately optimal solution of continuous relaxation is taken as an approximate solution of the original problem. The suggested solution method implies linearization of the obtained continuous relaxation and use of the separable programming scheme and the scheme of branches and bounds. We describe the use of the simplex method for solving the linearized continuous relaxation of the original problem and the specific moments of the branches and bounds method implementation. The paper shows the finiteness of the algorithm and recommends how to accelerate process of finding a solution.
Optimization and inverse problems in electromagnetism
Wiak, Sławomir
2003-01-01
From 12 to 14 September 2002, the Academy of Humanities and Economics (AHE) hosted the workshop "Optimization and Inverse Problems in Electromagnetism". After this bi-annual event, a large number of papers were assembled and combined in this book. During the workshop recent developments and applications in optimization and inverse methodologies for electromagnetic fields were discussed. The contributions selected for the present volume cover a wide spectrum of inverse and optimal electromagnetic methodologies, ranging from theoretical to practical applications. A number of new optimal and inverse methodologies were proposed. There are contributions related to dedicated software. Optimization and Inverse Problems in Electromagnetism consists of three thematic chapters, covering: -General papers (survey of specific aspects of optimization and inverse problems in electromagnetism), -Methodologies, -Industrial Applications. The book can be useful to students of electrical and electronics engineering, computer sci...
Papagiannis, P.; Azariadis, P.; Papanikos, P.
2017-10-01
Footwear is subject to bending and torsion deformations that affect comfort perception. Following review of Finite Element Analysis studies of sole rigidity and comfort, a three-dimensional, linear multi-material finite element sole model for quasi-static bending and torsion simulation, overcoming boundary and optimisation limitations, is described. Common footwear materials properties and boundary conditions from gait biomechanics are used. The use of normalised strain energy for product benchmarking is demonstrated along with comfort level determination through strain energy density stratification. Sensitivity of strain energy against material thickness is greater for bending than for torsion, with results of both deformations showing positive correlation. Optimization for a targeted performance level and given layer thickness is demonstrated with bending simulations sufficing for overall comfort assessment. An algorithm for comfort optimization w.r.t. bending is presented, based on a discrete approach with thickness values set in line with practical manufacturing accuracy. This work illustrates the potential of the developed finite element analysis applications to offer viable and proven aids to modern footwear sole design assessment and optimization.
Applying Column Generation to the Discrete Fleet Planning Problem
Bosman, M.G.C.; Bakker, Vincent; Molderink, Albert; Hurink, Johann L.; Smit, Gerardus Johannes Maria
2010-01-01
The paper discusses an Integer Linear Programming (ILP) formulation that describes the problem of planning the use of domestic distributed generators, under individual as well as fleet constraints. The planning problem comprises the assignment of time intervals during which the local generator must
The optimal graph partitioning problem
DEFF Research Database (Denmark)
Sørensen, Michael Malmros; Holm, Søren
1993-01-01
In this paper we consider the problem of partitioning the set of nodes in a graph in at most p classes, such that the sum of node weights in any class is not greater than the class capacity b, and such that the sum of edge weights, for edges connecting nodes in the same class, is maximal. This pr......In this paper we consider the problem of partitioning the set of nodes in a graph in at most p classes, such that the sum of node weights in any class is not greater than the class capacity b, and such that the sum of edge weights, for edges connecting nodes in the same class, is maximal...
Dynamical Behavior of a Malaria Model with Discrete Delay and Optimal Insecticide Control
Kar, Tuhin Kumar; Jana, Soovoojeet
In this paper we have proposed and analyzed a simple three-dimensional mathematical model related to malaria disease. We consider three state variables associated with susceptible human population, infected human population and infected mosquitoes, respectively. A discrete delay parameter has been incorporated to take account of the time of incubation period with infected mosquitoes. We consider the effect of insecticide control, which is applied to the mosquitoes. Basic reproduction number is figured out for the proposed model and it is shown that when this threshold is less than unity then the system moves to the disease-free state whereas for higher values other than unity, the system would tend to an endemic state. On the other hand if we consider the system with delay, then there may exist some cases where the endemic equilibrium would be unstable although the numerical value of basic reproduction number may be greater than one. We formulate and solve the optimal control problem by considering insecticide as the control variable. Optimal control problem assures to obtain better result than the noncontrol situation. Numerical illustrations are provided in support of the theoretical results.
ISOGEOMETRIC SHAPE OPTIMIZATION FOR ELECTROMAGNETIC SCATTERING PROBLEMS
DEFF Research Database (Denmark)
Nguyen, D. M.; Evgrafov, Anton; Gravesen, Jens
2012-01-01
for solving this problem is based on shape optimization and isogeometric analysis. One of the major di±culties we face to make these methods work together is the need to maintain a valid parametrization of the computational domain during the optimization. Our approach to generating a domain parametrization......We consider the benchmark problem of magnetic energy density enhancement in a small spatial region by varying the shape of two symmetric conducting scatterers. We view this problem as a prototype for a wide variety of geometric design problems in electromagnetic applications. Our approach...
Optimization problems in the Bulgarian electoral system
Konstantinov, Mihail; Yanev, Kostadin; Pelova, Galina; Boneva, Juliana
2013-12-01
In this paper we consider several optimization problems for the Bulgarian bi-proportional electoral systems. Experiments with data from real elections are presented. In this way a series of previous investigations of the authors is further developed.
FIREWORKS ALGORITHM FOR UNCONSTRAINED FUNCTION OPTIMIZATION PROBLEMS
Directory of Open Access Journals (Sweden)
Evans BAIDOO
2017-03-01
Full Text Available Modern real world science and engineering problems can be classified as multi-objective optimisation problems which demand for expedient and efficient stochastic algorithms to respond to the optimization needs. This paper presents an object-oriented software application that implements a firework optimization algorithm for function optimization problems. The algorithm, a kind of parallel diffuse optimization algorithm is based on the explosive phenomenon of fireworks. The algorithm presented promising results when compared to other population or iterative based meta-heuristic algorithm after it was experimented on five standard benchmark problems. The software application was implemented in Java with interactive interface which allow for easy modification and extended experimentation. Additionally, this paper validates the effect of runtime on the algorithm performance.
Discrete-State Simulated Annealing For Traveling-Wave Tube Slow-Wave Circuit Optimization
Wilson, Jeffrey D.; Bulson, Brian A.; Kory, Carol L.; Williams, W. Dan (Technical Monitor)
2001-01-01
Algorithms based on the global optimization technique of simulated annealing (SA) have proven useful in designing traveling-wave tube (TWT) slow-wave circuits for high RF power efficiency. The characteristic of SA that enables it to determine a globally optimized solution is its ability to accept non-improving moves in a controlled manner. In the initial stages of the optimization, the algorithm moves freely through configuration space, accepting most of the proposed designs. This freedom of movement allows non-intuitive designs to be explored rather than restricting the optimization to local improvement upon the initial configuration. As the optimization proceeds, the rate of acceptance of non-improving moves is gradually reduced until the algorithm converges to the optimized solution. The rate at which the freedom of movement is decreased is known as the annealing or cooling schedule of the SA algorithm. The main disadvantage of SA is that there is not a rigorous theoretical foundation for determining the parameters of the cooling schedule. The choice of these parameters is highly problem dependent and the designer needs to experiment in order to determine values that will provide a good optimization in a reasonable amount of computational time. This experimentation can absorb a large amount of time especially when the algorithm is being applied to a new type of design. In order to eliminate this disadvantage, a variation of SA known as discrete-state simulated annealing (DSSA), was recently developed. DSSA provides the theoretical foundation for a generic cooling schedule which is problem independent, Results of similar quality to SA can be obtained, but without the extra computational time required to tune the cooling parameters. Two algorithm variations based on DSSA were developed and programmed into a Microsoft Excel spreadsheet graphical user interface (GUI) to the two-dimensional nonlinear multisignal helix traveling-wave amplifier analysis program TWA3
Optimal Component Lumping: problem formulation and solution techniques
DEFF Research Database (Denmark)
Lin, Bao; Leibovici, Claude F.; Jørgensen, Sten Bay
2008-01-01
This paper presents a systematic method for optimal lumping of a large number of components in order to minimize the loss of information. In principle, a rigorous composition-based model is preferable to describe a system accurately. However, computational intensity and numerical issues restrict...... such applications in process modeling, simulation and design. A pseudo-component approach that lumps a large number of components in a system into a much smaller number of hypothetical groups reduces the dimensionality at the cost of losing information. Moreover, empirical and heuristic approaches are commonly used...... significantly reduces the number of independent variables. The application to a system with 144 components demonstrates that the optimal lumping problem can be efficiently solved with a stochastic optimization method, Tabu Search (TS) algorithm. The case study also reveals that the discrete formulation...
Discrete Geometry Toolkit for Shape Optimization, Phase I
National Aeronautics and Space Administration — Simulation-based design optimization has been steadily maturing over the past two decades, but not without its own unique and persistent challenges. The proposed...
Discrete Geometry Toolkit for Shape Optimization, Phase II
National Aeronautics and Space Administration — Simulation-based design optimization has been steadily maturing over the past two decades, but not without its own unique and persistent challenges. The proposed...
Approximative solutions of stochastic optimization problem
Czech Academy of Sciences Publication Activity Database
Lachout, Petr
2010-01-01
Roč. 46, č. 3 (2010), s. 513-523 ISSN 0023-5954 R&D Projects: GA ČR GA201/08/0539 Institutional research plan: CEZ:AV0Z10750506 Keywords : Stochastic optimization problem * sensitivity * approximative solution Subject RIV: BA - General Mathematics Impact factor: 0.461, year: 2010 http://library.utia.cas.cz/separaty/2010/SI/lachout-approximative solutions of stochastic optimization problem.pdf
Optimal Configuration of Discrete Fluid Power Force System Utilised in the PTO for WECs
DEFF Research Database (Denmark)
Hansen, Anders Hedegaard; Pedersen, Henrik Clemmensen
2016-01-01
. Transferring from a continuous fluid power PTO-system to a discrete poses the question of configuration and control of the discrete fluid power system utilised in a wave energy converter (WEC). The current paper presents a method for determining the optimal configuration of a discrete fluid power force system...... for the PTO-system in a WEC. A model based optimisation is utilised to identify the system configuration leading to the highest energy output. It is shown how the time distribution of wave conditions affects the choice of system configuration. Based on the current paper the preferred PTO system configuration...
International Nuclear Information System (INIS)
Vanderbei, Robert J.; Pınar, Mustafa Ç.; Bozkaya, Efe B.
2013-01-01
An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.
Energy Technology Data Exchange (ETDEWEB)
Vanderbei, Robert J., E-mail: rvdb@princeton.edu [Princeton University, Department of Operations Research and Financial Engineering (United States); P Latin-Small-Letter-Dotless-I nar, Mustafa C., E-mail: mustafap@bilkent.edu.tr [Bilkent University, Department of Industrial Engineering (Turkey); Bozkaya, Efe B. [Sabanc Latin-Small-Letter-Dotless-I University, Faculty of Administrative Sciences (Turkey)
2013-02-15
An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.
A multi-fidelity analysis selection method using a constrained discrete optimization formulation
Stults, Ian C.
uncertainty present in analyses with 4 or fewer input variables could be effectively quantified using a strategic distribution creation method; if more than 4 input variables exist, a Frontier Finding Particle Swarm Optimization should instead be used. Once model uncertainty in contributing analysis code choices has been quantified, a selection method is required to determine which of these choices should be used in simulations. Because much of the selection done for engineering problems is driven by the physics of the problem, these are poor candidate problems for testing the true fitness of a candidate selection method. Specifically moderate and high dimensional problems' variability can often be reduced to only a few dimensions and scalability often cannot be easily addressed. For these reasons a simple academic function was created for the uncertainty quantification, and a canonical form of the Fidelity Selection Problem (FSP) was created. Fifteen best- and worst-case scenarios were identified in an effort to challenge the candidate selection methods both with respect to the characteristics of the tradeoff between time cost and model uncertainty and with respect to the stringency of the constraints and problem dimensionality. The results from this experiment show that a Genetic Algorithm (GA) was able to consistently find the correct answer, but under certain circumstances, a discrete form of Particle Swarm Optimization (PSO) was able to find the correct answer more quickly. To better illustrate how the uncertainty quantification and discrete optimization might be conducted for a "real world" problem, an illustrative example was conducted using gas turbine engines.
Directory of Open Access Journals (Sweden)
Sie Long Kek
2015-01-01
Full Text Available A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, the adjusted parameters are introduced into the model used such that the differences between the real system and the model used can be computed. Particularly, system optimization and parameter estimation are integrated interactively. On the other hand, the output is measured from the real plant and is fed back into the parameter estimation problem to establish a matching scheme. During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal control problem despite model-reality differences. For illustration, a wastewater treatment problem is studied and the results show the efficiency of the approach proposed.
Discrete conservation of nonnegativity for elliptic problems solved by the hp-FEM
Czech Academy of Sciences Publication Activity Database
Šolín, P.; Vejchodský, Tomáš; Araiza, R.
2007-01-01
Roč. 76, 1-3 (2007), s. 205-210 ISSN 0378-4754 R&D Projects: GA ČR GP201/04/P021 Institutional research plan: CEZ:AV0Z10190503 Keywords : discrete nonnegativity conservation * discrete Green's function * elliptic problems * hp-FEM * higher-order finite element methods * Poisson equation * numerical experimetns Subject RIV: BA - General Mathematics Impact factor: 0.738, year: 2007
State transformations and Hamiltonian structures for optimal control in discrete systems
Sieniutycz, S.
2006-04-01
Preserving usual definition of Hamiltonian H as the scalar product of rates and generalized momenta we investigate two basic classes of discrete optimal control processes governed by the difference rather than differential equations for the state transformation. The first class, linear in the time interval θ, secures the constancy of optimal H and satisfies a discrete Hamilton-Jacobi equation. The second class, nonlinear in θ, does not assure the constancy of optimal H and satisfies only a relationship that may be regarded as an equation of Hamilton-Jacobi type. The basic question asked is if and when Hamilton's canonical structures emerge in optimal discrete systems. For a constrained discrete control, general optimization algorithms are derived that constitute powerful theoretical and computational tools when evaluating extremum properties of constrained physical systems. The mathematical basis is Bellman's method of dynamic programming (DP) and its extension in the form of the so-called Carathéodory-Boltyanski (CB) stage optimality criterion which allows a variation of the terminal state that is otherwise fixed in Bellman's method. For systems with unconstrained intervals of the holdup time θ two powerful optimization algorithms are obtained: an unconventional discrete algorithm with a constant H and its counterpart for models nonlinear in θ. We also present the time-interval-constrained extension of the second algorithm. The results are general; namely, one arrives at: discrete canonical equations of Hamilton, maximum principles, and (at the continuous limit of processes with free intervals of time) the classical Hamilton-Jacobi theory, along with basic results of variational calculus. A vast spectrum of applications and an example are briefly discussed with particular attention paid to models nonlinear in the time interval θ.
Directory of Open Access Journals (Sweden)
Amar Chidouh
2018-01-01
Full Text Available We prove existence of positive solutions to a boundary value problem depending on discrete fractional operators. Then, corresponding discrete fractional Lyapunov-type inequalities are obtained.
Robust optimization in electromagnetic scattering problems
Bertsimas, Dimitris; Nohadani, Omid; Teo, Kwong Meng
2007-04-01
In engineering design, the physical properties of a system can often only be described by numerical simulation. Optimization of such systems is usually accomplished heuristically without taking into account that there are implementation errors that lead to very suboptimal, and often, infeasible solutions. We present a robust optimization method for electromagnetic scattering problems with large degrees of freedom and report on results when this technique is applied to optimization of aperiodic dielectric structures. The spatial configuration of 50 dielectric scattering cylinders is optimized to match a desired target function such that the optimal arrangement is robust against placement and prototype errors. Our optimization method inherently improves the robustness of the optimized solution with respect to relevant errors and is suitable for real-world design of materials with unconventional electromagnetic functionalities, as relevant to nanophotonics.
Minimization of Linear Functionals Defined on| Solutions of Large-Scale Discrete Ill-Posed Problems
DEFF Research Database (Denmark)
Elden, Lars; Hansen, Per Christian; Rojas, Marielba
2003-01-01
The minimization of linear functionals de ned on the solutions of discrete ill-posed problems arises, e.g., in the computation of con dence intervals for these solutions. In 1990, Elden proposed an algorithm for this minimization problem based on a parametric-programming reformulation involving...
Quantum transfer matrices for discrete and continuous quasi-exactly solvable problems
International Nuclear Information System (INIS)
Zabrodin, A.V.
1995-01-01
The algebraic structure of continuous and discrete quasi-exactly solvable spectral problems by embedding them into the framework of the quantum inverse scattering method is clarified. The quasi-exactly solvable Hamiltonians in one dimension are identified with traces of quantum monodromy matrices for specific integrable systems with non-periodic boundary conditions. Applications to Azbel-Hofstadter problem are outlined. 39 refs
Stochastic global optimization as a filtering problem
International Nuclear Information System (INIS)
Stinis, Panos
2012-01-01
We present a reformulation of stochastic global optimization as a filtering problem. The motivation behind this reformulation comes from the fact that for many optimization problems we cannot evaluate exactly the objective function to be optimized. Similarly, we may not be able to evaluate exactly the functions involved in iterative optimization algorithms. For example, we may only have access to noisy measurements of the functions or statistical estimates provided through Monte Carlo sampling. This makes iterative optimization algorithms behave like stochastic maps. Naive global optimization amounts to evolving a collection of realizations of this stochastic map and picking the realization with the best properties. This motivates the use of filtering techniques to allow focusing on realizations that are more promising than others. In particular, we present a filtering reformulation of global optimization in terms of a special case of sequential importance sampling methods called particle filters. The increasing popularity of particle filters is based on the simplicity of their implementation and their flexibility. We utilize the flexibility of particle filters to construct a stochastic global optimization algorithm which can converge to the optimal solution appreciably faster than naive global optimization. Several examples of parametric exponential density estimation are provided to demonstrate the efficiency of the approach.
An optimal design problem in wave propagation
DEFF Research Database (Denmark)
Bellido, J.C.; Donoso, Alberto
2007-01-01
We consider an optimal design problem in wave propagation proposed in Sigmund and Jensen (Roy. Soc. Lond. Philos. Trans. Ser. A 361:1001-1019, 2003) in the one-dimensional situation: Given two materials at our disposal with different elastic Young modulus and different density, the problem consists...
Belief Propagation Algorithm for Portfolio Optimization Problems.
Shinzato, Takashi; Yasuda, Muneki
2015-01-01
The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm.
Universal Method for Stochastic Composite Optimization Problems
Gasnikov, A. V.; Nesterov, Yu. E.
2018-01-01
A fast gradient method requiring only one projection is proposed for smooth convex optimization problems. The method has a visual geometric interpretation, so it is called the method of similar triangles (MST). Composite, adaptive, and universal versions of MST are suggested. Based on MST, a universal method is proposed for the first time for strongly convex problems (this method is continuous with respect to the strong convexity parameter of the smooth part of the functional). It is shown how the universal version of MST can be applied to stochastic optimization problems.
Directory of Open Access Journals (Sweden)
Ruiying Li
Full Text Available A sophisticated method for node deployment can efficiently reduce the energy consumption of a Wireless Sensor Network (WSN and prolong the corresponding network lifetime. Pioneers have proposed many node deployment based lifetime optimization methods for WSNs, however, the retransmission mechanism and the discrete power control strategy, which are widely used in practice and have large effect on the network energy consumption, are often neglected and assumed as a continuous one, respectively, in the previous studies. In this paper, both retransmission and discrete power control are considered together, and a more realistic energy-consumption-based network lifetime model for linear WSNs is provided. Using this model, we then propose a generic deployment-based optimization model that maximizes network lifetime under coverage, connectivity and transmission rate success constraints. The more accurate lifetime evaluation conduces to a longer optimal network lifetime in the realistic situation. To illustrate the effectiveness of our method, both one-tiered and two-tiered uniformly and non-uniformly distributed linear WSNs are optimized in our case studies, and the comparisons between our optimal results and those based on relatively inaccurate lifetime evaluation show the advantage of our method when investigating WSN lifetime optimization problems.
Sensitivity analysis in optimization and reliability problems
International Nuclear Information System (INIS)
Castillo, Enrique; Minguez, Roberto; Castillo, Carmen
2008-01-01
The paper starts giving the main results that allow a sensitivity analysis to be performed in a general optimization problem, including sensitivities of the objective function, the primal and the dual variables with respect to data. In particular, general results are given for non-linear programming, and closed formulas for linear programming problems are supplied. Next, the methods are applied to a collection of civil engineering reliability problems, which includes a bridge crane, a retaining wall and a composite breakwater. Finally, the sensitivity analysis formulas are extended to calculus of variations problems and a slope stability problem is used to illustrate the methods
Stochastic Linear Quadratic Optimal Control Problems
International Nuclear Information System (INIS)
Chen, S.; Yong, J.
2001-01-01
This paper is concerned with the stochastic linear quadratic optimal control problem (LQ problem, for short) for which the coefficients are allowed to be random and the cost functional is allowed to have a negative weight on the square of the control variable. Some intrinsic relations among the LQ problem, the stochastic maximum principle, and the (linear) forward-backward stochastic differential equations are established. Some results involving Riccati equation are discussed as well
Topology optimization of Channel flow problems
DEFF Research Database (Denmark)
Gersborg-Hansen, Allan; Sigmund, Ole; Haber, R. B.
2005-01-01
This paper describes a topology design method for simple two-dimensional flow problems. We consider steady, incompressible laminar viscous flows at low to moderate Reynolds numbers. This makes the flow problem non-linear and hence a non-trivial extension of the work of [Borrvall&Petersson 2002......]. Further, the inclusion of inertia effects significantly alters the physics, enabling solutions of new classes of optimization problems, such as velocity--driven switches, that are not addressed by the earlier method. Specifically, we determine optimal layouts of channel flows that extremize a cost...... function which measures either some local aspect of the velocity field or a global quantity, such as the rate of energy dissipation. We use the finite element method to model the flow, and we solve the optimization problem with a gradient-based math-programming algorithm that is driven by analytical...
Value Iteration Adaptive Dynamic Programming for Optimal Control of Discrete-Time Nonlinear Systems.
Wei, Qinglai; Liu, Derong; Lin, Hanquan
2016-03-01
In this paper, a value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon undiscounted optimal control problems for discrete-time nonlinear systems. The present value iteration ADP algorithm permits an arbitrary positive semi-definite function to initialize the algorithm. A novel convergence analysis is developed to guarantee that the iterative value function converges to the optimal performance index function. Initialized by different initial functions, it is proven that the iterative value function will be monotonically nonincreasing, monotonically nondecreasing, or nonmonotonic and will converge to the optimum. In this paper, for the first time, the admissibility properties of the iterative control laws are developed for value iteration algorithms. It is emphasized that new termination criteria are established to guarantee the effectiveness of the iterative control laws. Neural networks are used to approximate the iterative value function and compute the iterative control law, respectively, for facilitating the implementation of the iterative ADP algorithm. Finally, two simulation examples are given to illustrate the performance of the present method.
Implementing size-optimal discrete neural networks requires analog circuitry
Energy Technology Data Exchange (ETDEWEB)
Beiu, V.
1998-03-01
Neural networks (NNs) have been experimentally shown to be quite effective in many applications. This success has led researchers to undertake a rigorous analysis of the mathematical properties that enable them to perform so well. It has generated two directions of research: (i) to find existence/constructive proofs for what is now known as the universal approximation problem; (ii) to find tight bounds on the size needed by the approximation problem (or some particular cases). The paper will focus on both aspects, for the particular case when the functions to be implemented are Boolean.
A novel discrete PSO algorithm for solving job shop scheduling problem to minimize makespan
Rameshkumar, K.; Rajendran, C.
2018-02-01
In this work, a discrete version of PSO algorithm is proposed to minimize the makespan of a job-shop. A novel schedule builder has been utilized to generate active schedules. The discrete PSO is tested using well known benchmark problems available in the literature. The solution produced by the proposed algorithms is compared with best known solution published in the literature and also compared with hybrid particle swarm algorithm and variable neighborhood search PSO algorithm. The solution construction methodology adopted in this study is found to be effective in producing good quality solutions for the various benchmark job-shop scheduling problems.
Czech Academy of Sciences Publication Activity Database
Šmíd, Martin
2009-01-01
Roč. 165, č. 1 (2009), s. 29-45 ISSN 0254-5330 R&D Projects: GA ČR GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : multistage stochastic programming problems * approximation * discretization * Monte Carlo Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.961, year: 2009 http://library.utia.cas.cz/separaty/2008/E/smid-the expected loss in the discretization of multistage stochastic programming problems - estimation and convergence rate.pdf
Implementing size-optimal discrete neural networks require analog circuitry
Energy Technology Data Exchange (ETDEWEB)
Beiu, V.
1998-12-01
This paper starts by overviewing results dealing with the approximation capabilities of neural networks, as well as bounds on the size of threshold gate circuits. Based on a constructive solution for Kolmogorov`s superpositions the authors show that implementing Boolean functions can be done using neurons having an identity transfer function. Because in this case the size of the network is minimized, it follows that size-optimal solutions for implementing Boolean functions can be obtained using analog circuitry. Conclusions and several comments on the required precision are ending the paper.
Path optimization method for the sign problem
Directory of Open Access Journals (Sweden)
Ohnishi Akira
2018-01-01
Full Text Available We propose a path optimization method (POM to evade the sign problem in the Monte-Carlo calculations for complex actions. Among many approaches to the sign problem, the Lefschetz-thimble path-integral method and the complex Langevin method are promising and extensively discussed. In these methods, real field variables are complexified and the integration manifold is determined by the flow equations or stochastically sampled. When we have singular points of the action or multiple critical points near the original integral surface, however, we have a risk to encounter the residual and global sign problems or the singular drift term problem. One of the ways to avoid the singular points is to optimize the integration path which is designed not to hit the singular points of the Boltzmann weight. By specifying the one-dimensional integration-path as z = t +if(t(f ϵ R and by optimizing f(t to enhance the average phase factor, we demonstrate that we can avoid the sign problem in a one-variable toy model for which the complex Langevin method is found to fail. In this proceedings, we propose POM and discuss how we can avoid the sign problem in a toy model. We also discuss the possibility to utilize the neural network to optimize the path.
Ising Processing Units: Potential and Challenges for Discrete Optimization
Energy Technology Data Exchange (ETDEWEB)
Coffrin, Carleton James [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Nagarajan, Harsha [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Bent, Russell Whitford [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2017-07-05
The recent emergence of novel computational devices, such as adiabatic quantum computers, CMOS annealers, and optical parametric oscillators, presents new opportunities for hybrid-optimization algorithms that leverage these kinds of specialized hardware. In this work, we propose the idea of an Ising processing unit as a computational abstraction for these emerging tools. Challenges involved in using and bench- marking these devices are presented, and open-source software tools are proposed to address some of these challenges. The proposed benchmarking tools and methodology are demonstrated by conducting a baseline study of established solution methods to a D-Wave 2X adiabatic quantum computer, one example of a commercially available Ising processing unit.
A simple convex optimization problem with many applications
DEFF Research Database (Denmark)
Vidal, Rene Victor Valqui
1994-01-01
This paper presents an algorithm for the solution of a simple convex optimization problem. This problem is a generalization of several other optimization problems which have applications to resource allocation, optimal capacity expansion, and vehicle scheduling. The algorithm is based...
Pinsky, Ross G
2014-01-01
The primary intent of the book is to introduce an array of beautiful problems in a variety of subjects quickly, pithily and completely rigorously to graduate students and advanced undergraduates. The book takes a number of specific problems and solves them, the needed tools developed along the way in the context of the particular problems. It treats a mélange of topics from combinatorial probability theory, number theory, random graph theory and combinatorics. The problems in this book involve the asymptotic analysis of a discrete construct as some natural parameter of the system tends to infinity. Besides bridging discrete mathematics and mathematical analysis, the book makes a modest attempt at bridging disciplines. The problems were selected with an eye toward accessibility to a wide audience, including advanced undergraduate students. The book could be used for a seminar course in which students present the lectures.
Multiparameter Optimization for Electromagnetic Inversion Problem
Directory of Open Access Journals (Sweden)
M. Elkattan
2017-10-01
Full Text Available Electromagnetic (EM methods have been extensively used in geophysical investigations such as mineral and hydrocarbon exploration as well as in geological mapping and structural studies. In this paper, we developed an inversion methodology for Electromagnetic data to determine physical parameters of a set of horizontal layers. We conducted Forward model using transmission line method. In the inversion part, we solved multi parameter optimization problem where, the parameters are conductivity, dielectric constant, and permeability of each layer. The optimization problem was solved by simulated annealing approach. The inversion methodology was tested using a set of models representing common geological formations.
Robust Proactive Project Scheduling Model for the Stochastic Discrete Time/Cost Trade-Off Problem
Directory of Open Access Journals (Sweden)
Hongbo Li
2015-01-01
Full Text Available We study the project budget version of the stochastic discrete time/cost trade-off problem (SDTCTP-B from the viewpoint of the robustness in the scheduling. Given the project budget and a set of activity execution modes, each with uncertain activity time and cost, the objective of the SDTCTP-B is to minimize the expected project makespan by determining each activity’s mode and starting time. By modeling the activity time and cost using interval numbers, we propose a proactive project scheduling model for the SDTCTP-B based on robust optimization theory. Our model can generate robust baseline schedules that enable a freely adjustable level of robustness. We convert our model into its robust counterpart using a form of the mixed-integer programming model. Extensive experiments are performed on a large number of randomly generated networks to validate our model. Moreover, simulation is used to investigate the trade-off between the advantages and the disadvantages of our robust proactive project scheduling model.
Application of enhanced discrete differential evolution approach to unit commitment problem
International Nuclear Information System (INIS)
Yuan Xiaohui; Su Anjun; Nie Hao; Yuan Yanbin; Wang Liang
2009-01-01
This paper proposes a discrete binary differential evolution (DBDE) approach to solve the unit commitment problem (UCP). The proposed method is enhanced by priority list based on the unit characteristics and heuristic search strategies to handle constraints effectively. The implementation of the proposed method for UCP consists of three stages. Firstly, the DBDE based on priority list is applied for unit scheduling when neglecting the minimum up/down time constraints. Secondly, repairing strategies are used to handle the minimum up/down time constraints and decommit excess spinning reserve units. Finally, heuristic unit substitution search and gray zone modification algorithm are used to improve optimal solution further. Furthermore, the effects of two crucial parameters on performance of the DBDE for solving UCP are studied as well. To verify the advantages of the method, the proposed method is tested and compared to the other methods on the systems with the number of units in the range of 10-100. Numerical results demonstrate that the proposed method is superior to other methods reported in the literature.
The optimization problems of CP operation
Kler, A. M.; Stepanova, E. L.; Maximov, A. S.
2017-11-01
The problem of enhancing energy and economic efficiency of CP is urgent indeed. One of the main methods for solving it is optimization of CP operation. To solve the optimization problems of CP operation, Energy Systems Institute, SB of RAS, has developed a software. The software makes it possible to make optimization calculations of CP operation. The software is based on the techniques and software tools of mathematical modeling and optimization of heat and power installations. Detailed mathematical models of new equipment have been developed in the work. They describe sufficiently accurately the processes that occur in the installations. The developed models include steam turbine models (based on the checking calculation) which take account of all steam turbine compartments and regeneration system. They also enable one to make calculations with regenerative heaters disconnected. The software for mathematical modeling of equipment and optimization of CP operation has been developed. It is based on the technique for optimization of CP operating conditions in the form of software tools and integrates them in the common user interface. The optimization of CP operation often generates the need to determine the minimum and maximum possible total useful electricity capacity of the plant at set heat loads of consumers, i.e. it is necessary to determine the interval on which the CP capacity may vary. The software has been applied to optimize the operating conditions of the Novo-Irkutskaya CP of JSC “Irkutskenergo”. The efficiency of operating condition optimization and the possibility for determination of CP energy characteristics that are necessary for optimization of power system operation are shown.
Trajectory metaheuristic algorithms to optimize problems combinatorics
Directory of Open Access Journals (Sweden)
Natalia Alancay
2016-12-01
Full Text Available The application of metaheuristic algorithms to optimization problems has been very important during the last decades. The main advantage of these techniques is their flexibility and robustness, which allows them to be applied to a wide range of problems. In this work we concentrate on metaheuristics based on Simulated Annealing, Tabu Search and Variable Neighborhood Search trajectory whose main characteristic is that they start from a point and through the exploration of the neighborhood vary the current solution, forming a trajectory. By means of the instances of the selected combinatorial problems, a computational experimentation is carried out that illustrates the behavior of the algorithmic methods to solve them. The main objective of this work is to perform the study and comparison of the results obtained for the selected trajectories metaheuristics in its application for the resolution of a set of academic problems of combinatorial optimization.
Wu, Yue; Li, Q.; Hu, Qingjie; Borgart, A.
2017-01-01
Firefly Algorithm (FA, for short) is inspired by the social behavior of fireflies and their phenomenon of bioluminescent communication. Based on the fundamentals of FA, two improved strategies are proposed to conduct size and topology optimization for trusses with discrete design variables. Firstly,
Discrete Approaches to Continuous Boundary Value Problems: Existence and Convergence of Solutions
Directory of Open Access Journals (Sweden)
Douglas R. Anderson
2016-01-01
Full Text Available We investigate two types of first-order, two-point boundary value problems (BVPs. Firstly, we study BVPs that involve nonlinear difference equations (the “discrete” BVP; and secondly, we study BVPs involving nonlinear ordinary differential equations (the “continuous” BVP. We formulate some sufficient conditions under which the discrete BVP will admit solutions. For this, our choice of methods involves a monotone iterative technique and the method of successive approximations (a.k.a. Picard iterations in the absence of Lipschitz conditions. Our existence results for the discrete BVP are of a constructive nature and are of independent interest in their own right. We then turn our attention to applying our existence results for the discrete BVP to the continuous BVP. We form new existence results for solutions to the continuous BVP with our methods involving linear interpolation of the data from the discrete BVP, combined with a priori bounds and the convergence Arzela-Ascoli theorem. Thus, our use of discrete BVPs to yield results for the continuous BVP may be considered as a discrete approach to continuous BVPs.
Optimization method for an evolutional type inverse heat conduction problem
International Nuclear Information System (INIS)
Deng Zuicha; Yu Jianning; Yang Liu
2008-01-01
This paper deals with the determination of a pair (q, u) in the heat conduction equation u t -u xx +q(x,t)u=0, with initial and boundary conditions u(x,0)=u 0 (x), u x vertical bar x=0 =u x vertical bar x=1 =0, from the overspecified data u(x, t) = g(x, t). By the time semi-discrete scheme, the problem is transformed into a sequence of inverse problems in which the unknown coefficients are purely space dependent. Based on the optimal control framework, the existence, uniqueness and stability of the solution (q, u) are proved. A necessary condition which is a couple system of a parabolic equation and parabolic variational inequality is deduced
Deep Discrete Supervised Hashing
Jiang, Qing-Yuan; Cui, Xue; Li, Wu-Jun
2017-01-01
Hashing has been widely used for large-scale search due to its low storage cost and fast query speed. By using supervised information, supervised hashing can significantly outperform unsupervised hashing. Recently, discrete supervised hashing and deep hashing are two representative progresses in supervised hashing. On one hand, hashing is essentially a discrete optimization problem. Hence, utilizing supervised information to directly guide discrete (binary) coding procedure can avoid sub-opti...
Hardness of approximation of the discrete time-cost tradeoff problem
Deineko, Vladimir G.; Woeginger, Gerhard
2001-01-01
We consider the discrete version of the well-known time-cost tradeoff problem for project networks, which has been extensively studied in the project management literature. We prove a strong in-approximability result with respect to polynomial time bicriteria approximation algorithms for this
Directory of Open Access Journals (Sweden)
Hai Bi
2012-01-01
Full Text Available This paper discusses efficient numerical methods for the Steklov eigenvalue problem and establishes a new multiscale discretization scheme and an adaptive algorithm based on the Rayleigh quotient iterative method. The efficiency of these schemes is analyzed theoretically, and the constants appeared in the error estimates are also analyzed elaborately. Finally, numerical experiments are provided to support the theory.
Discrete ordinates transport methods for problems with highly forward-peaked scattering
International Nuclear Information System (INIS)
Pautz, S.D.
1998-04-01
The author examines the solutions of the discrete ordinates (S N ) method for problems with highly forward-peaked scattering kernels. He derives conditions necessary to obtain reasonable solutions in a certain forward-peaked limit, the Fokker-Planck (FP) limit. He also analyzes the acceleration of the iterative solution of such problems and offer improvements to it. He extends the analytic Fokker-Planck limit analysis to the S N equations. This analysis shows that in this asymptotic limit the S N solution satisfies a pseudospectral discretization of the FP equation, provided that the scattering term is handled in a certain way (which he describes) and that the analytic transport solution satisfies an analytic FP equation. Similar analyses of various spatially discretized S N equations reveal that they too produce solutions that satisfy discrete FP equations, given the same provisions. Numerical results agree with these theoretical predictions. He defines a multidimensional angular multigrid (ANMG) method to accelerate the iterative solution of highly forward-peaked problems. The analyses show that a straightforward application of this scheme is subject to high-frequency instabilities. However, by applying a diffusive filter to the ANMG corrections he is able to stabilize this method. Fourier analyses of model problems show that the resulting method is effective at accelerating the convergence rate when the scattering is forward-peaked. The numerical results demonstrate that these analyses are good predictors of the actual performance of the ANMG method
Exploiting residual information in the parameter choice for discrete ill-posed problems
DEFF Research Database (Denmark)
Hansen, Per Christian; Kilmer, Misha E.; Kjeldsen, Rikke Høj
2006-01-01
Most algorithms for choosing the regularization parameter in a discrete ill-posed problem are based on the norm of the residual vector. In this work we propose a different approach, where we seek to use all the information available in the residual vector. We present important relations between...
The problem with time in mixed continuous/discrete time modelling
Rovers, K.C.; Kuper, Jan; Smit, Gerardus Johannes Maria
The design of cyber-physical systems requires the use of mixed continuous time and discrete time models. Current modelling tools have problems with time transformations (such as a time delay) or multi-rate systems. We will present a novel approach that implements signals as functions of time,
Han, Lanshan; Camlibel, M. Kanat; Pang, Jong-Shi; Heemels, W. P. Maurice H.
2012-01-01
This paper presents a numerical scheme for solving the continuous-time convex linear-quadratic (LQ) optimal control problem with mixed polyhedral state and control constraints. Unifying a discretization of this optimal control problem as often employed in model predictive control and that obtained
Asynchronous parallel search in global optimization problems
Energy Technology Data Exchange (ETDEWEB)
Archetti, F.; Schoen, F.
1982-01-01
A class of asynchronous parallel search methods is proposed in order to solve the global optimization problem on a multiprocessor system, consisting of several processors which can communicate through a set of global variables contained in a memory shared by all processors. The speed-up ratio and memory contension effects are experimentally analyzed for some algorithms of this class. 6 references.
International Nuclear Information System (INIS)
Chen, J.-D.
2007-01-01
In this paper, the robust control problem of output dynamic observer-based control for a class of uncertain neutral systems with discrete and distributed time delays is considered. Linear matrix inequality (LMI) optimization approach is used to design the new output dynamic observer-based controls. Three classes of observer-based controls are proposed and the maximal perturbed bound is given. Based on the results of this paper, the constraint of matrix equality is not necessary for designing the observer-based controls. Finally, a numerical example is given to illustrate the usefulness of the proposed method
Topology optimization for transient heat transfer problems
DEFF Research Database (Denmark)
Zeidan, Said; Sigmund, Ole; Lazarov, Boyan Stefanov
The focus of this work is on passive control of transient heat transfer problems using the topology optimization (TopOpt) method [1]. The goal is to find distributions of a limited amount of phase change material (PCM), within a given design domain, which optimizes the heat energy storage [2]. Our......-stepping scheme. A PCM can efficiently absorb heat while keeping its temperature nearly unchanged [8]. The use of PCM ine.g. electronics [9] and mechanics [10], yields improved performance and lower costs depending on a.o., the spatial distribution of PCM.The considered problem consists in optimizing...... the distribution of PCM in a design domain, subject to a periodic heat influx. The objective is to stabilize the heat outflow. Application examples include keeping constant room temperature for oscilatory heat input or keeping constant working temperature of a CPU subjected to time varying computational load....
Oblique projections and standard-form transformations for discrete inverse problems
DEFF Research Database (Denmark)
Hansen, Per Christian
2013-01-01
This tutorial paper considers a specific computational tool for the numerical solution of discrete inverse problems, known as the standard-form transformation, by which we can treat general Tikhonov regularization problems efficiently. In the tradition of B. N. Datta's expositions of numerical li...... linear algebra, we use the close relationship between oblique projections, pseudoinverses, and matrix computations to derive a simple geometric motivation and algebraic formulation of the standard-form transformation....
Problems of the power plant shield optimization
International Nuclear Information System (INIS)
Abagyan, A.A.; Dubinin, A.A.; Zhuravlev, V.I.; Kurachenko, Yu.A.; Petrov, Eh.E.
1981-01-01
General approaches to the solution of problems on the nuclear power plant radiation shield optimization are considered. The requirements to the shield parameters are formulated in a form of restrictions on a number of functionals, determined by the solution of γ quantum and neutron transport equations or dimensional and weight characteristics of shield components. Functional determined by weight-dimensional parameters (shield cost, mass and thickness) and functionals, determined by radiation fields (equivalent dose rate, produced by neutrons and γ quanta, activation functional, radiation functional, heat flux, integral heat flux in a particular part of the shield volume, total energy flux through a particular shield surface are considered. The following methods of numerical solution of simplified optimization problems are discussed: semiempirical methods using radiation transport physical leaks, numerical solution of approximate transport equations, numerical solution of transport equations for the simplest configurations making possible to decrease essentially a number of variables in the problem. The conclusion is drawn that the attained level of investigations on the problem of nuclear power plant shield optimization gives the possibility to pass on at present to the solution of problems with a more detailed account of the real shield operating conditions (shield temperature field account, its strength and other characteristics) [ru
Higher-order discrete maximum principle for 1D diffusion-reaction problems
Czech Academy of Sciences Publication Activity Database
Vejchodský, Tomáš
2010-01-01
Roč. 60, č. 4 (2010), s. 486-500 ISSN 0168-9274. [Conference in Numerical Analysis (NumAn 2008). Kalamata, 01.09.2008-05.09.2008] R&D Projects: GA AV ČR IAA100760702; GA AV ČR(CZ) IAA100190803 Institutional research plan: CEZ:AV0Z10190503 Keywords : discrete maximum principle * discrete Green's function * diffusion-reaction problem * higher-order finite element method * hp-FEM * M-matrix Subject RIV: BA - General Mathematics Impact factor: 0.919, year: 2010 http://www.sciencedirect.com/science/article/pii/S0168927409001731
Statistical physics of hard optimization problems
International Nuclear Information System (INIS)
Zdeborova, L.
2009-01-01
Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a cost function depending on these variables. Optimization problems in the non-deterministic polynomial-complete class are particularly difficult, it is believed that the number of operations required to minimize the cost function is in the most difficult cases exponential in the system size. However, even in an non-deterministic polynomial-complete problem the practically arising instances might, in fact, be easy to solve. The principal the question we address in the article is: How to recognize if an non-deterministic polynomial-complete constraint satisfaction problem is typically hard and what are the main reasons for this? We adopt approaches from the statistical physics of disordered systems, in particular the cavity method developed originally to describe glassy systems. We describe new properties of the space of solutions in two of the most studied constraint satisfaction problems - random satisfiability and random graph coloring. We suggest a relation between the existence of the so-called frozen variables and the algorithmic hardness of a problem. Based on these insights, we introduce a new class of problems which we named 'locked' constraint satisfaction, where the statistical description is easily solvable, but from the algorithmic point of view they are even more challenging than the canonical satisfiability (Authors)
Statistical physics of hard optimization problems
Zdeborová, Lenka
2009-06-01
Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a cost function depending on these variables. Optimization problems in the non-deterministic polynomial (NP)-complete class are particularly difficult, it is believed that the number of operations required to minimize the cost function is in the most difficult cases exponential in the system size. However, even in an NP-complete problem the practically arising instances might, in fact, be easy to solve. The principal question we address in this article is: How to recognize if an NP-complete constraint satisfaction problem is typically hard and what are the main reasons for this? We adopt approaches from the statistical physics of disordered systems, in particular the cavity method developed originally to describe glassy systems. We describe new properties of the space of solutions in two of the most studied constraint satisfaction problems - random satisfiability and random graph coloring. We suggest a relation between the existence of the so-called frozen variables and the algorithmic hardness of a problem. Based on these insights, we introduce a new class of problems which we named "locked" constraint satisfaction, where the statistical description is easily solvable, but from the algorithmic point of view they are even more challenging than the canonical satisfiability.
Statistical physics of hard optimization problems
International Nuclear Information System (INIS)
Zdeborova, L.
2009-01-01
Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a cost function depending on these variables. Optimization problems in the non-deterministic polynomial (NP)-complete class are particularly difficult, it is believed that the number of operations required to minimize the cost function is in the most difficult cases exponential in the system size. However, even in an NP-complete problem the practically arising instances might, in fact, be easy to solve. The principal question we address in this article is: How to recognize if an NP-complete constraint satisfaction problem is typically hard and what are the main reasons for this? We adopt approaches from the statistical physics of disordered systems, in particular the cavity method developed originally to describe glassy systems. We describe new properties of the space of solutions in two of the most studied constraint satisfaction problems - random satisfy ability and random graph coloring. We suggest a relation between the existence of the so-called frozen variables and the algorithmic hardness of a problem. Based on these insights, we introduce a new class of problems which we named ”locked” constraint satisfaction, where the statistical description is easily solvable, but from the algorithmic point of view they are even more challenging than the canonical satisfy ability.
Error analysis for a monolithic discretization of coupled Darcy and Stokes problems
Girault, V.
2014-01-01
© de Gruyter 2014. The coupled Stokes and Darcy equations are approximated by a strongly conservative finite element method. The discrete spaces are the divergence-conforming velocity space with matching pressure space such as the Raviart-Thomas spaces. This work proves optimal error estimate of the velocity in the L2 norm in the domain and on the interface. Lipschitz regularity of the interface is sufficient to obtain the results.
The choice of optimal Discrete Interaction Approximation to the kinetic integral for ocean waves
Directory of Open Access Journals (Sweden)
V. G. Polnikov
2003-01-01
Full Text Available A lot of discrete configurations for the four-wave nonlinear interaction processes have been calculated and tested by the method proposed earlier in the frame of the concept of Fast Discrete Interaction Approximation to the Hasselmann's kinetic integral (Polnikov and Farina, 2002. It was found that there are several simple configurations, which are more efficient than the one proposed originally in Hasselmann et al. (1985. Finally, the optimal multiple Discrete Interaction Approximation (DIA to the kinetic integral for deep-water waves was found. Wave spectrum features have been intercompared for a number of different configurations of DIA, applied to a long-time solution of kinetic equation. On the basis of this intercomparison the better efficiency of the configurations proposed was confirmed. Certain recommendations were given for implementation of new approximations to the wave forecast practice.
Elementary Baecklund transformations for a discrete Ablowitz-Ladik eigenvalue problem
International Nuclear Information System (INIS)
Rourke, David E
2004-01-01
Elementary Baecklund transformations (BTs) are described for a discretization of the Zakharov-Shabat eigenvalue problem (a special case of the Ablowitz-Ladik eigenvalue problem). Elementary BTs allow the process of adding bound states to a system (i.e., the add-one-soliton BT) to be 'factorized' to solving two simpler sub-problems. They are used to determine the effect on the scattering data when bound states are added. They are shown to provide a method of calculating discrete solitons-this is achieved by constructing a lattice of intermediate potentials, with the parameters used in the calculation of the lattice simply related to the soliton scattering data. When the potentials, S n , T n , in the system are related by S n = -T n , they enable simple derivations to be obtained of the add-one-soliton BT and the nonlinear superposition formula
Continuum and Discrete Initial-Boundary Value Problems and Einstein's Field Equations
Directory of Open Access Journals (Sweden)
Olivier Sarbach
2012-08-01
Full Text Available Many evolution problems in physics are described by partial differential equations on an infinite domain; therefore, one is interested in the solutions to such problems for a given initial dataset. A prominent example is the binary black-hole problem within Einstein's theory of gravitation, in which one computes the gravitational radiation emitted from the inspiral of the two black holes, merger and ringdown. Powerful mathematical tools can be used to establish qualitative statements about the solutions, such as their existence, uniqueness, continuous dependence on the initial data, or their asymptotic behavior over large time scales. However, one is often interested in computing the solution itself, and unless the partial differential equation is very simple, or the initial data possesses a high degree of symmetry, this computation requires approximation by numerical discretization. When solving such discrete problems on a machine, one is faced with a finite limit to computational resources, which leads to the replacement of the infinite continuum domain with a finite computer grid. This, in turn, leads to a discrete initial-boundary value problem. The hope is to recover, with high accuracy, the exact solution in the limit where the grid spacing converges to zero with the boundary being pushed to infinity. The goal of this article is to review some of the theory necessary to understand the continuum and discrete initial boundary-value problems arising from hyperbolic partial differential equations and to discuss its applications to numerical relativity; in particular, we present well-posed initial and initial-boundary value formulations of Einstein's equations, and we discuss multi-domain high-order finite difference and spectral methods to solve them.
Continuum and Discrete Initial-Boundary Value Problems and Einstein's Field Equations.
Sarbach, Olivier; Tiglio, Manuel
2012-01-01
Many evolution problems in physics are described by partial differential equations on an infinite domain; therefore, one is interested in the solutions to such problems for a given initial dataset. A prominent example is the binary black-hole problem within Einstein's theory of gravitation, in which one computes the gravitational radiation emitted from the inspiral of the two black holes, merger and ringdown. Powerful mathematical tools can be used to establish qualitative statements about the solutions, such as their existence, uniqueness, continuous dependence on the initial data, or their asymptotic behavior over large time scales. However, one is often interested in computing the solution itself, and unless the partial differential equation is very simple, or the initial data possesses a high degree of symmetry, this computation requires approximation by numerical discretization. When solving such discrete problems on a machine, one is faced with a finite limit to computational resources, which leads to the replacement of the infinite continuum domain with a finite computer grid. This, in turn, leads to a discrete initial-boundary value problem. The hope is to recover, with high accuracy, the exact solution in the limit where the grid spacing converges to zero with the boundary being pushed to infinity. The goal of this article is to review some of the theory necessary to understand the continuum and discrete initial boundary-value problems arising from hyperbolic partial differential equations and to discuss its applications to numerical relativity; in particular, we present well-posed initial and initial-boundary value formulations of Einstein's equations, and we discuss multi-domain high-order finite difference and spectral methods to solve them.
Ahmet Demir; Utku Kose
2016-01-01
ABSTRACT In the fields which require finding the most appropriate value, optimization became a vital approach to employ effective solutions. With the use of optimization techniques, many different fields in the modern life have found solutions to their real-world based problems. In this context, classical optimization techniques have had an important popularity. But after a while, more advanced optimization problems required the use of more effective techniques. At this point, Computer Sc...
Ahmet Demir; Utku kose
2017-01-01
In the fields which require finding the most appropriate value, optimization became a vital approach to employ effective solutions. With the use of optimization techniques, many different fields in the modern life have found solutions to their real-world based problems. In this context, classical optimization techniques have had an important popularity. But after a while, more advanced optimization problems required the use of more effective techniques. At this point, Computer Science took an...
An optimal iterative algorithm to solve Cauchy problem for Laplace equation
Majeed, Muhammad Usman
2015-05-25
An optimal mean square error minimizer algorithm is developed to solve severely ill-posed Cauchy problem for Laplace equation on an annulus domain. The mathematical problem is presented as a first order state space-like system and an optimal iterative algorithm is developed that minimizes the mean square error in states. Finite difference discretization schemes are used to discretize first order system. After numerical discretization algorithm equations are derived taking inspiration from Kalman filter however using one of the space variables as a time-like variable. Given Dirichlet and Neumann boundary conditions are used on the Cauchy data boundary and fictitious points are introduced on the unknown solution boundary. The algorithm is run for a number of iterations using the solution of previous iteration as a guess for the next one. The method developed happens to be highly robust to noise in Cauchy data and numerically efficient results are illustrated.
Chezan, Laura C.; Drasgow, Erik; Martin, Christian A.
2014-01-01
We conducted a sequence of two studies on the use of discrete-trial functional analysis and functional communication training. First, we used discrete-trial functional analysis (DTFA) to identify the function of problem behavior in three adults with intellectual disabilities and problem behavior. Results indicated clear patterns of problem…
Finite Optimal Stopping Problems: The Seller's Perspective
Hemmati, Mehdi; Smith, J. Cole
2011-01-01
We consider a version of an optimal stopping problem, in which a customer is presented with a finite set of items, one by one. The customer is aware of the number of items in the finite set and the minimum and maximum possible value of each item, and must purchase exactly one item. When an item is presented to the customer, she or he observes its…
Geometric tools for solving the FDI problem for linear periodic discrete-time systems
Longhi, Sauro; Monteriù, Andrea
2013-07-01
This paper studies the problem of detecting and isolating faults in linear periodic discrete-time systems. The aim is to design an observer-based residual generator where each residual is sensitive to one fault, whilst remaining insensitive to the other faults that can affect the system. Making use of the geometric tools, and in particular of the outer observable subspace notion, the Fault Detection and Isolation (FDI) problem is formulated and necessary and solvability conditions are given. An algorithmic procedure is described to determine the solution of the FDI problem.
Non-fragile robust optimal guaranteed cost control of uncertain 2-D discrete state-delayed systems
Tandon, Akshata; Dhawan, Amit
2016-10-01
This paper is concerned with the problem of non-fragile robust optimal guaranteed cost control for a class of uncertain two-dimensional (2-D) discrete state-delayed systems described by the general model with norm-bounded uncertainties. Our attention is focused on the design of non-fragile state feedback controllers such that the resulting closed-loop system is asymptotically stable and the closed-loop cost function value is not more than a specified upper bound for all admissible parameter uncertainties and controller gain variations. A sufficient condition for the existence of such controllers is established under the linear matrix inequality framework. Moreover, a convex optimisation problem is proposed to select a non-fragile robust optimal guaranteed cost controller stabilising the 2-D discrete state-delayed system as well as achieving the least guaranteed cost for the resulting closed-loop system. The proposed method is compared with the previously reported criterion. Finally, illustrative examples are given to show the potential of the proposed technique.
A novel metaheuristic for continuous optimization problems: Virus optimization algorithm
Liang, Yun-Chia; Rodolfo Cuevas Juarez, Josue
2016-01-01
A novel metaheuristic for continuous optimization problems, named the virus optimization algorithm (VOA), is introduced and investigated. VOA is an iteratively population-based method that imitates the behaviour of viruses attacking a living cell. The number of viruses grows at each replication and is controlled by an immune system (a so-called 'antivirus') to prevent the explosive growth of the virus population. The viruses are divided into two classes (strong and common) to balance the exploitation and exploration effects. The performance of the VOA is validated through a set of eight benchmark functions, which are also subject to rotation and shifting effects to test its robustness. Extensive comparisons were conducted with over 40 well-known metaheuristic algorithms and their variations, such as artificial bee colony, artificial immune system, differential evolution, evolutionary programming, evolutionary strategy, genetic algorithm, harmony search, invasive weed optimization, memetic algorithm, particle swarm optimization and simulated annealing. The results showed that the VOA is a viable solution for continuous optimization.
Optimal control problem for the extended Fisher–Kolmogorov equation
Indian Academy of Sciences (India)
In this paper, the optimal control problem for the extended Fisher–Kolmogorov equation is studied. The optimal control under boundary condition is given, the existence of optimal solution to the equation is proved and the optimality system is established.
Directory of Open Access Journals (Sweden)
Ahmet Demir
2017-01-01
Full Text Available In the fields which require finding the most appropriate value, optimization became a vital approach to employ effective solutions. With the use of optimization techniques, many different fields in the modern life have found solutions to their real-world based problems. In this context, classical optimization techniques have had an important popularity. But after a while, more advanced optimization problems required the use of more effective techniques. At this point, Computer Science took an important role on providing software related techniques to improve the associated literature. Today, intelligent optimization techniques based on Artificial Intelligence are widely used for optimization problems. The objective of this paper is to provide a comparative study on the employment of classical optimization solutions and Artificial Intelligence solutions for enabling readers to have idea about the potential of intelligent optimization techniques. At this point, two recently developed intelligent optimization algorithms, Vortex Optimization Algorithm (VOA and Cognitive Development Optimization Algorithm (CoDOA, have been used to solve some multidisciplinary optimization problems provided in the source book Thomas' Calculus 11th Edition and the obtained results have compared with classical optimization solutions.
Topology Optimization for Transient Wave Propagation Problems
DEFF Research Database (Denmark)
Matzen, René
as for vectorial elastic wave propagation problems using finite element analysis [P2], [P4]. The concept is implemented in a parallel computing code that includes efficient techniques for performing gradient based topology optimization. Using the developed computational framework the thesis considers four...... are derived by use of the adjoint variable method. Many wave propagation problems are open-region problems, i.e. the outer boundaries of the modeling domain must be re ection-less. The thesis contains new and independent developments within perfectly matched layer techniques for scalar as well......The study of elastic and optical waves together with intensive material research has revolutionized everyday as well as cutting edge technology in very tangible ways within the last century. Therefore it is important to continue the investigative work towards improving existing as well as innovate...
Monotone methods for solving a boundary value problem of second order discrete system
Directory of Open Access Journals (Sweden)
Wang Yuan-Ming
1999-01-01
Full Text Available A new concept of a pair of upper and lower solutions is introduced for a boundary value problem of second order discrete system. A comparison result is given. An existence theorem for a solution is established in terms of upper and lower solutions. A monotone iterative scheme is proposed, and the monotone convergence rate of the iteration is compared and analyzed. The numerical results are given.
International Nuclear Information System (INIS)
Barros, R.C. de; Larsen, E.W.
1991-01-01
A generalization of the one-group Spectral Green's Function (SGF) method is developed for multigroup, slab-geometry discrete ordinates (S N ) problems. The multigroup SGF method is free from spatial truncation errors; it generated numerical values for the cell-edge and cell-average angular fluxes that agree with the analytic solution of the multigroup S N equations. Numerical results are given to illustrate the method's accuracy
Discrete quintic spline for boundary value problem in plate deflation theory
Wong, Patricia J. Y.
2017-07-01
We propose a numerical scheme for a fourth-order boundary value problem arising from plate deflation theory. The scheme involves a discrete quintic spline, and it is of order 4 if a parameter takes a specific value, else it is of order 2. We also present a well known numerical example to illustrate the efficiency of our method as well as to compare with other numerical methods proposed in the literature.
The multi-port berth allocation problem with speed optimization and emission considerations
DEFF Research Database (Denmark)
Venturini, Giada; Iris, Cagatay; Kontovas, Christos A.
2017-01-01
achieve a sustainable supply chain, and on the other side, the optimization of operations and sailing times leads to reductions in bunker consumption and, thus, to fuel cost and air emissions reductions. To that effect, there is an increasing need to address the integration opportunities and environmental...... issues related to container shipping through optimization. This paper focuses on the well known Berth Allocation Problem (BAP), an optimization problem assigning berthing times and positions to vessels in container terminals. We introduce a novel mathematical formulation that extends the classical BAP...... and emissions. Furthermore, the model implementation shows that an accurate speed discretization can result in far better economic and environmental results....
In-plane Material Filters for the Discrete Material Optimization Method
DEFF Research Database (Denmark)
Sørensen, Rene; Lund, Erik
2015-01-01
This paper presents in-plane material filters for the Discrete Material Optimization method used for optimizing laminated composite structures. The filters make it possible for engineers to specify a minimum length scale which governs the minimum size of areas with constant material continuity....... Consequently, engineers can target the available production methods, and thereby increase its manufacturability while the optimizer is free to determine which material to apply together with an optimum location, shape, and size of these areas with constant material continuity. By doing so, engineers no longer...... have to group elements together in so-called patches, so to statically impose a minimum length scale. The proposed method imposes the minimum length scale through a standard density filter known from topology optimization of isotropic materials. This minimum length scale is generally referred...
The Iterative Solution to Discrete-Time H∞ Control Problems for Periodic Systems
Directory of Open Access Journals (Sweden)
Ivan G. Ivanov
2016-03-01
Full Text Available This paper addresses the problem of solving discrete-time H ∞ control problems for periodic systems. The approach for solving such a type of equations is well known in the literature. However, the focus of our research is set on the numerical computation of the stabilizing solution. In particular, two effective methods for practical realization of the known iterative processes are described. Furthermore, a new iterative approach is investigated and applied. On the basis of numerical experiments, we compare the presented methods. A major conclusion is that the new iterative approach is faster than rest of the methods and it uses less RAM memory than other methods.
Donner, René; Menze, Bjoern H; Bischof, Horst; Langs, Georg
2013-12-01
The accurate localization of anatomical landmarks is a challenging task, often solved by domain specific approaches. We propose a method for the automatic localization of landmarks in complex, repetitive anatomical structures. The key idea is to combine three steps: (1) a classifier for pre-filtering anatomical landmark positions that (2) are refined through a Hough regression model, together with (3) a parts-based model of the global landmark topology to select the final landmark positions. During training landmarks are annotated in a set of example volumes. A classifier learns local landmark appearance, and Hough regressors are trained to aggregate neighborhood information to a precise landmark coordinate position. A non-parametric geometric model encodes the spatial relationships between the landmarks and derives a topology which connects mutually predictive landmarks. During the global search we classify all voxels in the query volume, and perform regression-based agglomeration of landmark probabilities to highly accurate and specific candidate points at potential landmark locations. We encode the candidates' weights together with the conformity of the connecting edges to the learnt geometric model in a Markov Random Field (MRF). By solving the corresponding discrete optimization problem, the most probable location for each model landmark is found in the query volume. We show that this approach is able to consistently localize the model landmarks despite the complex and repetitive character of the anatomical structures on three challenging data sets (hand radiographs, hand CTs, and whole body CTs), with a median localization error of 0.80 mm, 1.19 mm and 2.71 mm, respectively. Copyright © 2013 Elsevier B.V. All rights reserved.
Stability of stochastic optimization problem - nonmeasurable case
Czech Academy of Sciences Publication Activity Database
Lachout, Petr
2008-01-01
Roč. 44, č. 2 (2008), s. 259-276 ISSN 0023-5954 R&D Projects: GA ČR GA201/08/0539 Grant - others:GA ČR(CZ) GA201/05/2340 Institutional research plan: CEZ:AV0Z10750506 Source of funding: V - iné verejné zdroje Keywords : Stochastic optimization problem * Sensitivity and stability * Measurability * Weak convergence of probability measures Subject RIV: BA - General Mathematics Impact factor: 0.281, year: 2008
Linux software for large topology optimization problems
DEFF Research Database (Denmark)
evolving product, which allows a parallel solution of the PDE, it lacks the important feature that the matrix-generation part of the computations is localized to each processor. This is well-known to be critical for obtaining a useful speedup on a Linux cluster and it motivates the search for a COMSOL......-like package for large topology optimization problems. One candidate for such software is developed for Linux by Sandia Nat’l Lab in the USA being the Sundance system. Sundance also uses a symbolic representation of the PDE and a scalable numerical solution is achieved by employing the underlying Trilinos...
Topology optimization of fluid mechanics problems
DEFF Research Database (Denmark)
Gersborg-Hansen, Allan
D Navier-Stokes equation as well as an example with convection dominated transport in 2D Stokes flow. Using Stokes flow limits the range of applications; nonetheless, the present work gives a proof-of-concept for the application of the method within fluid mechanics problems and it remains...... processing tool. Prior to design manufacturing this allows the engineer to quantify the performance of the computed topology design using standard, credible analysis tools with a body-fitted mesh. [1] Borrvall and Petersson (2003) "Topology optimization of fluids in Stokes flow", Int. J. Num. Meth. Fluids...
The ADO-nodal method for solving two-dimensional discrete ordinates transport problems
International Nuclear Information System (INIS)
Barichello, L.B.; Picoloto, C.B.; Cunha, R.D. da
2017-01-01
Highlights: • Two-dimensional discrete ordinates neutron transport. • Analytical Discrete Ordinates (ADO) nodal method. • Heterogeneous media fixed source problems. • Local solutions. - Abstract: In this work, recent results on the solution of fixed-source two-dimensional transport problems, in Cartesian geometry, are reported. Homogeneous and heterogeneous media problems are considered in order to incorporate the idea of arbitrary number of domain division into regions (nodes) when applying the ADO method, which is a method of analytical features, to those problems. The ADO-nodal formulation is developed, for each node, following previous work devoted to heterogeneous media problem. Here, however, the numerical procedure is extended to higher number of domain divisions. Such extension leads, in some cases, to the use of an iterative method for solving the general linear system which defines the arbitrary constants of the general solution. In addition to solve alternative heterogeneous media configurations than reported in previous works, the present approach allows comparisons with results provided by other metodologies generated with refined meshes. Numerical results indicate the ADO solution may achieve a prescribed accuracy using coarser meshes than other schemes.
Basic problems solving for two-dimensional discrete 3 × 4 order hidden markov model
International Nuclear Information System (INIS)
Wang, Guo-gang; Gan, Zong-liang; Tang, Gui-jin; Cui, Zi-guan; Zhu, Xiu-chang
2016-01-01
A novel model is proposed to overcome the shortages of the classical hypothesis of the two-dimensional discrete hidden Markov model. In the proposed model, the state transition probability depends on not only immediate horizontal and vertical states but also on immediate diagonal state, and the observation symbol probability depends on not only current state but also on immediate horizontal, vertical and diagonal states. This paper defines the structure of the model, and studies the three basic problems of the model, including probability calculation, path backtracking and parameters estimation. By exploiting the idea that the sequences of states on rows or columns of the model can be seen as states of a one-dimensional discrete 1 × 2 order hidden Markov model, several algorithms solving the three questions are theoretically derived. Simulation results further demonstrate the performance of the algorithms. Compared with the two-dimensional discrete hidden Markov model, there are more statistical characteristics in the structure of the proposed model, therefore the proposed model theoretically can more accurately describe some practical problems.
Hybrid intelligent optimization methods for engineering problems
Pehlivanoglu, Yasin Volkan
The purpose of optimization is to obtain the best solution under certain conditions. There are numerous optimization methods because different problems need different solution methodologies; therefore, it is difficult to construct patterns. Also mathematical modeling of a natural phenomenon is almost based on differentials. Differential equations are constructed with relative increments among the factors related to yield. Therefore, the gradients of these increments are essential to search the yield space. However, the landscape of yield is not a simple one and mostly multi-modal. Another issue is differentiability. Engineering design problems are usually nonlinear and they sometimes exhibit discontinuous derivatives for the objective and constraint functions. Due to these difficulties, non-gradient-based algorithms have become more popular in recent decades. Genetic algorithms (GA) and particle swarm optimization (PSO) algorithms are popular, non-gradient based algorithms. Both are population-based search algorithms and have multiple points for initiation. A significant difference from a gradient-based method is the nature of the search methodologies. For example, randomness is essential for the search in GA or PSO. Hence, they are also called stochastic optimization methods. These algorithms are simple, robust, and have high fidelity. However, they suffer from similar defects, such as, premature convergence, less accuracy, or large computational time. The premature convergence is sometimes inevitable due to the lack of diversity. As the generations of particles or individuals in the population evolve, they may lose their diversity and become similar to each other. To overcome this issue, we studied the diversity concept in GA and PSO algorithms. Diversity is essential for a healthy search, and mutations are the basic operators to provide the necessary variety within a population. After having a close scrutiny of the diversity concept based on qualification and
Tolman, Hendrik L.; Grumbine, Robert W.
2013-10-01
A key element of wind wave models is the parameterization of the resonant nonlinear interactions between spectral wave components. In a companion paper a new Generalized Multiple Discrete Interaction Approximation (GMD) has been developed. The present paper addresses the optimization of the free parameters of the GMD. A holistic optimization approach is used where full model integration results are optimized. Fifteen objective metrics are used, defined to measure the accuracy of a model using the GMD relative to a model using the full (exact) interactions. Due to the large number of free parameters to be optimized, and due to the existence of many local error minima in parameter space, traditional error mapping or steepest descent search algorithms are not suitable to optimize the GMD. The focus of the present study is on establishing genetic optimization techniques as a feasible and economical way to optimize the free parameters in the GMD. The behavior of the GMD with optimized parameters is outside the scope of this study, and is discussed in detail in the companion paper.
Optimal Discrete PTO Force Point Absorber Wave Energy Converters in Regular Waves
DEFF Research Database (Denmark)
Hansen, Anders Hedegaard; Pedersen, Henrik C.
2013-01-01
For ocean wave energy converters (WECs) to become a cost-effective alternative in the energy production system a large increase in the conversion efficiency is needed. Fluid power technology is the leading technology for the Power Take- Off (PTO) system of wave energy converters. However...... of discrete force systems for PTO, by focusing on how to choose the optimal PTO force levels and force profile when seeking to increase energy harvesting. The work concerns point absorber WECs and utilises a simple float model based on linear wave theory. Utilising the principle of superposition...... and the Laplace transform a solution of the float movement is found when subjected an incoming wave and a discrete PTO force. Finally an optimisation leads to the force profile implying the highest harvested energy....
Perturbation-Based Regularization for Signal Estimation in Linear Discrete Ill-posed Problems
Suliman, Mohamed Abdalla Elhag
2016-11-29
Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work, we propose a new regularization approach and a new regularization parameter selection approach for linear least-squares discrete ill-posed problems. The proposed approach is based on enhancing the singular-value structure of the ill-posed model matrix to acquire a better solution. Unlike many other regularization algorithms that seek to minimize the estimated data error, the proposed approach is developed to minimize the mean-squared error of the estimator which is the objective in many typical estimation scenarios. The performance of the proposed approach is demonstrated by applying it to a large set of real-world discrete ill-posed problems. Simulation results demonstrate that the proposed approach outperforms a set of benchmark regularization methods in most cases. In addition, the approach also enjoys the lowest runtime and offers the highest level of robustness amongst all the tested benchmark regularization methods.
Zhong, Xiangnan; He, Haibo; Zhang, Huaguang; Wang, Zhanshan
2014-12-01
In this paper, we develop and analyze an optimal control method for a class of discrete-time nonlinear Markov jump systems (MJSs) with unknown system dynamics. Specifically, an identifier is established for the unknown systems to approximate system states, and an optimal control approach for nonlinear MJSs is developed to solve the Hamilton-Jacobi-Bellman equation based on the adaptive dynamic programming technique. We also develop detailed stability analysis of the control approach, including the convergence of the performance index function for nonlinear MJSs and the existence of the corresponding admissible control. Neural network techniques are used to approximate the proposed performance index function and the control law. To demonstrate the effectiveness of our approach, three simulation studies, one linear case, one nonlinear case, and one single link robot arm case, are used to validate the performance of the proposed optimal control method.
Evaluation of a proposed optimization method for discrete-event simulation models
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Alexandre Ferreira de Pinho
2012-12-01
Full Text Available Optimization methods combined with computer-based simulation have been utilized in a wide range of manufacturing applications. However, in terms of current technology, these methods exhibit low performance levels which are only able to manipulate a single decision variable at a time. Thus, the objective of this article is to evaluate a proposed optimization method for discrete-event simulation models based on genetic algorithms which exhibits more efficiency in relation to computational time when compared to software packages on the market. It should be emphasized that the variable's response quality will not be altered; that is, the proposed method will maintain the solutions' effectiveness. Thus, the study draws a comparison between the proposed method and that of a simulation instrument already available on the market and has been examined in academic literature. Conclusions are presented, confirming the proposed optimization method's efficiency.
DEFF Research Database (Denmark)
Stolpe, Mathias; Stidsen, Thomas K.
2007-01-01
and then successively refined as needed. At each level of design mesh refinement, a neighbourhood optimization method is used to treat the problem considered. The non-convex topology design problems are equivalently reformulated as convex all-quadratic mixed 0-1 programs. This reformulation enables the use of methods...
Particle Swarm Optimization for Structural Design Problems
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Hamit SARUHAN
2010-02-01
Full Text Available The aim of this paper is to employ the Particle Swarm Optimization (PSO technique to a mechanical engineering design problem which is minimizing the volume of a cantilevered beam subject to bending strength constraints. Mechanical engineering design problems are complex activities which are computing capability are more and more required. The most of these problems are solved by conventional mathematical programming techniques that require gradient information. These techniques have several drawbacks from which the main one is becoming trapped in local optima. As an alternative to gradient-based techniques, the PSO does not require the evaluation of gradients of the objective function. The PSO algorithm employs the generation of guided random positions when they search for the global optimum point. The PSO which is a nature inspired heuristics search technique imitates the social behavior of bird flocking. The results obtained by the PSO are compared with Mathematical Programming (MP. It is demonstrated that the PSO performed and obtained better convergence reliability on the global optimum point than the MP. Using the MP, the volume of 2961000 mm3 was obtained while the beam volume of 2945345 mm3 was obtained by the PSO.
Discretization error estimation and exact solution generation using the method of nearby problems.
Energy Technology Data Exchange (ETDEWEB)
Sinclair, Andrew J. (Auburn University Auburn, AL); Raju, Anil (Auburn University Auburn, AL); Kurzen, Matthew J. (Virginia Tech Blacksburg, VA); Roy, Christopher John (Virginia Tech Blacksburg, VA); Phillips, Tyrone S. (Virginia Tech Blacksburg, VA)
2011-10-01
The Method of Nearby Problems (MNP), a form of defect correction, is examined as a method for generating exact solutions to partial differential equations and as a discretization error estimator. For generating exact solutions, four-dimensional spline fitting procedures were developed and implemented into a MATLAB code for generating spline fits on structured domains with arbitrary levels of continuity between spline zones. For discretization error estimation, MNP/defect correction only requires a single additional numerical solution on the same grid (as compared to Richardson extrapolation which requires additional numerical solutions on systematically-refined grids). When used for error estimation, it was found that continuity between spline zones was not required. A number of cases were examined including 1D and 2D Burgers equation, the 2D compressible Euler equations, and the 2D incompressible Navier-Stokes equations. The discretization error estimation results compared favorably to Richardson extrapolation and had the advantage of only requiring a single grid to be generated.
Botti, L.; Colombo, A.; Bassi, F.
2017-10-01
In this work we exploit agglomeration based h-multigrid preconditioners to speed-up the iterative solution of discontinuous Galerkin discretizations of the Stokes and Navier-Stokes equations. As a distinctive feature h-coarsened mesh sequences are generated by recursive agglomeration of a fine grid, admitting arbitrarily unstructured grids of complex domains, and agglomeration based discontinuous Galerkin discretizations are employed to deal with agglomerated elements of coarse levels. Both the expense of building coarse grid operators and the performance of the resulting multigrid iteration are investigated. For the sake of efficiency coarse grid operators are inherited through element-by-element L2 projections, avoiding the cost of numerical integration over agglomerated elements. Specific care is devoted to the projection of viscous terms discretized by means of the BR2 dG method. We demonstrate that enforcing the correct amount of stabilization on coarse grids levels is mandatory for achieving uniform convergence with respect to the number of levels. The numerical solution of steady and unsteady, linear and non-linear problems is considered tackling challenging 2D test cases and 3D real life computations on parallel architectures. Significant execution time gains are documented.
Directory of Open Access Journals (Sweden)
Oliviu SUGAR-GABOR
2017-09-01
Full Text Available In this paper, a simultaneous analysis and design method is derived and applied for a non-linear constrained aerodynamic optimization problem. The method is based on the approach of defining a Lagrange functional based on the objective function and the aerodynamic model’s equations, using two sets of multipliers. A fully-coupled, non-linear system of equations is derived by requiring that the Gateaux variation of the Lagrange functional vanishes for arbitrary variations of the aerodynamic model’s dependent variables and design parameters. The optimization problem is approached using a one-shot technique, by solving the non-linear system in which all sensitivities and problem constraints are included. The computational efficiency of the method is compared against a gradient-based optimization algorithm using adjoint-provided gradient. A conceptual-stage aerodynamic optimization problem is solved, based on a non-linear numerical lifting-line method with viscous corrections.
International Nuclear Information System (INIS)
Wu Hongchun; Xie Zhongsheng; Zhu Xuehua
1994-01-01
The nodal discrete-ordinate transport calculating model of anisotropy scattering problem in three-dimensional cartesian geometry is given. The computing code NOTRAN/3D has been encoded and the satisfied conclusion is gained
Spatial and Angular Moment Analysis of Continuous and Discretized Transport Problems
International Nuclear Information System (INIS)
Brantley, Patrick S.; Larsen, Edward W.
2000-01-01
A new theoretical tool for analyzing continuous and discretized transport equations is presented. This technique is based on a spatial and angular moment analysis of the analytic transport equation, which yields exact expressions for the 'center of mass' and 'squared radius of gyration' of the particle distribution. Essentially the same moment analysis is applied to discretized particle transport problems to determine numerical expressions for the center of mass and squared radius of gyration. Because this technique makes no assumption about the optical thickness of the spatial cells or about the amount of absorption in the system, it is applicable to problems that cannot be analyzed by a truncation analysis or an asymptotic diffusion limit analysis. The spatial differencing schemes examined (weighted- diamond, lumped linear discontinuous, and multiple balance) yield a numerically consistent expression for computing the squared radius of gyration plus an error term that depends on the mesh spacing, quadrature constants, and material properties of the system. The numerical results presented suggest that the relative accuracy of spatial differencing schemes for different types of problems can be assessed by comparing the magnitudes of these error terms
Van Volsem, Sofie; Dullaert, Wout; Van Landeghem, Hendrik
2007-01-01
The problem of determining the optimal inspection strategy for a given multi-stage production process, i.e. the inspection strategy that results in the lowest total inspection cost, while still assuring a required output quality, is modelled as a joint optimization of inspection location, type and
Vrugt, J. A.
2011-04-01
Formal and informal Bayesian approaches are increasingly being used to treat forcing, model structural, parameter and calibration data uncertainty, and summarize hydrologic prediction uncertainty. This requires posterior sampling methods that approximate the (evolving) posterior distribution. We recently introduced the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm, an adaptive Markov Chain Monte Carlo (MCMC) method that is especially designed to solve complex, high-dimensional and multimodal posterior probability density functions. The method runs multiple chains in parallel, and maintains detailed balance and ergodicity. Here, I present the latest algorithmic developments, and introduce a discrete sampling variant of DREAM that samples the parameter space at fixed points. The development of this new code, DREAM(D), has been inspired by the existing class of integer optimization problems, and emerging class of experimental design problems. Such non-continuous parameter estimation problems are of considerable theoretical and practical interest. The theory developed herein is applicable to DREAM(ZS) (Vrugt et al., 2011) and MT-DREAM(ZS) (Laloy and Vrugt, 2011) as well. Two case studies involving a sudoku puzzle and rainfall - runoff model calibration problem are used to illustrate DREAM(D).
DEFF Research Database (Denmark)
Sørensen, John Aasted
2011-01-01
The objectives of Discrete Mathematics (IDISM2) are: The introduction of the mathematics needed for analysis, design and verification of discrete systems, including the application within programming languages for computer systems. Having passed the IDISM2 course, the student will be able...... to accomplish the following: -Understand and apply formal representations in discrete mathematics. -Understand and apply formal representations in problems within discrete mathematics. -Understand methods for solving problems in discrete mathematics. -Apply methods for solving problems in discrete mathematics......; construct a finite state machine for a given application. Apply these concepts to new problems. The teaching in Discrete Mathematics is a combination of sessions with lectures and students solving problems, either manually or by using Matlab. Furthermore a selection of projects must be solved and handed...
International Nuclear Information System (INIS)
Wu, Hao; Mey, Antonia S. J. S.; Noé, Frank; Rosta, Edina
2014-01-01
We propose a discrete transition-based reweighting analysis method (dTRAM) for analyzing configuration-space-discretized simulation trajectories produced at different thermodynamic states (temperatures, Hamiltonians, etc.) dTRAM provides maximum-likelihood estimates of stationary quantities (probabilities, free energies, expectation values) at any thermodynamic state. In contrast to the weighted histogram analysis method (WHAM), dTRAM does not require data to be sampled from global equilibrium, and can thus produce superior estimates for enhanced sampling data such as parallel/simulated tempering, replica exchange, umbrella sampling, or metadynamics. In addition, dTRAM provides optimal estimates of Markov state models (MSMs) from the discretized state-space trajectories at all thermodynamic states. Under suitable conditions, these MSMs can be used to calculate kinetic quantities (e.g., rates, timescales). In the limit of a single thermodynamic state, dTRAM estimates a maximum likelihood reversible MSM, while in the limit of uncorrelated sampling data, dTRAM is identical to WHAM. dTRAM is thus a generalization to both estimators
Wu, Hao; Mey, Antonia S J S; Rosta, Edina; Noé, Frank
2014-12-07
We propose a discrete transition-based reweighting analysis method (dTRAM) for analyzing configuration-space-discretized simulation trajectories produced at different thermodynamic states (temperatures, Hamiltonians, etc.) dTRAM provides maximum-likelihood estimates of stationary quantities (probabilities, free energies, expectation values) at any thermodynamic state. In contrast to the weighted histogram analysis method (WHAM), dTRAM does not require data to be sampled from global equilibrium, and can thus produce superior estimates for enhanced sampling data such as parallel/simulated tempering, replica exchange, umbrella sampling, or metadynamics. In addition, dTRAM provides optimal estimates of Markov state models (MSMs) from the discretized state-space trajectories at all thermodynamic states. Under suitable conditions, these MSMs can be used to calculate kinetic quantities (e.g., rates, timescales). In the limit of a single thermodynamic state, dTRAM estimates a maximum likelihood reversible MSM, while in the limit of uncorrelated sampling data, dTRAM is identical to WHAM. dTRAM is thus a generalization to both estimators.
Optimization methods for activities selection problems
Mahad, Nor Faradilah; Alias, Suriana; Yaakop, Siti Zulaika; Arshad, Norul Amanina Mohd; Mazni, Elis Sofia
2017-08-01
Co-curriculum activities must be joined by every student in Malaysia and these activities bring a lot of benefits to the students. By joining these activities, the students can learn about the time management and they can developing many useful skills. This project focuses on the selection of co-curriculum activities in secondary school using the optimization methods which are the Analytic Hierarchy Process (AHP) and Zero-One Goal Programming (ZOGP). A secondary school in Negeri Sembilan, Malaysia was chosen as a case study. A set of questionnaires were distributed randomly to calculate the weighted for each activity based on the 3 chosen criteria which are soft skills, interesting activities and performances. The weighted was calculated by using AHP and the results showed that the most important criteria is soft skills. Then, the ZOGP model will be analyzed by using LINGO Software version 15.0. There are two priorities to be considered. The first priority which is to minimize the budget for the activities is achieved since the total budget can be reduced by RM233.00. Therefore, the total budget to implement the selected activities is RM11,195.00. The second priority which is to select the co-curriculum activities is also achieved. The results showed that 9 out of 15 activities were selected. Thus, it can concluded that AHP and ZOGP approach can be used as the optimization methods for activities selection problem.
Delay-area trade-off for MPRM circuits based on hybrid discrete particle swarm optimization
International Nuclear Information System (INIS)
Jiang Zhidi; Wang Zhenhai; Wang Pengjun
2013-01-01
Polarity optimization for mixed polarity Reed—Muller (MPRM) circuits is a combinatorial issue. Based on the study on discrete particle swarm optimization (DPSO) and mixed polarity, the corresponding relation between particle and mixed polarity is established, and the delay-area trade-off of large-scale MPRM circuits is proposed. Firstly, mutation operation and elitist strategy in genetic algorithm are incorporated into DPSO to further develop a hybrid DPSO (HDPSO). Then the best polarity for delay and area trade-off is searched for large-scale MPRM circuits by combining the HDPSO and a delay estimation model. Finally, the proposed algorithm is testified by MCNC Benchmarks. Experimental results show that HDPSO achieves a better convergence than DPSO in terms of search capability for large-scale MPRM circuits. (semiconductor integrated circuits)
LQR-Based Optimal Distributed Cooperative Design for Linear Discrete-Time Multiagent Systems.
Zhang, Huaguang; Feng, Tao; Liang, Hongjing; Luo, Yanhong
2017-03-01
In this paper, a novel linear quadratic regulator (LQR)-based optimal distributed cooperative design method is developed for synchronization control of general linear discrete-time multiagent systems on a fixed, directed graph. Sufficient conditions are derived for synchronization, which restrict the graph eigenvalues into a bounded circular region in the complex plane. The synchronizing speed issue is also considered, and it turns out that the synchronizing region reduces as the synchronizing speed becomes faster. To obtain more desirable synchronizing capacity, the weighting matrices are selected by sufficiently utilizing the guaranteed gain margin of the optimal regulators. Based on the developed LQR-based cooperative design framework, an approximate dynamic programming technique is successfully introduced to overcome the (partially or completely) model-free cooperative design for linear multiagent systems. Finally, two numerical examples are given to illustrate the effectiveness of the proposed design methods.
Shmaliy, Yuriy S.; Ibarra-Manzano, Oscar
2012-12-01
We address p-shift finite impulse response optimal (OFIR) and unbiased (UFIR) algorithms for predictive filtering ( p > 0), filtering ( p = 0), and smoothing filtering ( p designed for linear time-invariant state-space signal models with white Gaussian noise. The OFIR filter self-determines the initial mean square state function by solving the discrete algebraic Riccati equation. The UFIR one represented both in the batch and iterative Kalman-like forms does not require the noise covariances and initial errors. An example of applications is given for smoothing and predictive filtering of a two-state polynomial model. Based upon this example, we show that exact optimality is redundant when N ≫ 1 and still a nice suboptimal estimate can fairly be provided with a UFIR filter at a much lower cost.
Yu, Chaoyin; Yuan, Zhengwu; Wu, Yuanfeng
2017-10-01
Hyperspectral image unmixing is an important part of hyperspectral data analysis. The mixed pixel decomposition consists of two steps, endmember (the unique signatures of pure ground components) extraction and abundance (the proportion of each endmember in each pixel) estimation. Recently, a Discrete Particle Swarm Optimization algorithm (DPSO) was proposed for accurately extract endmembers with high optimal performance. However, the DPSO algorithm shows very high computational complexity, which makes the endmember extraction procedure very time consuming for hyperspectral image unmixing. Thus, in this paper, the DPSO endmember extraction algorithm was parallelized, implemented on the CUDA (GPU K20) platform, and evaluated by real hyperspectral remote sensing data. The experimental results show that with increasing the number of particles the parallelized version obtained much higher computing efficiency while maintain the same endmember exaction accuracy.
International Nuclear Information System (INIS)
Meneses, Anderson Alvarenga de Moura; Schirru, Roberto
2005-01-01
This work focuses on the usage the Artificial Intelligence technique Particle Swarm Optimization (PSO) to optimize the fuel recharge at a nuclear reactor. This is a combinatorial problem, in which the search of the best feasible solution is done by minimizing a specific objective function. However, in this first moment it is possible to compare the fuel recharge problem with the Traveling Salesman Problem (TSP), since both of them are combinatorial, with one advantage: the evaluation of the TSP objective function is much more simple. Thus, the proposed methods have been applied to two TSPs: Oliver 30 and Rykel 48. In 1995, KENNEDY and EBERHART presented the PSO technique to optimize non-linear continued functions. Recently some PSO models for discrete search spaces have been developed for combinatorial optimization. Although all of them having different formulation from the ones presented here. In this paper, we use the PSO theory associated with to the Random Keys (RK)model, used in some optimizations with Genetic Algorithms. The Particle Swarm Optimization with Random Keys (PSORK) results from this association, which combines PSO and RK. The adaptations and changings in the PSO aim to allow the usage of the PSO at the nuclear fuel recharge. This work shows the PSORK being applied to the proposed combinatorial problem and the obtained results. (author)
Solution Algorithm for a New Bi-Level Discrete Network Design Problem
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Qun Chen
2013-12-01
Full Text Available A new discrete network design problem (DNDP was pro-posed in this paper, where the variables can be a series of integers rather than just 0-1. The new DNDP can determine both capacity improvement grades of reconstruction roads and locations and capacity grades of newly added roads, and thus complies with the practical projects where road capacity can only be some discrete levels corresponding to the number of lanes of roads. This paper designed a solution algorithm combining branch-and-bound with Hooke-Jeeves algorithm, where feasible integer solutions are recorded in searching the process of Hooke-Jeeves algorithm, lend -ing itself to determine the upper bound of the upper-level problem. The thresholds for branch cutting and ending were set for earlier convergence. Numerical examples are given to demonstrate the efficiency of the proposed algorithm.
International Nuclear Information System (INIS)
Abreu, Marcos P. de; Alves Filho, Hermes; Barros, Ricardo C.
2001-01-01
We describe hybrid spectral nodal methods for discrete ordinates (SN) eigenvalue problems in Cartesian geometry. These coarse-mesh methods are based on three ingredients: the use of the standard discretized spatial balance SN equations; the use of the non-standard spectral diamond (SD) auxiliary equations in the multiplying regions of the domain, e.g. fuel assemblies; and the use of the non-standard spectral Green's function (SGF) auxiliary equations in the non-multiplying regions of the domain, e.g., the reflector. In slab-geometry the hybrid SD-SGF method generates numerical results that are completely free of spatial truncation errors. In X,Y-geometry, we obtain a system of two 'slab-geometry' SN equations for the node-edge average angular fluxes by transverse-integrating the X,Y-geometry SN equations separately in the y- and then in the x-directions within an arbitrary node of the spatial grid set up on the domain. In this paper, we approximate the transverse leakage terms by constants. These are the only approximations considered in the SD-SGF-constant nodal method, as the source terms, that include scattering and eventually fission events, are treated exactly. We show numerical results to typical model problems to illustrate the accuracy of spectral nodal methods for coarse-mesh SN criticality calculations. (author)
Directory of Open Access Journals (Sweden)
Xiaofeng Lv
2018-01-01
Full Text Available Sensor data-based test selection optimization is the basis for designing a test work, which ensures that the system is tested under the constraint of the conventional indexes such as fault detection rate (FDR and fault isolation rate (FIR. From the perspective of equipment maintenance support, the ambiguity isolation has a significant effect on the result of test selection. In this paper, an improved test selection optimization model is proposed by considering the ambiguity degree of fault isolation. In the new model, the fault test dependency matrix is adopted to model the correlation between the system fault and the test group. The objective function of the proposed model is minimizing the test cost with the constraint of FDR and FIR. The improved chaotic discrete particle swarm optimization (PSO algorithm is adopted to solve the improved test selection optimization model. The new test selection optimization model is more consistent with real complicated engineering systems. The experimental result verifies the effectiveness of the proposed method.
Energy Optimal Tracking Control with Discrete Fluid Power Systems using Model Predictive Control
DEFF Research Database (Denmark)
Hansen, Anders Hedegaard; Asmussen, Magnus Færing; Bech, Michael Møller
2017-01-01
For Discrete Displacement Cylinder (DDC) drives the control task lies in choosing force level. Hence, which force level to apply and thereby which pressure level each cylinder chambers shall be connected to. The DDC system is inherently a force system why often a force reference is generated by a...... and compared to a PID like tracking controller combined with a FSA. The results indicate that the energy efficiency of position tracking DDC systems may be improved significantly by using the MPC algorithm.......For Discrete Displacement Cylinder (DDC) drives the control task lies in choosing force level. Hence, which force level to apply and thereby which pressure level each cylinder chambers shall be connected to. The DDC system is inherently a force system why often a force reference is generated...... by a tracking controller and translated into a discrete force level in a Force Shifting Algorithm (FSA). In the current paper the tracking controller and the FSA are combined in a Model Predictive Control algorithm solving the tracking problem while minimizing the energy use. Two MPC algorithms are investigated...
DEFF Research Database (Denmark)
Sørensen, Søren N.; Stolpe, Mathias
2015-01-01
but is, however, convex in the original mixed binary nested form. Convexity is the foremost important property of optimization problems, and the proposed method can guarantee the global or near-global optimal solution; unlike most topology optimization methods. The material selection is limited....... In order to obtain large patchwise material candidate continuity while also accommodating variable laminate thickness, a bi-linear stiffness parameterization was introduced, causing a non-convex problem. In this present work, we introduce an alternative problem formulation that holds identical capabilities...... to a distinct choice among predefined numbers of candidates. The laminate thickness is variable but the number of plies must be integer. We solve the convex mixed binary non-linear programming problem by an outer approximation cutting-plane method augmented with a few heuristics to accelerate the convergence...
Ant Colony Optimization ACO For The Traveling Salesman Problem TSP Using Partitioning
Directory of Open Access Journals (Sweden)
Alok Bajpai
2015-08-01
Full Text Available Abstract An ant colony optimization is a technique which was introduced in 1990s and which can be applied to a variety of discrete combinatorial optimization problem and to continuous optimization. The ACO algorithm is simulated with the foraging behavior of the real ants to find the incremental solution constructions and to realize a pheromone laying-and-following mechanism. This pheromone is the indirect communication among the ants. In this paper we introduces the partitioning technique based on the divide and conquer strategy for the traveling salesman problem which is one of the most important combinatorial problem in which the original problem is partitioned into the group of sub problems. And then we apply the ant colony algorithm using candidate list strategy for each smaller sub problems. After that by applying the local optimization and combining the sub problems to find the good solution for the original problem by improving the exploration efficiency of the ants. At the end of this paper we have also be presented the comparison of result with the normal ant colony system for finding the optimal solution to the traveling salesman problem.
A genetic algorithm used for solving one optimization problem
Shipacheva, E. N.; Petunin, A. A.; Berezin, I. M.
2017-12-01
A problem of minimizing the length of the blank run for a cutting tool during cutting of sheet materials into shaped blanks is discussed. This problem arises during the preparation of control programs for computerized numerical control (CNC) machines. A discrete model of the problem is analogous in setting to the generalized travelling salesman problem with limitations in the form of precursor conditions determined by the technological features of cutting. A certain variant of a genetic algorithm for solving this problem is described. The effect of the parameters of the developed algorithm on the solution result for the problem with limitations is investigated.
Yan, Jun; Duan, Zunyi; Lund, Erik; Zhao, Guozhong
2016-06-01
This paper deals with the concurrent multi-scale optimization design of frame structure composed of glass or carbon fiber reinforced polymer laminates. In the composite frame structure, the fiber winding angle at the micro-material scale and the geometrical parameter of components of the frame in the macro-structural scale are introduced as the independent variables on the two geometrical scales. Considering manufacturing requirements, discrete fiber winding angles are specified for the micro design variable. The improved Heaviside penalization discrete material optimization interpolation scheme has been applied to achieve the discrete optimization design of the fiber winding angle. An optimization model based on the minimum structural compliance and the specified fiber material volume constraint has been established. The sensitivity information about the two geometrical scales design variables are also deduced considering the characteristics of discrete fiber winding angles. The optimization results of the fiber winding angle or the macro structural topology on the two single geometrical scales, together with the concurrent two-scale optimization, is separately studied and compared in the paper. Numerical examples in the paper show that the concurrent multi-scale optimization can further explore the coupling effect between the macro-structure and micro-material of the composite to achieve an ultra-light design of the composite frame structure. The novel two geometrical scales optimization model provides a new opportunity for the design of composite structure in aerospace and other industries.
Performance of Grey Wolf Optimizer on large scale problems
Gupta, Shubham; Deep, Kusum
2017-01-01
For solving nonlinear continuous problems of optimization numerous nature inspired optimization techniques are being proposed in literature which can be implemented to solve real life problems wherein the conventional techniques cannot be applied. Grey Wolf Optimizer is one of such technique which is gaining popularity since the last two years. The objective of this paper is to investigate the performance of Grey Wolf Optimization Algorithm on large scale optimization problems. The Algorithm is implemented on 5 common scalable problems appearing in literature namely Sphere, Rosenbrock, Rastrigin, Ackley and Griewank Functions. The dimensions of these problems are varied from 50 to 1000. The results indicate that Grey Wolf Optimizer is a powerful nature inspired Optimization Algorithm for large scale problems, except Rosenbrock which is a unimodal function.
Firefly Mating Algorithm for Continuous Optimization Problems
Directory of Open Access Journals (Sweden)
Amarita Ritthipakdee
2017-01-01
Full Text Available This paper proposes a swarm intelligence algorithm, called firefly mating algorithm (FMA, for solving continuous optimization problems. FMA uses genetic algorithm as the core of the algorithm. The main feature of the algorithm is a novel mating pair selection method which is inspired by the following 2 mating behaviors of fireflies in nature: (i the mutual attraction between males and females causes them to mate and (ii fireflies of both sexes are of the multiple-mating type, mating with multiple opposite sex partners. A female continues mating until her spermatheca becomes full, and, in the same vein, a male can provide sperms for several females until his sperm reservoir is depleted. This new feature enhances the global convergence capability of the algorithm. The performance of FMA was tested with 20 benchmark functions (sixteen 30-dimensional functions and four 2-dimensional ones against FA, ALC-PSO, COA, MCPSO, LWGSODE, MPSODDS, DFOA, SHPSOS, LSA, MPDPGA, DE, and GABC algorithms. The experimental results showed that the success rates of our proposed algorithm with these functions were higher than those of other algorithms and the proposed algorithm also required fewer numbers of iterations to reach the global optima.
Lin, Albert; Fu, Sze-Ming; Chung, Yen-Kai; Lai, Shih-Yun; Tseng, Chi-Wei
2013-01-14
Surface plasmon enhancement has been proposed as a way to achieve higher absorption for thin-film photovoltaics, where surface plasmon polariton(SPP) and localized surface plasmon (LSP) are shown to provide dense near field and far field light scattering. Here it is shown that controlled far-field light scattering can be achieved using successive coupling between surface plasmonic (SP) nano-particles. Through genetic algorithm (GA) optimization, energy transfer between discrete nano-particles (ETDNP) is identified, which enhances solar cell efficiency. The optimized energy transfer structure acts like lumped-element transmission line and can properly alter the direction of photon flow. Increased in-plane component of wavevector is thus achieved and photon path length is extended. In addition, Wood-Rayleigh anomaly, at which transmission minimum occurs, is avoided through GA optimization. Optimized energy transfer structure provides 46.95% improvement over baseline planar cell. It achieves larger angular scattering capability compared to conventional surface plasmon polariton back reflector structure and index-guided structure due to SP energy transfer through mode coupling. Via SP mediated energy transfer, an alternative way to control the light flow inside thin-film is proposed, which can be more efficient than conventional index-guided mode using total internal reflection (TIR).
Topology Optimization in wave-propagation and flow problems
DEFF Research Database (Denmark)
Sigmund, Ole; Jensen, Jakob Søndergaard; Gersborg-Hansen, A.
2004-01-01
We discuss recent extensions of the topology optimization method to wave-propagation and flow problems. More specifically, we optimize material distribution in scalar wave propagation problems modelled by Helmholtz equation. Moreover, we investigate the influence of the inertia term on the optimal...
Optimal management with hybrid dynamics : The shallow lake problem
Reddy, P.V.; Schumacher, Hans; Engwerda, Jacob; Camlibel, M.K.; Julius, A.A.; Pasumarthy, R.
2015-01-01
In this article we analyze an optimal management problem that arises in ecological economics using hybrid systems modeling. First, we introduce a discounted autonomous infinite horizon hybrid optimal control problem and develop few tools to analyze the necessary conditions for optimality. Next,
On a Highly Nonlinear Self-Obstacle Optimal Control Problem
Energy Technology Data Exchange (ETDEWEB)
Di Donato, Daniela, E-mail: daniela.didonato@unitn.it [University of Trento, Department of Mathematics (Italy); Mugnai, Dimitri, E-mail: dimitri.mugnai@unipg.it [Università di Perugia, Dipartimento di Matematica e Informatica (Italy)
2015-10-15
We consider a non-quadratic optimal control problem associated to a nonlinear elliptic variational inequality, where the obstacle is the control itself. We show that, fixed a desired profile, there exists an optimal solution which is not far from it. Detailed characterizations of the optimal solution are given, also in terms of approximating problems.
Solving discretely-constrained MPEC problems with applications in electric power markets
International Nuclear Information System (INIS)
Gabriel, Steven A.; Leuthold, Florian U.
2010-01-01
Many of the European energy markets are characterized by dominant players that own a large share of their respective countries' generation capacities. In addition to that, there is a significant lack of cross-border transmission capacity. Combining both facts justifies the assumption that these dominant players are able to influence the market outcome of an internal European energy market due to strategic behavior. In this paper, we present a mathematical formulation in order to solve a Stackelberg game for a network-constrained energy market using integer programming. The strategic player is the Stackelberg leader and the independent system operator (including the decisions of the competitive fringe firms) acts as follower. We assume that there is one strategic player which results in a mathematical program with equilibrium constraints (MPEC). This MPEC is reformulated as mixed-integer linear program (MILP) by using disjunctive constraints and linearization. The MILP formulation gives the opportunity to solve the problems reliably and paves the way to add discrete constraints to the original MPEC formulation which can be used in order to solve discretely-constrained mathematical programs with equilibrium constraints (DC-MPECs). We report computational results for a small illustrative network as well as a stylized Western European grid with realistic data. (author)
Value Function and Optimal Rule on the Optimal Stopping Problem for Continuous-Time Markov Processes
Directory of Open Access Journals (Sweden)
Lu Ye
2017-01-01
Full Text Available This paper considers the optimal stopping problem for continuous-time Markov processes. We describe the methodology and solve the optimal stopping problem for a broad class of reward functions. Moreover, we illustrate the outcomes by some typical Markov processes including diffusion and Lévy processes with jumps. For each of the processes, the explicit formula for value function and optimal stopping time is derived. Furthermore, we relate the derived optimal rules to some other optimal problems.
Frequency response as a surrogate eigenvalue problem in topology optimization
DEFF Research Database (Denmark)
Andreassen, Erik; Ferrari, Federico; Sigmund, Ole
2017-01-01
This article discusses the use of frequency response surrogates for eigenvalue optimization problems in topology optimization that may be used to avoid solving the eigenvalue problem. The motivation is to avoid complications that arise from multiple eigenvalues and the computational complexity...... associated with computation of eigenvalues in very large problems....
Disordered ground states for classical discrete-state problems in one dimension
International Nuclear Information System (INIS)
Canright, G.; Watson, G.
1996-01-01
It is known that one-dimensional lattice problems with a discrete, finite set of states per site open-quotes genericallyclose quotes have periodic ground states (GSs). We consider slightly less generic cases, in which the Hamiltonian is constrained by either spin (S) or spatial (I) inversion symmetry (or both). We show that such constraints give rise to the possibility of disordered GSs over a finite fraction of the coupling-parameter space---that is, without invoking any nongeneric open-quotes fine tuningclose quotes of coupling constants, beyond that arising from symmetry. We find that such disordered GSs can arise for many values of the number of states k at each site and the range r of the interaction. The Ising (k = 2) case is the least prone to disorder: I symmetry allows for disordered GSs (without fine tuning) only for r ≥ 5, while S symmetry open-quotes neverclose quotes gives rise to disordered GSs
Schmidt, Jonathan D.; Drasgow, Erik; Halle, James W.; Martin, Christian A.; Bliss, Sacha A.
2014-01-01
Discrete-trial functional analysis (DTFA) is an experimental method for determining the variables maintaining problem behavior in the context of natural routines. Functional communication training (FCT) is an effective method for replacing problem behavior, once identified, with a functionally equivalent response. We implemented these procedures…
Optimal Tracking Performance of MIMO Discrete-Time Systems with Network Parameters
Directory of Open Access Journals (Sweden)
Chao-Yang Chen
2016-01-01
Full Text Available The optimal regulation properties of multi-input and multioutput (MIMO discrete-time networked control systems (NCSs, over additive white Gaussian noise (AWGN fading channels, based on state space representation, are investigated. The average performance index is introduced. Moreover, the regulation performance is measured by the control energy and the error energy of the system, and fundamental limitations are obtained. Two kinds of network parameters, fading and the additive white Gaussian noise, are considered. The best attainable regulation performance limitations can be obtained by the limiting steady state solution of the corresponding algebraic Riccati equation (ARE. The simulation results are given to demonstrate the main results of the theoretical development.
Topology Optimization Methods for Acoustic-Mechanical Coupling Problems
DEFF Research Database (Denmark)
Jensen, Jakob Søndergaard; Dilgen, Cetin Batur; Dilgen, Sümer Bartug
2017-01-01
A comparative overview of methods for topology optimization of acoustic mechanical coupling problems is provided. The goal is to pave the road for developing efficient optimization schemes for the design of complex acoustic devices such as hearingaids.......A comparative overview of methods for topology optimization of acoustic mechanical coupling problems is provided. The goal is to pave the road for developing efficient optimization schemes for the design of complex acoustic devices such as hearingaids....
Automatic detection of the optimal ejecting direction based on a discrete Gauss map
Directory of Open Access Journals (Sweden)
Masatomo Inui
2014-01-01
Full Text Available In this paper, the authors propose a system for assisting mold designers of plastic parts. With a CAD model of a part, the system automatically determines the optimal ejecting direction of the part with minimum undercuts. Since plastic parts are generally very thin, many rib features are placed on the inner side of the part to give sufficient structural strength. Our system extracts the rib features from the CAD model of the part, and determines the possible ejecting directions based on the geometric properties of the features. The system then selects the optimal direction with minimum undercuts. Possible ejecting directions are represented as discrete points on a Gauss map. Our new point distribution method for the Gauss map is based on the concept of the architectural geodesic dome. A hierarchical structure is also introduced in the point distribution, with a higher level “rough” Gauss map with rather sparse point distribution and another lower level “fine” Gauss map with much denser point distribution. A system is implemented and computational experiments are performed. Our system requires less than 10 seconds to determine the optimal ejecting direction of a CAD model with more than 1 million polygons.
Replica analysis for the duality of the portfolio optimization problem
Shinzato, Takashi
2016-11-01
In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we analyzed in a previous study, we herein consider a primal-dual problem in which the investment risk minimization problem with budget and expected return constraints is regarded as the primal problem, and the expected return maximization problem with budget and investment risk constraints is regarded as the dual problem. With respect to these optimal problems, we analyze a quenched disordered system involving both of these optimization problems using the approach developed in statistical mechanical informatics and confirm that both optimal portfolios can possess the primal-dual structure. Finally, the results of numerical simulations are shown to validate the effectiveness of the proposed method.
Toward solving the sign problem with path optimization method
Mori, Yuto; Kashiwa, Kouji; Ohnishi, Akira
2017-12-01
We propose a new approach to circumvent the sign problem in which the integration path is optimized to control the sign problem. We give a trial function specifying the integration path in the complex plane and tune it to optimize the cost function which represents the seriousness of the sign problem. We call it the path optimization method. In this method, we do not need to solve the gradient flow required in the Lefschetz-thimble method and then the construction of the integration-path contour arrives at the optimization problem where several efficient methods can be applied. In a simple model with a serious sign problem, the path optimization method is demonstrated to work well; the residual sign problem is resolved and precise results can be obtained even in the region where the global sign problem is serious.
LDRD Final Report: Global Optimization for Engineering Science Problems
Energy Technology Data Exchange (ETDEWEB)
HART,WILLIAM E.
1999-12-01
For a wide variety of scientific and engineering problems the desired solution corresponds to an optimal set of objective function parameters, where the objective function measures a solution's quality. The main goal of the LDRD ''Global Optimization for Engineering Science Problems'' was the development of new robust and efficient optimization algorithms that can be used to find globally optimal solutions to complex optimization problems. This SAND report summarizes the technical accomplishments of this LDRD, discusses lessons learned and describes open research issues.
Particle swarm optimization - Genetic algorithm (PSOGA) on linear transportation problem
Rahmalia, Dinita
2017-08-01
Linear Transportation Problem (LTP) is the case of constrained optimization where we want to minimize cost subject to the balance of the number of supply and the number of demand. The exact method such as northwest corner, vogel, russel, minimal cost have been applied at approaching optimal solution. In this paper, we use heurisitic like Particle Swarm Optimization (PSO) for solving linear transportation problem at any size of decision variable. In addition, we combine mutation operator of Genetic Algorithm (GA) at PSO to improve optimal solution. This method is called Particle Swarm Optimization - Genetic Algorithm (PSOGA). The simulations show that PSOGA can improve optimal solution resulted by PSO.
Singular Nonlinear H∞ Optimal Control Problem
Schaft, A.J. van der
1996-01-01
The theory of nonlinear H∞ optimal control for affine nonlinear systems is extended to the more general context of singular H∞ optimal control of nonlinear systems using ideas from the linear H∞ theory. Our approach yields under certain assumptions a necessary and sufficient condition for
Identification and optimization problems in plasma physics
International Nuclear Information System (INIS)
Gilbert, J.C.
1986-06-01
Parameter identification of the current in a tokamak plasma is studied. Plasma equilibrium in a vacuum container with a diaphragm is analyzed. A variable metric method with reduced optimization with nonlinear equality constraints; and a quasi-Newton reduced optimization method with constraints giving priority to restoration are presented [fr
Optimal recombination in genetic algorithms for flowshop scheduling problems
Kovalenko, Julia
2016-10-01
The optimal recombination problem consists in finding the best possible offspring as a result of a recombination operator in a genetic algorithm, given two parent solutions. We prove NP-hardness of the optimal recombination for various variants of the flowshop scheduling problem with makespan criterion and criterion of maximum lateness. An algorithm for solving the optimal recombination problem for permutation flowshop problems is built, using enumeration of prefect matchings in a special bipartite graph. The algorithm is adopted for the classical flowshop scheduling problem and for the no-wait flowshop problem. It is shown that the optimal recombination problem for the permutation flowshop scheduling problem is solvable in polynomial time for almost all pairs of parent solutions as the number of jobs tends to infinity.
An optimal multiple switching problem under weak assumptions
Directory of Open Access Journals (Sweden)
Imen Hassairi
2017-10-01
Full Text Available This work studies the problem of optimal multiple switching in finite horizon, when the switching costs functions are continous and belong to class D. This problem is solved by means of the Snell envelope of processes.
Advances in bio-inspired computing for combinatorial optimization problems
Pintea, Camelia-Mihaela
2013-01-01
Advances in Bio-inspired Combinatorial Optimization Problems' illustrates several recent bio-inspired efficient algorithms for solving NP-hard problems.Theoretical bio-inspired concepts and models, in particular for agents, ants and virtual robots are described. Large-scale optimization problems, for example: the Generalized Traveling Salesman Problem and the Railway Traveling Salesman Problem, are solved and their results are discussed.Some of the main concepts and models described in this book are: inner rule to guide ant search - a recent model in ant optimization, heterogeneous sensitive a
Rahmouni, Lyes; Adrian, Simon B.; Cools, Kristof; Andriulli, Francesco P.
2018-01-01
In this paper, we present a new discretization strategy for the boundary element formulation of the Electroencephalography (EEG) forward problem. Boundary integral formulations, classically solved with the Boundary Element Method (BEM), are widely used in high resolution EEG imaging because of their recognized advantages, in several real case scenarios, in terms of numerical stability and effectiveness when compared with other differential equation based techniques. Unfortunately, however, it is widely reported in literature that the accuracy of standard BEM schemes for the forward EEG problem is often limited, especially when the current source density is dipolar and its location approaches one of the brain boundary surfaces. This is a particularly limiting problem given that during an high-resolution EEG imaging procedure, several EEG forward problem solutions are required, for which the source currents are near or on top of a boundary surface. This work will first present an analysis of standardly and classically discretized EEG forward problem operators, reporting on a theoretical issue of some of the formulations that have been used so far in the community. We report on the fact that several standardly used discretizations of these formulations are consistent only with an L2-framework, requiring the expansion term to be a square integrable function (i.e., in a Petrov-Galerkin scheme with expansion and testing functions). Instead, those techniques are not consistent when a more appropriate mapping in terms of fractional-order Sobolev spaces is considered. Such a mapping allows the expansion function term to be a less regular function, thus sensibly reducing the need for mesh refinements and low-precisions handling strategies that are currently required. These more favorable mappings, however, require a different and conforming discretization, which must be suitably adapted to them. In order to appropriately fulfill this requirement, we adopt a mixed
Grayson, R. L.
1981-01-01
This study of Aviation Safety Reporting System reports suggests that benefits should accure from implementation of discrete address beacon system data link. The phase enhanced terminal information system service is expected to provide better terminal information than present systems by improving currency and accuracy. In the exchange of air traffic control messages, discrete address insures that only the intended recipient receives and acts on a specific message. Visual displays and printer copy of messages should mitigate many of the reported problems associated with voice communications. The problems that remain unaffected include error in addressing the intended recipient and messages whose content is wrong but are otherwise correct as to format and reasonableness.
International Nuclear Information System (INIS)
Azmy, Y.Y.
2004-01-01
Particle transport problems are notorious for their difficulty. This fact requires that production level computer codes designed to address realistic engineering problems possess three important features: (i) high computational efficiency as measured by solution accuracy for a fixed computational cost; (ii) a wide variety of options to enhance robustness of the transport solver; and (iii) a broad collection of support codes that extend the reach of the transport solver to a wide variety of applications. The Discrete Ordinates of Oak Ridge System (DOORS) code package was designed with these features in mind. In this paper, capabilities of member codes in the DOORS package are overviewed with particular emphasis on two newly developed peripheral codes: BOT3P the mesh-generation and visualization code package, and GipGui the graphical user interface for the cross section manipulation code, GIP. Two large applications are used to illustrate the tight coupling between the peripheral codes and the DORT and TORT transport solvers in two and three dimensional geometries, respectively. These are: (i) criticality calculations for the C5G7MOX core benchmark; and (ii) dose distribution calculations for the Target Service Cell (TSC) of the Spallation Neutron Source (SNS). (Author)
Kubatko, Ethan J.
2013-10-29
Discontinuous Galerkin (DG) spatial discretizations are often used in a method-of-lines approach with explicit strong-stability-preserving (SSP) Runge–Kutta (RK) time steppers for the numerical solution of hyperbolic conservation laws. The time steps that are employed in this type of approach must satisfy Courant–Friedrichs–Lewy stability constraints that are dependent on both the region of absolute stability and the SSP coefficient of the RK method. While existing SSPRK methods have been optimized with respect to the latter, it is in fact the former that gives rise to stricter constraints on the time step in the case of RKDG stability. Therefore, in this work, we present the development of new “DG-optimized” SSPRK methods with stability regions that have been specifically designed to maximize the stable time step size for RKDG methods of a given order in one space dimension. These new methods represent the best available RKDG methods in terms of computational efficiency, with significant improvements over methods using existing SSPRK time steppers that have been optimized with respect to SSP coefficients. Second-, third-, and fourth-order methods with up to eight stages are presented, and their stability properties are verified through application to numerical test cases.
Directory of Open Access Journals (Sweden)
Huan Ren
2013-01-01
Full Text Available We propose a timing-driven discrete cell-sizing algorithm that can address total cell size and/or leakage power constraints. We model cell sizing as a “discretized” mincost network flow problem, wherein available sizes of each cell are modeled as nodes. Flow passing through a node indicates the choice of the corresponding cell size, and the total flow cost reflects the timing objective function value corresponding to these choices. Compared to other discrete optimization methods for cell sizing, our method can obtain near-optimal solutions in a time-efficient manner. We tested our algorithm on ISCAS’85 benchmarks, and compared our results to those produced by an optimal dynamic programming- (DP- based method. The results show that compared to the optimal method, the improvements to an initial sizing solution obtained by our method is only 1% (3% worse when using a 180 nm (90 nm library, while being 40–60 times faster. We also obtained results for ISPD’12 cell-sizing benchmarks, under leakage power constraint, and compared them to those of a state-of-the-art approximate DP method (optimal DP runs out of memory for the smallest of these circuits. Our results show that we are only 0.9% worse than the approximate DP method, while being more than twice as fast.
Genetic Algorithm for Multiuser Discrete Network Design Problem under Demand Uncertainty
Directory of Open Access Journals (Sweden)
Wu Juan
2012-01-01
Full Text Available Discrete network design is an important part of urban transportation planning. The purpose of this paper is to present a bilevel model for discrete network design. The upper-level model aims to minimize the total travel time under a stochastic demand to design a discrete network. In the lower-level model, demands are assigned to the network through a multiuser traffic equilibrium assignment. Generally, discrete network could affect path selections of demands, while the results of the multiuser traffic equilibrium assignment need to reconstruct a new discrete network. An iterative approach including an improved genetic algorithm and Frank-Wolfe algorithm is used to solve the bi-level model. The numerical results on Nguyen Dupuis network show that the model and the related algorithms were effective for discrete network design.
A hybrid iterative scheme for optimal control problems governed by ...
African Journals Online (AJOL)
A hybrid iterative scheme for optimal control problems governed by some Fredholm Integral Equations. ... Global Journal of Mathematical Sciences ... based on hybrid of perturbation and parametrization methods for obtaining approximate solutions of optimal control problems governed by some Fredholm integral equations.
Problems in the optimal management of myasthenia gravis patients ...
African Journals Online (AJOL)
Objectives. This study forms part of a clinical survey of problems in the optimal management of patients with inherited neuromuscular diseases seen at Kalafong Hospital in Pretoria. Our objectives were to determine the problems associated with providing patients with optimal management until true remission (cure), and to ...
Optimization problems for fast AAM fitting in-the-wild
Tzimiropoulos, Georgios; Pantic, Maja
2013-01-01
We describe a very simple framework for deriving the most-well known optimization problems in Active Appearance Models (AAMs), and most importantly for providing efficient solutions. Our formulation results in two optimization problems for fast and exact AAM fitting, and one new algorithm which has
Ant Colony Optimization and the Minimum Cut Problem
DEFF Research Database (Denmark)
Kötzing, Timo; Lehre, Per Kristian; Neumann, Frank
2010-01-01
Ant Colony Optimization (ACO) is a powerful metaheuristic for solving combinatorial optimization problems. With this paper we contribute to the theoretical understanding of this kind of algorithm by investigating the classical minimum cut problem. An ACO algorithm similar to the one that was proved...
Frequency response as a surrogate eigenvalue problem in topology optimization
DEFF Research Database (Denmark)
Andreassen, Erik; Ferrari, Federico; Sigmund, Ole
2018-01-01
This article discusses the use of frequency response surrogates for eigenvalue optimization problems in topology optimization that may be used to avoid solving the eigenvalue problem. The motivation is to avoid complications that arise from multiple eigenvalues and the computational complexity as...
Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
Chen, Wei
2015-07-01
In this paper, we discuss the portfolio optimization problem with real-world constraints under the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean-semiabsolute deviation model is proposed, in which transaction costs, cardinality and quantity constraints are considered. Due to such constraints the proposed model becomes a mixed integer nonlinear programming problem and traditional optimization methods fail to find the optimal solution efficiently. Thus, a modified artificial bee colony (MABC) algorithm is developed to solve the corresponding optimization problem. Finally, a numerical example is given to illustrate the effectiveness of the proposed model and the corresponding algorithm.
Improved Cuckoo Search (ICS algorthm for constrained optimization problems
Directory of Open Access Journals (Sweden)
Radovan R. Bulatović
Full Text Available Constrained optimization is very important issue in engineering design. The problem of constrained optimization contains the objective function with linear and nonlinear constraint equations. In this paper the Improved Cuckoo Search (ICS algorithm has been applied for solving problems of constrained engineering optimization, which gives better solutions than the standard CS algorithm and the other optimization algorithms used in solving engineering problems from the literature. In the proposed ICS algorithm, dynamic change of parameters of probability and step size is introduced, which are constant in the standard algorithm.
Solving Unconstrained Global Optimization Problems via Hybrid Swarm Intelligence Approaches
Wu, Jui-Yu
2013-01-01
Stochastic global optimization (SGO) algorithms such as the particle swarm optimization (PSO) approach have become popular for solving unconstrained global optimization (UGO) problems. The PSO approach, which belongs to the swarm intelligence domain, does not require gradient information, enabling it to overcome this limitation of traditional nonlinear programming methods. Unfortunately, PSO algorithm implementation and performance depend on several parameters, such as cognitive parameter, so...
Support method for solving an optimal xenon shutdown problem
International Nuclear Information System (INIS)
Dung, L.C.
1992-01-01
Since the discovering of the maximum principle by Pontriagin in 1956, methods for solving optimal control problems have been developed fast. There are the efforts to solve an optimal problem of transient process in a nuclear reactor using its ideas. However, the classical maximum principle does not show how to construct an optimal control or suboptimal control with a given exactness. We exploit mainly in the present work the ideas of the support method proposed by Gabasov and Kirillova for linear systems, in order to solve an optimal control problem for non-linear systems. The constructive maximum principle for non-linear dynamic systems with controllable structure received by us in this paper is new result. The ε - maximum principle is used for receiving an 7-phase ε - optimal control of optimal xenon shutdown problem. (author)
Particle swarm optimization with random keys applied to the nuclear reactor reload problem
International Nuclear Information System (INIS)
Meneses, Anderson Alvarenga de Moura; Fundacao Educacional de Macae; Machado, Marcelo Dornellas; Medeiros, Jose Antonio Carlos Canedo; Schirru, Roberto
2007-01-01
In 1995, Kennedy and Eberhart presented the Particle Swarm Optimization (PSO), an Artificial Intelligence metaheuristic technique to optimize non-linear continuous functions. The concept of Swarm Intelligence is based on the socials aspects of intelligence, it means, the ability of individuals to learn with their own experience in a group as well as to take advantage of the performance of other individuals. Some PSO models for discrete search spaces have been developed for combinatorial optimization, although none of them presented satisfactory results to optimize a combinatorial problem as the nuclear reactor fuel reloading problem (NRFRP). In this sense, we developed the Particle Swarm Optimization with Random Keys (PSORK) in previous research to solve Combinatorial Problems. Experiences demonstrated that PSORK performed comparable to or better than other techniques. Thus, PSORK metaheuristic is being applied in optimization studies of the NRFRP for Angra 1 Nuclear Power Plant. Results will be compared with Genetic Algorithms and the manual method provided by a specialist. In this experience, the problem is being modeled for an eight-core symmetry and three-dimensional geometry, aiming at the minimization of the Nuclear Enthalpy Power Peaking Factor as well as the maximization of the cycle length. (author)
Particle swarm optimization with random keys applied to the nuclear reactor reload problem
Energy Technology Data Exchange (ETDEWEB)
Meneses, Anderson Alvarenga de Moura [Universidade Federal do Rio de Janeiro (UFRJ), RJ (Brazil). Coordenacao dos Programas de Pos-graduacao de Engenharia (COPPE). Programa de Engenharia Nuclear; Fundacao Educacional de Macae (FUNEMAC), RJ (Brazil). Faculdade Professor Miguel Angelo da Silva Santos; Machado, Marcelo Dornellas; Medeiros, Jose Antonio Carlos Canedo; Schirru, Roberto [Universidade Federal do Rio de Janeiro (UFRJ), RJ (Brazil). Coordenacao dos Programas de Pos-graduacao de Engenharia (COPPE). Programa de Engenharia Nuclear]. E-mails: ameneses@con.ufrj.br; marcelo@lmp.ufrj.br; canedo@lmp.ufrj.br; schirru@lmp.ufrj.br
2007-07-01
In 1995, Kennedy and Eberhart presented the Particle Swarm Optimization (PSO), an Artificial Intelligence metaheuristic technique to optimize non-linear continuous functions. The concept of Swarm Intelligence is based on the socials aspects of intelligence, it means, the ability of individuals to learn with their own experience in a group as well as to take advantage of the performance of other individuals. Some PSO models for discrete search spaces have been developed for combinatorial optimization, although none of them presented satisfactory results to optimize a combinatorial problem as the nuclear reactor fuel reloading problem (NRFRP). In this sense, we developed the Particle Swarm Optimization with Random Keys (PSORK) in previous research to solve Combinatorial Problems. Experiences demonstrated that PSORK performed comparable to or better than other techniques. Thus, PSORK metaheuristic is being applied in optimization studies of the NRFRP for Angra 1 Nuclear Power Plant. Results will be compared with Genetic Algorithms and the manual method provided by a specialist. In this experience, the problem is being modeled for an eight-core symmetry and three-dimensional geometry, aiming at the minimization of the Nuclear Enthalpy Power Peaking Factor as well as the maximization of the cycle length. (author)
Introductory discrete mathematics
Balakrishnan, V K
2010-01-01
This concise text offers an introduction to discrete mathematics for undergraduate students in computer science and mathematics. Mathematics educators consider it vital that their students be exposed to a course in discrete methods that introduces them to combinatorial mathematics and to algebraic and logical structures focusing on the interplay between computer science and mathematics. The present volume emphasizes combinatorics, graph theory with applications to some stand network optimization problems, and algorithms to solve these problems.Chapters 0-3 cover fundamental operations involv
Existence and regularity results for some shape optimization problems
Velichkov, Bozhidar
2015-01-01
We study the existence and regularity of optimal domains for functionals depending on the spectrum of the Dirichlet Laplacian or of more general Schrödinger operators. The domains are subject to perimeter and volume constraints; we also take into account the possible presence of geometric obstacles. We investigate the properties of the optimal sets and of the optimal state functions. In particular, we prove that the eigenfunctions are Lipschitz continuous up to the boundary and that the optimal sets subject to the perimeter constraint have regular free boundary. We also consider spectral optimization problems in non-Euclidean settings and optimization problems for potentials and measures, as well as multiphase and optimal partition problems.
Suliman, Mohamed Abdalla Elhag
2016-12-19
This paper proposes a new approach to find the regularization parameter for linear least-squares discrete ill-posed problems. In the proposed approach, an artificial perturbation matrix with a bounded norm is forced into the discrete ill-posed model matrix. This perturbation is introduced to enhance the singular-value (SV) structure of the matrix and hence to provide a better solution. The proposed approach is derived to select the regularization parameter in a way that minimizes the mean-squared error (MSE) of the estimator. Numerical results demonstrate that the proposed approach outperforms a set of benchmark methods in most cases when applied to different scenarios of discrete ill-posed problems. Jointly, the proposed approach enjoys the lowest run-time and offers the highest level of robustness amongst all the tested methods.
Vrugt, J. A.; Ter Braak, C. J. F.
2011-12-01
Formal and informal Bayesian approaches have found widespread implementation and use in environmental modeling to summarize parameter and predictive uncertainty. Successful implementation of these methods relies heavily on the availability of efficient sampling methods that approximate, as closely and consistently as possible the (evolving) posterior target distribution. Much of this work has focused on continuous variables that can take on any value within their prior defined ranges. Here, we introduce theory and concepts of a discrete sampling method that resolves the parameter space at fixed points. This new code, entitled DREAM(D) uses the recently developed DREAM algorithm (Vrugt et al., 2008, 2009a, b) as its main building block but implements two novel proposal distributions to help solve discrete and combinatorial optimization problems. This novel MCMC sampler maintains detailed balance and ergodicity, and is especially designed to resolve the emerging class of optimal experimental design problems. Three different case studies involving a Sudoku puzzle, soil water retention curve, and rainfall - runoff model calibration problem are used to benchmark the performance of DREAM(D). The theory and concepts developed herein can be easily integrated into other (adaptive) MCMC algorithms.
Directory of Open Access Journals (Sweden)
C. J. F. Ter Braak
2011-12-01
Full Text Available Formal and informal Bayesian approaches have found widespread implementation and use in environmental modeling to summarize parameter and predictive uncertainty. Successful implementation of these methods relies heavily on the availability of efficient sampling methods that approximate, as closely and consistently as possible the (evolving posterior target distribution. Much of this work has focused on continuous variables that can take on any value within their prior defined ranges. Here, we introduce theory and concepts of a discrete sampling method that resolves the parameter space at fixed points. This new code, entitled DREAM(D uses the recently developed DREAM algorithm (Vrugt et al., 2008, 2009a, b as its main building block but implements two novel proposal distributions to help solve discrete and combinatorial optimization problems. This novel MCMC sampler maintains detailed balance and ergodicity, and is especially designed to resolve the emerging class of optimal experimental design problems. Three different case studies involving a Sudoku puzzle, soil water retention curve, and rainfall – runoff model calibration problem are used to benchmark the performance of DREAM(D. The theory and concepts developed herein can be easily integrated into other (adaptive MCMC algorithms.
Solving Optimization Problems with Dynamic Geometry Software: The Airport Problem
Contreras, José
2014-01-01
This paper describes how the author's students (in-service and pre-service secondary mathematics teachers) enrolled in college geometry courses use the Geometers' Sketchpad (GSP) to gain insight to formulate, confirm, test, and refine conjectures to solve the classical airport problem for triangles. The students are then provided with strategic…
Multiobjective optimal allocation problem with probabilistic non ...
African Journals Online (AJOL)
user
h a,c , j k and h. N are all positive constants. If the budget of the survey is fixed in advance, say, C , then the multivariate allocation problem is stated to minimize the variances for various characters for a desired precision as the following p convex programming problems. p,..., j .L,..., h;N n and. C c nc to. Subject. N a n a. V.Min.
Improved Ant Colony Optimization for Seafood Product Delivery Routing Problem
Directory of Open Access Journals (Sweden)
Baozhen Yao
2014-02-01
Full Text Available This paper deals with a real-life vehicle delivery routing problem, which is a seafood product delivery routing problem. Considering the features of the seafood product delivery routing problem, this paper formulated this problem as a multi-depot open vehicle routing problem. Since the multi-depot open vehicle routing problem is a very complex problem, a method is used to reduce the complexity of the problem by changing the multi-depot open vehicle routing problem into an open vehicle routing problem with a dummy central depot in this paper. Then, ant colony optimization is used to solve the problem. To improve the performance of the algorithm, crossover operation and some adaptive strategies are used. Finally, the computational results for the benchmark problems of the multi-depot vehicle routing problem indicate that the proposed ant colony optimization is an effective method to solve the multi-depot vehicle routing problem. Furthermore, the computation results of the seafood product delivery problem from Dalian, China also suggest that the proposed ant colony optimization is feasible to solve the seafood product delivery routing problem.
Directory of Open Access Journals (Sweden)
Khaleghi Moghadam Mohsen
2017-08-01
Full Text Available Triple solutions are obtained for a discrete problem involving a nonlinearly perturbed one-dimensional p(k-Laplacian operator and satisfying Dirichlet boundary conditions. The methods for existence rely on a Ricceri-local minimum theorem for differentiable functionals. Several examples are included to illustrate the main results.
Delsing, M.J.M.H.; Oud, J.H.L.; Bruyn, E.E.J. De
2005-01-01
In family research, bidirectional influences between the family and the individual are usually analyzed in discrete time. Results from discrete time analysis, however, have been shown to be highly dependent on the length of the observation interval. Continuous time analysis using stochastic
Bause, Markus; Radu, Florin A; Köcher, Uwe
2017-01-01
Variational time discretization schemes are getting of increasing importance for the accurate numerical approximation of transient phenomena. The applicability and value of mixed finite element methods in space for simulating transport processes have been demonstrated in a wide class of works. We consider a family of continuous Galerkin-Petrov time discretization schemes that is combined with a mixed finite element approximation of the spatial variables. The existence and uniqueness of the semidiscrete approximation and of the fully discrete solution are established. For this, the Banach-Nečas-Babuška theorem is applied in a non-standard way. Error estimates with explicit rates of convergence are proved for the scalar and vector-valued variable. An optimal order estimate in space and time is proved by duality techniques for the scalar variable. The convergence rates are analyzed and illustrated by numerical experiments, also on stochastically perturbed meshes.
Constraint interface preconditioning for topology optimization problems
Czech Academy of Sciences Publication Activity Database
Kočvara, Michal; Loghin, D.; Turner, J.
2016-01-01
Roč. 38, č. 1 (2016), A128-A145 ISSN 1064-8275 R&D Projects: GA AV ČR IAA100750802 Grant - others:European Commission - EC(XE) 313781 Institutional support: RVO:67985556 Keywords : topology optimization * domain decomposition * Newton-Krylov Subject RIV: BA - General Mathematics Impact factor: 2.195, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/kocvara-0460325.pdf
A new Fenchel dual problem in vector optimization
Indian Academy of Sciences (India)
Abstract. We introduce a new Fenchel dual for vector optimization problems inspired by the form of the Fenchel dual attached to the scalarized primal multiobjective problem. For the vector primal-dual pair we prove weak and strong duality. Furthermore, we recall two other Fenchel-type dual problems introduced in the past ...
Optimal Wafer Cutting in Shuttle Layout Problems
DEFF Research Database (Denmark)
Nisted, Lasse; Pisinger, David; Altman, Avri
2011-01-01
. The shuttle layout problem is frequently solved in two phases: first, a floorplan of the shuttle is generated. Then, a cutting plan is found which minimizes the overall number of wafers needed to satisfy the demand of each die type. Since some die types require special production technologies, only compatible...
Constraint Optimization for Highly Constrained Logistic Problems
DEFF Research Database (Denmark)
Mochnacs, Maria Kinga; Tanaka, Meang Akira; Nyborg, Anders
This report investigates whether propagators combined with branch and bound algorithm are suitable for solving the storage area stowage problem within reasonable time. The approach has not been attempted before and experiments show that the implementation was not capable of solving the storage ar...
Directory of Open Access Journals (Sweden)
Xiangtao Li
2011-01-01
Full Text Available Multibeam antenna arrays have important applications in communications and radar. This paper presents a new method of designing a reconfigurable antenna with quantized phase excitations using a new hybrid algorithm, called DE/BBO. The reconfigurable design problem is to find the element excitation that will result in a sector pattern main beam with low sidelobes with additional requirement that the same excitation amplitudes applied to the array with zero-phase should be in a high directivity, low sidelobe pencil-shaped main beam. In order to reduce the effect of mutual coupling between the antenna-array elements, the dynamic range ratio is minimized. Additionally, compared with the continuous realization and subsequent quantization, experimental results indicate that the performance of the discrete realization of the phase excitation value can be improved. In order to test the performances of hybrid differential evolution with biogeography-based optimization, the results of some state-of-art algorithms are considered, for the purposed of comparison. Experiment results indicate the better performance of the DE/BBO.
Optimality conditions for the numerical solution of optimization problems with PDE constraints :
Energy Technology Data Exchange (ETDEWEB)
Aguilo Valentin, Miguel Alejandro; Ridzal, Denis
2014-03-01
A theoretical framework for the numerical solution of partial di erential equation (PDE) constrained optimization problems is presented in this report. This theoretical framework embodies the fundamental infrastructure required to e ciently implement and solve this class of problems. Detail derivations of the optimality conditions required to accurately solve several parameter identi cation and optimal control problems are also provided in this report. This will allow the reader to further understand how the theoretical abstraction presented in this report translates to the application.
Present-day Problems and Methods of Optimization in Mechatronics
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Tarnowski Wojciech
2017-06-01
Full Text Available It is justified that design is an inverse problem, and the optimization is a paradigm. Classes of design problems are proposed and typical obstacles are recognized. Peculiarities of the mechatronic designing are specified as a proof of a particle importance of optimization in the mechatronic design. Two main obstacles of optimization are discussed: a complexity of mathematical models and an uncertainty of the value system, in concrete case. Then a set of non-standard approaches and methods are presented and discussed, illustrated by examples: a fuzzy description, a constraint-based iterative optimization, AHP ranking method and a few MADM functions in Matlab.
Pareto Optimal Solutions for Stochastic Dynamic Programming Problems via Monte Carlo Simulation
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R. T. N. Cardoso
2013-01-01
Full Text Available A heuristic algorithm is proposed for a class of stochastic discrete-time continuous-variable dynamic programming problems submitted to non-Gaussian disturbances. Instead of using the expected values of the objective function, the randomness nature of the decision variables is kept along the process, while Pareto fronts weighted by all quantiles of the objective function are determined. Thus, decision makers are able to choose any quantile they wish. This new idea is carried out by using Monte Carlo simulations embedded in an approximate algorithm proposed to deterministic dynamic programming problems. The new method is tested in instances of the classical inventory control problem. The results obtained attest for the efficiency and efficacy of the algorithm in solving these important stochastic optimization problems.
Directory of Open Access Journals (Sweden)
Guina Sotomayor Alzamora
2013-12-01
Full Text Available The hub-and-spoke network design problem, also known as the hub location problem, aims to find the concentration points in a given network flow so that the sum of the distances of the linkages is minimized. In this work, we compare discrete solutions of this problem, given by the branch-and-cut method applied to the p-hub median model, with continuous solutions, given by the hyperbolic smoothing technique applied to a min-sum-min model. Computational experiments for particular instances of the Brazilian air transportation system, with the number of hubs varying from 2 to 8, are conducted with the support of a discretization heuristic and the Voronoi diagram.
New Exact Penalty Functions for Nonlinear Constrained Optimization Problems
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Bingzhuang Liu
2014-01-01
Full Text Available For two kinds of nonlinear constrained optimization problems, we propose two simple penalty functions, respectively, by augmenting the dimension of the primal problem with a variable that controls the weight of the penalty terms. Both of the penalty functions enjoy improved smoothness. Under mild conditions, it can be proved that our penalty functions are both exact in the sense that local minimizers of the associated penalty problem are precisely the local minimizers of the original constrained problem.
A non-standard optimal control problem arising in an economics application
Directory of Open Access Journals (Sweden)
Alan Zinober
2013-04-01
Full Text Available A recent optimal control problem in the area of economics has mathematical properties that do not fall into the standard optimal control problem formulation. In our problem the state value at the final time the state, y(T = z, is free and unknown, and additionally the Lagrangian integrand in the functional is a piecewise constant function of the unknown value y(T. This is not a standard optimal control problem and cannot be solved using Pontryagin's Minimum Principle with the standard boundary conditions at the final time. In the standard problem a free final state y(T yields a necessary boundary condition p(T = 0, where p(t is the costate. Because the integrand is a function of y(T, the new necessary condition is that y(T should be equal to a certain integral that is a continuous function of y(T. We introduce a continuous approximation of the piecewise constant integrand function by using a hyperbolic tangent approach and solve an example using a C++ shooting algorithm with Newton iteration for solving the Two Point Boundary Value Problem (TPBVP. The minimising free value y(T is calculated in an outer loop iteration using the Golden Section or Brent algorithm. Comparative nonlinear programming (NP discrete-time results are also presented.
Niemi, Antti
2013-05-01
We revisit the finite element analysis of convection-dominated flow problems within the recently developed Discontinuous Petrov-Galerkin (DPG) variational framework. We demonstrate how test function spaces that guarantee numerical stability can be computed automatically with respect to the optimal test space norm. This makes the DPG method not only stable but also robust, that is, uniformly stable with respect to the Péclet number in the current application. We employ discontinuous piecewise Bernstein polynomials as trial functions and construct a subgrid discretization that accounts for the singular perturbation character of the problem to resolve the corresponding optimal test functions. We also show that a smooth B-spline basis has certain computational advantages in the subgrid discretization. The overall effectiveness of the algorithm is demonstrated on two problems for the linear advection-diffusion equation. © 2011 Elsevier B.V.
An A Posteriori Error Estimate for Symplectic Euler Approximation of Optimal Control Problems
Karlsson, Peer Jesper
2015-01-07
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian system connected with the optimal control problem. The error representation has a leading order term consisting of an error density that is computable from Symplectic Euler solutions. Under an assumption of the pathwise convergence of the approximate dual function as the maximum time step goes to zero, we prove that the remainder is of higher order than the leading error density part in the error representation. With the error representation, it is possible to perform adaptive time stepping. We apply an adaptive algorithm originally developed for ordinary differential equations.
An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems
Karlsson, Jesper
2015-01-01
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns symplectic Euler solutions of the Hamiltonian system connected with the optimal control problem. The error representation has a leading-order term consisting of an error density that is computable from symplectic Euler solutions. Under an assumption of the pathwise convergence of the approximate dual function as the maximum time step goes to zero, we prove that the remainder is of higher order than the leading-error density part in the error representation. With the error representation, it is possible to perform adaptive time stepping. We apply an adaptive algorithm originally developed for ordinary differential equations. The performance is illustrated by numerical tests.
Complicated problem solution techniques in optimal parameter searching
International Nuclear Information System (INIS)
Gergel', V.P.; Grishagin, V.A.; Rogatneva, E.A.; Strongin, R.G.; Vysotskaya, I.N.; Kukhtin, V.V.
1992-01-01
An algorithm is presented of a global search for numerical solution of multidimentional multiextremal multicriteria optimization problems with complicated constraints. A boundedness of object characteristic changes is assumed at restricted changes of its parameters (Lipschitz condition). The algorithm was realized as a computer code. The algorithm was realized as a computer code. The programme was used to solve in practice the different applied optimization problems. 10 refs.; 3 figs
Optimal Solutions for the Temporal Precedence Problem
DEFF Research Database (Denmark)
Brodal, Gerth Stølting; Makris, Christos; Sioutas, Spyros
2002-01-01
a in the structure, while the operation precedes (a,b) returns true iff element a was inserted before element b temporally. In [11] a solution was provided to the problem with worst-case time complexity O (log log n ) per operation and O(n log log n) space, where n is the number of elements inserted. It was also...... demonstrated that the precedes operation has a lower bound of Ω (log log n ) for the Pure Pointer Machine model of computation. In this paper we present two simple solutions with linear space and worst-case constant insertion time. In addition, we describe two algorithms that can handle the precedes (a...
A Decision Support System for Solving Multiple Criteria Optimization Problems
Filatovas, Ernestas; Kurasova, Olga
2011-01-01
In this paper, multiple criteria optimization has been investigated. A new decision support system (DSS) has been developed for interactive solving of multiple criteria optimization problems (MOPs). The weighted-sum (WS) approach is implemented to solve the MOPs. The MOPs are solved by selecting different weight coefficient values for the criteria…
Issues related to topology optimization of snap-through problems
DEFF Research Database (Denmark)
Lindgaard, Esben; Dahl, Jonas
2012-01-01
This work focuses on issues related to topology optimization of static geometrically nonlinear structures experiencing snap-through behaviour. Different compliance and buckling criterion functions are studied and applied to topology optimization of a point loaded curved beam problem with the aim...
SolveDB: Integrating Optimization Problem Solvers Into SQL Databases
DEFF Research Database (Denmark)
Siksnys, Laurynas; Pedersen, Torben Bach
2016-01-01
for optimization problems, (2) an extensible infrastructure for integrating different solvers, and (3) query optimization techniques to achieve the best execution performance and/or result quality. Extensive experiments with the PostgreSQL-based implementation show that SolveDB is a versatile tool offering much...
STATEMENT OF THE OPTIMIZATION PROBLEM OF CARBON PRODUCTS PRODUCTION
Directory of Open Access Journals (Sweden)
O. A. Zhuchenko
2016-08-01
Full Text Available The paper formulated optimization problem formulation production of carbon products. The analysis of technical and economic parameters that can be used to optimize the production of carbonaceous products had been done by the author. To evaluate the efficiency of the energy-intensive production uses several technical and economic indicators. In particular, the specific cost, productivity, income and profitability of production. Based on a detailed analysis had been formulated optimality criterion that takes into account the technological components of profitability. The components in detail the criteria and the proposed method of calculating non-trivial, one of them - the production cost of each product. When solving the optimization problem of technological modes of production into account constraints on the variables are optimized. Thus, restrictions may be expressed on the number of each product produced. Have been formulated the method of calculating the cost per unit of product. Attention is paid to the quality indices of finished products as an additional constraint in the optimization problem. As a result have been formulated the general problem of optimizing the production of carbon products, which includes the optimality criterion and restrictions.
Smolensky, Paul; Goldrick, Matthew; Mathis, Donald
2014-08-01
Mental representations have continuous as well as discrete, combinatorial properties. For example, while predominantly discrete, phonological representations also vary continuously; this is reflected by gradient effects in instrumental studies of speech production. Can an integrated theoretical framework address both aspects of structure? The framework we introduce here, Gradient Symbol Processing, characterizes the emergence of grammatical macrostructure from the Parallel Distributed Processing microstructure (McClelland, Rumelhart, & The PDP Research Group, 1986) of language processing. The mental representations that emerge, Distributed Symbol Systems, have both combinatorial and gradient structure. They are processed through Subsymbolic Optimization-Quantization, in which an optimization process favoring representations that satisfy well-formedness constraints operates in parallel with a distributed quantization process favoring discrete symbolic structures. We apply a particular instantiation of this framework, λ-Diffusion Theory, to phonological production. Simulations of the resulting model suggest that Gradient Symbol Processing offers a way to unify accounts of grammatical competence with both discrete and continuous patterns in language performance. Copyright © 2013 Cognitive Science Society, Inc.
Cortes, Adriano Mauricio
2016-10-01
The recently introduced divergence-conforming B-spline discretizations allow the construction of smooth discrete velocity-pressure pairs for viscous incompressible flows that are at the same time inf−supinf−sup stable and pointwise divergence-free. When applied to the discretized Stokes problem, these spaces generate a symmetric and indefinite saddle-point linear system. The iterative method of choice to solve such system is the Generalized Minimum Residual Method. This method lacks robustness, and one remedy is to use preconditioners. For linear systems of saddle-point type, a large family of preconditioners can be obtained by using a block factorization of the system. In this paper, we show how the nesting of “black-box” solvers and preconditioners can be put together in a block triangular strategy to build a scalable block preconditioner for the Stokes system discretized by divergence-conforming B-splines. Besides the known cavity flow problem, we used for benchmark flows defined on complex geometries: an eccentric annulus and hollow torus of an eccentric annular cross-section.
Problems in determining the optimal use of road safety measures
DEFF Research Database (Denmark)
Elvik, Rune
2014-01-01
This paper discusses some problems in determining the optimal use of road safety measures. The first of these problems is how best to define the baseline option, i.e. what will happen if no new safety measures are introduced. The second problem concerns choice of a method for selection of targets...... for intervention that ensures maximum safety benefits. The third problem is how to develop policy options to minimise the risk of indivisibilities and irreversible choices. The fourth problem is how to account for interaction effects between road safety measures when determining their optimal use. The fifth...... problem is how to obtain the best mix of short-term and long-term measures in a safety programme. The sixth problem is how fixed parameters for analysis, including the monetary valuation of road safety, influence the results of analyses. It is concluded that it is at present not possible to determine...
Random Matrix Approach for Primal-Dual Portfolio Optimization Problems
Tada, Daichi; Yamamoto, Hisashi; Shinzato, Takashi
2017-12-01
In this paper, we revisit the portfolio optimization problems of the minimization/maximization of investment risk under constraints of budget and investment concentration (primal problem) and the maximization/minimization of investment concentration under constraints of budget and investment risk (dual problem) for the case that the variances of the return rates of the assets are identical. We analyze both optimization problems by the Lagrange multiplier method and the random matrix approach. Thereafter, we compare the results obtained from our proposed approach with the results obtained in previous work. Moreover, we use numerical experiments to validate the results obtained from the replica approach and the random matrix approach as methods for analyzing both the primal and dual portfolio optimization problems.
Jin, G.
2016-12-01
Shales are important petroleum source rocks and reservoir seals. Recent developments in hydraulic fracturing technology have facilitated high gas production rates from shale and have had a strong impact on the U.S. gas supply and markets. Modeling of effective permeability for fractured shale reservoirs has been challenging because the presence of a fracture network significantly alters the reservoir hydrologic properties. Due to the frequent occurrence of fracture networks, it is of vital importance to characterize fracture networks and to investigate how these networks can be used to optimize the hydraulic fracturing. We have conducted basic research on 3-D fracture permeability characterization and compartmentization analyses for fractured shale formations, which takes the advantages of the discrete fracture networks (DFN). The DFN modeling is a stochastic modeling approach using the probabilistic density functions of fractures. Three common scenarios of DFN models have been studied for fracture permeability mapping using our previously proposed techniques. In DFN models with moderately to highly concentrated fractures, there exists a representative element volume (REV) for fracture permeability characterization, which indicates that the fractured reservoirs can be treated as anisotropic homogeneous media. Hydraulic fracturing will be most effective if the orientation of the hydraulic fracture is perpendicular to the mean direction of the fractures. A DFN model with randomized fracture orientations, on the other hand, lacks an REV for fracture characterization. Therefore, a fracture permeability tensor has to be computed from each element. Modeling of fracture interconnectivity indicates that there exists no preferred direction for hydraulic fracturing to be most effective oweing to the interconnected pathways of the fracture network. 3-D fracture permeability mapping has been applied to the Devonian Chattanooga Shale in Alabama and the results suggest that an
Energy Technology Data Exchange (ETDEWEB)
Mansur, Ralph S.; Moura, Carlos A., E-mail: ralph@ime.uerj.br, E-mail: demoura@ime.uerj.br [Universidade do Estado do Rio de Janeiro (UERJ), RJ (Brazil). Departamento de Engenharia Mecanica; Barros, Ricardo C., E-mail: rcbarros@pq.cnpq.br [Universidade do Estado do Rio de Janeiro (UERJ), Nova Friburgo, RJ (Brazil). Departamento de Modelagem Computacional
2017-07-01
Presented here is an application of the Response Matrix (RM) method for adjoint discrete ordinates (S{sub N}) problems in slab geometry applied to energy-dependent source-detector problems. The adjoint RM method is free from spatial truncation errors, as it generates numerical results for the adjoint angular fluxes in multilayer slabs that agree with the numerical values obtained from the analytical solution of the energy multigroup adjoint SN equations. Numerical results are given for two typical source-detector problems to illustrate the accuracy and the efficiency of the offered RM computer code. (author)
Huang, Hui; Ning, Jixian
2017-01-01
Prederivatives play an important role in the research of set optimization problems. First, we establish several existence theorems of prederivatives for γ -paraconvex set-valued mappings in Banach spaces with [Formula: see text]. Then, in terms of prederivatives, we establish both necessary and sufficient conditions for the existence of Pareto minimal solution of set optimization problems.
OPTIMAL THICKNESS OF A CYLINDRICAL SHELL - AN OPTIMAL CONTROL PROBLEM IN LINEAR ELASTICITY THEORY
Directory of Open Access Journals (Sweden)
Peter Nestler
2013-01-01
Full Text Available In this paper we discuss optimization problems for cylindrical tubeswhich are loaded by an applied force. This is a problem of optimal control in linear elasticity theory (shape optimization. We are looking for an optimal thickness minimizing the deflection (deformation of the tube under the influence of an external force. From basic equations of mechanics, we derive the equation of deformation. We apply the displacement approach from shell theory and make use of the hypotheses of Mindlin and Reissner. A corresponding optimal control problem is formulated and first order necessary conditions for the optimal solution (optimal thickness are derived. We present numerical examples which were solved by the finite element method.
ON THE OPTIMAL CONTROL OF A PROBLEM OF ENVIRONMENTAL POLLUTION
Directory of Open Access Journals (Sweden)
José Dávalos Chuquipoma
2016-06-01
Full Text Available This article is studied the optimal control of distributed parameter systems applied to an environmental pollution problem. The model consists of a differential equation partial parabolic modeling of a pollutant transport in a fluid. The model is considered the speed with which the pollutant spreads in the environment and degradation that suffers the contaminant by the presence of a factor biological inhibitor, which breaks the contaminant at a rate that is not dependent on space and time. Using the method of Lagrange multipliers is possible to prove the existence solving the problem of control and obtaining optimality conditions for optimal control.
Forecasting Electricity Prices in an Optimization Hydrothermal Problem
Matías, J. M.; Bayón, L.; Suárez, P.; Argüelles, A.; Taboada, J.
2007-12-01
This paper presents an economic dispatch algorithm in a hydrothermal system within the framework of a competitive and deregulated electricity market. The optimization problem of one firm is described, whose objective function can be defined as its profit maximization. Since next-day price forecasting is an aspect crucial, this paper proposes an efficient yet highly accurate next-day price new forecasting method using a functional time series approach trying to exploit the daily seasonal structure of the series of prices. For the optimization problem, an optimal control technique is applied and Pontryagin's theorem is employed.
Strong Duality and Optimality Conditions for Generalized Equilibrium Problems
Directory of Open Access Journals (Sweden)
D. H. Fang
2013-01-01
Full Text Available We consider a generalized equilibrium problem involving DC functions. By using the properties of the epigraph of the conjugate functions, some sufficient and/or necessary conditions for the weak and strong duality results and optimality conditions for generalized equilibrium problems are provided.
Optimization of the solution of the problem of scheduling theory ...
African Journals Online (AJOL)
This article describes the genetic algorithm used to solve the problem related to the scheduling theory. A large number of different methods is described in the scientific literature. The main issue that faced the problem in question is that it is necessary to search the optimal solution in a large search space for the set of ...
Moments of random sums and Robbins' problem of optimal stopping
Gnedin, A.V.; Iksanov, A.
2011-01-01
Robbins' problem of optimal stopping is that of minimising the expected rank of an observation chosen by some nonanticipating stopping rule. We settle a conjecture regarding the value of the stopped variable under the rule that yields the minimal expected rank, by embedding the problem in a much
Global Optimization for Bus Line Timetable Setting Problem
Directory of Open Access Journals (Sweden)
Qun Chen
2014-01-01
Full Text Available This paper defines bus timetables setting problem during each time period divided in terms of passenger flow intensity; it is supposed that passengers evenly arrive and bus runs are set evenly; the problem is to determine bus runs assignment in each time period to minimize the total waiting time of passengers on platforms if the number of the total runs is known. For such a multistage decision problem, this paper designed a dynamic programming algorithm to solve it. Global optimization procedures using dynamic programming are developed. A numerical example about bus runs assignment optimization of a single line is given to demonstrate the efficiency of the proposed methodology, showing that optimizing buses’ departure time using dynamic programming can save computational time and find the global optimal solution.
Chemical reaction optimization for solving shortest common supersequence problem.
Khaled Saifullah, C M; Rafiqul Islam, Md
2016-10-01
Shortest common supersequence (SCS) is a classical NP-hard problem, where a string to be constructed that is the supersequence of a given string set. The SCS problem has an enormous application of data compression, query optimization in the database and different bioinformatics activities. Due to NP-hardness, the exact algorithms fail to compute SCS for larger instances. Many heuristics and meta-heuristics approaches were proposed to solve this problem. In this paper, we propose a meta-heuristics approach based on chemical reaction optimization, CRO_SCS that is designed inspired by the nature of the chemical reactions. For different optimization problems like 0-1 knapsack, quadratic assignment, global numeric optimization problems CRO algorithm shows very good performance. We have redesigned the reaction operators and a new reform function to solve the SCS problem. The outcomes of the proposed CRO_SCS algorithm are compared with those of the enhanced beam search (IBS_SCS), deposition and reduction (DR), ant colony optimization (ACO) and artificial bee colony (ABC) algorithms. The length of supersequence, execution time and standard deviation of all related algorithms show that CRO_SCS gives better results on the average than all other algorithms. Copyright © 2016 Elsevier Ltd. All rights reserved.
Craft, David
2010-10-01
A discrete set of points and their convex combinations can serve as a sparse representation of the Pareto surface in multiple objective convex optimization. We develop a method to evaluate the quality of such a representation, and show by example that in multiple objective radiotherapy planning, the number of Pareto optimal solutions needed to represent Pareto surfaces of up to five dimensions grows at most linearly with the number of objectives. The method described is also applicable to the representation of convex sets. Copyright © 2009 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.
Chen, Jian; Matuttis, Hans-Georg
2013-02-01
We report our experiences with the optimization and parallelization of a discrete element code for convex polyhedra on multi-core machines and introduce a novel variant of the sort-and-sweep neighborhood algorithm. While in theory the whole code in itself parallelizes ideally, in practice the results on different architectures with different compilers and performance measurement tools depend very much on the particle number and optimization of the code. After difficulties with the interpretation of the data for speedup and efficiency are overcome, respectable parallelization speedups could be obtained.
A new method for decision making in multi-objective optimization problems
Directory of Open Access Journals (Sweden)
Oscar Brito Augusto
2012-08-01
Full Text Available Many engineering sectors are challenged by multi-objective optimization problems. Even if the idea behind these problems is simple and well established, the implementation of any procedure to solve them is not a trivial task. The use of evolutionary algorithms to find candidate solutions is widespread. Usually they supply a discrete picture of the non-dominated solutions, a Pareto set. Although it is very interesting to know the non-dominated solutions, an additional criterion is needed to select one solution to be deployed. To better support the design process, this paper presents a new method of solving non-linear multi-objective optimization problems by adding a control function that will guide the optimization process over the Pareto set that does not need to be found explicitly. The proposed methodology differs from the classical methods that combine the objective functions in a single scale, and is based on a unique run of non-linear single-objective optimizers.
Integrating packing and distribution problems and optimization through mathematical programming
Directory of Open Access Journals (Sweden)
Fabio Miguel
2016-06-01
Full Text Available This paper analyzes the integration of two combinatorial problems that frequently arise in production and distribution systems. One is the Bin Packing Problem (BPP problem, which involves finding an ordering of some objects of different volumes to be packed into the minimal number of containers of the same or different size. An optimal solution to this NP-Hard problem can be approximated by means of meta-heuristic methods. On the other hand, we consider the Capacitated Vehicle Routing Problem with Time Windows (CVRPTW, which is a variant of the Travelling Salesman Problem (again a NP-Hard problem with extra constraints. Here we model those two problems in a single framework and use an evolutionary meta-heuristics to solve them jointly. Furthermore, we use data from a real world company as a test-bed for the method introduced here.
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Blaheta, Radim; Byczanski, Petr
2012-01-01
Roč. 15, č. 4 (2012), s. 191-207 ISSN 1432-9360 R&D Projects: GA MŠk ED1.1.00/02.0070 Institutional support: RVO:68145535 Keywords : poroelasticity * saddle point matrices * preconditioning * stability of discretization Subject RIV: BA - General Mathematics http://link.springer.com/article/10.1007/s00791-013-0209-0
Finding Multiple Optimal Solutions to Optimal Load Distribution Problem in Hydropower Plant
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Xinhao Jiang
2012-05-01
Full Text Available Optimal load distribution (OLD among generator units of a hydropower plant is a vital task for hydropower generation scheduling and management. Traditional optimization methods for solving this problem focus on finding a single optimal solution. However, many practical constraints on hydropower plant operation are very difficult, if not impossible, to be modeled, and the optimal solution found by those models might be of limited practical uses. This motivates us to find multiple optimal solutions to the OLD problem, which can provide more flexible choices for decision-making. Based on a special dynamic programming model, we use a modified shortest path algorithm to produce multiple solutions to the problem. It is shown that multiple optimal solutions exist for the case study of China’s Geheyan hydropower plant, and they are valuable for assessing the stability of generator units, showing the potential of reducing occurrence times of units across vibration areas.
SOLVING ENGINEERING OPTIMIZATION PROBLEMS WITH THE SWARM INTELLIGENCE METHODS
Directory of Open Access Journals (Sweden)
V. Panteleev Andrei
2017-01-01
Full Text Available An important stage in problem solving process for aerospace and aerostructures designing is calculating their main charac- teristics optimization. The results of the four constrained optimization problems related to the design of various technical systems: such as determining the best parameters of welded beams, pressure vessel, gear, spring are presented. The purpose of each task is to minimize the cost and weight of the construction. The object functions in optimization practical problem are nonlinear functions with a lot of variables and a complex layer surface indentations. That is why using classical approach for extremum seeking is not efficient. Here comes the necessity of using such methods of optimization that allow to find a near optimal solution in acceptable amount of time with the minimum waste of computer power. Such methods include the methods of Swarm Intelligence: spiral dy- namics algorithm, stochastic diffusion search, hybrid seeker optimization algorithm. The Swarm Intelligence methods are designed in such a way that a swarm consisting of agents carries out the search for extremum. In search for the point of extremum, the parti- cles exchange information and consider their experience as well as the experience of population leader and the neighbors in some area. To solve the listed problems there has been designed a program complex, which efficiency is illustrated by the solutions of four applied problems. Each of the considered applied optimization problems is solved with all the three chosen methods. The ob- tained numerical results can be compared with the ones found in a swarm with a particle method. The author gives recommenda- tions on how to choose methods parameters and penalty function value, which consider inequality constraints.
Turnpike theory of continuous-time linear optimal control problems
Zaslavski, Alexander J
2015-01-01
Individual turnpike results are of great interest due to their numerous applications in engineering and in economic theory; in this book the study is focused on new results of turnpike phenomenon in linear optimal control problems. The book is intended for engineers as well as for mathematicians interested in the calculus of variations, optimal control, and in applied functional analysis. Two large classes of problems are studied in more depth. The first class studied in Chapter 2 consists of linear control problems with periodic nonsmooth convex integrands. Chapters 3-5 consist of linear control problems with autonomous nonconvex and nonsmooth integrands. Chapter 6 discusses a turnpike property for dynamic zero-sum games with linear constraints. Chapter 7 examines genericity results. In Chapter 8, the description of structure of variational problems with extended-valued integrands is obtained. Chapter 9 ends the exposition with a study of turnpike phenomenon for dynamic games with extended value integran...
Optimal stability polynomials for numerical integration of initial value problems
Ketcheson, David I.
2013-01-08
We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest stable step size and corresponding method for a given problem when the spectrum of the initial value problem is known. The problem is expressed in terms of a general least deviation feasibility problem. Its solution is obtained by a new fast, accurate, and robust algorithm based on convex optimization techniques. Global convergence of the algorithm is proven in the case that the order of approximation is one and in the case that the spectrum encloses a starlike region. Examples demonstrate the effectiveness of the proposed algorithm even when these conditions are not satisfied.
Energy Technology Data Exchange (ETDEWEB)
Filho, J. F. P. [Institute de Matematica, Estatistica e Fisica, Universidade Federal do Rio Grande, Av. Italia, s/n, 96203-900 Rio Grande, RS (Brazil); Barichello, L. B. [Institute de Matematica, Universidade Federal do Rio Grande do Sul, Av. Bento Goncalves, 9500, 91509-900 Porto Alegre, RS (Brazil)
2013-07-01
In this work, an analytical discrete ordinates method is used to solve a nodal formulation of a neutron transport problem in x, y-geometry. The proposed approach leads to an important reduction in the order of the associated eigenvalue systems, when combined with the classical level symmetric quadrature scheme. Auxiliary equations are proposed, as usually required for nodal methods, to express the unknown fluxes at the boundary introduced as additional unknowns in the integrated equations. Numerical results, for the problem defined by a two-dimensional region with a spatially constant and isotropically emitting source, are presented and compared with those available in the literature. (authors)
Discrete-event control of stochastic networks multimodularity and regularity
Altman, Eitan; Hordijk, Arie
2003-01-01
Opening new directions in research in both discrete event dynamic systems as well as in stochastic control, this volume focuses on a wide class of control and of optimization problems over sequences of integer numbers. This is a counterpart of convex optimization in the setting of discrete optimization. The theory developed is applied to the control of stochastic discrete-event dynamic systems. Some applications are admission, routing, service allocation and vacation control in queueing networks. Pure and applied mathematicians will enjoy reading the book since it brings together many disciplines in mathematics: combinatorics, stochastic processes, stochastic control and optimization, discrete event dynamic systems, algebra.
Ant colony optimization for solving university facility layout problem
Mohd Jani, Nurul Hafiza; Mohd Radzi, Nor Haizan; Ngadiman, Mohd Salihin
2013-04-01
Quadratic Assignment Problems (QAP) is classified as the NP hard problem. It has been used to model a lot of problem in several areas such as operational research, combinatorial data analysis and also parallel and distributed computing, optimization problem such as graph portioning and Travel Salesman Problem (TSP). In the literature, researcher use exact algorithm, heuristics algorithm and metaheuristic approaches to solve QAP problem. QAP is largely applied in facility layout problem (FLP). In this paper we used QAP to model university facility layout problem. There are 8 facilities that need to be assigned to 8 locations. Hence we have modeled a QAP problem with n ≤ 10 and developed an Ant Colony Optimization (ACO) algorithm to solve the university facility layout problem. The objective is to assign n facilities to n locations such that the minimum product of flows and distances is obtained. Flow is the movement from one to another facility, whereas distance is the distance between one locations of a facility to other facilities locations. The objective of the QAP is to obtain minimum total walking (flow) of lecturers from one destination to another (distance).
Particle swarm as optimization tool in complex nuclear engineering problems
International Nuclear Information System (INIS)
Medeiros, Jose Antonio Carlos Canedo
2005-06-01
Due to its low computational cost, gradient-based search techniques associated to linear programming techniques are being used as optimization tools. These techniques, however, when applied to multimodal search spaces, can lead to local optima. When finding solutions for complex multimodal domains, random search techniques are being used with great efficacy. In this work we exploit the swarm optimization algorithm search power capacity as an optimization tool for the solution of complex high dimension and multimodal search spaces of nuclear problems. Due to its easy and natural representation of high dimension domains, the particle swarm optimization was applied with success for the solution of complex nuclear problems showing its efficacy in the search of solutions in high dimension and complex multimodal spaces. In one of these applications it enabled a natural and trivial solution in a way not obtained with other methods confirming the validity of its application. (author)
Galerkin approximations of nonlinear optimal control problems in Hilbert spaces
Directory of Open Access Journals (Sweden)
Mickael D. Chekroun
2017-07-01
Full Text Available Nonlinear optimal control problems in Hilbert spaces are considered for which we derive approximation theorems for Galerkin approximations. Approximation theorems are available in the literature. The originality of our approach relies on the identification of a set of natural assumptions that allows us to deal with a broad class of nonlinear evolution equations and cost functionals for which we derive convergence of the value functions associated with the optimal control problem of the Galerkin approximations. This convergence result holds for a broad class of nonlinear control strategies as well. In particular, we show that the framework applies to the optimal control of semilinear heat equations posed on a general compact manifold without boundary. The framework is then shown to apply to geoengineering and mitigation of greenhouse gas emissions formulated here in terms of optimal control of energy balance climate models posed on the sphere $\\mathbb{S}^2$.
Application of tabu search to deterministic and stochastic optimization problems
Gurtuna, Ozgur
During the past two decades, advances in computer science and operations research have resulted in many new optimization methods for tackling complex decision-making problems. One such method, tabu search, forms the basis of this thesis. Tabu search is a very versatile optimization heuristic that can be used for solving many different types of optimization problems. Another research area, real options, has also gained considerable momentum during the last two decades. Real options analysis is emerging as a robust and powerful method for tackling decision-making problems under uncertainty. Although the theoretical foundations of real options are well-established and significant progress has been made in the theory side, applications are lagging behind. A strong emphasis on practical applications and a multidisciplinary approach form the basic rationale of this thesis. The fundamental concepts and ideas behind tabu search and real options are investigated in order to provide a concise overview of the theory supporting both of these two fields. This theoretical overview feeds into the design and development of algorithms that are used to solve three different problems. The first problem examined is a deterministic one: finding the optimal servicing tours that minimize energy and/or duration of missions for servicing satellites around Earth's orbit. Due to the nature of the space environment, this problem is modeled as a time-dependent, moving-target optimization problem. Two solution methods are developed: an exhaustive method for smaller problem instances, and a method based on tabu search for larger ones. The second and third problems are related to decision-making under uncertainty. In the second problem, tabu search and real options are investigated together within the context of a stochastic optimization problem: option valuation. By merging tabu search and Monte Carlo simulation, a new method for studying options, Tabu Search Monte Carlo (TSMC) method, is
3D Topology optimization of Stokes flow problems
DEFF Research Database (Denmark)
Gersborg-Hansen, Allan; Dammann, Bernd
of energy efficient devices for 2D Stokes flow. Creeping flow problems are described by the Stokes equations which model very viscous fluids at macro scales or ordinary fluids at very small scales. The latter gives the motivation for topology optimization problems based on the Stokes equations being a model...... geometry is non-trivial as typically seen in topology design. The presentation elaborates on effects caused by 3D fluid modelling on the design. Numerical examples relevant for optimal micro fluidic mixer design are shown where the design is planar - compliant with micro fabrication techniques - and where...... fields as solid mechanics and optics and is due to the method's flexibility in the (rough) parametrization of the design, see [1] and the reference therein for an overview. Borrvall and Petersson [2] is the seminal reference for topology optimization in fluid flow problems. They considered design...
The solution of private problems for optimization heat exchangers parameters
Melekhin, A.
2017-11-01
The relevance of the topic due to the decision of problems of the economy of resources in heating systems of buildings. To solve this problem we have developed an integrated method of research which allows solving tasks on optimization of parameters of heat exchangers. This method decides multicriteria optimization problem with the program nonlinear optimization on the basis of software with the introduction of an array of temperatures obtained using thermography. The author have developed a mathematical model of process of heat exchange in heat exchange surfaces of apparatuses with the solution of multicriteria optimization problem and check its adequacy to the experimental stand in the visualization of thermal fields, an optimal range of managed parameters influencing the process of heat exchange with minimal metal consumption and the maximum heat output fin heat exchanger, the regularities of heat exchange process with getting generalizing dependencies distribution of temperature on the heat-release surface of the heat exchanger vehicles, defined convergence of the results of research in the calculation on the basis of theoretical dependencies and solving mathematical model.
On two formulations of an optimal insulation problem
DEFF Research Database (Denmark)
Munoz, Eduardo; Allaire, Gregoire; Bendsøe, Martin P.
2007-01-01
Two formulations for the design of the optimal insulation of a domain are investigated by computational means. The results illustrate the similarities and differences that result from the two approaches. One method is in the format of a topology design problem of distributing insulating material...... in a domain surrounding a non-design domain that is heated by a given heat-source; this problem is treated in both a relaxed format as well as a penalized material format. The other approach deals with the optimal distribution of a thin layer of insulation on the boundary of the non-design domain...
Optimal Control Problems for Partial Differential Equations on Reticulated Domains
Kogut, Peter I
2011-01-01
In the development of optimal control, the complexity of the systems to which it is applied has increased significantly, becoming an issue in scientific computing. In order to carry out model-reduction on these systems, the authors of this work have developed a method based on asymptotic analysis. Moving from abstract explanations to examples and applications with a focus on structural network problems, they aim at combining techniques of homogenization and approximation. Optimal Control Problems for Partial Differential Equations on Reticulated Domains is an excellent reference tool for gradu
Optimal control problems for impulsive systems with integral boundary conditions
Directory of Open Access Journals (Sweden)
Allaberen Ashyralyev
2013-03-01
Full Text Available In this article, the optimal control problem is considered when the state of the system is described by the impulsive differential equations with integral boundary conditions. Applying the Banach contraction principle the existence and uniqueness of the solution is proved for the corresponding boundary problem by the fixed admissible control. The first and second variation of the functional is calculated. Various necessary conditions of optimality of the first and second order are obtained by the help of the variation of the controls.
Topology optimization problems for reflection and dissipation of elastic waves
DEFF Research Database (Denmark)
Jensen, Jakob Søndergaard
2007-01-01
This paper is devoted to topology optimization problems for elastic wave propagation. The objective of the study is to maximize the reflection or the dissipation in a finite slab of material for pressure and shear waves in a range of frequencies. The optimized designs consist of two or three...... material phases: a host material and scattering and/or absorbing inclusions. The capabilities of the optimization algorithm are demonstrated with two numerical examples in which the reflection and dissipation of ground-borne wave pulses are maximized....
Solving Unconstrained Global Optimization Problems via Hybrid Swarm Intelligence Approaches
Directory of Open Access Journals (Sweden)
Jui-Yu Wu
2013-01-01
Full Text Available Stochastic global optimization (SGO algorithms such as the particle swarm optimization (PSO approach have become popular for solving unconstrained global optimization (UGO problems. The PSO approach, which belongs to the swarm intelligence domain, does not require gradient information, enabling it to overcome this limitation of traditional nonlinear programming methods. Unfortunately, PSO algorithm implementation and performance depend on several parameters, such as cognitive parameter, social parameter, and constriction coefficient. These parameters are tuned by using trial and error. To reduce the parametrization of a PSO method, this work presents two efficient hybrid SGO approaches, namely, a real-coded genetic algorithm-based PSO (RGA-PSO method and an artificial immune algorithm-based PSO (AIA-PSO method. The specific parameters of the internal PSO algorithm are optimized using the external RGA and AIA approaches, and then the internal PSO algorithm is applied to solve UGO problems. The performances of the proposed RGA-PSO and AIA-PSO algorithms are then evaluated using a set of benchmark UGO problems. Numerical results indicate that, besides their ability to converge to a global minimum for each test UGO problem, the proposed RGA-PSO and AIA-PSO algorithms outperform many hybrid SGO algorithms. Thus, the RGA-PSO and AIA-PSO approaches can be considered alternative SGO approaches for solving standard-dimensional UGO problems.
Krohling, Renato A; Coelho, Leandro dos Santos
2006-12-01
In this correspondence, an approach based on coevolutionary particle swarm optimization to solve constrained optimization problems formulated as min-max problems is presented. In standard or canonical particle swarm optimization (PSO), a uniform probability distribution is used to generate random numbers for the accelerating coefficients of the local and global terms. We propose a Gaussian probability distribution to generate the accelerating coefficients of PSO. Two populations of PSO using Gaussian distribution are used on the optimization algorithm that is tested on a suite of well-known benchmark constrained optimization problems. Results have been compared with the canonical PSO (constriction factor) and with a coevolutionary genetic algorithm. Simulation results show the suitability of the proposed algorithm in terms of effectiveness and robustness.
Global Sufficient Optimality Conditions for a Special Cubic Minimization Problem
Directory of Open Access Journals (Sweden)
Xiaomei Zhang
2012-01-01
Full Text Available We present some sufficient global optimality conditions for a special cubic minimization problem with box constraints or binary constraints by extending the global subdifferential approach proposed by V. Jeyakumar et al. (2006. The present conditions generalize the results developed in the work of V. Jeyakumar et al. where a quadratic minimization problem with box constraints or binary constraints was considered. In addition, a special diagonal matrix is constructed, which is used to provide a convenient method for justifying the proposed sufficient conditions. Then, the reformulation of the sufficient conditions follows. It is worth noting that this reformulation is also applicable to the quadratic minimization problem with box or binary constraints considered in the works of V. Jeyakumar et al. (2006 and Y. Wang et al. (2010. Finally some examples demonstrate that our optimality conditions can effectively be used for identifying global minimizers of the certain nonconvex cubic minimization problem.
Mathematical programming methods for large-scale topology optimization problems
DEFF Research Database (Denmark)
Rojas Labanda, Susana
for the classical minimum compliance problem. Two of the state-of-the-art optimization algorithms are investigated and implemented for this structural topology optimization problem. A Sequential Quadratic Programming (TopSQP) and an interior point method (TopIP) are developed exploiting the specific mathematical...... structure of the problem. In both solvers, information of the exact Hessian is considered. A robust iterative method is implemented to efficiently solve large-scale linear systems. Both TopSQP and TopIP have successful results in terms of convergence, number of iterations, and objective function values....... Thanks to the use of the iterative method implemented, TopIP is able to solve large-scale problems with more than three millions degrees of freedom....
Solving optimization problems by the public goods game
Javarone, Marco Alberto
2017-09-01
We introduce a method based on the Public Goods Game for solving optimization tasks. In particular, we focus on the Traveling Salesman Problem, i.e. a NP-hard problem whose search space exponentially grows increasing the number of cities. The proposed method considers a population whose agents are provided with a random solution to the given problem. In doing so, agents interact by playing the Public Goods Game using the fitness of their solution as currency of the game. Notably, agents with better solutions provide higher contributions, while those with lower ones tend to imitate the solution of richer agents for increasing their fitness. Numerical simulations show that the proposed method allows to compute exact solutions, and suboptimal ones, in the considered search spaces. As result, beyond to propose a new heuristic for combinatorial optimization problems, our work aims to highlight the potentiality of evolutionary game theory beyond its current horizons.
Newton-type methods for optimization and variational problems
Izmailov, Alexey F
2014-01-01
This book presents comprehensive state-of-the-art theoretical analysis of the fundamental Newtonian and Newtonian-related approaches to solving optimization and variational problems. A central focus is the relationship between the basic Newton scheme for a given problem and algorithms that also enjoy fast local convergence. The authors develop general perturbed Newtonian frameworks that preserve fast convergence and consider specific algorithms as particular cases within those frameworks, i.e., as perturbations of the associated basic Newton iterations. This approach yields a set of tools for the unified treatment of various algorithms, including some not of the Newton type per se. Among the new subjects addressed is the class of degenerate problems. In particular, the phenomenon of attraction of Newton iterates to critical Lagrange multipliers and its consequences as well as stabilized Newton methods for variational problems and stabilized sequential quadratic programming for optimization. This volume will b...
Energy Technology Data Exchange (ETDEWEB)
Sousa, Sergio H.G. de; Madeira, Marcelo G. [Halliburton Servicos Ltda., Rio de Janeiro, RJ (Brazil)
2008-07-01
In the classical operations research arena, there is the notion that the search for optimized solutions in continuous solution spaces is easier than on discrete solution spaces, even when the latter is a subset of the first. On the upstream oil industry, there is an additional complexity in the optimization problems because there usually are no analytical expressions for the objective function, which require some form of simulation in order to be evaluated. Thus, the use of meta heuristic optimizers like scatter search, tabu search and genetic algorithms is common. In this meta heuristic context, there are advantages in transforming continuous solution spaces in equivalent discrete ones; the goal to do so usually is to speed up the search for optimized solutions. However, these advantages can be masked when the problem has restrictions formed by linear combinations of its decision variables. In order to study these aspects of meta heuristic optimization, two optimization problems are proposed and solved with both continuous and discrete solution spaces: assisted history matching and injection rates optimization. Both cases operate on a model of the Wytch Farm onshore oil filed located in England. (author)
Optimizing the morphological design of discrete-time cellular neural networks
terBrugge, MH; Spaanenburg, L; Jansen, WJ; Nijhuis, JAG
1996-01-01
The morphological design of Discrete-Time Cellular Neural Networks (DTCNNs) has been presented in a companion paper [1]. DTCNN templates have been given for the elemental morphological operators. One way to obtain realizations for more complex operators is cascading the DTCNN equivalences of the
Trajectory and Population Metaheuristics applied to Combinatorial Optimization Problems
Directory of Open Access Journals (Sweden)
Natalia Alancay
2016-04-01
Full Text Available In the world there are a multitude of everyday problems that require a solution that meets a set of requirements in the most appropriate way maximizing or minimizing a certain value. However, finding an optimal solution for certain optimization problems can be an incredibly difficult or an impossible task. This is because when a problem becomes large enough, we have to look through a huge number of possible solutions, the most efficient solution, that is, the one that has the lower cost. The ways to treat feasible solutions for their practical application are varied. One of the strategy that has gained a great acceptance and that has been getting an important formal body are the metaheuristics since it is established strategies to cross and explore the space of solutions of the problem usually generated in a random and iterative way. The main advantage of this technique is their flexibility and robustness, which allows them to be applied to a wide range of problems. In this work we focus on a metaheuristic based on Simulated Annealing trajectory and a population - based Cellular Genetic Algorithm with the objective of carrying out a study and comparison of the results obtained in its application for the resolution of a set of academic problems of combinatorial optimization.
Dynamic Vehicle Routing Problems with Enhanced Ant Colony Optimization
Directory of Open Access Journals (Sweden)
Haitao Xu
2018-01-01
Full Text Available As we all know, there are a great number of optimization problems in the world. One of the relatively complicated and high-level problems is the vehicle routing problem (VRP. Dynamic vehicle routing problem (DVRP is a major variant of VRP, and it is closer to real logistic scene. In DVRP, the customers’ demands appear with time, and the unserved customers’ points must be updated and rearranged while carrying out the programming paths. Owing to the complexity and significance of the problem, DVRP applications have grabbed the attention of researchers in the past two decades. In this paper, we have two main contributions to solving DVRP. Firstly, DVRP is solved with enhanced Ant Colony Optimization (E-ACO, which is the traditional Ant Colony Optimization (ACO fusing improved K-means and crossover operation. K-means can divide the region with the most reasonable distance, while ACO using crossover is applied to extend search space and avoid falling into local optimum prematurely. Secondly, several new evaluation benchmarks are proposed, which can objectively and comprehensively estimate the proposed method. In the experiment, the results for different scale problems are compared to those of previously published papers. Experimental results show that the algorithm is feasible and efficient.
Optimal recombination in genetic algorithms for combinatorial optimization problems: Part II
Directory of Open Access Journals (Sweden)
Eremeev Anton V.
2014-01-01
Full Text Available This paper surveys results on complexity of the optimal recombination problem (ORP, which consists in finding the best possible offspring as a result of a recombination operator in a genetic algorithm, given two parent solutions. In Part II, we consider the computational complexity of ORPs arising in genetic algorithms for problems on permutations: the Travelling Salesman Problem, the Shortest Hamilton Path Problem and the Makespan Minimization on Single Machine and some other related problems. The analysis indicates that the corresponding ORPs are NP-hard, but solvable by faster algorithms, compared to the problems they are derived from.
The Great Deluge Algorithm applied to a nuclear reactor core design optimization problem
International Nuclear Information System (INIS)
Sacco, Wagner F.; Oliveira, Cassiano R.E. de
2005-01-01
The Great Deluge Algorithm (GDA) is a local search algorithm introduced by Dueck. It is an analogy with a flood: the 'water level' rises continuously and the proposed solution must lie above the 'surface' in order to survive. The crucial parameter is the 'rain speed', which controls convergence of the algorithm similarly to Simulated Annealing's annealing schedule. This algorithm is applied to the reactor core design optimization problem, which consists in adjusting several reactor cell parameters, such as dimensions, enrichment and materials, in order to minimize the average peak-factor in a 3-enrichment-zone reactor, considering restrictions on the average thermal flux, criticality and sub-moderation. This problem was previously attacked by the canonical genetic algorithm (GA) and by a Niching Genetic Algorithm (NGA). NGAs were designed to force the genetic algorithm to maintain a heterogeneous population throughout the evolutionary process, avoiding the phenomenon known as genetic drift, where all the individuals converge to a single solution. The results obtained by the Great Deluge Algorithm are compared to those obtained by both algorithms mentioned above. The three algorithms are submitted to the same computational effort and GDA reaches the best results, showing its potential for other applications in the nuclear engineering field as, for instance, the nuclear core reload optimization problem. One of the great advantages of this algorithm over the GA is that it does not require special operators for discrete optimization. (author)
Directory of Open Access Journals (Sweden)
Samira Bolouri
2018-01-01
Full Text Available Determining the positions of facilities, and allocating demands to them, is a vitally important problem. Location-allocation problems are optimization NP-hard procedures. This article evaluates the ordered capacitated multi-objective location-allocation problem for fire stations, using simulated annealing and a genetic algorithm, with goals such as minimizing the distance and time as well as maximizing the coverage. After tuning the parameters of the algorithms using sensitivity analysis, they were used separately to process data for Region 11, Tehran. The results showed that the genetic algorithm was more efficient than simulated annealing, and therefore, the genetic algorithm was used in later steps. Next, we increased the number of stations. Results showed that the model can successfully provide seven optimal locations and allocate high demands (280,000 to stations in a discrete space in a GIS, assuming that the stations’ capacities are known. Following this, we used a weighting program so that in each repetition, we could allot weights to each target randomly. Finally, by repeating the model over 10 independent executions, a set of solutions with the least sum and the highest number of non-dominated solutions was selected from among many non-dominated solutions as the best set of optimal solutions.
Models and Methods for Structural Topology Optimization with Discrete Design Variables
DEFF Research Database (Denmark)
Stolpe, Mathias
Structural topology optimization is a multi-disciplinary research field covering optimal design of load carrying mechanical structures such as bridges, airplanes, wind turbines, cars, etc. Topology optimization is a collection of theory, mathematical models, and numerical methods and is often used...... such as bridges, airplanes, wind turbines, cars, etc. Topology optimization is a collection of theory, mathematical models, and numerical methods and is often used in the conceptual design phase to find innovative designs. The strength of topology optimization is the capability of determining both the optimal...
Optimal portfolio selection for general provisioning and terminal wealth problems
van Weert, K.; Dhaene, J.; Goovaerts, M.
2010-01-01
In Dhaene et al. (2005), multiperiod portfolio selection problems are discussed, using an analytical approach to find optimal constant mix investment strategies in a provisioning or a savings context. In this paper we extend some of these results, investigating some specific, real-life situations.
Optimal portfolio selection for general provisioning and terminal wealth problems
van Weert, K.; Dhaene, J.; Goovaerts, M.
2009-01-01
In Dhaene et al. (2005), multiperiod portfolio selection problems are discussed, using an analytical approach to find optimal constant mix investment strategies in a provisioning or savings context. In this paper we extend some of these results, investigating some specific, real-life situations. The
Scheduling Internal Audit Activities: A Stochastic Combinatorial Optimization Problem
Rossi, R.; Tarim, S.A.; Hnich, B.; Prestwich, S.; Karacaer, S.
2010-01-01
The problem of finding the optimal timing of audit activities within an organisation has been addressed by many researchers. We propose a stochastic programming formulation with Mixed Integer Linear Programming (MILP) and Constraint Programming (CP) certainty-equivalent models. In experiments
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
Ben-Tal, A.; den Hertog, D.; De Waegenaere, A.M.B.; Melenberg, B.; Rennen, G.
2011-01-01
In this paper we focus on robust linear optimization problems with uncertainty regions defined by ø-divergences (for example, chi-squared, Hellinger, Kullback-Leibler). We show how uncertainty regions based on ø-divergences arise in a natural way as confidence sets if the uncertain parameters
A new Fenchel dual problem in vector optimization
Indian Academy of Sciences (India)
ri(dom(gt)). For the vector optimization problem (PA) different notions of solutions have been intro- duced and studied in the literature. We use in this paper the Pareto-efficient and the properly efficient solutions, which are defined below. One can notice that similar investigations can be done for the weakly efficient solutions, ...
Topology optimization of dynamics problems with Padé approximants
DEFF Research Database (Denmark)
Jensen, Jakob Søndergaard
2007-01-01
An efficient procedure for topology optimization of dynamics problems is proposed. The method is based on frequency responses represented by Padé approximants and analytical sensitivity analysis derived using the adjoint method. This gives an accurate approximation of the frequency response over ...
Practical inventory routing: A problem definition and an optimization method
Geiger, Martin Josef; Sevaux, Marc
2011-01-01
The global objective of this work is to provide practical optimization methods to companies involved in inventory routing problems, taking into account this new type of data. Also, companies are sometimes not able to deal with changing plans every period and would like to adopt regular structures for serving customers.
Robust solutions of optimization problems affected by uncertain probabilities
Ben-Tal, A.; den Hertog, D.; De Waegenaere, A.M.B.; Melenberg, B.; Rennen, G.
2013-01-01
In this paper we focus on robust linear optimization problems with uncertainty regions defined by φ-divergences (for example, chi-squared, Hellinger, Kullback–Leibler). We show how uncertainty regions based on Φ-divergences arise in a natural way as confidence sets if the uncertain parameters
Optimization problems with equilibrium constraints and their numerical solution
Czech Academy of Sciences Publication Activity Database
Kočvara, Michal; Outrata, Jiří
2004-01-01
Roč. 101, č. 1 (2004), s. 119-149 ISSN 0025-5610 R&D Projects: GA AV ČR IAA1075005 Grant - others:BMBF(DE) 03ZOM3ER Institutional research plan: CEZ:AV0Z1075907 Keywords : optimization problems * MPEC * MPCC Subject RIV: BA - General Mathematics Impact factor: 1.016, year: 2004
Topology optimization of 3D Stokes flow problems
DEFF Research Database (Denmark)
Gersborg-Hansen, Allan
flow [3]. Furthermore, it is questionable if such a coupling can be captured by a 2D model especially in non-trivial geometries as typically seen in topology design. This statement is widely accepted in the fluid mechanics community, i.e. that planar fluid models are useful for academic test problems...... fundamental aspects of the topology optimization method applied to the Stokes equations as described below. This work consists of two parts. The main part elaborates on effects caused by 3D fluid modelling on the design. Numerical examples are shown where the design is planar - relevant to micro fluidic...... are discussed which is the critical bottleneck for the 3D problem. The implementation uses semi--analytical sensitivities to drive a gradient based optimization algorithm. [1] M. P. Bendsøe and O. Sigmund, Topology Optimization - Theory, Methods and Applications, Springer Verlag, Berlin Heidelberg, 2003. [2] T...
Numerical methods for optimal control problems with state constraints
Pytlak, Radosław
1999-01-01
While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.
Multiobjective engineering design optimization problems: a sensitivity analysis approach
Directory of Open Access Journals (Sweden)
Oscar Brito Augusto
2012-12-01
Full Text Available This paper proposes two new approaches for the sensitivity analysis of multiobjective design optimization problems whose performance functions are highly susceptible to small variations in the design variables and/or design environment parameters. In both methods, the less sensitive design alternatives are preferred over others during the multiobjective optimization process. While taking the first approach, the designer chooses the design variable and/or parameter that causes uncertainties. The designer then associates a robustness index with each design alternative and adds each index as an objective function in the optimization problem. For the second approach, the designer must know, a priori, the interval of variation in the design variables or in the design environment parameters, because the designer will be accepting the interval of variation in the objective functions. The second method does not require any law of probability distribution of uncontrollable variations. Finally, the authors give two illustrative examples to highlight the contributions of the paper.
Redundant interferometric calibration as a complex optimization problem
Grobler, T. L.; Bernardi, G.; Kenyon, J. S.; Parsons, A. R.; Smirnov, O. M.
2018-05-01
Observations of the redshifted 21 cm line from the epoch of reionization have recently motivated the construction of low-frequency radio arrays with highly redundant configurations. These configurations provide an alternative calibration strategy - `redundant calibration' - and boost sensitivity on specific spatial scales. In this paper, we formulate calibration of redundant interferometric arrays as a complex optimization problem. We solve this optimization problem via the Levenberg-Marquardt algorithm. This calibration approach is more robust to initial conditions than current algorithms and, by leveraging an approximate matrix inversion, allows for further optimization and an efficient implementation (`redundant STEFCAL'). We also investigated using the preconditioned conjugate gradient method as an alternative to the approximate matrix inverse, but found that its computational performance is not competitive with respect to `redundant STEFCAL'. The efficient implementation of this new algorithm is made publicly available.
Utilizing Problem Structure in Optimization of Radiation Therapy
International Nuclear Information System (INIS)
Carlsson, Fredrik
2008-04-01
In this thesis, optimization approaches for intensity-modulated radiation therapy are developed and evaluated with focus on numerical efficiency and treatment delivery aspects. The first two papers deal with strategies for solving fluence map optimization problems efficiently while avoiding solutions with jagged fluence profiles. The last two papers concern optimization of step-and-shoot parameters with emphasis on generating treatment plans that can be delivered efficiently and accurately. In the first paper, the problem dimension of a fluence map optimization problem is reduced through a spectral decomposition of the Hessian of the objective function. The weights of the eigenvectors corresponding to the p largest eigenvalues are introduced as optimization variables, and the impact on the solution of varying p is studied. Including only a few eigenvector weights results in faster initial decrease of the objective value, but with an inferior solution, compared to optimization of the bixel weights. An approach combining eigenvector weights and bixel weights produces improved solutions, but at the expense of the pre-computational time for the spectral decomposition. So-called iterative regularization is performed on fluence map optimization problems in the second paper. The idea is to find regular solutions by utilizing an optimization method that is able to find near-optimal solutions with non-jagged fluence profiles in few iterations. The suitability of a quasi-Newton sequential quadratic programming method is demonstrated by comparing the treatment quality of deliverable step-and-shoot plans, generated through leaf sequencing with a fixed number of segments, for different number of bixel-weight iterations. A conclusion is that over-optimization of the fluence map optimization problem prior to leaf sequencing should be avoided. An approach for dynamically generating multileaf collimator segments using a column generation approach combined with optimization of
Problem statement for optimal design of steel structures
Directory of Open Access Journals (Sweden)
Ginzburg Aleksandr Vital'evich
2014-07-01
Full Text Available The presented article considers the following complex of tasks. The main stages of the life cycle of a building construction with the indication of process entrance and process exit are described. Requirements imposed on steel constructions are considered. The optimum range of application for steel designs is specified, as well as merits and demerits of a design material. The nomenclature of metal designs is listed - the block diagram is constructed. Possible optimality criteria of steel designs, offered by various authors for various types of constructions are considered. It is established that most often the criterion of a minimum of design mass is accepted as criterion of optimality; more rarely - a minimum of the given expenses, a minimum of a design cost in business. In the present article special attention is paid to a type of objective function of optimization problem. It is also established that depending on the accepted optimality criterion, the use of different types of functions is possible. This complexity of objective function depends on completeness of optimality criterion application. In the work the authors consider the following objective functions: the mass of the main element of a design; objective function by criterion of factory cost; objective function by criterion of cost in business. According to these examples it can be seen that objective functions by the criteria of labor expenses for production of designs are generally non-linear, which complicates solving the optimization problem. Another important factor influencing the problem of optimal design solution for steel designs, which is analyzed, is account for operating restrictions. In the article 8 groups of restrictions are analyzed. Attempts to completely account for the parameters of objective function optimized by particular optimality criteria, taking into account all the operating restrictions, considerably complicates the problem of designing. For solving this
Features for Exploiting Black-Box Optimization Problem Structure
DEFF Research Database (Denmark)
Tierney, Kevin; Malitsky, Yuri; Abell, Tinus
2013-01-01
Black-box optimization (BBO) problems arise in numerous scientic and engineering applications and are characterized by compu- tationally intensive objective functions, which severely limit the number of evaluations that can be performed. We present a robust set of features that analyze the tness...... landscape of BBO problems and show how an algorithm portfolio approach can exploit these general, problem indepen- dent features and outperform the utilization of any single minimization search strategy. We test our methodology on data from the GECCO Workshop on BBO Benchmarking 2012, which contains 21...
Optimizing investment fund allocation using vehicle routing problem framework
Mamat, Nur Jumaadzan Zaleha; Jaaman, Saiful Hafizah; Ahmad, Rokiah Rozita
2014-07-01
The objective of investment is to maximize total returns or minimize total risks. To determine the optimum order of investment, vehicle routing problem method is used. The method which is widely used in the field of resource distribution shares almost similar characteristics with the problem of investment fund allocation. In this paper we describe and elucidate the concept of using vehicle routing problem framework in optimizing the allocation of investment fund. To better illustrate these similarities, sectorial data from FTSE Bursa Malaysia is used. Results show that different values of utility for risk-averse investors generate the same investment routes.
Essays on variational approximation techniques for stochastic optimization problems
Deride Silva, Julio A.
This dissertation presents five essays on approximation and modeling techniques, based on variational analysis, applied to stochastic optimization problems. It is divided into two parts, where the first is devoted to equilibrium problems and maxinf optimization, and the second corresponds to two essays in statistics and uncertainty modeling. Stochastic optimization lies at the core of this research as we were interested in relevant equilibrium applications that contain an uncertain component, and the design of a solution strategy. In addition, every stochastic optimization problem relies heavily on the underlying probability distribution that models the uncertainty. We studied these distributions, in particular, their design process and theoretical properties such as their convergence. Finally, the last aspect of stochastic optimization that we covered is the scenario creation problem, in which we described a procedure based on a probabilistic model to create scenarios for the applied problem of power estimation of renewable energies. In the first part, Equilibrium problems and maxinf optimization, we considered three Walrasian equilibrium problems: from economics, we studied a stochastic general equilibrium problem in a pure exchange economy, described in Chapter 3, and a stochastic general equilibrium with financial contracts, in Chapter 4; finally from engineering, we studied an infrastructure planning problem in Chapter 5. We stated these problems as belonging to the maxinf optimization class and, in each instance, we provided an approximation scheme based on the notion of lopsided convergence and non-concave duality. This strategy is the foundation of the augmented Walrasian algorithm, whose convergence is guaranteed by lopsided convergence, that was implemented computationally, obtaining numerical results for relevant examples. The second part, Essays about statistics and uncertainty modeling, contains two essays covering a convergence problem for a sequence
Directory of Open Access Journals (Sweden)
Felix Fritzen
2018-02-01
Full Text Available A novel algorithmic discussion of the methodological and numerical differences of competing parametric model reduction techniques for nonlinear problems is presented. First, the Galerkin reduced basis (RB formulation is presented, which fails at providing significant gains with respect to the computational efficiency for nonlinear problems. Renowned methods for the reduction of the computing time of nonlinear reduced order models are the Hyper-Reduction and the (Discrete Empirical Interpolation Method (EIM, DEIM. An algorithmic description and a methodological comparison of both methods are provided. The accuracy of the predictions of the hyper-reduced model and the (DEIM in comparison to the Galerkin RB is investigated. All three approaches are applied to a simple uncertainty quantification of a planar nonlinear thermal conduction problem. The results are compared to computationally intense finite element simulations.
Brezillon, J.; Dwight, R.P.
2009-01-01
Within the next few years, numerical shape optimization based on high fidelity methods is likely to play a strategic role in future aircraft design. In this context, suitable tools have to be developed for solving aerodynamic shape optimization problems, and the adjoint approach - which allows fast
Agent-Based Models and Optimal Control in Biology: A Discrete Approach
2012-01-01
alive. Thus, the rules are reminiscent of a population whose survival is affected by under- and overpopulation . If we now initialize this “Game” by...simulation proceeds, or prior to starting a simulation. What do you expect to happen to the rabbit population if the grass growth is set to a very low...uous. For instance, in the case of a predator-prey relationship between two species inside an ecosystem, both populations are comprised of discrete
A Cooperative Coevolutionary Cuckoo Search Algorithm for Optimization Problem
Directory of Open Access Journals (Sweden)
Hongqing Zheng
2013-01-01
Full Text Available Taking inspiration from an organizational evolutionary algorithm for numerical optimization, this paper designs a kind of dynamic population and combining evolutionary operators to form a novel algorithm, a cooperative coevolutionary cuckoo search algorithm (CCCS, for solving both unconstrained, constrained optimization and engineering problems. A population of this algorithm consists of organizations, and an organization consists of dynamic individuals. In experiments, fifteen unconstrained functions, eleven constrained functions, and two engineering design problems are used to validate the performance of CCCS, and thorough comparisons are made between the CCCS and the existing approaches. The results show that the CCCS obtains good performance in the solution quality. Moreover, for the constrained problems, the good performance is obtained by only incorporating a simple constraint handling technique into the CCCS. The results show that the CCCS is quite robust and easy to use.
Chen, Z.; To, C. W. S.
2005-10-01
The extended stochastic central difference (ESCD) method is proposed as a viable alternative for computing linear responses of discretized multi-degrees-of-freedom (mdof) systems under narrow band stationary and nonstationary random disturbances. The method provides a means of controlling the center frequencies and bandwidths of narrow band stationary and nonstationary random excitation processes. It is suitable for larger-scale random response analysis of complicated structures idealized by the finite element method. Its additional important feature is that application of normal mode or complex normal mode analysis or direct numerical integration algorithms such as the fourth-order Runge-Kutta scheme is not required. Examples, including one of flow-induced vibration of a pipe containing a moving fluid are included to demonstrate: (1) the capability of the proposed method and difference between responses of discretized systems under narrow band and wide band random excitations, and (2) its accuracy and efficiency by way of comparison to the Monte Carlo simulation data. Generalization of the ESCD method for computation of responses of nonlinear mdof systems is presented in a companion paper.
Performance investigation of multigrid optimization for DNS-based optimal control problems
Nita, Cornelia; Vandewalle, Stefan; Meyers, Johan
2016-11-01
Optimal control theory in Direct Numerical Simulation (DNS) or Large-Eddy Simulation (LES) of turbulent flow involves large computational cost and memory overhead for the optimization of the controls. In this context, the minimization of the cost functional is typically achieved by employing gradient-based iterative methods such as quasi-Newton, truncated Newton or non-linear conjugate gradient. In the current work, we investigate the multigrid optimization strategy (MGOpt) in order to speed up the convergence of the damped L-BFGS algorithm for DNS-based optimal control problems. The method consists in a hierarchy of optimization problems defined on different representation levels aiming to reduce the computational resources associated with the cost functional improvement on the finest level. We examine the MGOpt efficiency for the optimization of an internal volume force distribution with the goal of reducing the turbulent kinetic energy or increasing the energy extraction in a turbulent wall-bounded flow; problems that are respectively related to drag reduction in boundary layers, or energy extraction in large wind farms. Results indicate that in some cases the multigrid optimization method requires up to a factor two less DNS and adjoint DNS than single-grid damped L-BFGS. The authors acknowledge support from OPTEC (OPTimization in Engineering Center of Excellence, KU Leuven, Grant No PFV/10/002).
A Discrete-Binary Transformation of the Reliability Redundancy Allocation Problem
Directory of Open Access Journals (Sweden)
Marco Caserta
2015-01-01
example taken from the reliability literature. An immediate implication is that a standard exact dynamic programming approach may easily solve instances to optimality that were usually only solved heuristically.
2011-06-01
strongly convex instance of (PN) with twice Lipschitz continuously differentiable functions. 9 For example, the Polak- Mayne -Higgins Algorithm (see...the algo- rithm is initiated at a point independent of N , this is obtained in the Polak- Mayne -Higgins Algorithm if the Lipschitz constant of ∇2xxϕ...optimal control. SIAM J. Control and Optimization, 30(3):548–572, 1992. 24 [16] E. Polak, D. Q. Mayne , and J. Higgins. On the extension of Newton’s
Global Optimization of Nonlinear Blend-Scheduling Problems
Directory of Open Access Journals (Sweden)
Pedro A. Castillo Castillo
2017-04-01
Full Text Available The scheduling of gasoline-blending operations is an important problem in the oil refining industry. This problem not only exhibits the combinatorial nature that is intrinsic to scheduling problems, but also non-convex nonlinear behavior, due to the blending of various materials with different quality properties. In this work, a global optimization algorithm is proposed to solve a previously published continuous-time mixed-integer nonlinear scheduling model for gasoline blending. The model includes blend recipe optimization, the distribution problem, and several important operational features and constraints. The algorithm employs piecewise McCormick relaxation (PMCR and normalized multiparametric disaggregation technique (NMDT to compute estimates of the global optimum. These techniques partition the domain of one of the variables in a bilinear term and generate convex relaxations for each partition. By increasing the number of partitions and reducing the domain of the variables, the algorithm is able to refine the estimates of the global solution. The algorithm is compared to two commercial global solvers and two heuristic methods by solving four examples from the literature. Results show that the proposed global optimization algorithm performs on par with commercial solvers but is not as fast as heuristic approaches.
Stability, Optimality and Manipulation in Matching Problems with Weighted Preferences
Directory of Open Access Journals (Sweden)
Maria Silvia Pini
2013-11-01
Full Text Available The stable matching problem (also known as the stable marriage problem is a well-known problem of matching men to women, so that no man and woman, who are not married to each other, both prefer each other. Such a problem has a wide variety of practical applications, ranging from matching resident doctors to hospitals, to matching students to schools or, more generally, to any two-sided market. In the classical stable marriage problem, both men and women express a strict preference order over the members of the other sex, in a qualitative way. Here, we consider stable marriage problems with weighted preferences: each man (resp., woman provides a score for each woman (resp., man. Such problems are more expressive than the classical stable marriage problems. Moreover, in some real-life situations, it is more natural to express scores (to model, for example, profits or costs rather than a qualitative preference ordering. In this context, we define new notions of stability and optimality, and we provide algorithms to find marriages that are stable and/or optimal according to these notions. While expressivity greatly increases by adopting weighted preferences, we show that, in most cases, the desired solutions can be found by adapting existing algorithms for the classical stable marriage problem. We also consider the manipulability properties of the procedures that return such stable marriages. While we know that all procedures are manipulable by modifying the preference lists or by truncating them, here, we consider if manipulation can occur also by just modifying the weights while preserving the ordering and avoiding truncation. It turns out that, by adding weights, in some cases, we may increase the possibility of manipulating, and this cannot be avoided by any reasonable restriction on the weights.
Topology optimization of mass distribution problems in Stokes flow
DEFF Research Database (Denmark)
Gersborg-Hansen, Allan; Berggren, Martin; Dammann, Bernd
enabled an evaluation of the design with a body fitted mesh in a standard analysis software relevant in engineering practice prior to design manufacturing. This work investigates the proper choice of a maximum penalization value during the optimization process that ensures that the target outflow rates......We consider topology optimization of mass distribution problems in 2D and 3D Stokes flow with the aim of designing devices that meet target outflow rates. For the purpose of validation, the designs have been post processed using the image processing tools available in FEMLAB. In turn, this has...
Monolithic discretization of linear thermoelasticity problems via adaptive multimesh hp-FEM
Czech Academy of Sciences Publication Activity Database
Šolín, Pavel; Červený, Jakub; Dubcová, Lenka; Andrš, David
2010-01-01
Roč. 234, č. 7 (2010), s. 2350-2357 ISSN 0377-0427 R&D Projects: GA ČR(CZ) GA102/07/0496; GA AV ČR IAA100760702 Institutional research plan: CEZ:AV0Z20570509 Keywords : linear elasticity * monolithic discretization * adaptive multimesh hp-FEM Subject RIV: JA - Electronics ; Optoelectronics, Electrical Engineering Impact factor: 1.029, year: 2010 http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6TYH-4X1J73B-V-11&_cdi=5619&_user=640952&_pii=S0377042709005731&_origin=search&_coverDate=08%2F01%2F2010&_sk=997659992&view=c&wchp=dGLzVzb-zSkWA&md5=3665f1549355544e9c36e84a4adfd086&ie=/sdarticle.pdf
Solving optimum operation of single pump unit problem with ant colony optimization (ACO) algorithm
International Nuclear Information System (INIS)
Yuan, Y; Liu, C
2012-01-01
For pumping stations, the effective scheduling of daily pump operations from solutions to the optimum design operation problem is one of the greatest potential areas for energy cost-savings, there are some difficulties in solving this problem with traditional optimization methods due to the multimodality of the solution region. In this case, an ACO model for optimum operation of pumping unit is proposed and the solution method by ants searching is presented by rationally setting the object function and constrained conditions. A weighted directed graph was constructed and feasible solutions may be found by iteratively searching of artificial ants, and then the optimal solution can be obtained by applying the rule of state transition and the pheromone updating. An example calculation was conducted and the minimum cost was found as 4.9979. The result of ant colony algorithm was compared with the result from dynamic programming or evolutionary solving method in commercial software under the same discrete condition. The result of ACO is better and the computing time is shorter which indicates that ACO algorithm can provide a high application value to the field of optimal operation of pumping stations and related fields.
Niemi, Antti
2011-05-14
We revisit the finite element analysis of convection dominated flow problems within the recently developed Discontinuous Petrov-Galerkin (DPG) variational framework. We demonstrate how test function spaces that guarantee numerical stability can be computed automatically with respect to the so called optimal test space norm by using an element subgrid discretization. This should make the DPG method not only stable but also robust, that is, uniformly stable with respect to the Ṕeclet number in the current application. The e_ectiveness of the algorithm is demonstrated on two problems for the linear advection-di_usion equation.
Heuristic versus statistical physics approach to optimization problems
International Nuclear Information System (INIS)
Jedrzejek, C.; Cieplinski, L.
1995-01-01
Optimization is a crucial ingredient of many calculation schemes in science and engineering. In this paper we assess several classes of methods: heuristic algorithms, methods directly relying on statistical physics such as the mean-field method and simulated annealing; and Hopfield-type neural networks and genetic algorithms partly related to statistical physics. We perform the analysis for three types of problems: (1) the Travelling Salesman Problem, (2) vector quantization, and (3) traffic control problem in multistage interconnection network. In general, heuristic algorithms perform better (except for genetic algorithms) and much faster but have to be specific for every problem. The key to improving the performance could be to include heuristic features into general purpose statistical physics methods. (author)
Energy Technology Data Exchange (ETDEWEB)
Meneses, Anderson Alvarenga de Moura; Schirru, Roberto [Universidade Federal, Rio de Janeiro, RJ (Brazil). Coordenacao dos Programas de Pos-graduacao de Engenharia. Programa de Engenharia Nuclear]. E-mail: ameneses@con.ufrj.br; schirru@lmp.ufrj.br
2005-07-01
This work focuses on the usage the Artificial Intelligence technique Particle Swarm Optimization (PSO) to optimize the fuel recharge at a nuclear reactor. This is a combinatorial problem, in which the search of the best feasible solution is done by minimizing a specific objective function. However, in this first moment it is possible to compare the fuel recharge problem with the Traveling Salesman Problem (TSP), since both of them are combinatorial, with one advantage: the evaluation of the TSP objective function is much more simple. Thus, the proposed methods have been applied to two TSPs: Oliver 30 and Rykel 48. In 1995, KENNEDY and EBERHART presented the PSO technique to optimize non-linear continued functions. Recently some PSO models for discrete search spaces have been developed for combinatorial optimization. Although all of them having different formulation from the ones presented here. In this paper, we use the PSO theory associated with to the Random Keys (RK)model, used in some optimizations with Genetic Algorithms. The Particle Swarm Optimization with Random Keys (PSORK) results from this association, which combines PSO and RK. The adaptations and changings in the PSO aim to allow the usage of the PSO at the nuclear fuel recharge. This work shows the PSORK being applied to the proposed combinatorial problem and the obtained results. (author)
Directory of Open Access Journals (Sweden)
Weixing Su
2017-03-01
Full Text Available There are many dynamic optimization problems in the real world, whose convergence and searching ability is cautiously desired, obviously different from static optimization cases. This requires an optimization algorithm adaptively seek the changing optima over dynamic environments, instead of only finding the global optimal solution in the static environment. This paper proposes a novel comprehensive learning artificial bee colony optimizer (CLABC for optimization in dynamic environments problems, which employs a pool of optimal foraging strategies to balance the exploration and exploitation tradeoff. The main motive of CLABC is to enrich artificial bee foraging behaviors in the ABC model by combining Powell’s pattern search method, life-cycle, and crossover-based social learning strategy. The proposed CLABC is a more bee-colony-realistic model that the bee can reproduce and die dynamically throughout the foraging process and population size varies as the algorithm runs. The experiments for evaluating CLABC are conducted on the dynamic moving peak benchmarks. Furthermore, the proposed algorithm is applied to a real-world application of dynamic RFID network optimization. Statistical analysis of all these cases highlights the significant performance improvement due to the beneficial combination and demonstrates the performance superiority of the proposed algorithm.
A Novel Discrete Global-Best Harmony Search Algorithm for Solving 0-1 Knapsack Problems
Directory of Open Access Journals (Sweden)
Wan-li Xiang
2014-01-01
is applied to decide whether or not a new randomly generated harmony is included into the HM. The proposed DGHS is evaluated on twenty knapsack problems with different scales and compared with other three metaheuristics from the literature. The experimental results indicate that DGHS is efficient, effective, and robust for solving difficult 0-1 knapsack problems.
International Nuclear Information System (INIS)
Dominguez, D. S.; Barros, R. C.
2007-01-01
A new spectral nodal method is developed for the solution of one-speed discrete ordinates (SN) problems with isotropic scattering in X, Y-geometry. In this method, the spectral Green's function (SGF) scheme, originally developed for solving SN problems in slab geometry with no spatial truncation error, is generalized to solve the one-dimensional transverse-integrated SN nodal equations wherein we consider linear polynomial approximation for the transverse leakage terms. To solve the resulting SGF-linear nodal (SGF-LN) equations we implement the full-node inversion (FNI) iterative scheme, which uses the best available estimates for the node-entering quantities to evaluate the node angular quantities in all the exiting directions as the equations are swept across the system. We give numerical results that illustrate the accuracy of the SGF-LN method for coarse-mesh calculations. (authors)
On the MSE Performance and Optimization of Regularized Problems
Alrashdi, Ayed
2016-11-01
The amount of data that has been measured, transmitted/received, and stored in the recent years has dramatically increased. So, today, we are in the world of big data. Fortunately, in many applications, we can take advantages of possible structures and patterns in the data to overcome the curse of dimensionality. The most well known structures include sparsity, low-rankness, block sparsity. This includes a wide range of applications such as machine learning, medical imaging, signal processing, social networks and computer vision. This also led to a specific interest in recovering signals from noisy compressed measurements (Compressed Sensing (CS) problem). Such problems are generally ill-posed unless the signal is structured. The structure can be captured by a regularizer function. This gives rise to a potential interest in regularized inverse problems, where the process of reconstructing the structured signal can be modeled as a regularized problem. This thesis particularly focuses on finding the optimal regularization parameter for such problems, such as ridge regression, LASSO, square-root LASSO and low-rank Generalized LASSO. Our goal is to optimally tune the regularizer to minimize the mean-squared error (MSE) of the solution when the noise variance or structure parameters are unknown. The analysis is based on the framework of the Convex Gaussian Min-max Theorem (CGMT) that has been used recently to precisely predict performance errors.
RECIPES FOR BUILDING THE DUAL OF CONIC OPTIMIZATION PROBLEM
Directory of Open Access Journals (Sweden)
Diah Chaerani
2010-08-01
Full Text Available Building the dual of the primal problem of Conic Optimization (CO isa very important step to make the ¯nding optimal solution. In many cases a givenproblem does not have the simple structure of CO problem (i.e., minimizing a linearfunction over an intersection between a±ne space and convex cones but there areseveral conic constraints and sometimes also equality constraints. In this paper wedeal with the question how to form the dual problem in such cases. We discuss theanswer by considering several conic constraints with or without equality constraints.The recipes for building the dual of such cases is formed in standard matrix forms,such that it can be used easily on the numerical experiment. Special attention isgiven to dual development of special classes of CO problems, i.e., conic quadraticand semide¯nite problems. In this paper, we also brie°y present some preliminariestheory on CO as an introduction to the main topic
Horng, Shih-Cheng; Lin, Shin-Yeu; Lee, Loo Hay; Chen, Chun-Hung
2013-10-01
A three-phase memetic algorithm (MA) is proposed to find a suboptimal solution for real-time combinatorial stochastic simulation optimization (CSSO) problems with large discrete solution space. In phase 1, a genetic algorithm assisted by an offline global surrogate model is applied to find N good diversified solutions. In phase 2, a probabilistic local search method integrated with an online surrogate model is used to search for the approximate corresponding local optimum of each of the N solutions resulted from phase 1. In phase 3, the optimal computing budget allocation technique is employed to simulate and identify the best solution among the N local optima from phase 2. The proposed MA is applied to an assemble-to-order problem, which is a real-world CSSO problem. Extensive simulations were performed to demonstrate its superior performance, and results showed that the obtained solution is within 1% of the true optimum with a probability of 99%. We also provide a rigorous analysis to evaluate the performance of the proposed MA.
An Elite Decision Making Harmony Search Algorithm for Optimization Problem
Directory of Open Access Journals (Sweden)
Lipu Zhang
2012-01-01
Full Text Available This paper describes a new variant of harmony search algorithm which is inspired by a well-known item “elite decision making.” In the new algorithm, the good information captured in the current global best and the second best solutions can be well utilized to generate new solutions, following some probability rule. The generated new solution vector replaces the worst solution in the solution set, only if its fitness is better than that of the worst solution. The generating and updating steps and repeated until the near-optimal solution vector is obtained. Extensive computational comparisons are carried out by employing various standard benchmark optimization problems, including continuous design variables and integer variables minimization problems from the literature. The computational results show that the proposed new algorithm is competitive in finding solutions with the state-of-the-art harmony search variants.
Topology optimization of 3D Stokes flow problems
DEFF Research Database (Denmark)
Gersborg-Hansen, Allan; Sigmund, Ole; Bendsøe, Martin P.
particular at micro scales since they are easily manufacturable and maintenance free. Here we consider topology optimization of 3D Stokes flow problems which is a reasonable fluid model to use at small scales. The presentation elaborates on effects caused by 3D fluid modelling on the design. Numerical......The design of MEMS devices have benefitted from the topology optimization tool and complicated layout problems have been solved, see [1] for an overview. This research is aimed at micro fluidic devices known as micro-Total-Analysis-Systems (muTAS) where the main physical phenomena originate from...... fluid mechanics. In future practice a muTAS could be used by doctors, engineers etc. as a hand held device with short reaction time that provides on-site analysis of a flowing substance such as blood, polluted water or similar. Borrvall and Petersson [2] paved the road for using the topology...
Fuel-optimal trajectories for aeroassisted coplanar orbital transfer problem
Naidu, Desineni Subbaramaiah; Hibey, Joseph L.; Charalambous, Charalambos D.
1990-01-01
The optimal control problem arising in coplanar orbital transfer employing aeroassist technology is addressed. The maneuver involves the transfer from high to low earth orbit via the atmosphere, with the object of minimizing the total fuel consumption. Simulations are carried out to obtain the fuel-optimal trajectories for flying the spacecraft through the atmosphere. A highlight is the application of an efficient multiple-shooting method for treating the nonlinear two-point boundary value problem resulting from the optimizaion procedure. The strategy for the atmospheric portion of the minimum-fuel transfer is to fly at the maximum lift-to-drag ratio L/D initially in order to recover from the downward plunge, and then to fly at a negative L/D to level off the flight so that the vehicle skips out of the atmosphere with a flight path angle near zero degrees.
A Study of Three Intrinsic Problems of the Classic Discrete Element Method Using Flat-Joint Model
Wu, Shunchuan; Xu, Xueliang
2016-05-01
Discrete element methods have been proven to offer a new avenue for obtaining the mechanics of geo-materials. The standard bonded-particle model (BPM), a classic discrete element method, has been applied to a wide range of problems related to rock and soil. However, three intrinsic problems are associated with using the standard BPM: (1) an unrealistically low unconfined compressive strength to tensile strength (UCS/TS) ratio, (2) an excessively low internal friction angle, and (3) a linear strength envelope, i.e., a low Hoek-Brown (HB) strength parameter m i . After summarizing the underlying reasons of these problems through analyzing previous researchers' work, flat-joint model (FJM) is used to calibrate Jinping marble and is found to closely match its macro-properties. A parametric study is carried out to systematically evaluate the micro-parameters' effect on these three macro-properties. The results indicate that (1) the UCS/TS ratio increases with the increasing average coordination number (CN) and bond cohesion to tensile strength ratio, but it first decreases and then increases with the increasing crack density (CD); (2) the HB strength parameter m i has positive relationships to the crack density (CD), bond cohesion to tensile strength ratio, and local friction angle, but a negative relationship to the average coordination number (CN); (3) the internal friction angle increases as the crack density (CD), bond cohesion to tensile strength ratio, and local friction angle increase; (4) the residual friction angle has little effect on these three macro-properties and mainly influences post-peak behavior. Finally, a new calibration procedure is developed, which not only addresses these three problems, but also considers the post-peak behavior.
Directory of Open Access Journals (Sweden)
Upadhyay Balendu B.
2017-01-01
Full Text Available In this paper, we define some new generalizations of strongly convex functions of order m for locally Lipschitz functions using Clarke subdifferential. Suitable examples illustrating the non emptiness of the newly defined classes of functions and their relationships with classical notions of pseudoconvexity and quasiconvexity are provided. These generalizations are then employed to establish sufficient optimality conditions for a nonsmooth multiobjective optimization problem involving support functions of compact convex sets. Furthermore, we formulate a mixed type dual model for the primal problem and establish weak and strong duality theorems using the notion of strict efficiency of order m. The results presented in this paper extend and unify several known results from the literature to a more general class of functions as well as optimization problems.
Heuristics for NP-hard optimization problems - simpler is better!?
Directory of Open Access Journals (Sweden)
Žerovnik Janez
2015-11-01
Full Text Available We provide several examples showing that local search, the most basic metaheuristics, may be a very competitive choice for solving computationally hard optimization problems. In addition, generation of starting solutions by greedy heuristics should be at least considered as one of very natural possibilities. In this critical survey, selected examples discussed include the traveling salesman, the resource-constrained project scheduling, the channel assignment, and computation of bounds for the Shannon capacity.
Risk Measures in Optimization Problems via Empirical Estimates
Czech Academy of Sciences Publication Activity Database
Kaňková, Vlasta
2013-01-01
Roč. 7, č. 3 (2013), s. 162-177 ISSN 0323-066X R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/11/0150; GA ČR GAP402/10/1610 Institutional support: RVO:67985556 Keywords : static stochastic optimization problems * risk measures * empirical distribution function Subject RIV: AH - Economics http://library.utia.cas.cz/separaty/2013/E/kankova-0423826.pdf
Shape optimization for Stokes problem with threshold slip
Czech Academy of Sciences Publication Activity Database
Haslinger, J.; Stebel, Jan; Taoufik, S.
2014-01-01
Roč. 59, č. 6 (2014), s. 631-652 ISSN 0862-7940 R&D Projects: GA ČR GA201/09/0917; GA ČR(CZ) GAP201/12/0671 Institutional support: RVO:67985840 Keywords : Stokes problem * friction boundary condition * shape optimization Subject RIV: BA - General Mathematics Impact factor: 0.400, year: 2014 http://link.springer.com/article/10.1007%2Fs10492-014-0077-z
Optimizing Distribution Problems using WinQSB Software
Directory of Open Access Journals (Sweden)
Daniel Mihai Amariei
2015-07-01
Full Text Available In the present paper we are presenting a problem of distribution using the Network Modeling Module of the WinQSB software, were we have 5 athletes which we must assign the optimal sample, function of the obtained time, so as to obtain the maximum output of the athletes. Also we analyzed the case of an accident of 2 athletes, the coupling of 3 athletes with 5 various athletic events causing the maximum coupling, done using the Hungarian algorithm.
Tokenplan: A Planner for Both Satisfaction and Optimization Problem
Meiller, Yannick; Fabiani, Patrick
2001-01-01
Tokenplan is a planner based on the use of Petri nets. Its main feature is the flexibility it offers in the way it builds the planning graph. The Fifth International Conference on Artificial Intelligence Planning and Scheduling planning competition validated its behavior with a graphplan-like behavior. The next step is to demonstrate the benefits we expect from our planner in planning problems involving optimization and uncertainty handling.
Optimal control problem for the extended Fisher–Kolmogorov equation
Indian Academy of Sciences (India)
published to study the control problems of nonlinear parabolic equations, for example. [18, 19, 21–24]. ... The extension operator B ∈ L (L2(Q0), L2(0,T ; H)) which is called the controller is introduced as. Bq = { ..... It is well known that the optimality conditions for w is given by the variational inequality. J′(u, w)(v − w) ≥ 0, ...
Parallel particle swarm optimization algorithm in nuclear problems
Energy Technology Data Exchange (ETDEWEB)
Waintraub, Marcel; Pereira, Claudio M.N.A. [Instituto de Engenharia Nuclear (IEN/CNEN-RJ), Rio de Janeiro, RJ (Brazil)], e-mail: marcel@ien.gov.br, e-mail: cmnap@ien.gov.br; Schirru, Roberto [Coordenacao dos Programas de Pos-graduacao de Engenharia (COPPE/UFRJ), Rio de Janeiro, RJ (Brazil). Lab. de Monitoracao de Processos], e-mail: schirru@lmp.ufrj.br
2009-07-01
Particle Swarm Optimization (PSO) is a population-based metaheuristic (PBM), in which solution candidates evolve through simulation of a simplified social adaptation model. Putting together robustness, efficiency and simplicity, PSO has gained great popularity. Many successful applications of PSO are reported, in which PSO demonstrated to have advantages over other well-established PBM. However, computational costs are still a great constraint for PSO, as well as for all other PBMs, especially in optimization problems with time consuming objective functions. To overcome such difficulty, parallel computation has been used. The default advantage of parallel PSO (PPSO) is the reduction of computational time. Master-slave approaches, exploring this characteristic are the most investigated. However, much more should be expected. It is known that PSO may be improved by more elaborated neighborhood topologies. Hence, in this work, we develop several different PPSO algorithms exploring the advantages of enhanced neighborhood topologies implemented by communication strategies in multiprocessor architectures. The proposed PPSOs have been applied to two complex and time consuming nuclear engineering problems: reactor core design and fuel reload optimization. After exhaustive experiments, it has been concluded that: PPSO still improves solutions after many thousands of iterations, making prohibitive the efficient use of serial (non-parallel) PSO in such kind of realworld problems; and PPSO with more elaborated communication strategies demonstrated to be more efficient and robust than the master-slave model. Advantages and peculiarities of each model are carefully discussed in this work. (author)
Parallel particle swarm optimization algorithm in nuclear problems
International Nuclear Information System (INIS)
Waintraub, Marcel; Pereira, Claudio M.N.A.; Schirru, Roberto
2009-01-01
Particle Swarm Optimization (PSO) is a population-based metaheuristic (PBM), in which solution candidates evolve through simulation of a simplified social adaptation model. Putting together robustness, efficiency and simplicity, PSO has gained great popularity. Many successful applications of PSO are reported, in which PSO demonstrated to have advantages over other well-established PBM. However, computational costs are still a great constraint for PSO, as well as for all other PBMs, especially in optimization problems with time consuming objective functions. To overcome such difficulty, parallel computation has been used. The default advantage of parallel PSO (PPSO) is the reduction of computational time. Master-slave approaches, exploring this characteristic are the most investigated. However, much more should be expected. It is known that PSO may be improved by more elaborated neighborhood topologies. Hence, in this work, we develop several different PPSO algorithms exploring the advantages of enhanced neighborhood topologies implemented by communication strategies in multiprocessor architectures. The proposed PPSOs have been applied to two complex and time consuming nuclear engineering problems: reactor core design and fuel reload optimization. After exhaustive experiments, it has been concluded that: PPSO still improves solutions after many thousands of iterations, making prohibitive the efficient use of serial (non-parallel) PSO in such kind of realworld problems; and PPSO with more elaborated communication strategies demonstrated to be more efficient and robust than the master-slave model. Advantages and peculiarities of each model are carefully discussed in this work. (author)
Directory of Open Access Journals (Sweden)
Yan Sun
2015-09-01
Full Text Available Purpose: The purpose of study is to solve the multi-modal transportation routing planning problem that aims to select an optimal route to move a consignment of goods from its origin to its destination through the multi-modal transportation network. And the optimization is from two viewpoints including cost and time. Design/methodology/approach: In this study, a bi-objective mixed integer linear programming model is proposed to optimize the multi-modal transportation routing planning problem. Minimizing the total transportation cost and the total transportation time are set as the optimization objectives of the model. In order to balance the benefit between the two objectives, Pareto optimality is utilized to solve the model by gaining its Pareto frontier. The Pareto frontier of the model can provide the multi-modal transportation operator (MTO and customers with better decision support and it is gained by the normalized normal constraint method. Then, an experimental case study is designed to verify the feasibility of the model and Pareto optimality by using the mathematical programming software Lingo. Finally, the sensitivity analysis of the demand and supply in the multi-modal transportation organization is performed based on the designed case. Findings: The calculation results indicate that the proposed model and Pareto optimality have good performance in dealing with the bi-objective optimization. The sensitivity analysis also shows the influence of the variation of the demand and supply on the multi-modal transportation organization clearly. Therefore, this method can be further promoted to the practice. Originality/value: A bi-objective mixed integer linear programming model is proposed to optimize the multi-modal transportation routing planning problem. The Pareto frontier based sensitivity analysis of the demand and supply in the multi-modal transportation organization is performed based on the designed case.
A stable and optimally convergent LaTIn-CutFEM algorithm for multiple unilateral contact problems
Claus, Susanne; Kerfriden, Pierre
2018-02-01
In this paper, we propose a novel unfitted finite element method for the simulation of multiple body contact. The computational mesh is generated independently of the geometry of the interacting solids, which can be arbitrarily complex. The key novelty of the approach is the combination of elements of the CutFEM technology, namely the enrichment of the solution field via the definition of overlapping fictitious domains with a dedicated penalty-type regularisation of discrete operators, and the LaTIn hybrid-mixed formulation of complex interface conditions. Furthermore, the novel P1-P1 discretisation scheme that we propose for the unfitted LaTIn solver is shown to be stable, robust and optimally convergent with mesh refinement. Finally, the paper introduces a high-performance 3D level-set/CutFEM framework for the versatile and robust solution of contact problems involving multiple bodies of complex geometries, with more than two bodies interacting at a single point.
Directory of Open Access Journals (Sweden)
Guo-Qiang Zeng
2014-01-01
Full Text Available As a novel evolutionary optimization method, extremal optimization (EO has been successfully applied to a variety of combinatorial optimization problems. However, the applications of EO in continuous optimization problems are relatively rare. This paper proposes an improved real-coded population-based EO method (IRPEO for continuous unconstrained optimization problems. The key operations of IRPEO include generation of real-coded random initial population, evaluation of individual and population fitness, selection of bad elements according to power-law probability distribution, generation of new population based on uniform random mutation, and updating the population by accepting the new population unconditionally. The experimental results on 10 benchmark test functions with the dimension N=30 have shown that IRPEO is competitive or even better than the recently reported various genetic algorithm (GA versions with different mutation operations in terms of simplicity, effectiveness, and efficiency. Furthermore, the superiority of IRPEO to other evolutionary algorithms such as original population-based EO, particle swarm optimization (PSO, and the hybrid PSO-EO is also demonstrated by the experimental results on some benchmark functions.
Directory of Open Access Journals (Sweden)
Neng Wan
2014-01-01
Full Text Available In terms of the poor geometric adaptability of spline element method, a geometric precision spline method, which uses the rational Bezier patches to indicate the solution domain, is proposed for two-dimensional viscous uncompressed Navier-Stokes equation. Besides fewer pending unknowns, higher accuracy, and computation efficiency, it possesses such advantages as accurate representation of isogeometric analysis for object boundary and the unity of geometry and analysis modeling. Meanwhile, the selection of B-spline basis functions and the grid definition is studied and a stable discretization format satisfying inf-sup conditions is proposed. The degree of spline functions approaching the velocity field is one order higher than that approaching pressure field, and these functions are defined on one-time refined grid. The Dirichlet boundary conditions are imposed through the Nitsche variational principle in weak form due to the lack of interpolation properties of the B-splines functions. Finally, the validity of the proposed method is verified with some examples.
Directory of Open Access Journals (Sweden)
Stefan M. Stefanov
2014-01-01
Full Text Available We consider the data fitting problem, that is, the problem of approximating a function of several variables, given by tabulated data, and the corresponding problem for inconsistent (overdetermined systems of linear algebraic equations. Such problems, connected with measurement of physical quantities, arise, for example, in physics, engineering, and so forth. A traditional approach for solving these two problems is the discrete least squares data fitting method, which is based on discrete l2-norm. In this paper, an alternative approach is proposed: with each of these problems, we associate a nondifferentiable (nonsmooth unconstrained minimization problem with an objective function, based on discrete l1- and/or l∞-norm, respectively; that is, these two norms are used as proximity criteria. In other words, the problems under consideration are solved by minimizing the residual using these two norms. Respective subgradients are calculated, and a subgradient method is used for solving these two problems. The emphasis is on implementation of the proposed approach. Some computational results, obtained by an appropriate iterative method, are given at the end of the paper. These results are compared with the results, obtained by the iterative gradient method for the corresponding “differentiable” discrete least squares problems, that is, approximation problems based on discrete l2-norm.
Wu, Zong-Sheng; Fu, Wei-Ping; Xue, Ru
2015-01-01
Teaching-learning-based optimization (TLBO) algorithm is proposed in recent years that simulates the teaching-learning phenomenon of a classroom to effectively solve global optimization of multidimensional, linear, and nonlinear problems over continuous spaces. In this paper, an improved teaching-learning-based optimization algorithm is presented, which is called nonlinear inertia weighted teaching-learning-based optimization (NIWTLBO) algorithm. This algorithm introduces a nonlinear inertia weighted factor into the basic TLBO to control the memory rate of learners and uses a dynamic inertia weighted factor to replace the original random number in teacher phase and learner phase. The proposed algorithm is tested on a number of benchmark functions, and its performance comparisons are provided against the basic TLBO and some other well-known optimization algorithms. The experiment results show that the proposed algorithm has a faster convergence rate and better performance than the basic TLBO and some other algorithms as well.
Sutrisno; Widowati; Tjahjana, R. H.
2017-10-01
In this paper, we formulate a hybrid mathematical model of supplier selection problem integrated with inventory control problem of a single product inventory system with piecewise holding cost. This model will be formulated in a piecewise affine (PWA) form that can be converted into mixed logical dynamic (MLD) form. By using this MLD model, we solve the supplier selection problem and control this inventory system so that the stock level tracks a desired level as the reference trajectory as closed as possible with minimal total cost. We use model predictive control for hybrid system to solve the problem. From the numerical experiment results, the optimal supplier was selected at each time period and the evolution of the stock level tracks the desired level well.
Reactive Robustness and Integrated Approaches for Railway Optimization Problems
DEFF Research Database (Denmark)
Haahr, Jørgen Thorlund
Planning railway operations is not a simple task as it entails solving multiple interdependent optimization problems. These problems have been subject to study in the literature for the last few decades, and are still profoundly researched. The robustness of a plan or schedule denotes the ability...... to absorb or withstand unexpected events such as delays. Making robust plans is central in order to maintain a safe and timely railway operation. This thesis focuses on reactive robustness, i.e., the ability to react once a plan is rendered infeasible in operation due to disruptions. In such time...... journeys helps the driver to drive efficiently and enhances robustness in a realistic (dynamic) environment. Four international scientific prizes have been awarded for distinct parts of the research during the course of this PhD project. The first prize was awarded for work during the \\2014 RAS Problem...
Topology optimization problems with design-dependent sets of constraints
DEFF Research Database (Denmark)
Schou, Marie-Louise Højlund
for all elements independently of the values of the design variables. The investigations include validating constraint qualifications, attacking the problem formulations directly, and bounding the objective function value. We consider different constraint qualifications and whether they hold for the MPEC...... that a general nonlinear interior-point algorithm applied to the MPEC formulations outperforms a general nonlinear active-set sequential quadratic programming method. Inspired by this, we implement an interior-point algorithm such that we have full control of all aspects of the code. Solving the stress...... constrained structural topology optimization problem is computationally challenging. We therefore present a technique that decides whether it may pay-off to actually treat the stress constrained problem. The technique finds lower and upper bounds on the objective function value of the stress constrained...
Directory of Open Access Journals (Sweden)
O. S. Nuyya
2015-07-01
Full Text Available The paper attempts to revise certain provisions of the existing theory of discrete systems in the organization of hardware environment control signal transmission to a technical plant. It is known that the formation of a digital signal in discrete control problem of continuous plant is carried out by microcontroller or micro-computer and is represented by a parallel code, which dimension is determined by the hardware used. The parallel code for a digital clock cycle of the designed system is transmitted to the terminal device of a technical continuous plant, where the digital-to-analog conversion takes place. This kind of control signal transmission to the technical plant asserts its implementation by means of parallel buses. It is known that the length of a parallel bus is limited to an amount not exceeding half a meter due to the existing interference environment with modern standards of length. Thus, if the placement of the control signal and control plant is such that their connecting bus length exceeds more than half a meter, there is the inevitable transition from the parallel control signal to an allotted serial. The paper deals with the system factors arising in the transition from the parallel control signal to the serial by modern interfaces. Provisions of the paper are illustrated by an example. This paper is intended for system analytics and channel specialists. The resulting algorithm is applicable for control of plants (electric drive, in particular in the large industrial factories.
Energy Technology Data Exchange (ETDEWEB)
Tres, Anderson [Universidade Federal do Rio Grande do Sul, Porto Alegre, RS (Brazil). Programa de Pos-Graduacao em Matematica Aplicada; Becker Picoloto, Camila [Universidade Federal do Rio Grande do Sul, Porto Alegre, RS (Brazil). Programa de Pos-Graduacao em Engenharia Mecanica; Prolo Filho, Joao Francisco [Universidade Federal do Rio Grande do Sul, Porto Alegre, RS (Brazil). Inst de Matematica, Estatistica e Fisica; Dias da Cunha, Rudnei; Basso Barichello, Liliane [Universidade Federal do Rio Grande do Sul, Porto Alegre, RS (Brazil). Inst de Matematica
2014-04-15
In this work a study of two-dimensional fixed-source neutron transport problems, in Cartesian geometry, is reported. The approach reduces the complexity of the multidimensional problem using a combination of nodal schemes and the Analytical Discrete Ordinates Method (ADO). The unknown leakage terms on the boundaries that appear from the use of the derivation of the nodal scheme are incorporated to the problem source term, such as to couple the one-dimensional integrated solutions, made explicit in terms of the x and y spatial variables. The formulation leads to a considerable reduction of the order of the associated eigenvalue problems when combined with the usual symmetric quadratures, thereby providing solutions that have a higher degree of computational efficiency. Reflective-type boundary conditions are introduced to represent the domain on a simpler form than that previously considered in connection with the ADO method. Numerical results obtained with the technique are provided and compared to those present in the literature. (orig.)
Discrete Analysis of a Plane Initial-Value Problem for an Offshore Structure
DEFF Research Database (Denmark)
Szmidt, Jan Kazimerz
The aim of the present work is to solve the initial moving wall problem for a layer of fluid with the help of the finite difference method. Special attention will be paid to the explanation of singularity in the velocity field which results from approximation to the mathematical description...
Discrete maximum principle for FE solutions of the diffusion-reaction problem on prismatic meshes
Czech Academy of Sciences Publication Activity Database
Hannukainen, A.; Korotov, S.; Vejchodský, Tomáš
2009-01-01
Roč. 226, č. 2 (2009), s. 275-287 ISSN 0377-0427 R&D Projects: GA AV ČR IAA100760702 Institutional research plan: CEZ:AV0Z10190503 Keywords : diffusion-reaction problem * maximum principle * prismatic finite elements Subject RIV: BA - General Mathematics Impact factor: 1.292, year: 2009
Optimal Water-Power Flow Problem: Formulation and Distributed Optimal Solution
Energy Technology Data Exchange (ETDEWEB)
Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhao, Changhong [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zamzam, Admed S. [University of Minnesota; Sidiropoulos, Nicholas D. [University of Minnesota; Taylor, Josh A. [University of Toronto
2018-01-12
This paper formalizes an optimal water-power flow (OWPF) problem to optimize the use of controllable assets across power and water systems while accounting for the couplings between the two infrastructures. Tanks and pumps are optimally managed to satisfy water demand while improving power grid operations; {for the power network, an AC optimal power flow formulation is augmented to accommodate the controllability of water pumps.} Unfortunately, the physics governing the operation of the two infrastructures and coupling constraints lead to a nonconvex (and, in fact, NP-hard) problem; however, after reformulating OWPF as a nonconvex, quadratically-constrained quadratic problem, a feasible point pursuit-successive convex approximation approach is used to identify feasible and optimal solutions. In addition, a distributed solver based on the alternating direction method of multipliers enables water and power operators to pursue individual objectives while respecting the couplings between the two networks. The merits of the proposed approach are demonstrated for the case of a distribution feeder coupled with a municipal water distribution network.
A self-learning particle swarm optimizer for global optimization problems.
Li, Changhe; Yang, Shengxiang; Nguyen, Trung Thanh
2012-06-01
Particle swarm optimization (PSO) has been shown as an effective tool for solving global optimization problems. So far, most PSO algorithms use a single learning pattern for all particles, which means that all particles in a swarm use the same strategy. This monotonic learning pattern may cause the lack of intelligence for a particular particle, which makes it unable to deal with different complex situations. This paper presents a novel algorithm, called self-learning particle swarm optimizer (SLPSO), for global optimization problems. In SLPSO, each particle has a set of four strategies to cope with different situations in the search space. The cooperation of the four strategies is implemented by an adaptive learning framework at the individual level, which can enable a particle to choose the optimal strategy according to its own local fitness landscape. The experimental study on a set of 45 test functions and two real-world problems show that SLPSO has a superior performance in comparison with several other peer algorithms.
Karvinkoppa, M. V.; Hotta, T. K.
2017-11-01
The paper deals with the numerical investigation of natural and mixed convection heat transfer on optimal distribution of five non-identical protruding discrete heat sources (Aluminium) mounted on a substrate (Bakelite) board. The heat sources are subjected to a uniform heat flux of 2000 W/m2. The temperature of heat sources along with the effect of thermal interaction between them is predicted by carrying out numerical simulations using ANSYS Icepak, and the results are validated with the existing experimental findings. The results suggest that mixed convection is a better method for cooling of discrete heat source modules. Also, the temperature of heat sources is a strong function of their shape, size, and positioning on the substrate. Effect of radiation is studied by painting the surface of heat sources by black paint. The results conclude that, under natural convection heat transfer, the temperature of heat sources drops by 6-13% from polished to black painted surface, while mixed convection results in the drop by 3-15%. The numerical predictions are in strong agreement with experimental results.
An Efficient Optimization Method for Solving Unsupervised Data Classification Problems
Directory of Open Access Journals (Sweden)
Parvaneh Shabanzadeh
2015-01-01
Full Text Available Unsupervised data classification (or clustering analysis is one of the most useful tools and a descriptive task in data mining that seeks to classify homogeneous groups of objects based on similarity and is used in many medical disciplines and various applications. In general, there is no single algorithm that is suitable for all types of data, conditions, and applications. Each algorithm has its own advantages, limitations, and deficiencies. Hence, research for novel and effective approaches for unsupervised data classification is still active. In this paper a heuristic algorithm, Biogeography-Based Optimization (BBO algorithm, was adapted for data clustering problems by modifying the main operators of BBO algorithm, which is inspired from the natural biogeography distribution of different species. Similar to other population-based algorithms, BBO algorithm starts with an initial population of candidate solutions to an optimization problem and an objective function that is calculated for them. To evaluate the performance of the proposed algorithm assessment was carried on six medical and real life datasets and was compared with eight well known and recent unsupervised data classification algorithms. Numerical results demonstrate that the proposed evolutionary optimization algorithm is efficient for unsupervised data classification.
Adjoint optimization of natural convection problems: differentially heated cavity
Saglietti, Clio; Schlatter, Philipp; Monokrousos, Antonios; Henningson, Dan S.
2017-12-01
Optimization of natural convection-driven flows may provide significant improvements to the performance of cooling devices, but a theoretical investigation of such flows has been rarely done. The present paper illustrates an efficient gradient-based optimization method for analyzing such systems. We consider numerically the natural convection-driven flow in a differentially heated cavity with three Prandtl numbers (Pr=0.15{-}7) at super-critical conditions. All results and implementations were done with the spectral element code Nek5000. The flow is analyzed using linear direct and adjoint computations about a nonlinear base flow, extracting in particular optimal initial conditions using power iteration and the solution of the full adjoint direct eigenproblem. The cost function for both temperature and velocity is based on the kinetic energy and the concept of entransy, which yields a quadratic functional. Results are presented as a function of Prandtl number, time horizons and weights between kinetic energy and entransy. In particular, it is shown that the maximum transient growth is achieved at time horizons on the order of 5 time units for all cases, whereas for larger time horizons the adjoint mode is recovered as optimal initial condition. For smaller time horizons, the influence of the weights leads either to a concentric temperature distribution or to an initial condition pattern that opposes the mean shear and grows according to the Orr mechanism. For specific cases, it could also been shown that the computation of optimal initial conditions leads to a degenerate problem, with a potential loss of symmetry. In these situations, it turns out that any initial condition lying in a specific span of the eigenfunctions will yield exactly the same transient amplification. As a consequence, the power iteration converges very slowly and fails to extract all possible optimal initial conditions. According to the authors' knowledge, this behavior is illustrated here for
Directory of Open Access Journals (Sweden)
Vivek Patel
2012-08-01
Full Text Available Nature inspired population based algorithms is a research field which simulates different natural phenomena to solve a wide range of problems. Researchers have proposed several algorithms considering different natural phenomena. Teaching-Learning-based optimization (TLBO is one of the recently proposed population based algorithm which simulates the teaching-learning process of the class room. This algorithm does not require any algorithm-specific control parameters. In this paper, elitism concept is introduced in the TLBO algorithm and its effect on the performance of the algorithm is investigated. The effects of common controlling parameters such as the population size and the number of generations on the performance of the algorithm are also investigated. The proposed algorithm is tested on 35 constrained benchmark functions with different characteristics and the performance of the algorithm is compared with that of other well known optimization algorithms. The proposed algorithm can be applied to various optimization problems of the industrial environment.
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Firat Evirgen
2016-04-01
Full Text Available In this paper, a class of Nonlinear Programming problem is modeled with gradient based system of fractional order differential equations in Caputo's sense. To see the overlap between the equilibrium point of the fractional order dynamic system and theoptimal solution of the NLP problem in a longer timespan the Multistage Variational İteration Method isapplied. The comparisons among the multistage variational iteration method, the variationaliteration method and the fourth order Runge-Kutta method in fractional and integer order showthat fractional order model and techniques can be seen as an effective and reliable tool for finding optimal solutions of Nonlinear Programming problems.
On the robust optimization to the uncertain vaccination strategy problem
Energy Technology Data Exchange (ETDEWEB)
Chaerani, D., E-mail: d.chaerani@unpad.ac.id; Anggriani, N., E-mail: d.chaerani@unpad.ac.id; Firdaniza, E-mail: d.chaerani@unpad.ac.id [Department of Mathematics, Faculty of Mathematics and Natural Sciences, University of Padjadjaran Indonesia, Jalan Raya Bandung Sumedang KM 21 Jatinangor Sumedang 45363 (Indonesia)
2014-02-21
In order to prevent an epidemic of infectious diseases, the vaccination coverage needs to be minimized and also the basic reproduction number needs to be maintained below 1. This means that as we get the vaccination coverage as minimum as possible, thus we need to prevent the epidemic to a small number of people who already get infected. In this paper, we discuss the case of vaccination strategy in term of minimizing vaccination coverage, when the basic reproduction number is assumed as an uncertain parameter that lies between 0 and 1. We refer to the linear optimization model for vaccination strategy that propose by Becker and Starrzak (see [2]). Assuming that there is parameter uncertainty involved, we can see Tanner et al (see [9]) who propose the optimal solution of the problem using stochastic programming. In this paper we discuss an alternative way of optimizing the uncertain vaccination strategy using Robust Optimization (see [3]). In this approach we assume that the parameter uncertainty lies within an ellipsoidal uncertainty set such that we can claim that the obtained result will be achieved in a polynomial time algorithm (as it is guaranteed by the RO methodology). The robust counterpart model is presented.
On the robust optimization to the uncertain vaccination strategy problem
International Nuclear Information System (INIS)
Chaerani, D.; Anggriani, N.; Firdaniza
2014-01-01
In order to prevent an epidemic of infectious diseases, the vaccination coverage needs to be minimized and also the basic reproduction number needs to be maintained below 1. This means that as we get the vaccination coverage as minimum as possible, thus we need to prevent the epidemic to a small number of people who already get infected. In this paper, we discuss the case of vaccination strategy in term of minimizing vaccination coverage, when the basic reproduction number is assumed as an uncertain parameter that lies between 0 and 1. We refer to the linear optimization model for vaccination strategy that propose by Becker and Starrzak (see [2]). Assuming that there is parameter uncertainty involved, we can see Tanner et al (see [9]) who propose the optimal solution of the problem using stochastic programming. In this paper we discuss an alternative way of optimizing the uncertain vaccination strategy using Robust Optimization (see [3]). In this approach we assume that the parameter uncertainty lies within an ellipsoidal uncertainty set such that we can claim that the obtained result will be achieved in a polynomial time algorithm (as it is guaranteed by the RO methodology). The robust counterpart model is presented
A Novel Discrete Differential Evolution Algorithm for the Vehicle Routing Problem in B2C E-Commerce
Xia, Chao; Sheng, Ying; Jiang, Zhong-Zhong; Tan, Chunqiao; Huang, Min; He, Yuanjian
2015-12-01
In this paper, a novel discrete differential evolution (DDE) algorithm is proposed to solve the vehicle routing problems (VRP) in B2C e-commerce, in which VRP is modeled by the incomplete graph based on the actual urban road system. First, a variant of classical VRP is described and a mathematical programming model for the variant is given. Second, the DDE is presented, where individuals are represented as the sequential encoding scheme, and a novel reparation operator is employed to repair the infeasible solutions. Furthermore, a FLOYD operator for dealing with the shortest route is embedded in the proposed DDE. Finally, an extensive computational study is carried out in comparison with the predatory search algorithm and genetic algorithm, and the results show that the proposed DDE is an effective algorithm for VRP in B2C e-commerce.
Roy, Satadru
Traditional approaches to design and optimize a new system, often, use a system-centric objective and do not take into consideration how the operator will use this new system alongside of other existing systems. This "hand-off" between the design of the new system and how the new system operates alongside other systems might lead to a sub-optimal performance with respect to the operator-level objective. In other words, the system that is optimal for its system-level objective might not be best for the system-of-systems level objective of the operator. Among the few available references that describe attempts to address this hand-off, most follow an MDO-motivated subspace decomposition approach of first designing a very good system and then provide this system to the operator who decides the best way to use this new system along with the existing systems. The motivating example in this dissertation presents one such similar problem that includes aircraft design, airline operations and revenue management "subspaces". The research here develops an approach that could simultaneously solve these subspaces posed as a monolithic optimization problem. The monolithic approach makes the problem a Mixed Integer/Discrete Non-Linear Programming (MINLP/MDNLP) problem, which are extremely difficult to solve. The presence of expensive, sophisticated engineering analyses further aggravate the problem. To tackle this challenge problem, the work here presents a new optimization framework that simultaneously solves the subspaces to capture the "synergism" in the problem that the previous decomposition approaches may not have exploited, addresses mixed-integer/discrete type design variables in an efficient manner, and accounts for computationally expensive analysis tools. The framework combines concepts from efficient global optimization, Kriging partial least squares, and gradient-based optimization. This approach then demonstrates its ability to solve an 11 route airline network
Vector extrapolation enhanced TSVD for linear discrete ill-posed problems
Jbilou, K.; Reichel, L.; Sadok, H.
2009-06-01
The truncated singular value decomposition (TSVD) is a popular solution method for small to moderately sized linear ill-posed problems. The truncation index can be thought of as a regularization parameter; its value affects the quality of the computed approximate solution. The choice of a suitable value of the truncation index generally is important, but can be difficult without auxiliary information about the problem being solved. This paper describes how vector extrapolation methods can be combined with TSVD, and illustrates that the determination of the proper value of the truncation index is less critical for the combined extrapolation-TSVD method than for TSVD alone. The numerical performance of the combined method suggests a new way to determine the truncation index.
Gong, H.; Tang, L.; Duin, C.W.
2010-01-01
Motivated by applications in iron and steel industry, we consider a two-stage flow shop scheduling problem where the first machine is a batching machine subject to the blocking constraint and the second machine is a discrete machine with shared setup times. We show that the problem is strongly
Infinite many conservation laws of discrete system associated with a 3×3 matrix spectral problem
Directory of Open Access Journals (Sweden)
Zhang Sheng
2017-01-01
Full Text Available Differential-difference equations are often considered as an alternative approach to describing some phenomena arising in heat/electron conduction and flow in carbon nanotubes and nanoporous materials. Infinite many conservation laws play important role in discussing the integrability of non-linear differential equations. In this paper, infinite many conservation laws of the non-linear differential-difference equations associated with a 3×3 matrix spectral problem are obtained.
Optimal trajectory generation for generalization of discrete movements with boundary condition
DEFF Research Database (Denmark)
Herzog, Sebastian; Wörgötter, Florentin; Kulvicius, Tomas
2016-01-01
Trajectory generation methods play an important role in robotics since they are essential for the execution of actions. In this paper we present a novel trajectory generation method for generalization of accurate movements with boundary conditions. Our approach originates from optimal control the...
Directory of Open Access Journals (Sweden)
D. A. Eliseev
2015-01-01
Full Text Available The solution stability of an initial boundary problem for a linear hybrid system of differential equations, which models the rotation of a rigid body with two elastic rods located in the same plane is studied in the paper. To an axis passing through the mass center of the rigid body perpendicularly to the rods location plane is applied the stabilizing moment proportional to the angle of the system rotation, derivative of the angle, integral of the angle. The external moment provides a feedback. A method of studying the behavior of solutions of the initial boundary problem is proposed. This method allows to exclude from the hybrid system of differential equations partial differential equations, which describe the dynamics of distributed elements of a mechanical system. It allows us to build one equation for an angle of the system rotation. Its characteristic equation defines the stability of solutions of all the system. In the space of feedback-coefficients the areas that provide the asymptotic stability of solutions of the initial boundary problem are built up.
PID controller tuning using metaheuristic optimization algorithms for benchmark problems
Gholap, Vishal; Naik Dessai, Chaitali; Bagyaveereswaran, V.
2017-11-01
This paper contributes to find the optimal PID controller parameters using particle swarm optimization (PSO), Genetic Algorithm (GA) and Simulated Annealing (SA) algorithm. The algorithms were developed through simulation of chemical process and electrical system and the PID controller is tuned. Here, two different fitness functions such as Integral Time Absolute Error and Time domain Specifications were chosen and applied on PSO, GA and SA while tuning the controller. The proposed Algorithms are implemented on two benchmark problems of coupled tank system and DC motor. Finally, comparative study has been done with different algorithms based on best cost, number of iterations and different objective functions. The closed loop process response for each set of tuned parameters is plotted for each system with each fitness function.
Optimal control of ODEs and DAEs
Gerdts, Matthias
2011-01-01
The intention of this textbook is to provide both, the theoretical and computational tools that are necessary to investigate and to solve optimal control problems with ordinary differential equations and differential-algebraic equations. An emphasis is placed on the interplay between the continuous optimal control problem, which typically is defined and analyzed in a Banach space setting, and discrete optimal control problems, which are obtained by discretization and lead to finite dimensional optimization problems.
H. Shayeghi; M. Mahdavi; A. Kazemi
2009-01-01
Transmission network expansion planning (TNEP) is a basic part of power system planning that determines where, when and how many new transmission lines should be added to the network. Up till now, various methods have been presented to solve the static transmission network expansion planning (STNEP) problem. But in all of these methods, transmission expansion planning considering network adequacy restriction has not been investigated. Thus, in this paper, STNEP problem is...
PROBLEM OF OPTIMAL CONTROL OF EPIDEMIC IN VIEW OF LATENT PERIOD
Directory of Open Access Journals (Sweden)
2017-01-01
Full Text Available The problem of optimal control of epidemic through vaccination and isolation, taking into account latent period is considered. The target function is minimized - functionality summarizing costs on epidemic prevention and treatment and also considering expenses on infected people left at the end of control T who may be a new source of epidemic. On the left endpoint of the integration segment initial data is given - quantity of infected and confirmed people at the moment t, the right endpoint is free. The dynamic constraints are written by way of a system of simple differential equations describing the speed of changes of number of subjected to infection and number of already infected. Besides the inhomogeneous communi- ty is considered, consisting of four age groups (babies, preschool children, school children and adults. The speed of vaccina- tion (number of vaccinated per a time unit and isolation speed are used as the control functions. There are some restrictions on control above and below. The latent period is described by the constant h and is part of the equation describing the con- tamination speed of people as a retarding in argument t, i.e. a person being in a latent period infects others not being aware of his disease. For problem solving Pontryagin maximum principle is used where it can be seen that the control is piecewise constant. The result of numerical implementation of discrete problem of optimal control is given. The conclusions are made that the latent period significantly influence the incidence rate and as consequence the costs on epidemic suppression. The programme based on the programming language Delphi gives an opportunity to estimate the scale of epidemic at different initial data and restrictions on control as well as to find an optimal control minimizing costs on epimedic suppression.
Empirical Estimates in Economic and Financial Optimization Problems
Czech Academy of Sciences Publication Activity Database
Houda, Michal; Kaňková, Vlasta
2012-01-01
Roč. 19, č. 29 (2012), s. 50-69 ISSN 1212-074X R&D Projects: GA ČR GAP402/10/1610; GA ČR GAP402/11/0150; GA ČR GAP402/10/0956 Institutional research plan: CEZ:AV0Z10750506 Keywords : stochastic programming * empirical estimates * moment generating functions * stability * Wasserstein metric * L1-norm * Lipschitz property * consistence * convergence rate * normal distribution * Pareto distribution * Weibull distribution * distribution tails * simulation Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2012/E/houda-empirical estimates in economic and financial optimization problems.pdf
Optimal control problem for the extended Fisher–Kolmogorov equation
Indian Academy of Sciences (India)
where zd ∈ S is a desired state and δ > 0 is fixed. An optimal control problem about the extended Fisher–Kolmogorov equation is min J (u, w),. (3.3) where (u, w) satisfies (3.1). Let X = W(0,T ; V ) × L2(Q0) and Y = L2(0,T ; V ) × H. We define an operator e = e(e1,e2) : X → Y, where e1 = (2)−1(ut + k2u − u + u3 − u − Bw) and.
Scenario tree generation and multi-asset financial optimization problems
DEFF Research Database (Denmark)
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex
2013-01-01
We compare two popular scenario tree generation methods in the context of financial optimization: moment matching and scenario reduction. Using a simple problem with a known analytic solution, moment matching-when ensuring absence of arbitrage-replicates this solution precisely. On the other hand......, even if the scenario trees generated by scenario reduction are arbitrage-free, the solutions are biased and highly variable. These results hold for correlated and uncorrelated asset returns, as well as for normal and non-normal returns. © 2013 Elsevier B.V. All rights reserved....
Approximability of optimization problems through adiabatic quantum computation
Cruz-Santos, William
2014-01-01
The adiabatic quantum computation (AQC) is based on the adiabatic theorem to approximate solutions of the Schrödinger equation. The design of an AQC algorithm involves the construction of a Hamiltonian that describes the behavior of the quantum system. This Hamiltonian is expressed as a linear interpolation of an initial Hamiltonian whose ground state is easy to compute, and a final Hamiltonian whose ground state corresponds to the solution of a given combinatorial optimization problem. The adiabatic theorem asserts that if the time evolution of a quantum system described by a Hamiltonian is l
Macroscopic relationship in primal-dual portfolio optimization problem
Shinzato, Takashi
2018-02-01
In the present paper, using a replica analysis, we examine the portfolio optimization problem handled in previous work and discuss the minimization of investment risk under constraints of budget and expected return for the case that the distribution of the hyperparameters of the mean and variance of the return rate of each asset are not limited to a specific probability family. Findings derived using our proposed method are compared with those in previous work to verify the effectiveness of our proposed method. Further, we derive a Pythagorean theorem of the Sharpe ratio and macroscopic relations of opportunity loss. Using numerical experiments, the effectiveness of our proposed method is demonstrated for a specific situation.
Using combinatorial problem decomposition for optimizing plutonium inventory management
International Nuclear Information System (INIS)
Niquil, Y.; Gondran, M.; Voskanian, A.; Paris-11 Univ., 91 - Orsay
1997-03-01
Plutonium Inventory Management Optimization can be modeled as a very large 0-1 linear program. To solve it, problem decomposition is necessary, since other classic techniques are not efficient for such a size. The first decomposition consists in favoring constraints that are the most difficult to reach and variables that have the highest influence on the cost: fortunately, both correspond to stock output decisions. The second decomposition consists in mixing continuous linear program solving and integer linear program solving. Besides, the first decisions to be taken are systematically favored, for they are based on data considered to be sure, when data supporting later decisions in known with less accuracy and confidence. (author)
Kassiotis, Christophe; Ibrahimbegovic, Adnan; Niekamp, Rainer; Matthies, Hermann G.
2011-03-01
The main focus of the present article is the development of a general solution framework for coupled and/or interaction multi-physics problems based upon re-using existing codes into software products. In particular, we discuss how to build this software tool for the case of fluid-structure interaction problem, from finite element code FEAP for structural and finite volume code OpenFOAM for fluid mechanics. This is achieved by using the Component Template Library (CTL) to provide the coupling between the existing codes into a single software product. The present CTL code-coupling procedure accepts not only different discretization schemes, but different languages, with the solid component written in Fortran and fluid component written in C++ . Moreover, the resulting CTL-based code also accepts the nested parallelization. The proposed coupling strategy is detailed for explicit and implicit fixed-point iteration solver presented in the Part I of this paper, referred to Direct Force-Motion Transfer/Block- Gauss-Seidel. However, the proposed code-coupling framework can easily accommodate other solution schemes. The selected application examples are chosen to confirm the capability of the code-coupling strategy to provide a quick development of advanced computational tools for demanding practical problems, such as 3D fluid models with free-surface flows interacting with structures.
A polynomial analytical method for one-group slab-geometry discrete ordinates heterogeneous problems
International Nuclear Information System (INIS)
Leal, Andre Luiz do Carmo
2008-01-01
In this work we evaluate polynomial approximations to obtain the transfer functions that appear in SGF auxiliary equations (Green's Functions) for monoenergetic linearly anisotropic scattering SN equations in one-dimensional Cartesian geometry. For this task we use Lagrange Polynomials in order to compare the numerical results with the ones generated by the standard SGF method applied to SN problems in heterogeneous domains. This work is a preliminary investigation of a new proposal for handling the transverse leakage terms that appear in the transverse-integrated one-dimensional SN equations when we use the SGF - exponential nodal method (SGF-ExpN) in multidimensional rectangular geometry. (author)
Guo, Song; Liu, Chunhua; Zhou, Peng; Li, Yanling
2016-01-01
Tyrosine sulfation is one of the ubiquitous protein posttranslational modifications, where some sulfate groups are added to the tyrosine residues. It plays significant roles in various physiological processes in eukaryotic cells. To explore the molecular mechanism of tyrosine sulfation, one of the prerequisites is to correctly identify possible protein tyrosine sulfation residues. In this paper, a novel method was presented to predict protein tyrosine sulfation residues from primary sequences. By means of informative feature construction and elaborate feature selection and parameter optimization scheme, the proposed predictor achieved promising results and outperformed many other state-of-the-art predictors. Using the optimal features subset, the proposed method achieved mean MCC of 94.41% on the benchmark dataset, and a MCC of 90.09% on the independent dataset. The experimental performance indicated that our new proposed method could be effective in identifying the important protein posttranslational modifications and the feature selection scheme would be powerful in protein functional residues prediction research fields.
A Monarch Butterfly Optimization for the Dynamic Vehicle Routing Problem
Directory of Open Access Journals (Sweden)
Shifeng Chen
2017-09-01
Full Text Available The dynamic vehicle routing problem (DVRP is a variant of the Vehicle Routing Problem (VRP in which customers appear dynamically. The objective is to determine a set of routes that minimizes the total travel distance. In this paper, we propose a monarch butterfly optimization (MBO algorithm to solve DVRPs, utilizing a greedy strategy. Both migration operation and the butterfly adjusting operator only accept the offspring of butterfly individuals that have better fitness than their parents. To improve performance, a later perturbation procedure is implemented, to maintain a balance between global diversification and local intensification. The computational results indicate that the proposed technique outperforms the existing approaches in the literature for average performance by at least 9.38%. In addition, 12 new best solutions were found. This shows that this proposed technique consistently produces high-quality solutions and outperforms other published heuristics for the DVRP.
Optimization of regular offshore wind-power plants using a non-discrete evolutionary algorithm
Directory of Open Access Journals (Sweden)
Angel G. Gonzalez-Rodriguez
2017-02-01
Full Text Available Offshore wind farms (OWFs often present a regular configuration mainly due to aesthetical considerations. This paper presents a new evolutionary algorithm that optimizes the location, configuration and orientation of a rhomboid-shape OWF. Existing optimization algorithms were based on dividing the available space into a mess of cells and forcing the turbines to be located in the centre of a cell. However, the presented algorithm searches for the optimum within a continuous range of the eight parameters that define the OWF, which allows including a gradient-based local search operator to improve the optimization process. The study starts from a review of the economic data available in the bibliography relative to the most significant issues influencing the profitability of the investment in terms of the Internal Rate of Return (IRR. In order to address the distinctive characteristics of OWFs, specific issues arise which have been solved. The most important ones are: interpretation of nautical charts, utilization of the seabed map with different load-bearing capacities, and location of the shoreline transition.