WorldWideScience

Sample records for nonsmooth optimization problems

  1. Nonsmooth Mechanics and Convex Optimization

    CERN Document Server

    Kanno, Yoshihiro

    2011-01-01

    "This book concerns matter that is intrinsically difficult: convex optimization, complementarity and duality, nonsmooth analysis, linear and nonlinear programming, etc. The author has skillfully introduced these and many more concepts, and woven them into a seamless whole by retaining an easy and consistent style throughout. The book is not all theory: There are many real-life applications in structural engineering, cable networks, frictional contact problems, and plasticity! I recommend it to any reader who desires a modern, authoritative account of nonsmooth mechanics and convex optimiz

  2. Generalized Pattern Search methods for a class of nonsmooth optimization problems with structure

    Science.gov (United States)

    Bogani, C.; Gasparo, M. G.; Papini, A.

    2009-07-01

    We propose a Generalized Pattern Search (GPS) method to solve a class of nonsmooth minimization problems, where the set of nondifferentiability is included in the union of known hyperplanes and, therefore, is highly structured. Both unconstrained and linearly constrained problems are considered. At each iteration the set of poll directions is enforced to conform to the geometry of both the nondifferentiability set and the boundary of the feasible region, near the current iterate. This is the key issue to guarantee the convergence of certain subsequences of iterates to points which satisfy first-order optimality conditions. Numerical experiments on some classical problems validate the method.

  3. A two-layer recurrent neural network for nonsmooth convex optimization problems.

    Science.gov (United States)

    Qin, Sitian; Xue, Xiaoping

    2015-06-01

    In this paper, a two-layer recurrent neural network is proposed to solve the nonsmooth convex optimization problem subject to convex inequality and linear equality constraints. Compared with existing neural network models, the proposed neural network has a low model complexity and avoids penalty parameters. It is proved that from any initial point, the state of the proposed neural network reaches the equality feasible region in finite time and stays there thereafter. Moreover, the state is unique if the initial point lies in the equality feasible region. The equilibrium point set of the proposed neural network is proved to be equivalent to the Karush-Kuhn-Tucker optimality set of the original optimization problem. It is further proved that the equilibrium point of the proposed neural network is stable in the sense of Lyapunov. Moreover, from any initial point, the state is proved to be convergent to an equilibrium point of the proposed neural network. Finally, as applications, the proposed neural network is used to solve nonlinear convex programming with linear constraints and L1 -norm minimization problems.

  4. Recurrent neural network for non-smooth convex optimization problems with application to the identification of genetic regulatory networks.

    Science.gov (United States)

    Cheng, Long; Hou, Zeng-Guang; Lin, Yingzi; Tan, Min; Zhang, Wenjun Chris; Wu, Fang-Xiang

    2011-05-01

    A recurrent neural network is proposed for solving the non-smooth convex optimization problem with the convex inequality and linear equality constraints. Since the objective function and inequality constraints may not be smooth, the Clarke's generalized gradients of the objective function and inequality constraints are employed to describe the dynamics of the proposed neural network. It is proved that the equilibrium point set of the proposed neural network is equivalent to the optimal solution of the original optimization problem by using the Lagrangian saddle-point theorem. Under weak conditions, the proposed neural network is proved to be stable, and the state of the neural network is convergent to one of its equilibrium points. Compared with the existing neural network models for non-smooth optimization problems, the proposed neural network can deal with a larger class of constraints and is not based on the penalty method. Finally, the proposed neural network is used to solve the identification problem of genetic regulatory networks, which can be transformed into a non-smooth convex optimization problem. The simulation results show the satisfactory identification accuracy, which demonstrates the effectiveness and efficiency of the proposed approach.

  5. Introduction to nonsmooth optimization theory, practice and software

    CERN Document Server

    Bagirov, Adil; Mäkelä, Marko M

    2014-01-01

    Attempts to be the first easy-to-read book about nonsmooth optimization Covers both the theory and the numerical methods used in nonsmooth optimization and offers a survey of different problems arising in the field Both, the theory and the most common problems are illustrated with examples making the book also suitable both for teaching purposes and self-access learning.

  6. Non-smooth optimization methods for large-scale problems: applications to mid-term power generation planning

    International Nuclear Information System (INIS)

    Emiel, G.

    2008-01-01

    This manuscript deals with large-scale non-smooth optimization that may typically arise when performing Lagrangian relaxation of difficult problems. This technique is commonly used to tackle mixed-integer linear programming - or large-scale convex problems. For example, a classical approach when dealing with power generation planning problems in a stochastic environment is to perform a Lagrangian relaxation of the coupling constraints of demand. In this approach, a master problem coordinates local subproblems, specific to each generation unit. The master problem deals with a separable non-smooth dual function which can be maximized with, for example, bundle algorithms. In chapter 2, we introduce basic tools of non-smooth analysis and some recent results regarding incremental or inexact instances of non-smooth algorithms. However, in some situations, the dual problem may still be very hard to solve. For instance, when the number of dualized constraints is very large (exponential in the dimension of the primal problem), explicit dualization may no longer be possible or the update of dual variables may fail. In order to reduce the dual dimension, different heuristics were proposed. They involve a separation procedure to dynamically select a restricted set of constraints to be dualized along the iterations. This relax-and-cut type approach has shown its numerical efficiency in many combinatorial problems. In chapter 3, we show Primal-dual convergence of such strategy when using an adapted sub-gradient method for the dual step and under minimal assumptions on the separation procedure. Another limit of Lagrangian relaxation may appear when the dual function is separable in highly numerous or complex sub-functions. In such situation, the computational burden of solving all local subproblems may be preponderant in the whole iterative process. A natural strategy would be here to take full advantage of the dual separable structure, performing a dual iteration after having

  7. An Alternate Approach to Optimal L 2 -Error Analysis of Semidiscrete Galerkin Methods for Linear Parabolic Problems with Nonsmooth Initial Data

    KAUST Repository

    Goswami, Deepjyoti

    2011-09-01

    In this article, we propose and analyze an alternate proof of a priori error estimates for semidiscrete Galerkin approximations to a general second order linear parabolic initial and boundary value problem with rough initial data. Our analysis is based on energy arguments without using parabolic duality. Further, it follows the spirit of the proof technique used for deriving optimal error estimates for finite element approximations to parabolic problems with smooth initial data and hence, it unifies both theories, that is, one for smooth initial data and other for nonsmooth data. Moreover, the proposed technique is also extended to a semidiscrete mixed method for linear parabolic problems. In both cases, optimal L2-error estimates are derived, when the initial data is in L2. A superconvergence phenomenon is also observed, which is then used to prove L∞-estimates for linear parabolic problems defined on two-dimensional spatial domain again with rough initial data. Copyright © Taylor & Francis Group, LLC.

  8. Neural network for nonsmooth pseudoconvex optimization with general convex constraints.

    Science.gov (United States)

    Bian, Wei; Ma, Litao; Qin, Sitian; Xue, Xiaoping

    2018-05-01

    In this paper, a one-layer recurrent neural network is proposed for solving a class of nonsmooth, pseudoconvex optimization problems with general convex constraints. Based on the smoothing method, we construct a new regularization function, which does not depend on any information of the feasible region. Thanks to the special structure of the regularization function, we prove the global existence, uniqueness and "slow solution" character of the state of the proposed neural network. Moreover, the state solution of the proposed network is proved to be convergent to the feasible region in finite time and to the optimal solution set of the related optimization problem subsequently. In particular, the convergence of the state to an exact optimal solution is also considered in this paper. Numerical examples with simulation results are given to show the efficiency and good characteristics of the proposed network. In addition, some preliminary theoretical analysis and application of the proposed network for a wider class of dynamic portfolio optimization are included. Copyright © 2018 Elsevier Ltd. All rights reserved.

  9. A one-layer recurrent neural network for constrained nonsmooth optimization.

    Science.gov (United States)

    Liu, Qingshan; Wang, Jun

    2011-10-01

    This paper presents a novel one-layer recurrent neural network modeled by means of a differential inclusion for solving nonsmooth optimization problems, in which the number of neurons in the proposed neural network is the same as the number of decision variables of optimization problems. Compared with existing neural networks for nonsmooth optimization problems, the global convexity condition on the objective functions and constraints is relaxed, which allows the objective functions and constraints to be nonconvex. It is proven that the state variables of the proposed neural network are convergent to optimal solutions if a single design parameter in the model is larger than a derived lower bound. Numerical examples with simulation results substantiate the effectiveness and illustrate the characteristics of the proposed neural network.

  10. Elasticity problems in domains with nonsmooth boundaries

    International Nuclear Information System (INIS)

    Esparza, David

    2001-01-01

    In the present work we study the behaviour of elastic stress fields in domains with non-regular boundaries. We consider three-dimensional problems in elastic media with thin conical defects (inclusions or cavities) and analyse the stress singularity at their vertices. To construct asymptotic expansions for the stress and displacement fields in terms of a small parameter ε related to the 'thickness' of the defect, we employ a technique based on the work by Kondrat'ev, Maz'ya, Nazarov and Plamenevskii. We first study the stress distribution in an elastic body with a thin conical notch. We derive an asymptotic representation for the stress singularity exponent by reducing the original problem to a spectral problem for a 9x9 matrix. The elements of this matrix are found to depend upon the geometry of the cross-section of the notch and the elastic properties of the medium. We specify the sets of eigenvalues and the corresponding eigenvectors for a circular, elliptical, 'triangular' and 'square' cross-section, and show that the strongest singularity is associated with the 'triangular' cross-section, and is generated by a non-axisymmetric load. We then analyse the stress distribution near a thin conical inclusion which is allowed to slide freely along its axis. We derive the representation for the stress singularity exponent for the case of a circular conical inclusion whose elastic properties differ from those of the medium. In the last chapter we study the stress distribution in the vicinity of a thin 'coated' conical inclusion. We show that a soft thin coating (perfectly bonded to the inclusion and the surrounding material) can be replaced by a so-called linear interface at which the normal displacement is discontinuous, and the stresses are proportional to the 'jump' in the normal displacement across the coating. We analyse the effect of the properties of the coating on the stress singularity exponent and compare the results with those for a perfectly bonded

  11. Image denoising: Learning the noise model via nonsmooth PDE-constrained optimization

    KAUST Repository

    Reyes, Juan Carlos De los; Schö nlieb, Carola-Bibiane

    2013-01-01

    We propose a nonsmooth PDE-constrained optimization approach for the determination of the correct noise model in total variation (TV) image denoising. An optimization problem for the determination of the weights corresponding to different types of noise distributions is stated and existence of an optimal solution is proved. A tailored regularization approach for the approximation of the optimal parameter values is proposed thereafter and its consistency studied. Additionally, the differentiability of the solution operator is proved and an optimality system characterizing the optimal solutions of each regularized problem is derived. The optimal parameter values are numerically computed by using a quasi-Newton method, together with semismooth Newton type algorithms for the solution of the TV-subproblems. © 2013 American Institute of Mathematical Sciences.

  12. Image denoising: Learning the noise model via nonsmooth PDE-constrained optimization

    KAUST Repository

    Reyes, Juan Carlos De los

    2013-11-01

    We propose a nonsmooth PDE-constrained optimization approach for the determination of the correct noise model in total variation (TV) image denoising. An optimization problem for the determination of the weights corresponding to different types of noise distributions is stated and existence of an optimal solution is proved. A tailored regularization approach for the approximation of the optimal parameter values is proposed thereafter and its consistency studied. Additionally, the differentiability of the solution operator is proved and an optimality system characterizing the optimal solutions of each regularized problem is derived. The optimal parameter values are numerically computed by using a quasi-Newton method, together with semismooth Newton type algorithms for the solution of the TV-subproblems. © 2013 American Institute of Mathematical Sciences.

  13. $h - p$ Spectral element methods for elliptic problems on non-smooth domains using parallel computers

    NARCIS (Netherlands)

    Tomar, S.K.

    2002-01-01

    It is well known that elliptic problems when posed on non-smooth domains, develop singularities. We examine such problems within the framework of spectral element methods and resolve the singularities with exponential accuracy.

  14. A one-layer recurrent neural network for constrained nonsmooth invex optimization.

    Science.gov (United States)

    Li, Guocheng; Yan, Zheng; Wang, Jun

    2014-02-01

    Invexity is an important notion in nonconvex optimization. In this paper, a one-layer recurrent neural network is proposed for solving constrained nonsmooth invex optimization problems, designed based on an exact penalty function method. It is proved herein that any state of the proposed neural network is globally convergent to the optimal solution set of constrained invex optimization problems, with a sufficiently large penalty parameter. In addition, any neural state is globally convergent to the unique optimal solution, provided that the objective function and constraint functions are pseudoconvex. Moreover, any neural state is globally convergent to the feasible region in finite time and stays there thereafter. The lower bounds of the penalty parameter and convergence time are also estimated. Two numerical examples are provided to illustrate the performances of the proposed neural network. Copyright © 2013 Elsevier Ltd. All rights reserved.

  15. The Modified HZ Conjugate Gradient Algorithm for Large-Scale Nonsmooth Optimization.

    Science.gov (United States)

    Yuan, Gonglin; Sheng, Zhou; Liu, Wenjie

    2016-01-01

    In this paper, the Hager and Zhang (HZ) conjugate gradient (CG) method and the modified HZ (MHZ) CG method are presented for large-scale nonsmooth convex minimization. Under some mild conditions, convergent results of the proposed methods are established. Numerical results show that the presented methods can be better efficiency for large-scale nonsmooth problems, and several problems are tested (with the maximum dimensions to 100,000 variables).

  16. The Modified HZ Conjugate Gradient Algorithm for Large-Scale Nonsmooth Optimization.

    Directory of Open Access Journals (Sweden)

    Gonglin Yuan

    Full Text Available In this paper, the Hager and Zhang (HZ conjugate gradient (CG method and the modified HZ (MHZ CG method are presented for large-scale nonsmooth convex minimization. Under some mild conditions, convergent results of the proposed methods are established. Numerical results show that the presented methods can be better efficiency for large-scale nonsmooth problems, and several problems are tested (with the maximum dimensions to 100,000 variables.

  17. An Alternate Approach to Optimal L 2 -Error Analysis of Semidiscrete Galerkin Methods for Linear Parabolic Problems with Nonsmooth Initial Data

    KAUST Repository

    Goswami, Deepjyoti; Pani, Amiya K.

    2011-01-01

    In this article, we propose and analyze an alternate proof of a priori error estimates for semidiscrete Galerkin approximations to a general second order linear parabolic initial and boundary value problem with rough initial data. Our analysis

  18. A Projection free method for Generalized Eigenvalue Problem with a nonsmooth Regularizer.

    Science.gov (United States)

    Hwang, Seong Jae; Collins, Maxwell D; Ravi, Sathya N; Ithapu, Vamsi K; Adluru, Nagesh; Johnson, Sterling C; Singh, Vikas

    2015-12-01

    Eigenvalue problems are ubiquitous in computer vision, covering a very broad spectrum of applications ranging from estimation problems in multi-view geometry to image segmentation. Few other linear algebra problems have a more mature set of numerical routines available and many computer vision libraries leverage such tools extensively. However, the ability to call the underlying solver only as a "black box" can often become restrictive. Many 'human in the loop' settings in vision frequently exploit supervision from an expert, to the extent that the user can be considered a subroutine in the overall system. In other cases, there is additional domain knowledge, side or even partial information that one may want to incorporate within the formulation. In general, regularizing a (generalized) eigenvalue problem with such side information remains difficult. Motivated by these needs, this paper presents an optimization scheme to solve generalized eigenvalue problems (GEP) involving a (nonsmooth) regularizer. We start from an alternative formulation of GEP where the feasibility set of the model involves the Stiefel manifold. The core of this paper presents an end to end stochastic optimization scheme for the resultant problem. We show how this general algorithm enables improved statistical analysis of brain imaging data where the regularizer is derived from other 'views' of the disease pathology, involving clinical measurements and other image-derived representations.

  19. A new fuzzy adaptive particle swarm optimization for non-smooth economic dispatch

    Energy Technology Data Exchange (ETDEWEB)

    Niknam, Taher; Mojarrad, Hassan Doagou; Nayeripour, Majid [Electrical and Electronic Engineering Department, Shiraz University of Technology, Shiraz (Iran)

    2010-04-15

    This paper proposes a novel method for solving the Non-convex Economic Dispatch (NED) problems, by the Fuzzy Adaptive Modified Particle Swarm Optimization (FAMPSO). Practical ED problems have non-smooth cost functions with equality and inequality constraints when generator valve-point loading effects are taken into account. Modern heuristic optimization techniques have been given much attention by many researchers due to their ability to find an almost global optimal solution for ED problems. PSO is one of modern heuristic algorithms, in which particles change place to get close to the best position and find the global minimum point. However, the classic PSO may converge to a local optimum solution and the performance of the PSO highly depends on the internal parameters. To overcome these drawbacks, in this paper, a new mutation is proposed to improve the global searching capability and prevent the convergence to local minima. Also, a fuzzy system is used to tune its parameters such as inertia weight and learning factors. In order to evaluate the performance of the proposed algorithm, it is applied to a system consisting of 13 and 40 thermal units whose fuel cost function is calculated by taking account of the effect of valve-point loading. Simulation results demonstrate the superiority of the proposed algorithm compared to other optimization algorithms presented in literature. (author)

  20. Ant colony optimisation for economic dispatch problem with non-smooth cost functions

    Energy Technology Data Exchange (ETDEWEB)

    Pothiya, Saravuth; Kongprawechnon, Waree [School of Communication, Instrumentation and Control, Sirindhorn International Institute of Technology, Thammasat University, P.O. Box 22, Pathumthani (Thailand); Ngamroo, Issarachai [Center of Excellence for Innovative Energy Systems, Faculty of Engineering, King Mongkut' s Institute of Technology Ladkrabang, Bangkok 10520 (Thailand)

    2010-06-15

    This paper presents a novel and efficient optimisation approach based on the ant colony optimisation (ACO) for solving the economic dispatch (ED) problem with non-smooth cost functions. In order to improve the performance of ACO algorithm, three additional techniques, i.e. priority list, variable reduction, and zoom feature are presented. To show its efficiency and effectiveness, the proposed ACO is applied to two types of ED problems with non-smooth cost functions. Firstly, the ED problem with valve-point loading effects consists of 13 and 40 generating units. Secondly, the ED problem considering the multiple fuels consists of 10 units. Additionally, the results of the proposed ACO are compared with those of the conventional heuristic approaches. The experimental results show that the proposed ACO approach is comparatively capable of obtaining higher quality solution and faster computational time. (author)

  1. A nonsmooth nonlinear conjugate gradient method for interactive contact force problems

    DEFF Research Database (Denmark)

    Silcowitz, Morten; Abel, Sarah Maria Niebe; Erleben, Kenny

    2010-01-01

    of a nonlinear complementarity problem (NCP), which can be solved using an iterative splitting method, such as the projected Gauss–Seidel (PGS) method. We present a novel method for solving the NCP problem by applying a Fletcher–Reeves type nonlinear nonsmooth conjugate gradient (NNCG) type method. We analyze...... and present experimental convergence behavior and properties of the new method. Our results show that the NNCG method has at least the same convergence rate as PGS, and in many cases better....

  2. A new honey bee mating optimization algorithm for non-smooth economic dispatch

    International Nuclear Information System (INIS)

    Niknam, Taher; Mojarrad, Hasan Doagou; Meymand, Hamed Zeinoddini; Firouzi, Bahman Bahmani

    2011-01-01

    The non-storage characteristics of electricity and the increasing fuel costs worldwide call for the need to operate the systems more economically. Economic dispatch (ED) is one of the most important optimization problems in power systems. ED has the objective of dividing the power demand among the online generators economically while satisfying various constraints. The importance of economic dispatch is to get maximum usable power using minimum resources. To solve the static ED problem, honey bee mating algorithm (HBMO) can be used. The basic disadvantage of the original HBMO algorithm is the fact that it may miss the optimum and provide a near optimum solution in a limited runtime period. In order to avoid this shortcoming, we propose a new method that improves the mating process of HBMO and also, combines the improved HBMO with a Chaotic Local Search (CLS) called Chaotic Improved Honey Bee Mating Optimization (CIHBMO). The proposed algorithm is used to solve ED problems taking into account the nonlinear generator characteristics such as prohibited operation zones, multi-fuel and valve-point loading effects. The CIHBMO algorithm is tested on three test systems and compared with other methods in the literature. Results have shown that the proposed method is efficient and fast for ED problems with non-smooth and non-continuous fuel cost functions. Moreover, the optimal power dispatch obtained by the algorithm is superior to previous reported results. -- Research highlights: →Economic dispatch. →Reducing electrical energy loss. →Saving electrical energy. →Optimal operation.

  3. DSPSO-TSA for economic dispatch problem with nonsmooth and noncontinuous cost functions

    International Nuclear Information System (INIS)

    Khamsawang, S.; Jiriwibhakorn, S.

    2010-01-01

    This paper proposes a new approach based on particle swarm optimization (PSO) and tabu search algorithm (TSA). This proposed approach is called distributed Sobol PSO and TSA (DSPSO-TSA). In order to improve the convergence characteristic and solution quality of searching process, three mechanisms had been presented. Firstly, the Sobol sequence is applied to generate an inertia factor instead of the existing process. Secondly, a distributed process is used so as to reach the global solution rapidly. The search process is divided to multi-stages and used a short-term memory for recognition the best search history. Finally, to guarantee the global solution, TSA had been activated to adjust the obtained solution of DSPSO algorithm. To show its effectiveness, the proposed DSPSO-TSA is applied to test four case studies of economic dispatch (ED) problem considering nonsmooth and noncontinuous fuel cost functions of generating units. The simulation results obtained from DSPSO-TSA are compared with conventional approaches such as genetic algorithm (GA), TSA, PSO, and others in literatures. The comparison results show that the efficiency of proposed approach can reach higher quality solution and faster computational time than the conventional methods.

  4. DSPSO-TSA for economic dispatch problem with nonsmooth and noncontinuous cost functions

    Energy Technology Data Exchange (ETDEWEB)

    Khamsawang, S., E-mail: k_suwit999@yahoo.co [Electrical Engineering Department, Faculty of Engineering, King Mongkut' s Institute of Technology Ladkrabang, Ladkrabang District 10520, Bangkok (Thailand); Jiriwibhakorn, S., E-mail: kjsomcha@kmitl.ac.t [Electrical Engineering Department, Faculty of Engineering, King Mongkut' s Institute of Technology Ladkrabang, Ladkrabang District 10520, Bangkok (Thailand)

    2010-02-15

    This paper proposes a new approach based on particle swarm optimization (PSO) and tabu search algorithm (TSA). This proposed approach is called distributed Sobol PSO and TSA (DSPSO-TSA). In order to improve the convergence characteristic and solution quality of searching process, three mechanisms had been presented. Firstly, the Sobol sequence is applied to generate an inertia factor instead of the existing process. Secondly, a distributed process is used so as to reach the global solution rapidly. The search process is divided to multi-stages and used a short-term memory for recognition the best search history. Finally, to guarantee the global solution, TSA had been activated to adjust the obtained solution of DSPSO algorithm. To show its effectiveness, the proposed DSPSO-TSA is applied to test four case studies of economic dispatch (ED) problem considering nonsmooth and noncontinuous fuel cost functions of generating units. The simulation results obtained from DSPSO-TSA are compared with conventional approaches such as genetic algorithm (GA), TSA, PSO, and others in literatures. The comparison results show that the efficiency of proposed approach can reach higher quality solution and faster computational time than the conventional methods.

  5. Nonsmooth Optimization Algorithms, System Theory, and Software Tools

    Science.gov (United States)

    1993-04-13

    Optimization Algorithms, System Theory , and Scftware Tools" AFOSR-90-OO68 L AUTHOR($) Elijah Polak -Professor and Principal Investigator 7. PERFORMING...NSN 754Q-01-2W0-S500 Standard Form 295 (69O104 Draft) F’wsa*W by hA Sit 230.1""V AFOSR-90-0068 NONSMO0 TH OPTIMIZA TION A L GORI THMS, SYSTEM THEORY , AND

  6. Extension Theory and Krein-type Resolvent Formulas for Nonsmooth Boundary Value Problems

    DEFF Research Database (Denmark)

    Abels, Helmut; Grubb, Gerd; Wood, Ian Geoffrey

    2014-01-01

    The theory of selfadjoint extensions of symmetric operators, and more generally the theory of extensions of dual pairs, was implemented some years ago for boundary value problems for elliptic operators on smooth bounded domains. Recently, the questions have been taken up again for nonsmooth domains....... In the present work we show that pseudodifferential methods can be used to obtain a full characterization, including Kreĭn resolvent formulas, of the realizations of nonselfadjoint second-order operators on View the MathML source

  7. A one-layer recurrent neural network for non-smooth convex optimization subject to linear inequality constraints

    International Nuclear Information System (INIS)

    Liu, Xiaolan; Zhou, Mi

    2016-01-01

    In this paper, a one-layer recurrent network is proposed for solving a non-smooth convex optimization subject to linear inequality constraints. Compared with the existing neural networks for optimization, the proposed neural network is capable of solving more general convex optimization with linear inequality constraints. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed as long as the designed parameters in the model are larger than the derived lower bounds.

  8. Three-Field Modelling of Nonlinear Nonsmooth Boundary Value Problems and Stability of Differential Mixed Variational Inequalities

    Directory of Open Access Journals (Sweden)

    J. Gwinner

    2013-01-01

    Full Text Available The purpose of this paper is twofold. Firstly we consider nonlinear nonsmooth elliptic boundary value problems, and also related parabolic initial boundary value problems that model in a simplified way steady-state unilateral contact with Tresca friction in solid mechanics, respectively, stem from nonlinear transient heat conduction with unilateral boundary conditions. Here a recent duality approach, that augments the classical Babuška-Brezzi saddle point formulation for mixed variational problems to twofold saddle point formulations, is extended to the nonsmooth problems under consideration. This approach leads to variational inequalities of mixed form for three coupled fields as unknowns and to related differential mixed variational inequalities in the time-dependent case. Secondly we are concerned with the stability of the solution set of a general class of differential mixed variational inequalities. Here we present a novel upper set convergence result with respect to perturbations in the data, including perturbations of the associated nonlinear maps, the nonsmooth convex functionals, and the convex constraint set. We employ epiconvergence for the convergence of the functionals and Mosco convergence for set convergence. We impose weak convergence assumptions on the perturbed maps using the monotonicity method of Browder and Minty.

  9. OPTIMAL ESTIMATES FOR THE SEMIDISCRETE GALERKIN METHOD APPLIED TO PARABOLIC INTEGRO-DIFFERENTIAL EQUATIONS WITH NONSMOOTH DATA

    KAUST Repository

    GOSWAMI, DEEPJYOTI; PANI, AMIYA K.; YADAV, SANGITA

    2014-01-01

    AWe propose and analyse an alternate approach to a priori error estimates for the semidiscrete Galerkin approximation to a time-dependent parabolic integro-differential equation with nonsmooth initial data. The method is based on energy arguments combined with repeated use of time integration, but without using parabolic-type duality techniques. An optimal L2-error estimate is derived for the semidiscrete approximation when the initial data is in L2. A superconvergence result is obtained and then used to prove a maximum norm estimate for parabolic integro-differential equations defined on a two-dimensional bounded domain. © 2014 Australian Mathematical Society.

  10. Optimal Error Estimates of Two Mixed Finite Element Methods for Parabolic Integro-Differential Equations with Nonsmooth Initial Data

    KAUST Repository

    Goswami, Deepjyoti

    2013-05-01

    In the first part of this article, a new mixed method is proposed and analyzed for parabolic integro-differential equations (PIDE) with nonsmooth initial data. Compared to the standard mixed method for PIDE, the present method does not bank on a reformulation using a resolvent operator. Based on energy arguments combined with a repeated use of an integral operator and without using parabolic type duality technique, optimal L2 L2-error estimates are derived for semidiscrete approximations, when the initial condition is in L2 L2. Due to the presence of the integral term, it is, further, observed that a negative norm estimate plays a crucial role in our error analysis. Moreover, the proposed analysis follows the spirit of the proof techniques used in deriving optimal error estimates for finite element approximations to PIDE with smooth data and therefore, it unifies both the theories, i.e., one for smooth data and other for nonsmooth data. Finally, we extend the proposed analysis to the standard mixed method for PIDE with rough initial data and provide an optimal error estimate in L2, L 2, which improves upon the results available in the literature. © 2013 Springer Science+Business Media New York.

  11. Existence and smoothness of solutions to second initial boundary value problems for Schrodinger systems in cylinders with non-smooth bases

    Directory of Open Access Journals (Sweden)

    Nguyen Manh Hung

    2008-03-01

    Full Text Available In this paper, we consider the second initial boundary value problem for strongly general Schrodinger systems in both the finite and the infinite cylinders $Q_T, 0non-smooth base $Omega$. Some results on the existence, uniqueness and smoothness with respect to time variable of generalized solution of this problem are given.

  12. Turnpike theory of continuous-time linear optimal control problems

    CERN Document Server

    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...

  13. Fast nonconvex nonsmooth minimization methods for image restoration and reconstruction.

    Science.gov (United States)

    Nikolova, Mila; Ng, Michael K; Tam, Chi-Pan

    2010-12-01

    Nonconvex nonsmooth regularization has advantages over convex regularization for restoring images with neat edges. However, its practical interest used to be limited by the difficulty of the computational stage which requires a nonconvex nonsmooth minimization. In this paper, we deal with nonconvex nonsmooth minimization methods for image restoration and reconstruction. Our theoretical results show that the solution of the nonconvex nonsmooth minimization problem is composed of constant regions surrounded by closed contours and neat edges. The main goal of this paper is to develop fast minimization algorithms to solve the nonconvex nonsmooth minimization problem. Our experimental results show that the effectiveness and efficiency of the proposed algorithms.

  14. Non-smooth dynamical systems

    CERN Document Server

    2000-01-01

    The book provides a self-contained introduction to the mathematical theory of non-smooth dynamical problems, as they frequently arise from mechanical systems with friction and/or impacts. It is aimed at applied mathematicians, engineers, and applied scientists in general who wish to learn the subject.

  15. Nonsmooth Newton method for Fischer function reformulation of contact force problems for interactive rigid body simulation

    DEFF Research Database (Denmark)

    Silcowitz, Morten; Niebe, Sarah Maria; Erleben, Kenny

    2009-01-01

    contact response. In this paper, we present a new approach to contact force determination. We reformulate the contact force problem as a nonlinear root search problem, using a Fischer function. We solve this problem using a generalized Newton method. Our new Fischer - Newton method shows improved...... qualities for specific configurations where the most widespread alternative, the Projected Gauss-Seidel method, fails. Experiments show superior convergence properties of the exact Fischer - Newton method....

  16. Optimal Error Estimates of Two Mixed Finite Element Methods for Parabolic Integro-Differential Equations with Nonsmooth Initial Data

    KAUST Repository

    Goswami, Deepjyoti; Pani, Amiya K.; Yadav, Sangita

    2013-01-01

    In the first part of this article, a new mixed method is proposed and analyzed for parabolic integro-differential equations (PIDE) with nonsmooth initial data. Compared to the standard mixed method for PIDE, the present method does not bank on a

  17. A non-penalty recurrent neural network for solving a class of constrained optimization problems.

    Science.gov (United States)

    Hosseini, Alireza

    2016-01-01

    In this paper, we explain a methodology to analyze convergence of some differential inclusion-based neural networks for solving nonsmooth optimization problems. For a general differential inclusion, we show that if its right hand-side set valued map satisfies some conditions, then solution trajectory of the differential inclusion converges to optimal solution set of its corresponding in optimization problem. Based on the obtained methodology, we introduce a new recurrent neural network for solving nonsmooth optimization problems. Objective function does not need to be convex on R(n) nor does the new neural network model require any penalty parameter. We compare our new method with some penalty-based and non-penalty based models. Moreover for differentiable cases, we implement circuit diagram of the new neural network. Copyright © 2015 Elsevier Ltd. All rights reserved.

  18. Bifurcations of non-smooth systems

    Science.gov (United States)

    Angulo, Fabiola; Olivar, Gerard; Osorio, Gustavo A.; Escobar, Carlos M.; Ferreira, Jocirei D.; Redondo, Johan M.

    2012-12-01

    Non-smooth systems (namely piecewise-smooth systems) have received much attention in the last decade. Many contributions in this area show that theory and applications (to electronic circuits, mechanical systems, …) are relevant to problems in science and engineering. Specially, new bifurcations have been reported in the literature, and this was the topic of this minisymposium. Thus both bifurcation theory and its applications were included. Several contributions from different fields show that non-smooth bifurcations are a hot topic in research. Thus in this paper the reader can find contributions from electronics, energy markets and population dynamics. Also, a carefully-written specific algebraic software tool is presented.

  19. An enhanced particle swarm optimization for dynamic economic dispatch problem considering valve-point loading

    Energy Technology Data Exchange (ETDEWEB)

    Sriyanyong, P. [King Mongkut' s Univ. of Technology, Bangkok (Thailand). Dept. of Teacher Training in Electrical Engineering

    2008-07-01

    This paper described the use of an enhanced particle swarm optimization (PSO) model to address the problem of dynamic economic dispatch (DED). A modified heuristic search method was incorporated into the PSO model. Both smooth and non-smooth cost functions were considered. The enhanced PSO model not only utilized the basic PSO algorithm in order to seek the optimal solution for the DED problem, but it also used a modified heuristic method to deal with constraints and increase the possibility of finding a feasible solution. In order to validate the enhanced PSO model, it was used and tested on 10-unit systems considering both smooth and non-smooth cost functions characteristics. The experimental results were also compared to other methods. The proposed technique was found to be better than other approaches. The enhanced PSO model outperformed others with respect to quality, stability and reliability. 23 refs., 1 tab., 8 figs.

  20. Application of chaos-based chaotic invasive weed optimization techniques for environmental OPF problems in the power system

    International Nuclear Information System (INIS)

    Ghasemi, Mojtaba; Ghavidel, Sahand; Aghaei, Jamshid; Gitizadeh, Mohsen; Falah, Hasan

    2014-01-01

    Highlights: • Chaotic invasive weed optimization techniques based on chaos. • Nonlinear environmental OPF problem considering non-smooth fuel cost curves. • A comparative study of CIWO techniques for environmental OPF problem. - Abstract: This paper presents efficient chaotic invasive weed optimization (CIWO) techniques based on chaos for solving optimal power flow (OPF) problems with non-smooth generator fuel cost functions (non-smooth OPF) with the minimum pollution level (environmental OPF) in electric power systems. OPF problem is used for developing corrective strategies and to perform least cost dispatches. However, cost based OPF problem solutions usually result in unattractive system gaze emission issue (environmental OPF). In the present paper, the OPF problem is formulated by considering the emission issue. The total emission can be expressed as a non-linear function of power generation, as a multi-objective optimization problem, where optimal control settings for simultaneous minimization of fuel cost and gaze emission issue are obtained. The IEEE 30-bus test power system is presented to illustrate the application of the environmental OPF problem using CIWO techniques. Our experimental results suggest that CIWO techniques hold immense promise to appear as efficient and powerful algorithm for optimization in the power systems

  1. Optimal convergence recovery for the Fourier-finite-element approximation of Maxwell's equations in non-smooth axisymmetric domains

    International Nuclear Information System (INIS)

    Nkemzi, B.

    2005-10-01

    Three-dimensional time-harmonic Maxwell's problems in axisymmetric domains Ω-circumflex with edges and conical points on the boundary are treated by means of the Fourier-finite-element method. The Fourier-fem combines the approximating Fourier series expansion of the solution with respect to the rotational angle using trigonometric polynomials of degree N (N → ∞), with the finite element approximation of the Fourier coefficients on the plane meridian domain Ω a is a subset of R + 2 of Ω-circumflex with mesh size h (h → 0). The singular behaviors of the Fourier coefficients near angular points of the domain Ω a are fully described by suitable singular functions and treated numerically by means of the singular function method with the finite element method on graded meshes. It is proved that the rate of convergence of the mixed approximations in H 1 (Ω-circumflex) 3 is of the order O (h+N -1 ) as known for the classical Fourier-finite-element approximation of problems with regular solutions. (author)

  2. Lovelock action with nonsmooth boundaries

    Science.gov (United States)

    Cano, Pablo A.

    2018-05-01

    We examine the variational problem in Lovelock gravity when the boundary contains timelike and spacelike segments nonsmoothly glued. We show that two kinds of contributions have to be added to the action. The first one is associated with the presence of a boundary in every segment and it depends on intrinsic and extrinsic curvatures. We can think of this contribution as adding a total derivative to the usual surface term of Lovelock gravity. The second one appears in every joint between two segments and it involves the integral along the joint of the Jacobson-Myers entropy density weighted by the Lorentz boost parameter, which relates the orthonormal frames in each segment. We argue that this term can be straightforwardly extended to the case of joints involving null boundaries. As an application, we compute the contribution of these terms to the complexity of global anti-de Sitter space in Lovelock gravity by using the "complexity =action " proposal and we identify possible universal terms for arbitrary values of the Lovelock couplings. We find that they depend on the charge a* controlling the holographic entanglement entropy and on a new constant that we characterize.

  3. A Non-smooth Newton Method for Multibody Dynamics

    International Nuclear Information System (INIS)

    Erleben, K.; Ortiz, R.

    2008-01-01

    In this paper we deal with the simulation of rigid bodies. Rigid body dynamics have become very important for simulating rigid body motion in interactive applications, such as computer games or virtual reality. We present a novel way of computing contact forces using a Newton method. The contact problem is reformulated as a system of non-linear and non-smooth equations, and we solve this system using a non-smooth version of Newton's method. One of the main contribution of this paper is the reformulation of the complementarity problems, used to model impacts, as a system of equations that can be solved using traditional methods.

  4. Intensive Research Program on Advances in Nonsmooth Dynamics 2016

    CERN Document Server

    Jeffrey, Mike; Lázaro, J; Olm, Josep

    2017-01-01

    This volume contains extended abstracts outlining selected talks and other selected presentations given by participants throughout the "Intensive Research Program on Advances in Nonsmooth Dynamics 2016", held at the Centre de Recerca Matemàtica (CRM) in Barcelona from February 1st to April 29th, 2016. They include brief research articles reporting new results, descriptions of preliminary work or open problems, and outlines of prominent discussion sessions. The articles are all the result of direct collaborations initiated during the research program. The topic is the theory and applications of Nonsmooth Dynamics. This includes systems involving elements of: impacting, switching, on/off control, hybrid discrete-continuous dynamics, jumps in physical properties, and many others. Applications include: electronics, climate modeling, life sciences, mechanics, ecology, and more. Numerous new results are reported concerning the dimensionality and robustness of nonsmooth models, shadowing variables, numbers of limit...

  5. Class and Home Problems: Optimization Problems

    Science.gov (United States)

    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…

  6. A Simple But Effective Canonical Dual Theory Unified Algorithm for Global Optimization

    OpenAIRE

    Zhang, Jiapu

    2011-01-01

    Numerical global optimization methods are often very time consuming and could not be applied for high-dimensional nonconvex/nonsmooth optimization problems. Due to the nonconvexity/nonsmoothness, directly solving the primal problems sometimes is very difficult. This paper presents a very simple but very effective canonical duality theory (CDT) unified global optimization algorithm. This algorithm has convergence is proved in this paper. More important, for this CDT-unified algorithm, numerous...

  7. A Problem on Optimal Transportation

    Science.gov (United States)

    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…

  8. A three critical point theorem for non-smooth functionals with ...

    Indian Academy of Sciences (India)

    1Department of Mathematics, Faculty of Mathematics Sciences, ... In many applications, we encounter problems with non-smooth energy functionals. These .... The next lemma shows that a locally Lipschitz functional with a compact gradient, is.

  9. Investigation of the Effect of Dimple Bionic Nonsmooth Surface on Tire Antihydroplaning

    Directory of Open Access Journals (Sweden)

    Haichao Zhou

    2015-01-01

    Full Text Available Inspired by the idea that bionic nonsmooth surfaces (BNSS reduce fluid adhesion and resistance, the effect of dimple bionic nonsmooth structure arranged in tire circumferential grooves surface on antihydroplaning performance was investigated by using Computational Fluid Dynamics (CFD. The physical model of the object (model of dimple bionic nonsmooth surface distribution, hydroplaning model and SST k-ω turbulence model are established for numerical analysis of tire hydroplaning. By virtue of the orthogonal table L16(45, the parameters of dimple bionic nonsmooth structure design compared to the smooth structure were analyzed, and the priority level of the experimental factors as well as the best combination within the scope of the experiment was obtained. The simulation results show that dimple bionic nonsmooth structure can reduce water flow resistance by disturbing the eddy movement in boundary layers. Then, optimal type of dimple bionic nonsmooth structure is arranged on the bottom of tire circumferential grooves for hydroplaning performance analysis. The results show that the dimple bionic nonsmooth structure effectively decreases the tread hydrodynamic pressure when driving on water film and increases the tire hydroplaning velocity, thus improving tire antihydroplaning performance.

  10. Investigation of the Effect of Dimple Bionic Nonsmooth Surface on Tire Antihydroplaning.

    Science.gov (United States)

    Zhou, Haichao; Wang, Guolin; Ding, Yangmin; Yang, Jian; Zhai, Huihui

    2015-01-01

    Inspired by the idea that bionic nonsmooth surfaces (BNSS) reduce fluid adhesion and resistance, the effect of dimple bionic nonsmooth structure arranged in tire circumferential grooves surface on antihydroplaning performance was investigated by using Computational Fluid Dynamics (CFD). The physical model of the object (model of dimple bionic nonsmooth surface distribution, hydroplaning model) and SST k - ω turbulence model are established for numerical analysis of tire hydroplaning. By virtue of the orthogonal table L16(4(5)), the parameters of dimple bionic nonsmooth structure design compared to the smooth structure were analyzed, and the priority level of the experimental factors as well as the best combination within the scope of the experiment was obtained. The simulation results show that dimple bionic nonsmooth structure can reduce water flow resistance by disturbing the eddy movement in boundary layers. Then, optimal type of dimple bionic nonsmooth structure is arranged on the bottom of tire circumferential grooves for hydroplaning performance analysis. The results show that the dimple bionic nonsmooth structure effectively decreases the tread hydrodynamic pressure when driving on water film and increases the tire hydroplaning velocity, thus improving tire antihydroplaning performance.

  11. An introduction to nonsmooth analysis

    CERN Document Server

    Ferrera, Juan

    2013-01-01

    Nonsmooth Analysis is a relatively recent area of mathematical analysis. The literature about this subject consists mainly in research papers and books. The purpose of this book is to provide a handbook for undergraduate and graduate students of mathematics that introduce this interesting area in detail.Includes different kinds of sub and super differentials as well as generalized gradientsIncludes also the main tools of the theory, as Sum and Chain Rules or Mean Value theoremsContent is introduced in an elementary way, developing many examples, allowing the reader to understand a theory which

  12. Nonsmooth mechanics models, dynamics and control

    CERN Document Server

    Brogliato, Bernard

    2016-01-01

    Now in its third edition, this standard reference is a comprehensive treatment of nonsmooth mechanical systems refocused to give more prominence to control and modelling. It covers Lagrangian and Newton–Euler systems, detailing mathematical tools such as convex analysis and complementarity theory. The ways in which nonsmooth mechanics influence and are influenced by well-posedness analysis, numerical analysis and simulation, modelling and control are explained. Contact/impact laws, stability theory and trajectory-tracking control are given in-depth exposition connected by a framework formed from complementarity systems and measure-differential inclusions. Links are established with electrical circuits with set-valued nonsmooth elements and with other nonsmooth dynamical systems like impulsive and piecewise linear systems. Nonsmooth Mechanics (third edition) has been substantially rewritten, edited and updated to account for the significant body of results that have emerged in the twenty-first century—incl...

  13. Topology Optimization for Convection Problems

    DEFF Research Database (Denmark)

    Alexandersen, Joe

    2011-01-01

    This report deals with the topology optimization of convection problems.That is, the aim of the project is to develop, implement and examine topology optimization of purely thermal and coupled thermomechanical problems,when the design-dependent eects of convection are taken into consideration.......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...

  14. The optimal graph partitioning problem

    DEFF Research Database (Denmark)

    Sørensen, Michael Malmros; Holm, Søren

    1993-01-01

    . This problem can be formulated as a MILP, which turns out to be completely symmetrical with respect to the p classes, and the gap between the relaxed LP solution and the optimal solution is the largest one possible. These two properties make it very difficult to solve even smaller problems. In this paper...

  15. A variational approach to nonsmooth dynamics applications in unilateral mechanics and electronics

    CERN Document Server

    Adly, Samir

    2017-01-01

    This brief examines mathematical models in nonsmooth mechanics and nonregular electrical circuits, including evolution variational inequalities, complementarity systems, differential inclusions, second-order dynamics, Lur'e systems and Moreau's sweeping process. The field of nonsmooth dynamics is of great interest to mathematicians, mechanicians, automatic controllers and engineers. The present volume acknowledges this transversality and provides a multidisciplinary view as it outlines fundamental results in nonsmooth dynamics and explains how to use them to study various problems in engineering. In particular, the author explores the question of how to redefine the notion of dynamical systems in light of modern variational and nonsmooth analysis. With the aim of bridging between the communities of applied mathematicians, engineers and researchers in control theory and nonlinear systems, this brief outlines both relevant mathematical proofs and models in unilateral mechanics and electronics.

  16. Topology optimization of flow problems

    DEFF Research Database (Denmark)

    Gersborg, Allan Roulund

    2007-01-01

    This thesis investigates how to apply topology optimization using the material distribution technique to steady-state viscous incompressible flow problems. The target design applications are fluid devices that are optimized with respect to minimizing the energy loss, characteristic properties...... 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...... at the Technical University of Denmark. Large topology optimization problems with 2D and 3D Stokes flow modeling are solved with direct and iterative strategies employing the parallelized Sun Performance Library and the OpenMP parallelization technique, respectively....

  17. 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.

  18. Well-posed optimization problems

    CERN Document Server

    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.

  19. A One-Layer Recurrent Neural Network for Pseudoconvex Optimization Problems With Equality and Inequality Constraints.

    Science.gov (United States)

    Qin, Sitian; Yang, Xiudong; Xue, Xiaoping; Song, Jiahui

    2017-10-01

    Pseudoconvex optimization problem, as an important nonconvex optimization problem, plays an important role in scientific and engineering applications. In this paper, a recurrent one-layer neural network is proposed for solving the pseudoconvex optimization problem with equality and inequality constraints. It is proved that from any initial state, the state of the proposed neural network reaches the feasible region in finite time and stays there thereafter. It is also proved that the state of the proposed neural network is convergent to an optimal solution of the related problem. Compared with the related existing recurrent neural networks for the pseudoconvex optimization problems, the proposed neural network in this paper does not need the penalty parameters and has a better convergence. Meanwhile, the proposed neural network is used to solve three nonsmooth optimization problems, and we make some detailed comparisons with the known related conclusions. In the end, some numerical examples are provided to illustrate the effectiveness of the performance of the proposed neural network.

  20. On the optimal sizing problem

    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...

  1. 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)

  2. Geodesic B-Preinvex Functions and Multiobjective Optimization Problems on Riemannian Manifolds

    Directory of Open Access Journals (Sweden)

    Sheng-lan Chen

    2014-01-01

    Full Text Available We introduce a class of functions called geodesic B-preinvex and geodesic B-invex functions on Riemannian manifolds and generalize the notions to the so-called geodesic quasi/pseudo B-preinvex and geodesic quasi/pseudo B-invex functions. We discuss the links among these functions under appropriate conditions and obtain results concerning extremum points of a nonsmooth geodesic B-preinvex function by using the proximal subdifferential. Moreover, we study a differentiable multiobjective optimization problem involving new classes of generalized geodesic B-invex functions and derive Kuhn-Tucker-type sufficient conditions for a feasible point to be an efficient or properly efficient solution. Finally, a Mond-Weir type duality is formulated and some duality results are given for the pair of primal and dual programming.

  3. Clusters in nonsmooth oscillator networks

    Science.gov (United States)

    Nicks, Rachel; Chambon, Lucie; Coombes, Stephen

    2018-03-01

    For coupled oscillator networks with Laplacian coupling, the master stability function (MSF) has proven a particularly powerful tool for assessing the stability of the synchronous state. Using tools from group theory, this approach has recently been extended to treat more general cluster states. However, the MSF and its generalizations require the determination of a set of Floquet multipliers from variational equations obtained by linearization around a periodic orbit. Since closed form solutions for periodic orbits are invariably hard to come by, the framework is often explored using numerical techniques. Here, we show that further insight into network dynamics can be obtained by focusing on piecewise linear (PWL) oscillator models. Not only do these allow for the explicit construction of periodic orbits, their variational analysis can also be explicitly performed. The price for adopting such nonsmooth systems is that many of the notions from smooth dynamical systems, and in particular linear stability, need to be modified to take into account possible jumps in the components of Jacobians. This is naturally accommodated with the use of saltation matrices. By augmenting the variational approach for studying smooth dynamical systems with such matrices we show that, for a wide variety of networks that have been used as models of biological systems, cluster states can be explicitly investigated. By way of illustration, we analyze an integrate-and-fire network model with event-driven synaptic coupling as well as a diffusively coupled network built from planar PWL nodes, including a reduction of the popular Morris-Lecar neuron model. We use these examples to emphasize that the stability of network cluster states can depend as much on the choice of single node dynamics as it does on the form of network structural connectivity. Importantly, the procedure that we present here, for understanding cluster synchronization in networks, is valid for a wide variety of systems in

  4. Adaptive Integration of Nonsmooth Dynamical Systems

    Science.gov (United States)

    2017-10-11

    2017 W911NF-12-R-0012-03: Adaptive Integration of Nonsmooth Dynamical Systems The views, opinions and/or findings contained in this report are those of...Integration of Nonsmooth Dynamical Systems Report Term: 0-Other Email: drum@gwu.edu Distribution Statement: 1-Approved for public release; distribution is...classdrake_1_1systems_1_1_integrator_base.html ; 3) a solver for dynamical systems with arbitrary unilateral and bilateral constraints (the key component of the time stepping systems )- see

  5. On the numerical and computational aspects of non-smoothnesses that occur in railway vehicle dynamics

    DEFF Research Database (Denmark)

    True, Hans; Engsig-Karup, Allan Peter; Bigoni, Daniele

    2014-01-01

    of the solutions across these boundaries. We compare the resulting solutions that are found with the three different strategies of handling the non-smoothnesses. Several integrators – both explicit and implicit ones – have been tested and their performances are evaluated and compared with respect to accuracy...... examples the dynamical problems are formulated as systems of ordinary differential-algebraic equations due to the geometric constraints. The non-smoothnesses have been neglected, smoothened or entered into the dynamical systems as switching boundaries with relations, which govern the continuation...

  6. SOCIAL NETWORK OPTIMIZATION A NEW METHAHEURISTIC FOR GENERAL OPTIMIZATION PROBLEMS

    Directory of Open Access Journals (Sweden)

    Hassan Sherafat

    2017-12-01

    Full Text Available In the recent years metaheuristics were studied and developed as powerful technics for hard optimization problems. Some of well-known technics in this field are: Genetic Algorithms, Tabu Search, Simulated Annealing, Ant Colony Optimization, and Swarm Intelligence, which are applied successfully to many complex optimization problems. In this paper, we introduce a new metaheuristic for solving such problems based on social networks concept, named as Social Network Optimization – SNO. We show that a wide range of np-hard optimization problems may be solved by SNO.

  7. Application of pattern search method to power system security constrained economic dispatch with non-smooth cost function

    International Nuclear Information System (INIS)

    Al-Othman, A.K.; El-Naggar, K.M.

    2008-01-01

    Direct search methods are evolutionary algorithms used to solve optimization problems. (DS) methods do not require any information about the gradient of the objective function at hand while searching for an optimum solution. One of such methods is Pattern Search (PS) algorithm. This paper presents a new approach based on a constrained pattern search algorithm to solve a security constrained power system economic dispatch problem (SCED) with non-smooth cost function. Operation of power systems demands a high degree of security to keep the system satisfactorily operating when subjected to disturbances, while and at the same time it is required to pay attention to the economic aspects. Pattern recognition technique is used first to assess dynamic security. Linear classifiers that determine the stability of electric power system are presented and added to other system stability and operational constraints. The problem is formulated as a constrained optimization problem in a way that insures a secure-economic system operation. Pattern search method is then applied to solve the constrained optimization formulation. In particular, the method is tested using three different test systems. Simulation results of the proposed approach are compared with those reported in literature. The outcome is very encouraging and proves that pattern search (PS) is very applicable for solving security constrained power system economic dispatch problem (SCED). In addition, valve-point effect loading and total system losses are considered to further investigate the potential of the PS technique. Based on the results, it can be concluded that the PS has demonstrated ability in handling highly nonlinear discontinuous non-smooth cost function of the SCED. (author)

  8. Retrieval of Parameters for Three-Layer Media with Nonsmooth Interfaces for Subsurface Remote Sensing

    Directory of Open Access Journals (Sweden)

    Yuriy Goykhman

    2012-01-01

    Full Text Available A solution to the inverse problem for a three-layer medium with nonsmooth boundaries, representing a large class of natural subsurface structures, is developed in this paper using simulated radar data. The retrieval of the layered medium parameters is accomplished as a sequential nonlinear optimization starting from the top layer and progressively characterizing the layers below. The optimization process is achieved by an iterative technique built around the solution of the forward scattering problem. The forward scattering process is formulated by using the extended boundary condition method (EBCM and constructing reflection and transmission matrices for each interface. These matrices are then combined into the generalized scattering matrix for the entire system, from which radar scattering coefficients are then computed. To be efficiently utilized in the inverse problem, the forward scattering model is simulated over a wide range of unknowns to obtain a complete set of subspace-based equivalent closed-form models that relate radar backscattering coefficients to the sought-for parameters including dielectric constants of each layer and separation of the layers. The inversion algorithm is implemented as a modified conjugate-gradient-based nonlinear optimization. It is shown that this technique results in accurate retrieval of surface and subsurface parameters, even in the presence of noise.

  9. Optimization problem in quantum cryptography

    International Nuclear Information System (INIS)

    Brandt, Howard E

    2003-01-01

    A complete optimization was recently performed, yielding the maximum information gain by a general unitary entangling probe in the four-state protocol of quantum cryptography. A larger set of optimum probe parameters was found than was known previously from an incomplete optimization. In the present work, a detailed comparison is made between the complete and incomplete optimizations. Also, a new set of optimum probe parameters is identified for the four-state protocol

  10. Solving the economic dispatch problem with a modified quantum-behaved particle swarm optimization method

    International Nuclear Information System (INIS)

    Sun Jun; Fang Wei; Wang Daojun; Xu Wenbo

    2009-01-01

    In this paper, a modified quantum-behaved particle swarm optimization (QPSO) method is proposed to solve the economic dispatch (ED) problem in power systems, whose objective is to simultaneously minimize the generation cost rate while satisfying various equality and inequality constraints. The proposed method, denoted as QPSO-DM, combines the QPSO algorithm with differential mutation operation to enhance the global search ability of the algorithm. Many nonlinear characteristics of the generator, such as ramp rate limits, prohibited operating zones, and nonsmooth cost functions are considered when the proposed method is used in practical generator operation. The feasibility of the QPSO-DM method is demonstrated by three different power systems. It is compared with the QPSO, the differential evolution (DE), the particle swarm optimization (PSO), and the genetic algorithm (GA) in terms of the solution quality, robustness and convergence property. The simulation results show that the proposed QPSO-DM method is able to obtain higher quality solutions stably and efficiently in the ED problem than any other tested optimization algorithm.

  11. Solving the economic dispatch problem with a modified quantum-behaved particle swarm optimization method

    Energy Technology Data Exchange (ETDEWEB)

    Jun Sun; Wei Fang; Daojun Wang; Wenbo Xu [School of Information Technology, Jiangnan Univ., Wuxi, Jiangsu 214122 (China)

    2009-12-15

    In this paper, a modified quantum-behaved particle swarm optimization (QPSO) method is proposed to solve the economic dispatch (ED) problem in power systems, whose objective is to simultaneously minimize the generation cost rate while satisfying various equality and inequality constraints. The proposed method, denoted as QPSO-DM, combines the QPSO algorithm with differential mutation operation to enhance the global search ability of the algorithm. Many nonlinear characteristics of the generator, such as ramp rate limits, prohibited operating zones, and nonsmooth cost functions are considered when the proposed method is used in practical generator operation. The feasibility of the QPSO-DM method is demonstrated by three different power systems. It is compared with the QPSO, the differential evolution (DE), the particle swarm optimization (PSO), and the genetic algorithm (GA) in terms of the solution quality, robustness and convergence property. The simulation results show that the proposed QPSO-DM method is able to obtain higher quality solutions stably and efficiently in the ED problem than any other tested optimization algorithm. (author)

  12. The Contact Dynamics method: A nonsmooth story

    Science.gov (United States)

    Dubois, Frédéric; Acary, Vincent; Jean, Michel

    2018-03-01

    When velocity jumps are occurring, the dynamics is said to be nonsmooth. For instance, in collections of contacting rigid bodies, jumps are caused by shocks and dry friction. Without compliance at the interface, contact laws are not only non-differentiable in the usual sense but also multi-valued. Modeling contacting bodies is of interest in order to understand the behavior of numerous mechanical systems such as flexible multi-body systems, granular materials or masonry. These granular materials behave puzzlingly either like a solid or a fluid and a description in the frame of classical continuous mechanics would be welcome though far to be satisfactory nowadays. Jean-Jacques Moreau greatly contributed to convex analysis, functions of bounded variations, differential measure theory, sweeping process theory, definitive mathematical tools to deal with nonsmooth dynamics. He converted all these underlying theoretical ideas into an original nonsmooth implicit numerical method called Contact Dynamics (CD); a robust and efficient method to simulate large collections of bodies with frictional contacts and impacts. The CD method offers a very interesting complementary alternative to the family of smoothed explicit numerical methods, often called Distinct Elements Method (DEM). In this paper developments and improvements of the CD method are presented together with a critical comparative review of advantages and drawbacks of both approaches. xml:lang="fr"

  13. 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....

  14. A Mathematical Optimization Problem in Bioinformatics

    Science.gov (United States)

    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…

  15. 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...

  16. 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...

  17. 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.

  18. Optimization and inverse problems in electromagnetism

    CERN Document Server

    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...

  19. A Modified Levenberg-Marquardt Method for Nonsmooth Equations with Finitely Many Maximum Functions

    Directory of Open Access Journals (Sweden)

    Shou-qiang Du

    2008-01-01

    Full Text Available For solving nonsmooth systems of equations, the Levenberg-Marquardt method and its variants are of particular importance because of their locally fast convergent rates. Finitely many maximum functions systems are very useful in the study of nonlinear complementarity problems, variational inequality problems, Karush-Kuhn-Tucker systems of nonlinear programming problems, and many problems in mechanics and engineering. In this paper, we present a modified Levenberg-Marquardt method for nonsmooth equations with finitely many maximum functions. Under mild assumptions, the present method is shown to be convergent Q-linearly. Some numerical results comparing the proposed method with classical reformulations indicate that the modified Levenberg-Marquardt algorithm works quite well in practice.

  20. 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.

  1. 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

  2. Problem of detecting inclusions by topological optimization

    Directory of Open Access Journals (Sweden)

    I. Faye

    2014-01-01

    Full Text Available In this paper we propose a new method to detect inclusions. The proposed method is based on shape and topological optimization tools. In fact after presenting the problem, we use topologication optimization tools to detect inclusions in the domain. Numerical results are presented.

  3. Spectral asymptotics for nonsmooth singular Green operators

    DEFF Research Database (Denmark)

    Grubb, Gerd

    2014-01-01

    is a singular Green operator. It is well-known in smooth cases that when G is of negative order −t on a bounded domain, its eigenvalues ors-numbers have the behavior (*)s j (G) ∼ cj −t/(n−1) for j → ∞, governed by the boundary dimension n − 1. In some nonsmooth cases, upper estimates (**)s j (G) ≤ Cj −t/(n−1...

  4. 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.

  5. 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......, TopOpt has later been extended to transient problems in mechanics and photonics (e.g. [5], [6] and [7]). In the presented approach, the optimization is gradient-based, where in each iteration the non-steady heat conduction equation is solved,using the finite element method and an appropriate time......-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...

  6. Belief Propagation Algorithm for Portfolio Optimization Problems.

    Science.gov (United States)

    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.

  7. Belief Propagation Algorithm for Portfolio Optimization Problems.

    Directory of Open Access Journals (Sweden)

    Takashi Shinzato

    Full Text Available 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.

  8. 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

  9. Sensitivity analysis in optimization and reliability problems

    Energy Technology Data Exchange (ETDEWEB)

    Castillo, Enrique [Department of Applied Mathematics and Computational Sciences, University of Cantabria, Avda. Castros s/n., 39005 Santander (Spain)], E-mail: castie@unican.es; Minguez, Roberto [Department of Applied Mathematics, University of Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: roberto.minguez@uclm.es; Castillo, Carmen [Department of Civil Engineering, University of Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: mariacarmen.castillo@uclm.es

    2008-12-15

    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.

  10. 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

  11. Topology optimization of Channel flow problems

    DEFF Research Database (Denmark)

    Gersborg-Hansen, Allan; Sigmund, Ole; Haber, R. B.

    2005-01-01

    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......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...

  12. 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.

  13. Topology optimization of fluid mechanics problems

    DEFF Research Database (Denmark)

    Gersborg-Hansen, Allan

    While topology optimization for solid continuum structures have been studied for about 20 years and for the special case of trusses for many more years, topology optimization of fluid mechanics problems is more recent. Borrvall and Petersson [1] is the seminal reference for topology optimization......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...

  14. Topology Optimization for Transient Wave Propagation Problems

    DEFF Research Database (Denmark)

    Matzen, René

    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...... new technology, by designing new materials and their layout. The thesis presents a general framework for applying topology optimization in the design of material layouts for transient wave propagation problems. In contrast to the high level of modeling in the frequency domain, time domain topology...... optimization is still in its infancy. A generic optimization problem is formulated with an objective function that can be field, velocity, and acceleration dependent, as well as it can accommodate the dependency of filtered signals essential in signal shape optimization [P3]. The analytical design gradients...

  15. A joint routing and speed optimization problem

    OpenAIRE

    Fukasawa, Ricardo; He, Qie; Santos, Fernando; Song, Yongjia

    2016-01-01

    Fuel cost contributes to a significant portion of operating cost in cargo transportation. Though classic routing models usually treat fuel cost as input data, fuel consumption heavily depends on the travel speed, which has led to the study of optimizing speeds over a given fixed route. In this paper, we propose a joint routing and speed optimization problem to minimize the total cost, which includes the fuel consumption cost. The only assumption made on the dependence between the fuel cost an...

  16. Optimal consumption problem in the Vasicek model

    Directory of Open Access Journals (Sweden)

    Jakub Trybuła

    2015-01-01

    Full Text Available We consider the problem of an optimal consumption strategy on the infinite time horizon based on the hyperbolic absolute risk aversion utility when the interest rate is an Ornstein-Uhlenbeck process. Using the method of subsolution and supersolution we obtain the existence of solutions of the dynamic programming equation. We illustrate the paper with a numerical example of the optimal consumption strategy and the value function.

  17. 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.

  18. Solving global optimization problems on GPU cluster

    Energy Technology Data Exchange (ETDEWEB)

    Barkalov, Konstantin; Gergel, Victor; Lebedev, Ilya [Lobachevsky State University of Nizhni Novgorod, Gagarin Avenue 23, 603950 Nizhni Novgorod (Russian Federation)

    2016-06-08

    The paper contains the results of investigation of a parallel global optimization algorithm combined with a dimension reduction scheme. This allows solving multidimensional problems by means of reducing to data-independent subproblems with smaller dimension solved in parallel. The new element implemented in the research consists in using several graphic accelerators at different computing nodes. The paper also includes results of solving problems of well-known multiextremal test class GKLS on Lobachevsky supercomputer using tens of thousands of GPU cores.

  19. 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

  20. 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.

  1. 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)

  2. Statistical physics of hard optimization problems

    Science.gov (United States)

    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.

  3. BRAIN Journal - Solving Optimization Problems via Vortex Optimization Algorithm and Cognitive Development Optimization Algorithm

    OpenAIRE

    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...

  4. Solving Optimization Problems via Vortex Optimization Algorithm and Cognitive Development Optimization Algorithm

    OpenAIRE

    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...

  5. Finite Optimal Stopping Problems: The Seller's Perspective

    Science.gov (United States)

    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…

  6. 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.

  7. Solving Optimization Problems via Vortex Optimization Algorithm and Cognitive Development Optimization Algorithm

    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. 

  8. 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...

  9. Hybrid intelligent optimization methods for engineering problems

    Science.gov (United States)

    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

  10. Relaxations to Sparse Optimization Problems and Applications

    Science.gov (United States)

    Skau, Erik West

    Parsimony is a fundamental property that is applied to many characteristics in a variety of fields. Of particular interest are optimization problems that apply rank, dimensionality, or support in a parsimonious manner. In this thesis we study some optimization problems and their relaxations, and focus on properties and qualities of the solutions of these problems. The Gramian tensor decomposition problem attempts to decompose a symmetric tensor as a sum of rank one tensors.We approach the Gramian tensor decomposition problem with a relaxation to a semidefinite program. We study conditions which ensure that the solution of the relaxed semidefinite problem gives the minimal Gramian rank decomposition. Sparse representations with learned dictionaries are one of the leading image modeling techniques for image restoration. When learning these dictionaries from a set of training images, the sparsity parameter of the dictionary learning algorithm strongly influences the content of the dictionary atoms.We describe geometrically the content of trained dictionaries and how it changes with the sparsity parameter.We use statistical analysis to characterize how the different content is used in sparse representations. Finally, a method to control the structure of the dictionaries is demonstrated, allowing us to learn a dictionary which can later be tailored for specific applications. Variations of dictionary learning can be broadly applied to a variety of applications.We explore a pansharpening problem with a triple factorization variant of coupled dictionary learning. Another application of dictionary learning is computer vision. Computer vision relies heavily on object detection, which we explore with a hierarchical convolutional dictionary learning model. Data fusion of disparate modalities is a growing topic of interest.We do a case study to demonstrate the benefit of using social media data with satellite imagery to estimate hazard extents. In this case study analysis we

  11. Particle-based solid for nonsmooth multidomain dynamics

    Science.gov (United States)

    Nordberg, John; Servin, Martin

    2018-04-01

    A method for simulation of elastoplastic solids in multibody systems with nonsmooth and multidomain dynamics is developed. The solid is discretised into pseudo-particles using the meshfree moving least squares method for computing the strain tensor. The particle's strain and stress tensor variables are mapped to a compliant deformation constraint. The discretised solid model thus fit a unified framework for nonsmooth multidomain dynamics simulations including rigid multibodies with complex kinematic constraints such as articulation joints, unilateral contacts with dry friction, drivelines, and hydraulics. The nonsmooth formulation allows for impact impulses to propagate instantly between the rigid multibody and the solid. Plasticity is introduced through an associative perfectly plastic modified Drucker-Prager model. The elastic and plastic dynamics are verified for simple test systems, and the capability of simulating tracked terrain vehicles driving on a deformable terrain is demonstrated.

  12. A hybrid iterative scheme for optimal control problems governed by ...

    African Journals Online (AJOL)

    MRT

    KEY WORDS: Optimal control problem; Fredholm integral equation; ... control problems governed by Fredholm integral and integro-differential equations is given in (Brunner and Yan, ..... The exact optimal trajectory and control functions are. 2.

  13. Particle Swarm Optimization for Structural Design Problems

    Directory of Open Access Journals (Sweden)

    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.

  14. System and economic optimization problems of NPPs and its ideology

    International Nuclear Information System (INIS)

    Klimenko, A.V.; Mironovich, V.L.

    2016-01-01

    The iterative circuit design of optimization of system of links of nuclear fuel and energy complex (NFEC) is presented in the paper. Problems of system optimization of links NFEC as functional of NPP optimization are indicated and investigated [ru

  15. 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...

  16. Optimization methods for activities selection problems

    Science.gov (United States)

    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.

  17. Finite-time convergent recurrent neural network with a hard-limiting activation function for constrained optimization with piecewise-linear objective functions.

    Science.gov (United States)

    Liu, Qingshan; Wang, Jun

    2011-04-01

    This paper presents a one-layer recurrent neural network for solving a class of constrained nonsmooth optimization problems with piecewise-linear objective functions. The proposed neural network is guaranteed to be globally convergent in finite time to the optimal solutions under a mild condition on a derived lower bound of a single gain parameter in the model. The number of neurons in the neural network is the same as the number of decision variables of the optimization problem. Compared with existing neural networks for optimization, the proposed neural network has a couple of salient features such as finite-time convergence and a low model complexity. Specific models for two important special cases, namely, linear programming and nonsmooth optimization, are also presented. In addition, applications to the shortest path problem and constrained least absolute deviation problem are discussed with simulation results to demonstrate the effectiveness and characteristics of the proposed neural network.

  18. Advanced h∞ control towards nonsmooth theory and applications

    CERN Document Server

    Orlov, Yury V

    2014-01-01

    This compact monograph is focused on disturbance attenuation in nonsmooth dynamic systems, developing an H∞ approach in the nonsmooth setting. Similar to the standard nonlinear H∞ approach, the proposed nonsmooth design guarantees both the internal asymptotic stability of a nominal closed-loop system and the dissipativity inequality, which states that the size of an error signal is uniformly bounded with respect to the worst-case size of an external disturbance signal. This guarantee is achieved by constructing an energy or storage function that satisfies the dissipativity inequality and is then utilized as a Lyapunov function to ensure the internal stability requirements.    Advanced H∞ Control is unique in the literature for its treatment of disturbance attenuation in nonsmooth systems. It synthesizes various tools, including Hamilton–Jacobi–Isaacs partial differential inequalities as well as Linear Matrix Inequalities. Along with the finite-dimensional treatment, the synthesis is exten...

  19. 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.

  20. A new smoothing modified three-term conjugate gradient method for [Formula: see text]-norm minimization problem.

    Science.gov (United States)

    Du, Shouqiang; Chen, Miao

    2018-01-01

    We consider a kind of nonsmooth optimization problems with [Formula: see text]-norm minimization, which has many applications in compressed sensing, signal reconstruction, and the related engineering problems. Using smoothing approximate techniques, this kind of nonsmooth optimization problem can be transformed into a general unconstrained optimization problem, which can be solved by the proposed smoothing modified three-term conjugate gradient method. The smoothing modified three-term conjugate gradient method is based on Polak-Ribière-Polyak conjugate gradient method. For the Polak-Ribière-Polyak conjugate gradient method has good numerical properties, the proposed method possesses the sufficient descent property without any line searches, and it is also proved to be globally convergent. Finally, the numerical experiments show the efficiency of the proposed method.

  1. Optimal management with hybrid dynamics : The shallow lake problem

    NARCIS (Netherlands)

    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,

  2. 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.

  3. A note on the depth function of combinatorial optimization problems

    NARCIS (Netherlands)

    Woeginger, G.J.

    2001-01-01

    In a recent paper [Discrete Appl. Math. 43 (1993) 115–129], Kern formulates two conjectures on the relationship between the computational complexity of computing the depth function of a discrete optimization problem and the computational complexity of solving this optimization problem to optimality.

  4. Optimal Formation of Multirobot Systems Based on a Recurrent Neural Network.

    Science.gov (United States)

    Wang, Yunpeng; Cheng, Long; Hou, Zeng-Guang; Yu, Junzhi; Tan, Min

    2016-02-01

    The optimal formation problem of multirobot systems is solved by a recurrent neural network in this paper. The desired formation is described by the shape theory. This theory can generate a set of feasible formations that share the same relative relation among robots. An optimal formation means that finding one formation from the feasible formation set, which has the minimum distance to the initial formation of the multirobot system. Then, the formation problem is transformed into an optimization problem. In addition, the orientation, scale, and admissible range of the formation can also be considered as the constraints in the optimization problem. Furthermore, if all robots are identical, their positions in the system are exchangeable. Then, each robot does not necessarily move to one specific position in the formation. In this case, the optimal formation problem becomes a combinational optimization problem, whose optimal solution is very hard to obtain. Inspired by the penalty method, this combinational optimization problem can be approximately transformed into a convex optimization problem. Due to the involvement of the Euclidean norm in the distance, the objective function of these optimization problems are nonsmooth. To solve these nonsmooth optimization problems efficiently, a recurrent neural network approach is employed, owing to its parallel computation ability. Finally, some simulations and experiments are given to validate the effectiveness and efficiency of the proposed optimal formation approach.

  5. Replica analysis for the duality of the portfolio optimization problem.

    Science.gov (United States)

    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.

  6. Replica analysis for the duality of the portfolio optimization problem

    Science.gov (United States)

    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.

  7. Toward solving the sign problem with path optimization method

    Science.gov (United States)

    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.

  8. An optimal design problem in wave propagation

    DEFF Research Database (Denmark)

    Bellido, J.C.; Donoso, Alberto

    2007-01-01

    of finding the best distributions of the two initial materials in a rod in order to minimize the vibration energy in the structure under periodic loading of driving frequency Omega. We comment on relaxation and optimality conditions, and perform numerical simulations of the optimal configurations. We prove...... also the existence of classical solutions in certain cases....

  9. 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

  10. Particle swarm optimization - Genetic algorithm (PSOGA) on linear transportation problem

    Science.gov (United States)

    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.

  11. Optimal solutions for routing problems with profits

    NARCIS (Netherlands)

    Archetti, C.; Bianchessi, N.; Speranza, M. G.

    2013-01-01

    In this paper, we present a branch-and-price algorithm to solve two well-known vehicle routing problems with profits, the Capacitated Team Orienteering Problem and the Capacitated Profitable Tour Problem. A restricted master heuristic is applied at each node of the branch-and-bound tree in order to

  12. ISOGEOMETRIC SHAPE OPTIMIZATION FOR ELECTROMAGNETIC SCATTERING PROBLEMS

    DEFF Research Database (Denmark)

    Nguyen, D. M.; Evgrafov, Anton; Gravesen, Jens

    2012-01-01

    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...

  13. Advances in bio-inspired computing for combinatorial optimization problems

    CERN Document Server

    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

  14. A Linearized Relaxing Algorithm for the Specific Nonlinear Optimization Problem

    Directory of Open Access Journals (Sweden)

    Mio Horai

    2016-01-01

    Full Text Available We propose a new method for the specific nonlinear and nonconvex global optimization problem by using a linear relaxation technique. To simplify the specific nonlinear and nonconvex optimization problem, we transform the problem to the lower linear relaxation form, and we solve the linear relaxation optimization problem by the Branch and Bound Algorithm. Under some reasonable assumptions, the global convergence of the algorithm is certified for the problem. Numerical results show that this method is more efficient than the previous methods.

  15. A Linear Programming Reformulation of the Standard Quadratic Optimization Problem

    NARCIS (Netherlands)

    de Klerk, E.; Pasechnik, D.V.

    2005-01-01

    The problem of minimizing a quadratic form over the standard simplex is known as the standard quadratic optimization problem (SQO).It is NPhard, and contains the maximum stable set problem in graphs as a special case.In this note we show that the SQO problem may be reformulated as an (exponentially

  16. Optimization strategies for complex engineering applications

    Energy Technology Data Exchange (ETDEWEB)

    Eldred, M.S.

    1998-02-01

    LDRD research activities have focused on increasing the robustness and efficiency of optimization studies for computationally complex engineering problems. Engineering applications can be characterized by extreme computational expense, lack of gradient information, discrete parameters, non-converging simulations, and nonsmooth, multimodal, and discontinuous response variations. Guided by these challenges, the LDRD research activities have developed application-specific techniques, fundamental optimization algorithms, multilevel hybrid and sequential approximate optimization strategies, parallel processing approaches, and automatic differentiation and adjoint augmentation methods. This report surveys these activities and summarizes the key findings and recommendations.

  17. 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...

  18. 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 prov...

  19. Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

    Science.gov (United States)

    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.

  20. Sufficient conditions for Lagrange, Mayer, and Bolza optimization problems

    Directory of Open Access Journals (Sweden)

    Boltyanski V.

    2001-01-01

    Full Text Available The Maximum Principle [2,13] is a well known necessary condition for optimality. This condition, generally, is not sufficient. In [3], the author proved that if there exists regular synthesis of trajectories, the Maximum Principle also is a sufficient condition for time-optimality. In this article, we generalize this result for Lagrange, Mayer, and Bolza optimization problems.

  1. Optimal Control Problems for Nonlinear Variational Evolution Inequalities

    Directory of Open Access Journals (Sweden)

    Eun-Young Ju

    2013-01-01

    Full Text Available We deal with optimal control problems governed by semilinear parabolic type equations and in particular described by variational inequalities. We will also characterize the optimal controls by giving necessary conditions for optimality by proving the Gâteaux differentiability of solution mapping on control variables.

  2. Mathematical programming methods for large-scale topology optimization problems

    DEFF Research Database (Denmark)

    Rojas Labanda, Susana

    for mechanical problems, but has rapidly extended to many other disciplines, such as fluid dynamics and biomechanical problems. However, the novelty and improvements of optimization methods has been very limited. It is, indeed, necessary to develop of new optimization methods to improve the final designs......, and at the same time, reduce the number of function evaluations. Nonlinear optimization methods, such as sequential quadratic programming and interior point solvers, have almost not been embraced by the topology optimization community. Thus, this work is focused on the introduction of this kind of second...... 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...

  3. 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......The present talk is concerned with the application of topology optimization to creeping flow problems in 3D. This research is driven by the fact that topology optimization has proven very successful as a tool in academic and industrial design problems. Success stories are reported from such diverse...

  4. Applications of functional analysis to optimal control problems

    International Nuclear Information System (INIS)

    Mizukami, K.

    1976-01-01

    Some basic concepts in functional analysis, a general norm, the Hoelder inequality, functionals and the Hahn-Banach theorem are described; a mathematical formulation of two optimal control problems is introduced by the method of functional analysis. The problem of time-optimal control systems with both norm constraints on control inputs and on state variables at discrete intermediate times is formulated as an L-problem in the theory of moments. The simplex method is used for solving a non-linear minimizing problem inherent in the functional analysis solution to this problem. Numerical results are presented for a train operation. The second problem is that of optimal control of discrete linear systems with quadratic cost functionals. The problem is concerned with the case of unconstrained control and fixed endpoints. This problem is formulated in terms of norms of functionals on suitable Banach spaces. (author)

  5. Optimization Problems in Supply Chain Management

    NARCIS (Netherlands)

    D. Romero Morales (Dolores)

    2000-01-01

    textabstractMaria Dolores Romero Morales was born on Augustus 5th, 1971, in Sevilla (Spain). She studied Mathematics at University of Sevilla from 1989 to 1994 and specialized in Statistics and Operations Research. She wrote her Master's thesis on Global Optimization in Location Theory under the

  6. 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.

  7. Topology optimization of fluid-structure-interaction problems in poroelasticity

    DEFF Research Database (Denmark)

    Andreasen, Casper Schousboe; Sigmund, Ole

    2013-01-01

    This paper presents a method for applying topology optimization to fluid-structure interaction problems in saturated poroelastic media. The method relies on a multiple-scale method applied to periodic media. The resulting model couples the Stokes flow in the pores of the structure with the deform...... by topology optimization in order to optimize the performance of a shock absorber and test the pressure loading capabilities and optimization of an internally pressurized lid. © 2013 Published by Elsevier B.V....

  8. Some Optimization Problems for p-Laplacian Type Equations

    International Nuclear Information System (INIS)

    Del Pezzo, L. M.; Fernandez Bonder, J.

    2009-01-01

    In this paper we study some optimization problems for nonlinear elastic membranes. More precisely, we consider the problem of optimizing the cost functional over some admissible class of loads f where u is the (unique) solution to the problem -Δ p u+ vertical bar u vertical bar p-2 u=0 in Ω with vertical bar ∇u vertical bar p-2 u ν =f on ∂Ω

  9. A Global Optimization Algorithm for Sum of Linear Ratios Problem

    OpenAIRE

    Yuelin Gao; Siqiao Jin

    2013-01-01

    We equivalently transform the sum of linear ratios programming problem into bilinear programming problem, then by using the linear characteristics of convex envelope and concave envelope of double variables product function, linear relaxation programming of the bilinear programming problem is given, which can determine the lower bound of the optimal value of original problem. Therefore, a branch and bound algorithm for solving sum of linear ratios programming problem is put forward, and the c...

  10. 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

  11. Portfolio optimization and the random magnet problem

    Science.gov (United States)

    Rosenow, B.; Plerou, V.; Gopikrishnan, P.; Stanley, H. E.

    2002-08-01

    Diversification of an investment into independently fluctuating assets reduces its risk. In reality, movements of assets are mutually correlated and therefore knowledge of cross-correlations among asset price movements are of great importance. Our results support the possibility that the problem of finding an investment in stocks which exposes invested funds to a minimum level of risk is analogous to the problem of finding the magnetization of a random magnet. The interactions for this "random magnet problem" are given by the cross-correlation matrix C of stock returns. We find that random matrix theory allows us to make an estimate for C which outperforms the standard estimate in terms of constructing an investment which carries a minimum level of risk.

  12. Topology optimization problems with design-dependent sets of constraints

    DEFF Research Database (Denmark)

    Schou, Marie-Louise Højlund

    Topology optimization is a design tool which is used in numerous fields. It can be used whenever the design is driven by weight and strength considerations. The basic concept of topology optimization is the interpretation of partial differential equation coefficients as effective material...... properties and designing through changing these coefficients. For example, consider a continuous structure. Then the basic concept is to represent this structure by small pieces of material that are coinciding with the elements of a finite element model of the structure. This thesis treats stress constrained...... structural topology optimization problems. For such problems a stress constraint for an element should only be present in the optimization problem when the structural design variable corresponding to this element has a value greater than zero. We model the stress constrained topology optimization problem...

  13. 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...

  14. 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...

  15. 3rd World Congress on Global Optimization in Engineering & Science

    CERN Document Server

    Ruan, Ning; Xing, Wenxun; WCGO-III; Advances in Global Optimization

    2015-01-01

    This proceedings volume addresses advances in global optimization—a multidisciplinary research field that deals with the analysis, characterization, and computation of global minima and/or maxima of nonlinear, non-convex, and nonsmooth functions in continuous or discrete forms. The volume contains selected papers from the third biannual World Congress on Global Optimization in Engineering & Science (WCGO), held in the Yellow Mountains, Anhui, China on July 8-12, 2013. The papers fall into eight topical sections: mathematical programming; combinatorial optimization; duality theory; topology optimization; variational inequalities and complementarity problems; numerical optimization; stochastic models and simulation; and complex simulation and supply chain analysis.

  16. Solving Multiobjective Optimization Problems Using Artificial Bee Colony Algorithm

    Directory of Open Access Journals (Sweden)

    Wenping Zou

    2011-01-01

    Full Text Available Multiobjective optimization has been a difficult problem and focus for research in fields of science and engineering. This paper presents a novel algorithm based on artificial bee colony (ABC to deal with multi-objective optimization problems. ABC is one of the most recently introduced algorithms based on the intelligent foraging behavior of a honey bee swarm. It uses less control parameters, and it can be efficiently used for solving multimodal and multidimensional optimization problems. Our algorithm uses the concept of Pareto dominance to determine the flight direction of a bee, and it maintains nondominated solution vectors which have been found in an external archive. The proposed algorithm is validated using the standard test problems, and simulation results show that the proposed approach is highly competitive and can be considered a viable alternative to solve multi-objective optimization problems.

  17. Identification of some nonsmooth evolution systems with illustration on adhesive contacts at small strains

    Czech Academy of Sciences Publication Activity Database

    Adam, Lukáš; Outrata, Jiří; Roubíček, Tomáš

    2017-01-01

    Roč. 66, č. 12 (2017), s. 2025-2049 ISSN 0233-1934 R&D Projects: GA ČR GA13-25911S; GA ČR GA13-18652S; GA ČR GAP201/10/0357; GA ČR(CZ) GAP201/12/0671 Grant - others:GA UK(CZ) SVV 260225/2015 Institutional support: RVO:67985556 ; RVO:61388998 Keywords : rate-independent systems * optimal control * identification * fractional-step time discretization * quadratic programming * gradient evaluation * variational analysis * implicit programming approach * limiting subdifferential * coderivative * nonsmooth contact mechanics * delamination Subject RIV: BA - General Mathematics; BA - General Mathematics (UT-L) OBOR OECD: Pure mathematics; Pure mathematics (UT-L) Impact factor: 0.943, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/adam-0453289.pdf

  18. 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.

  19. Present-day Problems and Methods of Optimization in Mechatronics

    Directory of Open Access Journals (Sweden)

    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.

  20. 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 ......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...

  1. Topology optimization for acoustic-structure interaction problems

    DEFF Research Database (Denmark)

    Yoon, Gil Ho; Jensen, Jakob Søndergaard; Sigmund, Ole

    2006-01-01

    We propose a gradient based topology optimization algorithm for acoustic-structure (vibro-acoustic) interaction problems without an explicit interfacing boundary representation. In acoustic-structure interaction problems, the pressure field and the displacement field are governed by the Helmholtz...... to subdomain interfaces evolving during the optimization process. In this paper, we propose to use a mixed finite element formulation with displacements and pressure as primary variables (u/p formulation) which eliminates the need for explicit boundary representation. In order to describe the Helmholtz......-dimensional acoustic-structure interaction problems are optimized to show the validity of the proposed method....

  2. On the Application of Iterative Methods of Nondifferentiable Optimization to Some Problems of Approximation Theory

    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.

  3. Comparison of optimal design methods in inverse problems

    International Nuclear Information System (INIS)

    Banks, H T; Holm, K; Kappel, F

    2011-01-01

    Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst–Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667–77; De Gaetano A and Arino O 2000 J. Math. Biol. 40 136–68; Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979–90)

  4. Comparison of optimal design methods in inverse problems

    Science.gov (United States)

    Banks, H. T.; Holm, K.; Kappel, F.

    2011-07-01

    Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst-Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667-77 De Gaetano A and Arino O 2000 J. Math. Biol. 40 136-68 Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979-90).

  5. New Exact Penalty Functions for Nonlinear Constrained Optimization Problems

    Directory of Open Access Journals (Sweden)

    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.

  6. An optimal control approach to manpower planning problem

    Directory of Open Access Journals (Sweden)

    H. W. J. Lee

    2001-01-01

    Full Text Available A manpower planning problem is studied in this paper. The model includes scheduling different types of workers over different tasks, employing and terminating different types of workers, and assigning different types of workers to various trainning programmes. The aim is to find an optimal way to do all these while keeping the time-varying demand for minimum number of workers working on each different tasks satisfied. The problem is posed as an optimal discrete-valued control problem in discrete time. A novel numerical scheme is proposed to solve the problem, and an illustrative example is provided.

  7. Topology Optimization of Large Scale Stokes Flow Problems

    DEFF Research Database (Denmark)

    Aage, Niels; Poulsen, Thomas Harpsøe; Gersborg-Hansen, Allan

    2008-01-01

    This note considers topology optimization of large scale 2D and 3D Stokes flow problems using parallel computations. We solve problems with up to 1.125.000 elements in 2D and 128.000 elements in 3D on a shared memory computer consisting of Sun UltraSparc IV CPUs.......This note considers topology optimization of large scale 2D and 3D Stokes flow problems using parallel computations. We solve problems with up to 1.125.000 elements in 2D and 128.000 elements in 3D on a shared memory computer consisting of Sun UltraSparc IV CPUs....

  8. Optimal stability polynomials for numerical integration of initial value problems

    KAUST Repository

    Ketcheson, David I.; Ahmadia, Aron

    2013-01-01

    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

  9. Infinite-horizon optimal control problems in economics

    Energy Technology Data Exchange (ETDEWEB)

    Aseev, Sergei M; Besov, Konstantin O; Kryazhimskii, Arkadii V

    2012-04-30

    This paper extends optimal control theory to a class of infinite-horizon problems that arise in studying models of optimal dynamic allocation of economic resources. In a typical problem of this sort the initial state is fixed, no constraints are imposed on the behaviour of the admissible trajectories at large times, and the objective functional is given by a discounted improper integral. We develop the method of finite-horizon approximations in a broad context and use it to derive complete versions of the Pontryagin maximum principle for such problems. We provide sufficient conditions for the normality of infinite-horizon optimal control problems and for the validity of the 'standard' limit transversality conditions with time going to infinity. As a meaningful example, we consider a new two-sector model of optimal economic growth subject to a random jump in prices. Bibliography: 53 titles.

  10. An inverse optimal control problem in the electrical discharge ...

    Indian Academy of Sciences (India)

    Marin Gostimirovic

    2018-05-10

    May 10, 2018 ... Keywords. EDM process; discharge energy; heat source parameters; inverse problem; optimization. 1. Introduction .... ation, thermal modeling of the EDM process would become ..... simulation of die-sinking EDM. CIRP Ann.

  11. Infinite-horizon optimal control problems in economics

    International Nuclear Information System (INIS)

    Aseev, Sergei M; Besov, Konstantin O; Kryazhimskii, Arkadii V

    2012-01-01

    This paper extends optimal control theory to a class of infinite-horizon problems that arise in studying models of optimal dynamic allocation of economic resources. In a typical problem of this sort the initial state is fixed, no constraints are imposed on the behaviour of the admissible trajectories at large times, and the objective functional is given by a discounted improper integral. We develop the method of finite-horizon approximations in a broad context and use it to derive complete versions of the Pontryagin maximum principle for such problems. We provide sufficient conditions for the normality of infinite-horizon optimal control problems and for the validity of the 'standard' limit transversality conditions with time going to infinity. As a meaningful example, we consider a new two-sector model of optimal economic growth subject to a random jump in prices. Bibliography: 53 titles.

  12. An Optimal Linear Coding for Index Coding Problem

    OpenAIRE

    Pezeshkpour, Pouya

    2015-01-01

    An optimal linear coding solution for index coding problem is established. Instead of network coding approach by focus on graph theoric and algebraic methods a linear coding program for solving both unicast and groupcast index coding problem is presented. The coding is proved to be the optimal solution from the linear perspective and can be easily utilize for any number of messages. The importance of this work is lying mostly on the usage of the presented coding in the groupcast index coding ...

  13. 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

  14. Nonlinear Multidimensional Assignment Problems Efficient Conic Optimization Methods and Applications

    Science.gov (United States)

    2015-06-24

    WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) Arizona State University School of Mathematical & Statistical Sciences 901 S...SUPPLEMENTARY NOTES 14. ABSTRACT The major goals of this project were completed: the exact solution of previously unsolved challenging combinatorial optimization... combinatorial optimization problem, the Directional Sensor Problem, was solved in two ways. First, heuristically in an engineering fashion and second, exactly

  15. Topology optimization of vibration and wave propagation problems

    DEFF Research Database (Denmark)

    Jensen, Jakob Søndergaard

    2007-01-01

    The method of topology optimization is a versatile method to determine optimal material layouts in mechanical structures. The method relies on, in principle, unlimited design freedom that can be used to design materials, structures and devices with significantly improved performance and sometimes...... novel functionality. This paper addresses basic issues in simulation and topology design of vibration and wave propagation problems. Steady-state and transient wave propagation problems are addressed and application examples for both cases are presented....

  16. Analyzing the non-smooth dynamics induced by a split-path nonlinear integral controller

    NARCIS (Netherlands)

    Hunnekens, B.G.B.; van Loon, S.J.L.M.; van de Wouw, N.; Heemels, W.P.M.H.; Nijmeijer, H.; Ecker, Horst; Steindl, Alois; Jakubek, Stefan

    2014-01-01

    In this paper, we introduce a novel non-smooth integral controller, which aims at achieving a better transient response in terms of overshoot of a feedback controlled dynamical system. The resulting closed-loop system can be represented as a non-smooth system with different continuous dynamics being

  17. Non-linear second-order periodic systems with non-smooth potential

    Indian Academy of Sciences (India)

    In this paper we study second order non-linear periodic systems driven by the ordinary vector -Laplacian with a non-smooth, locally Lipschitz potential function. Our approach is variational and it is based on the non-smooth critical point theory. We prove existence and multiplicity results under general growth conditions on ...

  18. Non-linear second-order periodic systems with non-smooth potential

    Indian Academy of Sciences (India)

    R. Narasimhan (Krishtel eMaging) 1461 1996 Oct 15 13:05:22

    Abstract. In this paper we study second order non-linear periodic systems driven by the ordinary vector p-Laplacian with a non-smooth, locally Lipschitz potential function. Our approach is variational and it is based on the non-smooth critical point theory. We prove existence and multiplicity results under general growth ...

  19. On some fundamental properties of structural topology optimization problems

    DEFF Research Database (Denmark)

    Stolpe, Mathias

    2010-01-01

    We study some fundamental mathematical properties of discretized structural topology optimization problems. Either compliance is minimized with an upper bound on the volume of the structure, or volume is minimized with an upper bound on the compliance. The design variables are either continuous o....... The presented examples can be used as teaching material in graduate and undergraduate courses on structural topology optimization....

  20. 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.

  1. 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...

  2. Effective Teaching of Economics: A Constrained Optimization Problem?

    Science.gov (United States)

    Hultberg, Patrik T.; Calonge, David Santandreu

    2017-01-01

    One of the fundamental tenets of economics is that decisions are often the result of optimization problems subject to resource constraints. Consumers optimize utility, subject to constraints imposed by prices and income. As economics faculty, instructors attempt to maximize student learning while being constrained by their own and students'…

  3. Climate Intervention as an Optimization Problem

    Science.gov (United States)

    Caldeira, Ken; Ban-Weiss, George A.

    2010-05-01

    Typically, climate models simulations of intentional intervention in the climate system have taken the approach of imposing a change (eg, in solar flux, aerosol concentrations, aerosol emissions) and then predicting how that imposed change might affect Earth's climate or chemistry. Computations proceed from cause to effect. However, humans often proceed from "What do I want?" to "How do I get it?" One approach to thinking about intentional intervention in the climate system ("geoengineering") is to ask "What kind of climate do we want?" and then ask "What pattern of radiative forcing would come closest to achieving that desired climate state?" This involves defining climate goals and a cost function that measures how closely those goals are attained. (An important next step is to ask "How would we go about producing these desired patterns of radiative forcing?" However, this question is beyond the scope of our present study.) We performed a variety of climate simulations in NCAR's CAM3.1 atmospheric general circulation model with a slab ocean model and thermodynamic sea ice model. We then evaluated, for a specific set of climate forcing basis functions (ie, aerosol concentration distributions), the extent to which the climate response to a linear combination of those basis functions was similar to a linear combination of the climate response to each basis function taken individually. We then developed several cost functions (eg, relative to the 1xCO2 climate, minimize rms difference in zonal and annual mean land temperature, minimize rms difference in zonal and annual mean runoff, minimize rms difference in a combination of these temperature and runoff indices) and then predicted optimal combinations of our basis functions that would minimize these cost functions. Lastly, we produced forward simulations of the predicted optimal radiative forcing patterns and compared these with our expected results. Obviously, our climate model is much simpler than reality and

  4. Problems in determining the optimal use of road safety measures

    DEFF Research Database (Denmark)

    Elvik, Rune

    2014-01-01

    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......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...... 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...

  5. Random Matrix Approach for Primal-Dual Portfolio Optimization Problems

    Science.gov (United States)

    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.

  6. Prederivatives of gamma paraconvex set-valued maps and Pareto optimality conditions for set optimization problems.

    Science.gov (United States)

    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.

  7. 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.

  8. The Expanded Invasive Weed Optimization Metaheuristic for Solving Continuous and Discrete Optimization Problems

    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.

  9. 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.

  10. 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 ...

  11. 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.

  12. An intutionistic fuzzy optimization approach to vendor selection problem

    Directory of Open Access Journals (Sweden)

    Prabjot Kaur

    2016-09-01

    Full Text Available Selecting the right vendor is an important business decision made by any organization. The decision involves multiple criteria and if the objectives vary in preference and scope, then nature of decision becomes multiobjective. In this paper, a vendor selection problem has been formulated as an intutionistic fuzzy multiobjective optimization where appropriate number of vendors is to be selected and order allocated to them. The multiobjective problem includes three objectives: minimizing the net price, maximizing the quality, and maximizing the on time deliveries subject to supplier's constraints. The objection function and the demand are treated as intutionistic fuzzy sets. An intutionistic fuzzy set has its ability to handle uncertainty with additional degrees of freedom. The Intutionistic fuzzy optimization (IFO problem is converted into a crisp linear form and solved using optimization software Tora. The advantage of IFO is that they give better results than fuzzy/crisp optimization. The proposed approach is explained by a numerical example.

  13. Nonlinear dynamics of a nonsmooth shape memory alloy oscillator

    International Nuclear Information System (INIS)

    Cardozo dos Santos, Bruno; Amorim Savi, Marcelo

    2009-01-01

    In the last years, there is an increasing interest in nonsmooth system dynamics motivated by different applications including rotor dynamics, oil drilling and machining. Besides, shape memory alloys (SMAs) have been used in various applications exploring their high dissipation capacity related to their hysteretic behavior. This contribution investigates the nonlinear dynamics of shape memory alloy nonsmooth systems considering a linear oscillator with a discontinuous support built with an SMA element. A constitutive model developed by Paiva et al. [Paiva A, Savi MA, Braga AMB, Pacheco PMCL. A constitutive model for shape memory alloys considering tensile-compressive asymmetry and plasticity. Int J Solids Struct 2005;42(11-12):3439-57] is employed to describe the thermomechanical behavior of the SMA element. Numerical investigations show results where the SMA discontinuous support can dramatically change the system dynamics when compared to those associated with a linear elastic support system. A parametric study is of concern showing the system behavior for different system characteristics, forcing excitation and also gaps. These results show that smart materials can be employed in different kinds of mechanical systems exploring some of the remarkable properties of these alloys.

  14. A Global Optimization Algorithm for Sum of Linear Ratios Problem

    Directory of Open Access Journals (Sweden)

    Yuelin Gao

    2013-01-01

    Full Text Available We equivalently transform the sum of linear ratios programming problem into bilinear programming problem, then by using the linear characteristics of convex envelope and concave envelope of double variables product function, linear relaxation programming of the bilinear programming problem is given, which can determine the lower bound of the optimal value of original problem. Therefore, a branch and bound algorithm for solving sum of linear ratios programming problem is put forward, and the convergence of the algorithm is proved. Numerical experiments are reported to show the effectiveness of the proposed algorithm.

  15. 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.

  16. 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.

  17. On the complexity of determining tolerances for ->e--optimal solutions to min-max combinatorial optimization problems

    NARCIS (Netherlands)

    Ghosh, D.; Sierksma, G.

    2000-01-01

    Sensitivity analysis of e-optimal solutions is the problem of calculating the range within which a problem parameter may lie so that the given solution re-mains e-optimal. In this paper we study the sensitivity analysis problem for e-optimal solutions tocombinatorial optimization problems with

  18. Finding Multiple Optimal Solutions to Optimal Load Distribution Problem in Hydropower Plant

    Directory of Open Access Journals (Sweden)

    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.

  19. 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.

  20. A coherent Ising machine for 2000-node optimization problems

    Science.gov (United States)

    Inagaki, Takahiro; Haribara, Yoshitaka; Igarashi, Koji; Sonobe, Tomohiro; Tamate, Shuhei; Honjo, Toshimori; Marandi, Alireza; McMahon, Peter L.; Umeki, Takeshi; Enbutsu, Koji; Tadanaga, Osamu; Takenouchi, Hirokazu; Aihara, Kazuyuki; Kawarabayashi, Ken-ichi; Inoue, Kyo; Utsunomiya, Shoko; Takesue, Hiroki

    2016-11-01

    The analysis and optimization of complex systems can be reduced to mathematical problems collectively known as combinatorial optimization. Many such problems can be mapped onto ground-state search problems of the Ising model, and various artificial spin systems are now emerging as promising approaches. However, physical Ising machines have suffered from limited numbers of spin-spin couplings because of implementations based on localized spins, resulting in severe scalability problems. We report a 2000-spin network with all-to-all spin-spin couplings. Using a measurement and feedback scheme, we coupled time-multiplexed degenerate optical parametric oscillators to implement maximum cut problems on arbitrary graph topologies with up to 2000 nodes. Our coherent Ising machine outperformed simulated annealing in terms of accuracy and computation time for a 2000-node complete graph.

  1. Optimal stability polynomials for numerical integration of initial value problems

    KAUST Repository

    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.

  2. The Coral Reefs Optimization Algorithm: A Novel Metaheuristic for Efficiently Solving Optimization Problems

    Science.gov (United States)

    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

  3. Optimal recombination in genetic algorithms for combinatorial optimization problems: Part I

    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. We consider efficient reductions of the ORPs, allowing to establish polynomial solvability or NP-hardness of the ORPs, as well as direct proofs of hardness results. Part I presents the basic principles of optimal recombination with a survey of results on Boolean Linear Programming Problems. Part II (to appear in a subsequent issue is devoted to the ORPs for problems which are naturally formulated in terms of search for an optimal permutation.

  4. 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)

  5. 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 $\\mathbb{S}^2$.

  6. An analysis of the Rayleigh–Stokes problem for a generalized second-grade fluid

    KAUST Repository

    Bazhlekova, Emilia

    2014-11-26

    © 2014, The Author(s). We study the Rayleigh–Stokes problem for a generalized second-grade fluid which involves a Riemann–Liouville fractional derivative in time, and present an analysis of the problem in the continuous, space semidiscrete and fully discrete formulations. We establish the Sobolev regularity of the homogeneous problem for both smooth and nonsmooth initial data v, including v∈L2(Ω). A space semidiscrete Galerkin scheme using continuous piecewise linear finite elements is developed, and optimal with respect to initial data regularity error estimates for the finite element approximations are derived. Further, two fully discrete schemes based on the backward Euler method and second-order backward difference method and the related convolution quadrature are developed, and optimal error estimates are derived for the fully discrete approximations for both smooth and nonsmooth initial data. Numerical results for one- and two-dimensional examples with smooth and nonsmooth initial data are presented to illustrate the efficiency of the method, and to verify the convergence theory.

  7. An analysis of the Rayleigh–Stokes problem for a generalized second-grade fluid

    KAUST Repository

    Bazhlekova, Emilia; Jin, Bangti; Lazarov, Raytcho; Zhou, Zhi

    2014-01-01

    © 2014, The Author(s). We study the Rayleigh–Stokes problem for a generalized second-grade fluid which involves a Riemann–Liouville fractional derivative in time, and present an analysis of the problem in the continuous, space semidiscrete and fully discrete formulations. We establish the Sobolev regularity of the homogeneous problem for both smooth and nonsmooth initial data v, including v∈L2(Ω). A space semidiscrete Galerkin scheme using continuous piecewise linear finite elements is developed, and optimal with respect to initial data regularity error estimates for the finite element approximations are derived. Further, two fully discrete schemes based on the backward Euler method and second-order backward difference method and the related convolution quadrature are developed, and optimal error estimates are derived for the fully discrete approximations for both smooth and nonsmooth initial data. Numerical results for one- and two-dimensional examples with smooth and nonsmooth initial data are presented to illustrate the efficiency of the method, and to verify the convergence theory.

  8. Damage Mechanism in Counter Pairs Caused by Bionic Non-smoothed Surface

    Directory of Open Access Journals (Sweden)

    ZHANG Zhan-hui

    2016-08-01

    Full Text Available Four biomimetic non-smoothed surface specimens with different shapes were prepared by laser processing. Tests were conducted on MMU-5G wear and abrasion test machine to study the influencing rule of non-smoothed surfaces on counter pairs. The results show that the mass loss of the friction pair matching with the non-smoothed units is much greater than the ones matching with the smooth specimens. The pairs matching with different non-smoothed units suffer differently. The non-smoothed surface protruding zone exerts micro cutting on counter pairs. The striation causes the greatest mass loss of the pairs than the other non-smoothed units, which almost doubles the damage of the grid ones suffering the least. The difference in pairs damage is attributed to the different mechanism of undertaking the load in the process of wear. The damage can be alleviated effectively by changing the shapes of the units without increasing or decreasing the area ratio of the non-smoothed units.

  9. Parallel and Cooperative Particle Swarm Optimizer for Multimodal Problems

    Directory of Open Access Journals (Sweden)

    Geng Zhang

    2015-01-01

    Full Text Available Although the original particle swarm optimizer (PSO method and its related variant methods show some effectiveness for solving optimization problems, it may easily get trapped into local optimum especially when solving complex multimodal problems. Aiming to solve this issue, this paper puts forward a novel method called parallel and cooperative particle swarm optimizer (PCPSO. In case that the interacting of the elements in D-dimensional function vector X=[x1,x2,…,xd,…,xD] is independent, cooperative particle swarm optimizer (CPSO is used. Based on this, the PCPSO is presented to solve real problems. Since the dimension cannot be split into several lower dimensional search spaces in real problems because of the interacting of the elements, PCPSO exploits the cooperation of two parallel CPSO algorithms by orthogonal experimental design (OED learning. Firstly, the CPSO algorithm is used to generate two locally optimal vectors separately; then the OED is used to learn the merits of these two vectors and creates a better combination of them to generate further search. Experimental studies on a set of test functions show that PCPSO exhibits better robustness and converges much closer to the global optimum than several other peer algorithms.

  10. Optimal Control Problems for Partial Differential Equations on Reticulated Domains

    CERN Document Server

    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

  11. 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.

  12. 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.

  13. Coevolutionary particle swarm optimization using Gaussian distribution for solving constrained optimization problems.

    Science.gov (United States)

    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.

  14. 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...

  15. Solving optimization problems by the public goods game

    Science.gov (United States)

    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.

  16. Newton-type methods for optimization and variational problems

    CERN Document Server

    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...

  17. 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.

  18. Compiling Planning into Quantum Optimization Problems: A Comparative Study

    Science.gov (United States)

    2015-06-07

    to SAT, and then reduces higher order terms to quadratic terms through a series of gadgets . Our mappings allow both positive and negative preconditions...to its being specific to this type of problem) and likely benefits from an homogeneous parameter setting (Venturelli et al. 2014), as it generates a...Guzik, A. 2013. Resource efficient gadgets for compiling adiabatic quan- tum optimization problems. Annalen der Physik 525(10- 11):877–888. Blum, A

  19. Optimal Results and Numerical Simulations for Flow Shop Scheduling Problems

    Directory of Open Access Journals (Sweden)

    Tao Ren

    2012-01-01

    Full Text Available This paper considers the m-machine flow shop problem with two objectives: makespan with release dates and total quadratic completion time, respectively. For Fm|rj|Cmax, we prove the asymptotic optimality for any dense scheduling when the problem scale is large enough. For Fm‖ΣCj2, improvement strategy with local search is presented to promote the performance of the classical SPT heuristic. At the end of the paper, simulations show the effectiveness of the improvement strategy.

  20. Agent assisted interactive algorithm for computationally demanding multiobjective optimization problems

    OpenAIRE

    Ojalehto, Vesa; Podkopaev, Dmitry; Miettinen, Kaisa

    2015-01-01

    We generalize the applicability of interactive methods for solving computationally demanding, that is, time-consuming, multiobjective optimization problems. For this purpose we propose a new agent assisted interactive algorithm. It employs a computationally inexpensive surrogate problem and four different agents that intelligently update the surrogate based on the preferences specified by a decision maker. In this way, we decrease the waiting times imposed on the decision maker du...

  1. Numerical optimization of Combined Heat and Power Organic Rankine Cycles – Part A: Design optimization

    International Nuclear Information System (INIS)

    Martelli, Emanuele; Capra, Federico; Consonni, Stefano

    2015-01-01

    This two-part paper proposes an approach based on state-of-the-art numerical optimization methods for simultaneously determining the most profitable design and part-load operation of Combined Heat and Power Organic Rankine Cycles. Compared to the usual design practice, the important advantages of the proposed approach are (i) to consider the part-load performance of the ORC at the design stage, (ii) to optimize not only the cycle variables, but also the main turbine design variables (number of stages, stage loads, rotational speed). In this first part (Part A), the design model and the optimization algorithm are presented and tested on a real-world test case. PGS-COM, a recently proposed hybrid derivative-free algorithm, allows to efficiently tackle the challenging non-smooth black-box problem. - Highlights: • Algorithm for the simultaneous optimization Organic Rakine Cycle and turbine. • Thermodynamic and economic models of boiler, cycle, turbine are developed. • Non-smooth black-box optimization problem is successfully tackled with PGS-COM. • Test cases show that the algorithm returns optimal solutions within 4 min. • Toluene outperforms MDM (a siloxane) in terms of efficiency and costs.

  2. 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.

  3. On the equivalence of optimality criterion and sequential approximate optimization methods in the classical layout problem

    NARCIS (Netherlands)

    Groenwold, A.A.; Etman, L.F.P.

    2008-01-01

    We study the classical topology optimization problem, in which minimum compliance is sought, subject to linear constraints. Using a dual statement, we propose two separable and strictly convex subproblems for use in sequential approximate optimization (SAO) algorithms.Respectively, the subproblems

  4. 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.

  5. Quadratic third-order tensor optimization problem with quadratic constraints

    Directory of Open Access Journals (Sweden)

    Lixing Yang

    2014-05-01

    Full Text Available Quadratically constrained quadratic programs (QQPs problems play an important modeling role for many diverse problems. These problems are in general NP hard and numerically intractable. Semidenite programming (SDP relaxations often provide good approximate solutions to these hard problems. For several special cases of QQP, e.g., convex programs and trust region subproblems, SDP relaxation provides the exact optimal value, i.e., there is a zero duality gap. However, this is not true for the general QQP, or even the QQP with two convex constraints, but a nonconvex objective.In this paper, we consider a certain QQP where the variable is neither vector nor matrix but a third-order tensor. This problem can be viewed as a generalization of the ordinary QQP with vector or matrix as it's variant. Under some mild conditions, we rst show that SDP relaxation provides exact optimal solutions for the original problem. Then we focus on two classes of homogeneous quadratic tensor programming problems which have no requirements on the constraints number. For one, we provide an easily implemental polynomial time algorithm to approximately solve the problem and discuss the approximation ratio. For the other, we show there is no gap between the SDP relaxation and itself.

  6. Optimization problems with equilibrium constraints and their numerical solution

    Czech Academy of Sciences Publication Activity Database

    Kočvara, Michal; Outrata, Jiří

    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

  7. 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...

  8. Optimal portfolio selection for general provisioning and terminal wealth problems

    NARCIS (Netherlands)

    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.

  9. Optimal portfolio selection for general provisioning and terminal wealth problems

    NARCIS (Netherlands)

    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

  10. New preconditioned conjugate gradient algorithms for nonlinear unconstrained optimization problems

    International Nuclear Information System (INIS)

    Al-Bayati, A.; Al-Asadi, N.

    1997-01-01

    This paper presents two new predilection conjugate gradient algorithms for nonlinear unconstrained optimization problems and examines their computational performance. Computational experience shows that the new proposed algorithms generally imp lone the efficiency of Nazareth's [13] preconditioned conjugate gradient algorithm. (authors). 16 refs., 1 tab

  11. Generalized Nash equilibrium problems, bilevel programming and mpec

    CERN Document Server

    Lalitha, CS

    2017-01-01

    The book discusses three classes of problems: the generalized Nash equilibrium problems, the bilevel problems and the mathematical programming with equilibrium constraints (MPEC). These problems interact through their mathematical analysis as well as their applications. The primary aim of the book is to present the modern tool of variational analysis and optimization, which are used to analyze these three classes of problems. All contributing authors are respected academicians, scientists and researchers from around the globe. These contributions are based on the lectures delivered by experts at CIMPA School, held at the University of Delhi, India, from 25 November–6 December 2013, and peer-reviewed by international experts. The book contains five chapters. Chapter 1 deals with nonsmooth, nonconvex bilevel optimization problems whose feasible set is described by using the graph of the solution set mapping of a parametric optimization problem. Chapter 2 describes a constraint qualification to MPECs considere...

  12. Proposal of Evolutionary Simplex Method for Global Optimization Problem

    Science.gov (United States)

    Shimizu, Yoshiaki

    To make an agile decision in a rational manner, role of optimization engineering has been notified increasingly under diversified customer demand. With this point of view, in this paper, we have proposed a new evolutionary method serving as an optimization technique in the paradigm of optimization engineering. The developed method has prospects to solve globally various complicated problem appearing in real world applications. It is evolved from the conventional method known as Nelder and Mead’s Simplex method by virtue of idea borrowed from recent meta-heuristic method such as PSO. Mentioning an algorithm to handle linear inequality constraints effectively, we have validated effectiveness of the proposed method through comparison with other methods using several benchmark problems.

  13. Redundant interferometric calibration as a complex optimization problem

    Science.gov (United States)

    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.

  14. 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

  15. 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

  16. Optimizing investment fund allocation using vehicle routing problem framework

    Science.gov (United States)

    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.

  17. Essays on variational approximation techniques for stochastic optimization problems

    Science.gov (United States)

    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

  18. Ordinal optimization and its application to complex deterministic problems

    Science.gov (United States)

    Yang, Mike Shang-Yu

    1998-10-01

    We present in this thesis a new perspective to approach a general class of optimization problems characterized by large deterministic complexities. Many problems of real-world concerns today lack analyzable structures and almost always involve high level of difficulties and complexities in the evaluation process. Advances in computer technology allow us to build computer models to simulate the evaluation process through numerical means, but the burden of high complexities remains to tax the simulation with an exorbitant computing cost for each evaluation. Such a resource requirement makes local fine-tuning of a known design difficult under most circumstances, let alone global optimization. Kolmogorov equivalence of complexity and randomness in computation theory is introduced to resolve this difficulty by converting the complex deterministic model to a stochastic pseudo-model composed of a simple deterministic component and a white-noise like stochastic term. The resulting randomness is then dealt with by a noise-robust approach called Ordinal Optimization. Ordinal Optimization utilizes Goal Softening and Ordinal Comparison to achieve an efficient and quantifiable selection of designs in the initial search process. The approach is substantiated by a case study in the turbine blade manufacturing process. The problem involves the optimization of the manufacturing process of the integrally bladed rotor in the turbine engines of U.S. Air Force fighter jets. The intertwining interactions among the material, thermomechanical, and geometrical changes makes the current FEM approach prohibitively uneconomical in the optimization process. The generalized OO approach to complex deterministic problems is applied here with great success. Empirical results indicate a saving of nearly 95% in the computing cost.

  19. Statistical physics of hard combinatorial optimization: Vertex cover problem

    Science.gov (United States)

    Zhao, Jin-Hua; Zhou, Hai-Jun

    2014-07-01

    Typical-case computation complexity is a research topic at the boundary of computer science, applied mathematics, and statistical physics. In the last twenty years, the replica-symmetry-breaking mean field theory of spin glasses and the associated message-passing algorithms have greatly deepened our understanding of typical-case computation complexity. In this paper, we use the vertex cover problem, a basic nondeterministic-polynomial (NP)-complete combinatorial optimization problem of wide application, as an example to introduce the statistical physical methods and algorithms. We do not go into the technical details but emphasize mainly the intuitive physical meanings of the message-passing equations. A nonfamiliar reader shall be able to understand to a large extent the physics behind the mean field approaches and to adjust the mean field methods in solving other optimization problems.

  20. Dynamics and Control of Non-Smooth Systems with Applications to Supercavitating Vehicles

    Science.gov (United States)

    2011-01-01

    ABSTRACT Title of dissertation: Dynamics and Control of Non-Smooth Systems with Applications to Supercavitating Vehicles Vincent Nguyen, Doctor of...relates to the dynamics of non-smooth vehicle systems, and in particular, supercavitating vehicles. These high-speed under- water vehicles are...Applications to Supercavitating Vehicles 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) 5d. PROJECT NUMBER 5e. TASK

  1. Particle Swarm Optimization and Uncertainty Assessment in Inverse Problems

    Directory of Open Access Journals (Sweden)

    José L. G. Pallero

    2018-01-01

    Full Text Available Most inverse problems in the industry (and particularly in geophysical exploration are highly underdetermined because the number of model parameters too high to achieve accurate data predictions and because the sampling of the data space is scarce and incomplete; it is always affected by different kinds of noise. Additionally, the physics of the forward problem is a simplification of the reality. All these facts result in that the inverse problem solution is not unique; that is, there are different inverse solutions (called equivalent, compatible with the prior information that fits the observed data within similar error bounds. In the case of nonlinear inverse problems, these equivalent models are located in disconnected flat curvilinear valleys of the cost-function topography. The uncertainty analysis consists of obtaining a representation of this complex topography via different sampling methodologies. In this paper, we focus on the use of a particle swarm optimization (PSO algorithm to sample the region of equivalence in nonlinear inverse problems. Although this methodology has a general purpose, we show its application for the uncertainty assessment of the solution of a geophysical problem concerning gravity inversion in sedimentary basins, showing that it is possible to efficiently perform this task in a sampling-while-optimizing mode. Particularly, we explain how to use and analyze the geophysical models sampled by exploratory PSO family members to infer different descriptors of nonlinear uncertainty.

  2. 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.

  3. 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.

  4. Multiresolution strategies for the numerical solution of optimal control problems

    Science.gov (United States)

    Jain, Sachin

    There exist many numerical techniques for solving optimal control problems but less work has been done in the field of making these algorithms run faster and more robustly. The main motivation of this work is to solve optimal control problems accurately in a fast and efficient way. Optimal control problems are often characterized by discontinuities or switchings in the control variables. One way of accurately capturing the irregularities in the solution is to use a high resolution (dense) uniform grid. This requires a large amount of computational resources both in terms of CPU time and memory. Hence, in order to accurately capture any irregularities in the solution using a few computational resources, one can refine the mesh locally in the region close to an irregularity instead of refining the mesh uniformly over the whole domain. Therefore, a novel multiresolution scheme for data compression has been designed which is shown to outperform similar data compression schemes. Specifically, we have shown that the proposed approach results in fewer grid points in the grid compared to a common multiresolution data compression scheme. The validity of the proposed mesh refinement algorithm has been verified by solving several challenging initial-boundary value problems for evolution equations in 1D. The examples have demonstrated the stability and robustness of the proposed algorithm. The algorithm adapted dynamically to any existing or emerging irregularities in the solution by automatically allocating more grid points to the region where the solution exhibited sharp features and fewer points to the region where the solution was smooth. Thereby, the computational time and memory usage has been reduced significantly, while maintaining an accuracy equivalent to the one obtained using a fine uniform mesh. Next, a direct multiresolution-based approach for solving trajectory optimization problems is developed. The original optimal control problem is transcribed into a

  5. Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of Itô Stochastic Differential Equations

    KAUST Repository

    Rached, Nadhir B.

    2014-01-06

    A new hybrid adaptive MC forward Euler algorithm for SDEs with singular coefficients and non-smooth observables is developed. This adaptive method is based on the derivation of a new error expansion with computable leading order terms. When a non-smooth binary payoff is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the multilevel Monte Carlo (MLMC) forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case, it recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs, see [2]. The difficulty to extend Giles’ Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.

  6. Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of Itô Stochastic Differential Equations

    KAUST Repository

    Rached, Nadhir B.; Hoel, Haakon; Tempone, Raul

    2014-01-01

    A new hybrid adaptive MC forward Euler algorithm for SDEs with singular coefficients and non-smooth observables is developed. This adaptive method is based on the derivation of a new error expansion with computable leading order terms. When a non-smooth binary payoff is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the multilevel Monte Carlo (MLMC) forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case, it recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs, see [2]. The difficulty to extend Giles’ Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.

  7. Optimizing Human Diet Problem Based on Price and Taste Using

    Directory of Open Access Journals (Sweden)

    Hossein EGHBALI

    2012-07-01

    Full Text Available Low price and good taste of foods are regarded as two major factors for optimal human nutrition. Due to price fluctuations and taste diversity, these two factors cannot be certainly and determinately evaluated. This problem must be viewed from another perspective because of the uncertainty about the amount of nutrients per unit of foods and also diversity of people’s daily needs to receive them.This paper discusses human diet problem in fuzzy environment. The approach deals with multi-objective fuzzy linear programming problem using a fuzzy programming technique for its solution. By prescribing a diet merely based on crisp data, some ofthe realities are neglected. For the same reason, we dealt with human diet problem through fuzzy approach. Results indicated uncertainty about factors of nutrition diet -including taste and price, amount of nutrients and their intake- would affect diet quality, making the proposed diet more realistic.

  8. 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)

  9. A novel comprehensive learning artificial bee colony optimizer for dynamic optimization biological problems

    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.

  10. A novel comprehensive learning artificial bee colony optimizer for dynamic optimization biological problems.

    Science.gov (United States)

    Su, Weixing; Chen, Hanning; Liu, Fang; Lin, Na; Jing, Shikai; Liang, Xiaodan; Liu, Wei

    2017-03-01

    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.

  11. 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

  12. On the MSE Performance and Optimization of Regularized Problems

    KAUST Repository

    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.

  13. 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...... on two applications. The first application is the design of stiff truss structures where the bar areas are chosen from a finite set of available areas. The second considered application is simultaneous topology and geometry design of planar articulated mechanisms. For each application we outline...

  14. Analytic semigroups and optimal regularity in parabolic problems

    CERN Document Server

    Lunardi, Alessandra

    2012-01-01

    The book shows how the abstract methods of analytic semigroups and evolution equations in Banach spaces can be fruitfully applied to the study of parabolic problems. Particular attention is paid to optimal regularity results in linear equations. Furthermore, these results are used to study several other problems, especially fully nonlinear ones. Owing to the new unified approach chosen, known theorems are presented from a novel perspective and new results are derived. The book is self-contained. It is addressed to PhD students and researchers interested in abstract evolution equations and in p

  15. Topology optimization of coated structures and material interface problems

    DEFF Research Database (Denmark)

    Clausen, Anders; Aage, Niels; Sigmund, Ole

    2015-01-01

    This paper presents a novel method for including coated structures and prescribed material interface properties into the minimum compliance topology optimization problem. Several elements of the method are applicable to a broader range of interface problems. The approach extends the standard SIMP......-step filtering/projection approach. The modeled coating thickness is derived analytically, and the coating is shown to be accurately controlled and applied in a highly uniform manner over the structure. An alternative interpretation of the model is to perform single-material design for additive manufacturing...

  16. 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.

  17. 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

  18. 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.

  19. Integrals of Motion for Discrete-Time Optimal Control Problems

    OpenAIRE

    Torres, Delfim F. M.

    2003-01-01

    We obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the discrete time Lagrangian and discrete time control system. As corollaries, results for first-order and higher-order discrete problems of the calculus of variations are obtained.

  20. A fractional optimal control problem for maximizing advertising efficiency

    OpenAIRE

    Igor Bykadorov; Andrea Ellero; Stefania Funari; Elena Moretti

    2007-01-01

    We propose an optimal control problem to model the dynamics of the communication activity of a firm with the aim of maximizing its efficiency. We assume that the advertising effort undertaken by the firm contributes to increase the firm's goodwill and that the goodwill affects the firm's sales. The aim is to find the advertising policies in order to maximize the firm's efficiency index which is computed as the ratio between "outputs" and "inputs" properly weighted; the outputs are represented...

  1. Tokenplan: A Planner for Both Satisfaction and Optimization Problem

    OpenAIRE

    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.

  2. 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.

  3. On Equivalence between Optimality Criteria and Projected Gradient Methods with Application to Topology Optimization Problem

    OpenAIRE

    Ananiev, Sergey

    2006-01-01

    The paper demonstrates the equivalence between the optimality criteria (OC) method, initially proposed by Bendsoe & Kikuchi for topology optimization problem, and the projected gradient method. The equivalence is shown using Hestenes definition of Lagrange multipliers. Based on this development, an alternative formulation of the Karush-Kuhn-Tucker (KKT) condition is suggested. Such reformulation has some advantages, which will be also discussed in the paper. For verification purposes the modi...

  4. Guaranteed Discrete Energy Optimization on Large Protein Design Problems.

    Science.gov (United States)

    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.

  5. 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)

  6. Robust Optimization Model for Production Planning Problem under Uncertainty

    Directory of Open Access Journals (Sweden)

    Pembe GÜÇLÜ

    2017-01-01

    Full Text Available Conditions of businesses change very quickly. To take into account the uncertainty engendered by changes has become almost a rule while planning. Robust optimization techniques that are methods of handling uncertainty ensure to produce less sensitive results to changing conditions. Production planning, is to decide from which product, when and how much will be produced, with a most basic definition. Modeling and solution of the Production planning problems changes depending on structure of the production processes, parameters and variables. In this paper, it is aimed to generate and apply scenario based robust optimization model for capacitated two-stage multi-product production planning problem under parameter and demand uncertainty. With this purpose, production planning problem of a textile company that operate in İzmir has been modeled and solved, then deterministic scenarios’ and robust method’s results have been compared. Robust method has provided a production plan that has higher cost but, will result close to feasible and optimal for most of the different scenarios in the future.

  7. Bi-objective optimization for multi-modal transportation routing planning problem based on Pareto optimality

    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.

  8. An Improved Real-Coded Population-Based Extremal Optimization Method for Continuous Unconstrained Optimization Problems

    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.

  9. Issues and Strategies in Solving Multidisciplinary Optimization Problems

    Science.gov (United States)

    Patnaik, Surya

    2013-01-01

    Optimization research at NASA Glenn Research Center has addressed the design of structures, aircraft and airbreathing propulsion engines. The accumulated multidisciplinary design activity is collected under a testbed entitled COMETBOARDS. Several issues were encountered during the solution of the problems. Four issues and the strategies adapted for their resolution are discussed. This is followed by a discussion on analytical methods that is limited to structural design application. An optimization process can lead to an inefficient local solution. This deficiency was encountered during design of an engine component. The limitation was overcome through an augmentation of animation into optimization. Optimum solutions obtained were infeasible for aircraft and airbreathing propulsion engine problems. Alleviation of this deficiency required a cascading of multiple algorithms. Profile optimization of a beam produced an irregular shape. Engineering intuition restored the regular shape for the beam. The solution obtained for a cylindrical shell by a subproblem strategy converged to a design that can be difficult to manufacture. Resolution of this issue remains a challenge. The issues and resolutions are illustrated through a set of problems: Design of an engine component, Synthesis of a subsonic aircraft, Operation optimization of a supersonic engine, Design of a wave-rotor-topping device, Profile optimization of a cantilever beam, and Design of a cylindrical shell. This chapter provides a cursory account of the issues. Cited references provide detailed discussion on the topics. Design of a structure can also be generated by traditional method and the stochastic design concept. Merits and limitations of the three methods (traditional method, optimization method and stochastic concept) are illustrated. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the

  10. Identification of the Diffusion Parameter in Nonlocal Steady Diffusion Problems

    Energy Technology Data Exchange (ETDEWEB)

    D’Elia, M., E-mail: mdelia@fsu.edu, E-mail: mdelia@sandia.gov [Sandia National Laboratories (United States); Gunzburger, M. [Florida State University (United States)

    2016-04-15

    The problem of identifying the diffusion parameter appearing in a nonlocal steady diffusion equation is considered. The identification problem is formulated as an optimal control problem having a matching functional as the objective of the control and the parameter function as the control variable. The analysis makes use of a nonlocal vector calculus that allows one to define a variational formulation of the nonlocal problem. In a manner analogous to the local partial differential equations counterpart, we demonstrate, for certain kernel functions, the existence of at least one optimal solution in the space of admissible parameters. We introduce a Galerkin finite element discretization of the optimal control problem and derive a priori error estimates for the approximate state and control variables. Using one-dimensional numerical experiments, we illustrate the theoretical results and show that by using nonlocal models it is possible to estimate non-smooth and discontinuous diffusion parameters.

  11. Topology Optimization for Wave Propagation Problems with Experimental Validation

    DEFF Research Database (Denmark)

    Christiansen, Rasmus Ellebæk

    designed using the proposed method is provided. A novel approach for designing meta material slabs with selectively tuned negative refractive behavior is outlined. Numerical examples demonstrating the behavior of a slab under different conditions is provided. Results from an experimental studydemonstrating...... agreement with numerical predictions are presented. Finally an approach for designing acoustic wave shaping devices is treated. Three examples of applications are presented, a directional sound emission device, a wave splitting device and a flat focusing lens. Experimental results for the first two devices......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...

  12. 16th French-German-Polish Conference on Optimization

    CERN Document Server

    Korytowski, Adam; Maurer, Helmut; Szymkat, Maciej

    2016-01-01

    This book contains extended, in-depth presentations of the plenary talks from the 16th French-German-Polish Conference on Optimization, held in Kraków, Poland in 2013. Each chapter in this book exhibits a comprehensive look at new theoretical and/or application-oriented results in mathematical modeling, optimization, and optimal control. Students and researchers involved in image processing, partial differential inclusions, shape optimization, or optimal control theory and its applications to medical and rehabilitation technology, will find this book valuable. The first chapter by Martin Burger provides an overview of recent developments related to Bregman distances, which is an important tool in inverse problems and image processing. The chapter by Piotr Kalita studies the operator version of a first order in time partial differential inclusion and its time discretization. In the chapter by Günter Leugering, Jan Sokołowski and Antoni Żochowski, nonsmooth shape optimization problems for variational inequa...

  13. 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.

  14. 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.

  15. On the degeneracy of the IMRT optimization problem

    International Nuclear Information System (INIS)

    Alber, M.; Meedt, G.; Nuesslin, F.; Reemtsen, R.

    2002-01-01

    One approach to the computation of photon IMRT treatment plans is the formulation of an optimization problem with an objective function that derives from an objective density. An investigation of the second-order properties of such an objective function in a neighborhood of the minimizer opens an intuitive access to many traits of this approach. A general finding is that only a small subset of the parameter space has nonzero curvature, while the objective function is entirely flat in a neighborhood of the minimizer in most directions. The dimension of the subspace of vanishing curvature serves as a measure for the degeneracy of the solution. This finding is important both for algorithm design and evaluation of the mathematical model of clinical intuition, expressed by the objective function. The structure of the subspace of great curvature is found to be imposed on the problem by conflicts between objectives of target and critical structures. These conflicts and their corresponding modes of resolution form a common trait between all reasonable treatment plans of a given case. The high degree of degeneracy makes the use of a conjugate gradient optimization algorithm particularly favorable since the number of iterations to convergence is equivalent to the number of different eigenvalues of the curvature tensor and is hence independent from the number of optimization parameters. A high level of degeneracy of the fluence profiles implies that it should be possible to stipulate further delivery-related conditions without causing severe deterioration of the dose distribution

  16. Adjoint optimization of natural convection problems: differentially heated cavity

    Science.gov (United States)

    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

  17. An elitist teaching-learning-based optimization algorithm for solving complex constrained optimization problems

    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.

  18. Analyze the optimal solutions of optimization problems by means of fractional gradient based system using VIM

    Directory of Open Access Journals (Sweden)

    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.

  19. 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

  20. 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.

  1. Study on ant colony optimization for fuel loading pattern problem

    International Nuclear Information System (INIS)

    Kishi, Hironori; Kitada, Takanori

    2013-01-01

    Modified ant colony optimization (ACO) was applied to the in-core fuel loading pattern (LP) optimization problem to minimize the power peaking factor (PPF) in the modeled 1/4 symmetry PWR core. Loading order was found to be important in ACO. Three different loading orders with and without the adjacent effect between fuel assemblies (FAs) were compared, and it was found that the loading order from the central core is preferable because many selections of FAs to be inserted are available in the core center region. LPs were determined from pheromone trail and heuristic information, which is a priori knowledge based on the feature of the problem. Three types of heuristic information were compared to obtain the desirable performance of searching LPs with low PPF. Moreover, mutation operation, such as the genetic algorithm (GA), was introduced into the ACO algorithm to avoid searching similar LPs because heuristic information used in ACO tends to localize the searching space in the LP problem. The performance of ACO with some improvement was compared with those of simulated annealing and GA. In conclusion, good performance can be achieved by setting proper heuristic information and mutation operation parameter in ACO. (author)

  2. Spectral Analysis of Large Finite Element Problems by Optimization Methods

    Directory of Open Access Journals (Sweden)

    Luca Bergamaschi

    1994-01-01

    Full Text Available Recently an efficient method for the solution of the partial symmetric eigenproblem (DACG, deflated-accelerated conjugate gradient was developed, based on the conjugate gradient (CG minimization of successive Rayleigh quotients over deflated subspaces of decreasing size. In this article four different choices of the coefficient βk required at each DACG iteration for the computation of the new search direction Pk are discussed. The “optimal” choice is the one that yields the same asymptotic convergence rate as the CG scheme applied to the solution of linear systems. Numerical results point out that the optimal βk leads to a very cost effective algorithm in terms of CPU time in all the sample problems presented. Various preconditioners are also analyzed. It is found that DACG using the optimal βk and (LLT−1 as a preconditioner, L being the incomplete Cholesky factor of A, proves a very promising method for the partial eigensolution. It appears to be superior to the Lanczos method in the evaluation of the 40 leftmost eigenpairs of five finite element problems, and particularly for the largest problem, with size equal to 4560, for which the speed gain turns out to fall between 2.5 and 6.0, depending on the eigenpair level.

  3. Visibility-based optimal path and motion planning

    CERN Document Server

    Wang, Paul Keng-Chieh

    2015-01-01

    This monograph deals with various visibility-based path and motion planning problems motivated by real-world applications such as exploration and mapping planetary surfaces, environmental surveillance using stationary or mobile robots, and imaging of global air/pollutant circulation. The formulation and solution of these problems call for concepts and methods from many areas of applied mathematics including computational geometry, set-covering, non-smooth optimization, combinatorial optimization and optimal control. Emphasis is placed on the formulation of new problems and methods of approach to these problems. Since geometry and visualization play important roles in the understanding of these problems, intuitive interpretations of the basic concepts are presented before detailed mathematical development. The development of a particular topic begins with simple cases illustrated by specific examples, and then progresses forward to more complex cases. The intended readers of this monograph are primarily studen...

  4. Conference on Optimization and Its Applications in Control and Data Science

    CERN Document Server

    2016-01-01

    This book focuses on recent research in modern optimization and its implications in control and data analysis. This book is a collection of papers from the conference “Optimization and Its Applications in Control and Data Science” dedicated to Professor Boris T. Polyak, which was held in Moscow, Russia on May 13-15, 2015. This book reflects developments in theory and applications rooted by Professor Polyak’s fundamental contributions to constrained and unconstrained optimization, differentiable and nonsmooth functions, control theory and approximation. Each paper focuses on techniques for solving complex optimization problems in different application areas and recent developments in optimization theory and methods. Open problems in optimization, game theory and control theory are included in this collection which will interest engineers and researchers working with efficient algorithms and software for solving optimization problems in market and data analysis. Theoreticians in operations research, appli...

  5. PID controller tuning using metaheuristic optimization algorithms for benchmark problems

    Science.gov (United States)

    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.

  6. 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)

  7. Macroscopic relationship in primal-dual portfolio optimization problem

    Science.gov (United States)

    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.

  8. Topology optimization of 3D Stokes flow problems

    DEFF Research Database (Denmark)

    Gersborg-Hansen, Allan; Sigmund, Ole; Bendsøe, Martin P.

    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...... 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...

  9. Approximability of optimization problems through adiabatic quantum computation

    CERN Document Server

    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

  10. 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

  11. A recurrent neural network for solving bilevel linear programming problem.

    Science.gov (United States)

    He, Xing; Li, Chuandong; Huang, Tingwen; Li, Chaojie; Huang, Junjian

    2014-04-01

    In this brief, based on the method of penalty functions, a recurrent neural network (NN) modeled by means of a differential inclusion is proposed for solving the bilevel linear programming problem (BLPP). Compared with the existing NNs for BLPP, the model has the least number of state variables and simple structure. Using nonsmooth analysis, the theory of differential inclusions, and Lyapunov-like method, the equilibrium point sequence of the proposed NNs can approximately converge to an optimal solution of BLPP under certain conditions. Finally, the numerical simulations of a supply chain distribution model have shown excellent performance of the proposed recurrent NNs.

  12. Solution for state constrained optimal control problems applied to power split control for hybrid vehicles

    NARCIS (Netherlands)

    Keulen, van T.A.C.; Gillot, J.; Jager, de A.G.; Steinbuch, M.

    2014-01-01

    This paper presents a numerical solution for scalar state constrained optimal control problems. The algorithm rewrites the constrained optimal control problem as a sequence of unconstrained optimal control problems which can be solved recursively as a two point boundary value problem. The solution

  13. 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.

  14. Reactive Robustness and Integrated Approaches for Railway Optimization Problems

    DEFF Research Database (Denmark)

    Haahr, Jørgen Thorlund

    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...... 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...... Solving Competition", where a freight yard optimization problem was considered. The second junior (PhD) prize was awared for the work performed in the \\ROADEF/EURO Challenge 2014: Trains don't vanish!", where the planning of rolling stock movements at a large station was considered. An honorable mention...

  15. 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

  16. Optimization method for an evolutional type inverse heat conduction problem

    Science.gov (United States)

    Deng, Zui-Cha; Yu, Jian-Ning; 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),\\qquad u_x|_{x=0}=u_x|_{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.

  17. A DE-Based Scatter Search for Global Optimization Problems

    Directory of Open Access Journals (Sweden)

    Kun Li

    2015-01-01

    Full Text Available This paper proposes a hybrid scatter search (SS algorithm for continuous global optimization problems by incorporating the evolution mechanism of differential evolution (DE into the reference set updated procedure of SS to act as the new solution generation method. This hybrid algorithm is called a DE-based SS (SSDE algorithm. Since different kinds of mutation operators of DE have been proposed in the literature and they have shown different search abilities for different kinds of problems, four traditional mutation operators are adopted in the hybrid SSDE algorithm. To adaptively select the mutation operator that is most appropriate to the current problem, an adaptive mechanism for the candidate mutation operators is developed. In addition, to enhance the exploration ability of SSDE, a reinitialization method is adopted to create a new population and subsequently construct a new reference set whenever the search process of SSDE is trapped in local optimum. Computational experiments on benchmark problems show that the proposed SSDE is competitive or superior to some state-of-the-art algorithms in the literature.

  18. Enhanced ant colony optimization for inventory routing problem

    Science.gov (United States)

    Wong, Lily; Moin, Noor Hasnah

    2015-10-01

    The inventory routing problem (IRP) integrates and coordinates two important components of supply chain management which are transportation and inventory management. We consider a one-to-many IRP network for a finite planning horizon. The demand for each product is deterministic and time varying as well as a fleet of capacitated homogeneous vehicles, housed at a depot/warehouse, delivers the products from the warehouse to meet the demand specified by the customers in each period. The inventory holding cost is product specific and is incurred at the customer sites. The objective is to determine the amount of inventory and to construct a delivery routing that minimizes both the total transportation and inventory holding cost while ensuring each customer's demand is met over the planning horizon. The problem is formulated as a mixed integer programming problem and is solved using CPLEX 12.4 to get the lower and upper bound (best integer) for each instance considered. We propose an enhanced ant colony optimization (ACO) to solve the problem and the built route is improved by using local search. The computational experiments demonstrating the effectiveness of our approach is presented.

  19. A New Optimization Framework To Solve The Optimal Feeder Reconfiguration And Capacitor Placement Problems

    Directory of Open Access Journals (Sweden)

    Mohammad-Reza Askari

    2015-07-01

    Full Text Available Abstract This paper introduces a new stochastic optimization framework based bat algorithm BA to solve the optimal distribution feeder reconfiguration DFR as well as the shunt capacitor placement and sizing in the distribution systems. The objective functions to be investigated are minimization of the active power losses and minimization of the total network costs an. In order to consider the uncertainties of the active and reactive loads in the problem point estimate method PEM with 2m scheme is employed as the stochastic tool. The feasibility and good performance of the proposed method are examined on the IEEE 69-bus test system.

  20. Modified Monkey Optimization Algorithm for Solving Optimal Reactive Power Dispatch Problem

    Directory of Open Access Journals (Sweden)

    Kanagasabai Lenin

    2015-04-01

    Full Text Available In this paper, a novel approach Modified Monkey optimization (MMO algorithm for solving optimal reactive power dispatch problem has been presented. MMO is a population based stochastic meta-heuristic algorithm and it is inspired by intelligent foraging behaviour of monkeys. This paper improves both local leader and global leader phases.  The proposed (MMO algorithm has been tested in standard IEEE 30 bus test system and simulation results show the worthy performance of the proposed algorithm in reducing the real power loss.

  1. Simultaneous Optimization of Tallies in Difficult Shielding Problems

    International Nuclear Information System (INIS)

    Peplow, Douglas E.; Evans, Thomas M.; Wagner, John C.

    2008-01-01

    Monte Carlo is quite useful for calculating specific quantities in complex transport problems. Many variance reduction strategies have been developed that accelerate Monte Carlo calculations for specific tallies. However, when trying to calculate multiple tallies or a mesh tally, users have had to accept different levels of relative uncertainty among the tallies or run separate calculations optimized for each individual tally. To address this limitation, an extension of the CADIS (Consistent Adjoint Driven Importance Sampling) method, which is used for difficult source/detector problems, has been developed to optimize several tallies or the cells of a mesh tally simultaneously. The basis for this method is the development of an importance function that represents the importance of particles to the objective of uniform Monte Carlo particle density in the desired tally regions. This method utilizes the results of a forward discrete ordinates solution, which may be based on a quick, coarse-mesh calculation, to develop a forward-weighted source for the adjoint calculation. The importance map and the biased source computed from the adjoint flux are then used in the forward Monte Carlo calculation to obtain approximately uniform relative uncertainties for the desired tallies. This extension is called forward-weighted CADIS, or FW-CADIS

  2. Trajectory Optimization Based on Multi-Interval Mesh Refinement Method

    Directory of Open Access Journals (Sweden)

    Ningbo Li

    2017-01-01

    Full Text Available In order to improve the optimization accuracy and convergence rate for trajectory optimization of the air-to-air missile, a multi-interval mesh refinement Radau pseudospectral method was introduced. This method made the mesh endpoints converge to the practical nonsmooth points and decreased the overall collocation points to improve convergence rate and computational efficiency. The trajectory was divided into four phases according to the working time of engine and handover of midcourse and terminal guidance, and then the optimization model was built. The multi-interval mesh refinement Radau pseudospectral method with different collocation points in each mesh interval was used to solve the trajectory optimization model. Moreover, this method was compared with traditional h method. Simulation results show that this method can decrease the dimensionality of nonlinear programming (NLP problem and therefore improve the efficiency of pseudospectral methods for solving trajectory optimization problems.

  3. Necessary optimality conditions of the second oder in a stochastic optimal control problem with delay argument

    Directory of Open Access Journals (Sweden)

    Rashad O. Mastaliev

    2016-12-01

    Full Text Available The optimal control problem of nonlinear stochastic systems which mathematical model is given by Ito stochastic differential equation with delay argument is considered. Assuming that the concerned region is open for the control by the first and the second variation (classical sense of the quality functional we obtain the necessary optimality condition of the first and the second order. In the particular case we receive the stochastic analog of the Legendre—Clebsch condition and some constructively verified conclusions from the second order necessary condition. We investigate the Legendre–Clebsch conditions for the degeneration case and obtain the necessary conditions of optimality for a special control, in the classical sense.

  4. Dynamic-Programming Approaches to Single- and Multi-Stage Stochastic Knapsack Problems for Portfolio Optimization

    National Research Council Canada - National Science Library

    Khoo, Wai

    1999-01-01

    .... These problems model stochastic portfolio optimization problems (SPOPs) which assume deterministic unit weight, and normally distributed unit return with known mean and variance for each item type...

  5. A Framework for Constrained Optimization Problems Based on a Modified Particle Swarm Optimization

    Directory of Open Access Journals (Sweden)

    Biwei Tang

    2016-01-01

    Full Text Available This paper develops a particle swarm optimization (PSO based framework for constrained optimization problems (COPs. Aiming at enhancing the performance of PSO, a modified PSO algorithm, named SASPSO 2011, is proposed by adding a newly developed self-adaptive strategy to the standard particle swarm optimization 2011 (SPSO 2011 algorithm. Since the convergence of PSO is of great importance and significantly influences the performance of PSO, this paper first theoretically investigates the convergence of SASPSO 2011. Then, a parameter selection principle guaranteeing the convergence of SASPSO 2011 is provided. Subsequently, a SASPSO 2011-based framework is established to solve COPs. Attempting to increase the diversity of solutions and decrease optimization difficulties, the adaptive relaxation method, which is combined with the feasibility-based rule, is applied to handle constraints of COPs and evaluate candidate solutions in the developed framework. Finally, the proposed method is verified through 4 benchmark test functions and 2 real-world engineering problems against six PSO variants and some well-known methods proposed in the literature. Simulation results confirm that the proposed method is highly competitive in terms of the solution quality and can be considered as a vital alternative to solve COPs.

  6. PARETO OPTIMAL SOLUTIONS FOR MULTI-OBJECTIVE GENERALIZED ASSIGNMENT PROBLEM

    Directory of Open Access Journals (Sweden)

    S. Prakash

    2012-01-01

    Full Text Available

    ENGLISH ABSTRACT: The Multi-Objective Generalized Assignment Problem (MGAP with two objectives, where one objective is linear and the other one is non-linear, has been considered, with the constraints that a job is assigned to only one worker – though he may be assigned more than one job, depending upon the time available to him. An algorithm is proposed to find the set of Pareto optimal solutions of the problem, determining assignments of jobs to workers with two objectives without setting priorities for them. The two objectives are to minimise the total cost of the assignment and to reduce the time taken to complete all the jobs.

    AFRIKAANSE OPSOMMING: ‘n Multi-doelwit veralgemeende toekenningsprobleem (“multi-objective generalised assignment problem – MGAP” met twee doelwitte, waar die een lineêr en die ander nielineêr is nie, word bestudeer, met die randvoorwaarde dat ‘n taak slegs toegedeel word aan een werker – alhoewel meer as een taak aan hom toegedeel kan word sou die tyd beskikbaar wees. ‘n Algoritme word voorgestel om die stel Pareto-optimale oplossings te vind wat die taaktoedelings aan werkers onderhewig aan die twee doelwitte doen sonder dat prioriteite toegeken word. Die twee doelwitte is om die totale koste van die opdrag te minimiseer en om die tyd te verminder om al die take te voltooi.

  7. Problems of future energy market planning and optimization

    International Nuclear Information System (INIS)

    Vladimir Lelek; David Jaluvka

    2007-01-01

    Problems of future energy supply in the form, which is demanded - heat, liquid fuel, electricity - are described. There are several factors, which probably could be studied separately: technology and its sustain ability with respect to the raw materials resources, long time for capacity construction, for some form of energy even absence of sufficiently deep technology knowledge and model of prices. Prices are specially peculiar problem - they could be very different from the standard approach (investment, operation and maintenance, fuel, profit), if there are market instabilities and you are not able to supply market by the demanded amount form of energy with the consequences on production. Expected effect will be jump in prices or regulated supply to equalize supply and use. Such situation will be until the new capacities are put into operation or new technologies of production are established - it could be time about ten or more years and this can completely change our standard consideration of profit. The main profit will be to avoid losses and unemployment. Also concept of local or domestic raw material resources could be changed - in the free market your resources will be sold to those paying more. Probable development of energy market is described in the article and special attention is devoted to the nuclear energy, which not only consume, but also produce raw material and how to proceed to avoid crises in supply. Contemporary understanding of the problem does not enable to formulate it strictly as mathematical optimization task (Authors)

  8. Automated bond order assignment as an optimization problem.

    Science.gov (United States)

    Dehof, Anna Katharina; Rurainski, Alexander; Bui, Quang Bao Anh; Böcker, Sebastian; Lenhof, Hans-Peter; Hildebrandt, Andreas

    2011-03-01

    Numerous applications in Computational Biology process molecular structures and hence strongly rely not only on correct atomic coordinates but also on correct bond order information. For proteins and nucleic acids, bond orders can be easily deduced but this does not hold for other types of molecules like ligands. For ligands, bond order information is not always provided in molecular databases and thus a variety of approaches tackling this problem have been developed. In this work, we extend an ansatz proposed by Wang et al. that assigns connectivity-based penalty scores and tries to heuristically approximate its optimum. In this work, we present three efficient and exact solvers for the problem replacing the heuristic approximation scheme of the original approach: an A*, an ILP and an fixed-parameter approach (FPT) approach. We implemented and evaluated the original implementation, our A*, ILP and FPT formulation on the MMFF94 validation suite and the KEGG Drug database. We show the benefit of computing exact solutions of the penalty minimization problem and the additional gain when computing all optimal (or even suboptimal) solutions. We close with a detailed comparison of our methods. The A* and ILP solution are integrated into the open-source C++ LGPL library BALL and the molecular visualization and modelling tool BALLView and can be downloaded from our homepage www.ball-project.org. The FPT implementation can be downloaded from http://bio.informatik.uni-jena.de/software/.

  9. Feed Forward Neural Network and Optimal Control Problem with Control and State Constraints

    Science.gov (United States)

    Kmet', Tibor; Kmet'ová, Mária

    2009-09-01

    A feed forward neural network based optimal control synthesis is presented for solving optimal control problems with control and state constraints. The paper extends adaptive critic neural network architecture proposed by [5] to the optimal control problems with control and state constraints. The optimal control problem is transcribed into a nonlinear programming problem which is implemented with adaptive critic neural network. The proposed simulation method is illustrated by the optimal control problem of nitrogen transformation cycle model. Results show that adaptive critic based systematic approach holds promise for obtaining the optimal control with control and state constraints.

  10. Computation of optimal transport and related hedging problems via penalization and neural networks

    OpenAIRE

    Eckstein, Stephan; Kupper, Michael

    2018-01-01

    This paper presents a widely applicable approach to solving (multi-marginal, martingale) optimal transport and related problems via neural networks. The core idea is to penalize the optimization problem in its dual formulation and reduce it to a finite dimensional one which corresponds to optimizing a neural network with smooth objective function. We present numerical examples from optimal transport, martingale optimal transport, portfolio optimization under uncertainty and generative adversa...

  11. Electrical Discharge Platinum Machining Optimization Using Stefan Problem Solutions

    Directory of Open Access Journals (Sweden)

    I. B. Stavitskiy

    2015-01-01

    Full Text Available The article presents the theoretical study results of platinum workability by electrical discharge machining (EDM, based on the solution of the thermal problem of moving the boundary of material change phase, i.e. Stefan problem. The problem solution enables defining the surface melt penetration of the material under the heat flow proceeding from the time of its action and the physical properties of the processed material. To determine the rational EDM operating conditions of platinum the article suggests relating its workability with machinability of materials, for which the rational EDM operating conditions are, currently, defined. It is shown that at low densities of the heat flow corresponding to the finishing EDM operating conditions, the processing conditions used for steel 45 are appropriate for platinum machining; with EDM at higher heat flow densities (e.g. 50 GW / m2 for this purpose copper processing conditions are used; at the high heat flow densities corresponding to heavy roughing EDM it is reasonable to use tungsten processing conditions. The article also represents how the minimum width of the current pulses, at which platinum starts melting and, accordingly, the EDM process becomes possible, depends on the heat flow density. It is shown that the processing of platinum is expedient at a pulse width corresponding to the values, called the effective pulse width. Exceeding these values does not lead to a substantial increase in removal of material per pulse, but considerably reduces the maximum repetition rate and therefore, the EDM capacity. The paper shows the effective pulse width versus the heat flow density. It also presents the dependences of the maximum platinum surface melt penetration and the corresponding pulse width on the heat flow density. Results obtained using solutions of the Stephen heat problem can be used to optimize EDM operating conditions of platinum machining.

  12. Wolf Search Algorithm for Solving Optimal Reactive Power Dispatch Problem

    Directory of Open Access Journals (Sweden)

    Kanagasabai Lenin

    2015-03-01

    Full Text Available This paper presents a new bio-inspired heuristic optimization algorithm called the Wolf Search Algorithm (WSA for solving the multi-objective reactive power dispatch problem. Wolf Search algorithm is a new bio – inspired heuristic algorithm which based on wolf preying behaviour. The way wolves search for food and survive by avoiding their enemies has been imitated to formulate the algorithm for solving the reactive power dispatches. And the speciality  of wolf is  possessing  both individual local searching ability and autonomous flocking movement and this special property has been utilized to formulate the search algorithm .The proposed (WSA algorithm has been tested on standard IEEE 30 bus test system and simulation results shows clearly about the good performance of the proposed algorithm .

  13. Using combinatorial problem decomposition for optimizing plutonium inventory management

    Energy Technology Data Exchange (ETDEWEB)

    Niquil, Y.; Gondran, M. [Electricite de France (EDF), 92 - Clamart (France). Direction des Etudes et Recherches; Voskanian, A. [Electricite de France (EDF), 92 - Clamart (France). Direction des Etudes et Recherches]|[Paris-11 Univ., 91 - Orsay (France). Lab. de Recherche en Informatique

    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) 7 refs.

  14. Fractional and multivariable calculus model building and optimization problems

    CERN Document Server

    Mathai, A M

    2017-01-01

    This textbook presents a rigorous approach to multivariable calculus in the context of model building and optimization problems. This comprehensive overview is based on lectures given at five SERC Schools from 2008 to 2012 and covers a broad range of topics that will enable readers to understand and create deterministic and nondeterministic models. Researchers, advanced undergraduate, and graduate students in mathematics, statistics, physics, engineering, and biological sciences will find this book to be a valuable resource for finding appropriate models to describe real-life situations. The first chapter begins with an introduction to fractional calculus moving on to discuss fractional integrals, fractional derivatives, fractional differential equations and their solutions. Multivariable calculus is covered in the second chapter and introduces the fundamentals of multivariable calculus (multivariable functions, limits and continuity, differentiability, directional derivatives and expansions of multivariable ...

  15. Optimal consumption—portfolio problem with CVaR constraints

    International Nuclear Information System (INIS)

    Zhang, Qingye; Gao, Yan

    2016-01-01

    The optimal portfolio selection is a fundamental issue in finance, and its two most important ingredients are risk and return. Merton's pioneering work in dynamic portfolio selection emphasized only the expected utility of the consumption and the terminal wealth. To make the optimal portfolio strategy be achievable, risk control over bankruptcy during the investment horizon is an indispensable ingredient. So, in this paper, we consider the consumption-portfolio problem coupled with a dynamic risk control. More specifically, different from the existing literature, we impose a dynamic relative CVaR constraint on it. By the stochastic dynamic programming techniques, we derive the corresponding Hamilton–Jacobi–Bellman (HJB) equation. Moreover, by the Lagrange multiplier method, the closed form solution is provided when the utility function is a logarithmic one. At last, an illustrative empirical study is given. The results show the distinct difference of the portfolio strategies with and without the CVaR constraints: the proportion invested in the risky assets is reduced over time with CVaR constraint instead of being constant without CVaR constraints. This can provide a good decision-making reference for the investors.

  16. Separability of diagonal symmetric states: a quadratic conic optimization problem

    Directory of Open Access Journals (Sweden)

    Jordi Tura

    2018-01-01

    Full Text Available We study the separability problem in mixtures of Dicke states i.e., the separability of the so-called Diagonal Symmetric (DS states. First, we show that separability in the case of DS in $C^d\\otimes C^d$ (symmetric qudits can be reformulated as a quadratic conic optimization problem. This connection allows us to exchange concepts and ideas between quantum information and this field of mathematics. For instance, copositive matrices can be understood as indecomposable entanglement witnesses for DS states. As a consequence, we show that positivity of the partial transposition (PPT is sufficient and necessary for separability of DS states for $d \\leq 4$. Furthermore, for $d \\geq 5$, we provide analytic examples of PPT-entangled states. Second, we develop new sufficient separability conditions beyond the PPT criterion for bipartite DS states. Finally, we focus on $N$-partite DS qubits, where PPT is known to be necessary and sufficient for separability. In this case, we present a family of almost DS states that are PPT with respect to each partition but nevertheless entangled.

  17. Optimal Control Approaches to the Aggregate Production Planning Problem

    Directory of Open Access Journals (Sweden)

    Yasser A. Davizón

    2015-12-01

    Full Text Available In the area of production planning and control, the aggregate production planning (APP problem represents a great challenge for decision makers in production-inventory systems. Tradeoff between inventory-capacity is known as the APP problem. To address it, static and dynamic models have been proposed, which in general have several shortcomings. It is the premise of this paper that the main drawback of these proposals is, that they do not take into account the dynamic nature of the APP. For this reason, we propose the use of an Optimal Control (OC formulation via the approach of energy-based and Hamiltonian-present value. The main contribution of this paper is the mathematical model which integrates a second order dynamical system coupled with a first order system, incorporating production rate, inventory level, and capacity as well with the associated cost by work force in the same formulation. Also, a novel result in relation with the Hamiltonian-present value in the OC formulation is that it reduces the inventory level compared with the pure energy based approach for APP. A set of simulations are provided which verifies the theoretical contribution of this work.

  18. Multi-objective unit commitment problem using Cuckoo search ...

    African Journals Online (AJOL)

    user

    Many solution strategies are available to solve the highly non-smooth problem. ... So, artificial intelligence techniques like, neural ..... For instance, let us assume that the Ton and Toff for a hypothetical thermal power ...... Energy Convers, Vol.

  19. A modified teaching–learning based optimization for multi-objective optimal power flow problem

    International Nuclear Information System (INIS)

    Shabanpour-Haghighi, Amin; Seifi, Ali Reza; Niknam, Taher

    2014-01-01

    Highlights: • A new modified teaching–learning based algorithm is proposed. • A self-adaptive wavelet mutation strategy is used to enhance the performance. • To avoid reaching a large repository size, a fuzzy clustering technique is used. • An efficiently smart population selection is utilized. • Simulations show the superiority of this algorithm compared with other ones. - Abstract: In this paper, a modified teaching–learning based optimization algorithm is analyzed to solve the multi-objective optimal power flow problem considering the total fuel cost and total emission of the units. The modified phase of the optimization algorithm utilizes a self-adapting wavelet mutation strategy. Moreover, a fuzzy clustering technique is proposed to avoid extremely large repository size besides a smart population selection for the next iteration. These techniques make the algorithm searching a larger space to find the optimal solutions while speed of the convergence remains good. The IEEE 30-Bus and 57-Bus systems are used to illustrate performance of the proposed algorithm and results are compared with those in literatures. It is verified that the proposed approach has better performance over other techniques

  20. Multiswarm comprehensive learning particle swarm optimization for solving multiobjective optimization problems.

    Science.gov (United States)

    Yu, Xiang; Zhang, Xueqing

    2017-01-01

    Comprehensive learning particle swarm optimization (CLPSO) is a powerful state-of-the-art single-objective metaheuristic. Extending from CLPSO, this paper proposes multiswarm CLPSO (MSCLPSO) for multiobjective optimization. MSCLPSO involves multiple swarms, with each swarm associated with a separate original objective. Each particle's personal best position is determined just according to the corresponding single objective. Elitists are stored externally. MSCLPSO differs from existing multiobjective particle swarm optimizers in three aspects. First, each swarm focuses on optimizing the associated objective using CLPSO, without learning from the elitists or any other swarm. Second, mutation is applied to the elitists and the mutation strategy appropriately exploits the personal best positions and elitists. Third, a modified differential evolution (DE) strategy is applied to some extreme and least crowded elitists. The DE strategy updates an elitist based on the differences of the elitists. The personal best positions carry useful information about the Pareto set, and the mutation and DE strategies help MSCLPSO discover the true Pareto front. Experiments conducted on various benchmark problems demonstrate that MSCLPSO can find nondominated solutions distributed reasonably over the true Pareto front in a single run.

  1. Improved Particle Swarm Optimization with a Collective Local Unimodal Search for Continuous Optimization Problems

    Science.gov (United States)

    Arasomwan, Martins Akugbe; Adewumi, Aderemi Oluyinka

    2014-01-01

    A new local search technique is proposed and used to improve the performance of particle swarm optimization algorithms by addressing the problem of premature convergence. In the proposed local search technique, a potential particle position in the solution search space is collectively constructed by a number of randomly selected particles in the swarm. The number of times the selection is made varies with the dimension of the optimization problem and each selected particle donates the value in the location of its randomly selected dimension from its personal best. After constructing the potential particle position, some local search is done around its neighbourhood in comparison with the current swarm global best position. It is then used to replace the global best particle position if it is found to be better; otherwise no replacement is made. Using some well-studied benchmark problems with low and high dimensions, numerical simulations were used to validate the performance of the improved algorithms. Comparisons were made with four different PSO variants, two of the variants implement different local search technique while the other two do not. Results show that the improved algorithms could obtain better quality solution while demonstrating better convergence velocity and precision, stability, robustness, and global-local search ability than the competing variants. PMID:24723827

  2. Optimization in science and engineering in honor of the 60th birthday of Panos M. Pardalos

    CERN Document Server

    Floudas, Christodoulos; Butenko, Sergiy

    2014-01-01

    Optimization in Science and Engineering is dedicated in honor of the 60th birthday of Distinguished Professor Panos M. Pardalos. Pardalos’s past and ongoing work has made a significant impact on several theoretical and applied areas in modern optimization. As tribute to the diversity of Dr. Pardalos’s work in Optimization, this book comprises a collection of contributions from experts in various fields of this rich and diverse area of science. Topics highlight recent developments and include: Deterministic global optimization Variational inequalities and equilibrium problems Approximation and complexity in numerical optimization Non-smooth optimization Statistical models and data mining Applications of optimization in medicine, energy systems, and complex network analysis This volume will be of great interest to graduate students, researchers, and practitioners, in the fields of optimization and engineering.

  3. Comparative performance of an elitist teaching-learning-based optimization algorithm for solving unconstrained optimization problems

    Directory of Open Access Journals (Sweden)

    R. Venkata Rao

    2013-01-01

    Full Text Available Teaching-Learning-based optimization (TLBO is a recently proposed population based algorithm, which simulates the teaching-learning process of the class room. This algorithm requires only the common control parameters and does not require any algorithm-specific control parameters. In this paper, the effect of elitism on the performance of the TLBO algorithm is investigated while solving unconstrained benchmark problems. The effects of common control 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 76 unconstrained benchmark functions with different characteristics and the performance of the algorithm is compared with that of other well known optimization algorithms. A statistical test is also performed to investigate the results obtained using different algorithms. The results have proved the effectiveness of the proposed elitist TLBO algorithm.

  4. An approach for spherical harmonic analysis of non-smooth data

    Science.gov (United States)

    Wang, Hansheng; Wu, Patrick; Wang, Zhiyong

    2006-12-01

    A method is proposed to evaluate the spherical harmonic coefficients of a global or regional, non-smooth, observable dataset sampled on an equiangular grid. The method is based on an integration strategy using new recursion relations. Because a bilinear function is used to interpolate points within the grid cells, this method is suitable for non-smooth data; the slope of the data may be piecewise continuous, with extreme changes at the boundaries. In order to validate the method, the coefficients of an axisymmetric model are computed, and compared with the derived analytical expressions. Numerical results show that this method is indeed reasonable for non-smooth models, and that the maximum degree for spherical harmonic analysis should be empirically determined by several factors including the model resolution and the degree of non-smoothness in the dataset, and it can be several times larger than the total number of latitudinal grid points. It is also shown that this method is appropriate for the approximate analysis of a smooth dataset. Moreover, this paper provides the program flowchart and an internet address where the FORTRAN code with program specifications are made available.

  5. On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory

    OpenAIRE

    Taras Bodnar; Nestor Parolya; Wolfgang Schmid

    2012-01-01

    In the paper, we consider three quadratic optimization problems which are frequently applied in portfolio theory, i.e, the Markowitz mean-variance problem as well as the problems based on the mean-variance utility function and the quadratic utility.Conditions are derived under which the solutions of these three optimization procedures coincide and are lying on the efficient frontier, the set of mean-variance optimal portfolios. It is shown that the solutions of the Markowitz optimization prob...

  6. Modified Backtracking Search Optimization Algorithm Inspired by Simulated Annealing for Constrained Engineering Optimization Problems

    Directory of Open Access Journals (Sweden)

    Hailong Wang

    2018-01-01

    Full Text Available The backtracking search optimization algorithm (BSA is a population-based evolutionary algorithm for numerical optimization problems. BSA has a powerful global exploration capacity while its local exploitation capability is relatively poor. This affects the convergence speed of the algorithm. In this paper, we propose a modified BSA inspired by simulated annealing (BSAISA to overcome the deficiency of BSA. In the BSAISA, the amplitude control factor (F is modified based on the Metropolis criterion in simulated annealing. The redesigned F could be adaptively decreased as the number of iterations increases and it does not introduce extra parameters. A self-adaptive ε-constrained method is used to handle the strict constraints. We compared the performance of the proposed BSAISA with BSA and other well-known algorithms when solving thirteen constrained benchmarks and five engineering design problems. The simulation results demonstrated that BSAISA is more effective than BSA and more competitive with other well-known algorithms in terms of convergence speed.

  7. Improved Sensitivity Relations in State Constrained Optimal Control

    International Nuclear Information System (INIS)

    Bettiol, Piernicola; Frankowska, Hélène; Vinter, Richard B.

    2015-01-01

    Sensitivity relations in optimal control provide an interpretation of the costate trajectory and the Hamiltonian, evaluated along an optimal trajectory, in terms of gradients of the value function. While sensitivity relations are a straightforward consequence of standard transversality conditions for state constraint free optimal control problems formulated in terms of control-dependent differential equations with smooth data, their verification for problems with either pathwise state constraints, nonsmooth data, or for problems where the dynamic constraint takes the form of a differential inclusion, requires careful analysis. In this paper we establish validity of both ‘full’ and ‘partial’ sensitivity relations for an adjoint state of the maximum principle, for optimal control problems with pathwise state constraints, where the underlying control system is described by a differential inclusion. The partial sensitivity relation interprets the costate in terms of partial Clarke subgradients of the value function with respect to the state variable, while the full sensitivity relation interprets the couple, comprising the costate and Hamiltonian, as the Clarke subgradient of the value function with respect to both time and state variables. These relations are distinct because, for nonsmooth data, the partial Clarke subdifferential does not coincide with the projection of the (full) Clarke subdifferential on the relevant coordinate space. We show for the first time (even for problems without state constraints) that a costate trajectory can be chosen to satisfy the partial and full sensitivity relations simultaneously. The partial sensitivity relation in this paper is new for state constraint problems, while the full sensitivity relation improves on earlier results in the literature (for optimal control problems formulated in terms of Lipschitz continuous multifunctions), because a less restrictive inward pointing hypothesis is invoked in the proof, and because

  8. Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences

    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.

  9. Optimal control problem for the extended Fisher–Kolmogorov equation

    Indian Academy of Sciences (India)

    by methods of optimal control, such as chemical engineering and vehicle ... ern optimal control theories and applied models are not only represented by .... Obviously, equation (2.5) is an ordinary differential equation and according to ODE.

  10. A Risk-Sensitive Portfolio Optimization Problem with Fixed Incomes Securities

    OpenAIRE

    Goel, Mayank; Kumar, K. Suresh

    2007-01-01

    We discuss a class of risk-sensitive portfolio optimization problems. We consider the portfolio optimization model investigated by Nagai in 2003. The model by its nature can include fixed income securities as well in the portfolio. Under fairly general conditions, we prove the existence of optimal portfolio in both finite and infinite horizon problems.

  11. Averaging and Linear Programming in Some Singularly Perturbed Problems of Optimal Control

    Energy Technology Data Exchange (ETDEWEB)

    Gaitsgory, Vladimir, E-mail: vladimir.gaitsgory@mq.edu.au [Macquarie University, Department of Mathematics (Australia); Rossomakhine, Sergey, E-mail: serguei.rossomakhine@flinders.edu.au [Flinders University, Flinders Mathematical Sciences Laboratory, School of Computer Science, Engineering and Mathematics (Australia)

    2015-04-15

    The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite time horizon. We mostly focus on problems with time discounting criteria but a possibility of the extension of results to periodic optimization problems is discussed as well. Our consideration is based on earlier results on averaging of SP control systems and on linear programming formulations of optimal control problems. The idea that we exploit is to first asymptotically approximate a given problem of optimal control of the SP system by a certain averaged optimal control problem, then reformulate this averaged problem as an infinite-dimensional linear programming (LP) problem, and then approximate the latter by semi-infinite LP problems. We show that the optimal solution of these semi-infinite LP problems and their duals (that can be found with the help of a modification of an available LP software) allow one to construct near optimal controls of the SP system. We demonstrate the construction with two numerical examples.

  12. Deterministic global optimization an introduction to the diagonal approach

    CERN Document Server

    Sergeyev, Yaroslav D

    2017-01-01

    This book begins with a concentrated introduction into deterministic global optimization and moves forward to present new original results from the authors who are well known experts in the field. Multiextremal continuous problems that have an unknown structure with Lipschitz objective functions and functions having the first Lipschitz derivatives defined over hyperintervals are examined. A class of algorithms using several Lipschitz constants is introduced which has its origins in the DIRECT (DIviding RECTangles) method. This new class is based on an efficient strategy that is applied for the search domain partitioning. In addition a survey on derivative free methods and methods using the first derivatives is given for both one-dimensional and multi-dimensional cases. Non-smooth and smooth minorants and acceleration techniques that can speed up several classes of global optimization methods with examples of applications and problems arising in numerical testing of global optimization algorithms are discussed...

  13. Existence of the Optimal Control for Stochastic Boundary Control Problems Governed by Semilinear Parabolic Equations

    Directory of Open Access Journals (Sweden)

    Weifeng Wang

    2014-01-01

    Full Text Available We study an optimal control problem governed by a semilinear parabolic equation, whose control variable is contained only in the boundary condition. An existence theorem for the optimal control is obtained.

  14. Amodified probabilistic genetic algorithm for the solution of complex constrained optimization problems

    OpenAIRE

    Vorozheikin, A.; Gonchar, T.; Panfilov, I.; Sopov, E.; Sopov, S.

    2009-01-01

    A new algorithm for the solution of complex constrained optimization problems based on the probabilistic genetic algorithm with optimal solution prediction is proposed. The efficiency investigation results in comparison with standard genetic algorithm are presented.

  15. Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function

    KAUST Repository

    Pearson, John W.; Stoll, Martin; Wathen, Andrew J.

    2012-01-01

    Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here

  16. A Fast Optimization Method for General Binary Code Learning.

    Science.gov (United States)

    Shen, Fumin; Zhou, Xiang; Yang, Yang; Song, Jingkuan; Shen, Heng; Tao, Dacheng

    2016-09-22

    Hashing or binary code learning has been recognized to accomplish efficient near neighbor search, and has thus attracted broad interests in recent retrieval, vision and learning studies. One main challenge of learning to hash arises from the involvement of discrete variables in binary code optimization. While the widely-used continuous relaxation may achieve high learning efficiency, the pursued codes are typically less effective due to accumulated quantization error. In this work, we propose a novel binary code optimization method, dubbed Discrete Proximal Linearized Minimization (DPLM), which directly handles the discrete constraints during the learning process. Specifically, the discrete (thus nonsmooth nonconvex) problem is reformulated as minimizing the sum of a smooth loss term with a nonsmooth indicator function. The obtained problem is then efficiently solved by an iterative procedure with each iteration admitting an analytical discrete solution, which is thus shown to converge very fast. In addition, the proposed method supports a large family of empirical loss functions, which is particularly instantiated in this work by both a supervised and an unsupervised hashing losses, together with the bits uncorrelation and balance constraints. In particular, the proposed DPLM with a supervised `2 loss encodes the whole NUS-WIDE database into 64-bit binary codes within 10 seconds on a standard desktop computer. The proposed approach is extensively evaluated on several large-scale datasets and the generated binary codes are shown to achieve very promising results on both retrieval and classification tasks.

  17. Effects of striated laser tracks on thermal fatigue resistance of cast iron samples with biomimetic non-smooth surface

    International Nuclear Information System (INIS)

    Tong, Xin; Zhou, Hong; Liu, Min; Dai, Ming-jiang

    2011-01-01

    In order to enhance the thermal fatigue resistance of cast iron materials, the samples with biomimetic non-smooth surface were processed by Neodymium:Yttrium Aluminum Garnet (Nd:YAG) laser. With self-controlled thermal fatigue test method, the thermal fatigue resistance of smooth and non-smooth samples was investigated. The effects of striated laser tracks on thermal fatigue resistance were also studied. The results indicated that biomimetic non-smooth surface was benefit for improving thermal fatigue resistance of cast iron sample. The striated non-smooth units formed by laser tracks which were vertical with thermal cracks had the best propagation resistance. The mechanisms behind these influences were discussed, and some schematic drawings were introduced to describe them.

  18. A multilevel, level-set method for optimizing eigenvalues in shape design problems

    International Nuclear Information System (INIS)

    Haber, E.

    2004-01-01

    In this paper, we consider optimal design problems that involve shape optimization. The goal is to determine the shape of a certain structure such that it is either as rigid or as soft as possible. To achieve this goal we combine two new ideas for an efficient solution of the problem. First, we replace the eigenvalue problem with an approximation by using inverse iteration. Second, we use a level set method but rather than propagating the front we use constrained optimization methods combined with multilevel continuation techniques. Combining these two ideas we obtain a robust and rapid method for the solution of the optimal design problem

  19. Optimization of lift gas allocation in a gas lifted oil field as non-linear optimization problem

    Directory of Open Access Journals (Sweden)

    Roshan Sharma

    2012-01-01

    Full Text Available Proper allocation and distribution of lift gas is necessary for maximizing total oil production from a field with gas lifted oil wells. When the supply of the lift gas is limited, the total available gas should be optimally distributed among the oil wells of the field such that the total production of oil from the field is maximized. This paper describes a non-linear optimization problem with constraints associated with the optimal distribution of the lift gas. A non-linear objective function is developed using a simple dynamic model of the oil field where the decision variables represent the lift gas flow rate set points of each oil well of the field. The lift gas optimization problem is solved using the emph'fmincon' solver found in MATLAB. As an alternative and for verification, hill climbing method is utilized for solving the optimization problem. Using both of these methods, it has been shown that after optimization, the total oil production is increased by about 4. For multiple oil wells sharing lift gas from a common source, a cascade control strategy along with a nonlinear steady state optimizer behaves as a self-optimizing control structure when the total supply of lift gas is assumed to be the only input disturbance present in the process. Simulation results show that repeated optimization performed after the first time optimization under the presence of the input disturbance has no effect in the total oil production.

  20. Reduced order modeling in topology optimization of vibroacoustic problems

    DEFF Research Database (Denmark)

    Creixell Mediante, Ester; Jensen, Jakob Søndergaard; Brunskog, Jonas

    2017-01-01

    complex 3D parts. The optimization process can therefore become highly time consuming due to the need to solve a large system of equations at each iteration. Projection-based parametric Model Order Reduction (pMOR) methods have successfully been applied for reducing the computational cost of material......There is an interest in introducing topology optimization techniques in the design process of structural-acoustic systems. In topology optimization, the design space must be finely meshed in order to obtain an accurate design, which results in large numbers of degrees of freedom when designing...... or size optimization in large vibroacoustic models; however, new challenges are encountered when dealing with topology optimization. Since a design parameter per element is considered, the total number of design variables becomes very large; this poses a challenge to most existing pMOR techniques, which...

  1. An Enhanced Memetic Algorithm for Single-Objective Bilevel Optimization Problems.

    Science.gov (United States)

    Islam, Md Monjurul; Singh, Hemant Kumar; Ray, Tapabrata; Sinha, Ankur

    2017-01-01

    Bilevel optimization, as the name reflects, deals with optimization at two interconnected hierarchical levels. The aim is to identify the optimum of an upper-level  leader problem, subject to the optimality of a lower-level follower problem. Several problems from the domain of engineering, logistics, economics, and transportation have an inherent nested structure which requires them to be modeled as bilevel optimization problems. Increasing size and complexity of such problems has prompted active theoretical and practical interest in the design of efficient algorithms for bilevel optimization. Given the nested nature of bilevel problems, the computational effort (number of function evaluations) required to solve them is often quite high. In this article, we explore the use of a Memetic Algorithm (MA) to solve bilevel optimization problems. While MAs have been quite successful in solving single-level optimization problems, there have been relatively few studies exploring their potential for solving bilevel optimization problems. MAs essentially attempt to combine advantages of global and local search strategies to identify optimum solutions with low computational cost (function evaluations). The approach introduced in this article is a nested Bilevel Memetic Algorithm (BLMA). At both upper and lower levels, either a global or a local search method is used during different phases of the search. The performance of BLMA is presented on twenty-five standard test problems and two real-life applications. The results are compared with other established algorithms to demonstrate the efficacy of the proposed approach.

  2. Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of Itô Stochastic Differential Equations

    KAUST Repository

    Rached, Nadhir B.

    2013-12-01

    The Monte Carlo forward Euler method with uniform time stepping is the standard technique to compute an approximation of the expected payoff of a solution of an Itô SDE. For a given accuracy requirement TOL, the complexity of this technique for well behaved problems, that is the amount of computational work to solve the problem, is O(TOL-3). A new hybrid adaptive Monte Carlo forward Euler algorithm for SDEs with non-smooth coefficients and low regular observables is developed in this thesis. This adaptive method is based on the derivation of a new error expansion with computable leading-order terms. The basic idea of the new expansion is the use of a mixture of prior information to determine the weight functions and posterior information to compute the local error. In a number of numerical examples the superior efficiency of the hybrid adaptive algorithm over the standard uniform time stepping technique is verified. When a non-smooth binary payoff with either GBM or drift singularity type of SDEs is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the MLMC forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case with the same type of Itô SDEs, the hybrid adaptive MLMC forward Euler recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs. The difficulty to extend Giles\\' Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.

  3. Diagnostic criteria for idiopathic inflammatory myopathies. Problems of their optimization

    Directory of Open Access Journals (Sweden)

    O. A. Antelava

    2014-01-01

    Full Text Available The paper deals with the problems of optimizing the diagnostic criteria for idiopathic inflammatory myopathies (IIM, a group of heterogeneous rare autoimmune diseases characterized by inflammatory lesion in the skeletal muscles. The representatives of this group are traditionally considered to be polymyositis (PM, dermatomyositis (DM, and inclusion-body myositis. The authors detail the history of classification criteria for IIM from those proposed by T.A. Medsger et al. (1970 relying on its clinical picture, laboratory data and instrumental findings, as well as the criteria (including the first introduced exclusion ones elaborated by A. Bohan and J.B. Peter in 1975, which remain fundamental in both clinical practice and researches. The basis for the clinical and serological criteria proposed by Y. Troyanov et al. (2005 for IIM is the identification of myositis-overlap syndromes. The classificational (subtype identification and therapeutic value of the criteria based on clinical and serological characteristics was supported by the Hungarian investigators A. Vancsa et al. (2010 who investigated the relationship between the clinical and therapeutic characteristics of IIM and positivity for myositis-specific and myositis-associated antibodies. The criteria developed by M.C. Dalakas (1991, 2003 are based on the specific immunopathological features of a histological pattern, which allow the differentiation of DM, PM, and inclusion-body myositis from other myopathic syndromes. The 2004 European Neuromuscular Center (ENMC criteria first identify necrotizing autoimmune myopathy and nonspecific myositis as individual subtypes. The serological classification of IIM, which is based onthe assessment of autoantibodies that play an important role in the pathogenesis of the disease, is of indubitable interest. There is an obvious need for the correct and timely diagnosis of both IIM as a whole and its subtypes in particular, which is complicated by

  4. A Comparative Study on Recently-Introduced Nature-Based Global Optimization Methods in Complex Mechanical System Design

    Directory of Open Access Journals (Sweden)

    Abdulbaset El Hadi Saad

    2017-10-01

    Full Text Available Advanced global optimization algorithms have been continuously introduced and improved to solve various complex design optimization problems for which the objective and constraint functions can only be evaluated through computation intensive numerical analyses or simulations with a large number of design variables. The often implicit, multimodal, and ill-shaped objective and constraint functions in high-dimensional and “black-box” forms demand the search to be carried out using low number of function evaluations with high search efficiency and good robustness. This work investigates the performance of six recently introduced, nature-inspired global optimization methods: Artificial Bee Colony (ABC, Firefly Algorithm (FFA, Cuckoo Search (CS, Bat Algorithm (BA, Flower Pollination Algorithm (FPA and Grey Wolf Optimizer (GWO. These approaches are compared in terms of search efficiency and robustness in solving a set of representative benchmark problems in smooth-unimodal, non-smooth unimodal, smooth multimodal, and non-smooth multimodal function forms. In addition, four classic engineering optimization examples and a real-life complex mechanical system design optimization problem, floating offshore wind turbines design optimization, are used as additional test cases representing computationally-expensive black-box global optimization problems. Results from this comparative study show that the ability of these global optimization methods to obtain a good solution diminishes as the dimension of the problem, or number of design variables increases. Although none of these methods is universally capable, the study finds that GWO and ABC are more efficient on average than the other four in obtaining high quality solutions efficiently and consistently, solving 86% and 80% of the tested benchmark problems, respectively. The research contributes to future improvements of global optimization methods.

  5. The Nonsmooth Vibration of a Relative Rotation System with Backlash and Dry Friction

    Directory of Open Access Journals (Sweden)

    Minjia He

    2017-01-01

    Full Text Available We investigate a relative rotation system with backlash and dry friction. Firstly, the corresponding nonsmooth characters are discussed by the differential inclusion theory, and the analytic conditions for stick and nonstick motions are developed to understand the motion switching mechanism. Based on such analytic conditions of motion switching, the influence of the maximal static friction torque and the driving torque on the stick motion is studied. Moreover, the sliding time bifurcation diagrams, duty cycle figures, time history diagrams, and the K-function time history diagram are also presented, which confirm the analytic results. The methodology presented in this paper can be applied to predictions of motions in nonsmooth dynamical systems.

  6. Optimization of constrained multiple-objective reliability problems using evolutionary algorithms

    International Nuclear Information System (INIS)

    Salazar, Daniel; Rocco, Claudio M.; Galvan, Blas J.

    2006-01-01

    This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature

  7. Optimization of constrained multiple-objective reliability problems using evolutionary algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Salazar, Daniel [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain) and Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: danielsalazaraponte@gmail.com; Rocco, Claudio M. [Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: crocco@reacciun.ve; Galvan, Blas J. [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain)]. E-mail: bgalvan@step.es

    2006-09-15

    This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature.

  8. Optimal Experimental Design for Large-Scale Bayesian Inverse Problems

    KAUST Repository

    Ghattas, Omar

    2014-01-01

    We develop a Bayesian framework for the optimal experimental design of the shock tube experiments which are being carried out at the KAUST Clean Combustion Research Center. The unknown parameters are the pre-exponential parameters and the activation

  9. Filter Pattern Search Algorithms for Mixed Variable Constrained Optimization Problems

    National Research Council Canada - National Science Library

    Abramson, Mark A; Audet, Charles; Dennis, Jr, J. E

    2004-01-01

    .... This class combines and extends the Audet-Dennis Generalized Pattern Search (GPS) algorithms for bound constrained mixed variable optimization, and their GPS-filter algorithms for general nonlinear constraints...

  10. Sparse optimization for inverse problems in atmospheric modelling

    Czech Academy of Sciences Publication Activity Database

    Adam, Lukáš; Branda, Martin

    2016-01-01

    Roč. 79, č. 3 (2016), s. 256-266 ISSN 1364-8152 R&D Projects: GA MŠk(CZ) 7F14287 Institutional support: RVO:67985556 Keywords : Inverse modelling * Sparse optimization * Integer optimization * Least squares * European tracer experiment * Free Matlab codes Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 4.404, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/adam-0457037.pdf

  11. Sharp Spectral Asymptotics and Weyl Formula for Elliptic Operators with Non-smooth Coefficients

    Energy Technology Data Exchange (ETDEWEB)

    Zielinski, Lech [Universite Paris 7 (D. Diderot), Institut de Mathematiques de Paris-Jussieu UMR9994 (France)

    1999-09-15

    The aim of this paper is to give the Weyl formula for eigenvalues of self-adjoint elliptic operators, assuming that first-order derivatives of the coefficients are Lipschitz continuous. The approach is based on the asymptotic formula of Hoermander''s type for the spectral function of pseudo differential operators having Lipschitz continuous Hamiltonian flow and obtained via a regularization procedure of nonsmooth coefficients.

  12. Stability analysis of delayed Cohen-Grossberg BAM neural networks with impulses via nonsmooth analysis

    International Nuclear Information System (INIS)

    Wen Zhen; Sun Jitao

    2009-01-01

    In this paper, we investigate the existence and uniqueness of equilibrium point for delayed Cohen-Grossberg bidirectional associative memory (BAM) neural networks with impulses, based on nonsmooth analysis method. And we give the criteria of global exponential stability of the unique equilibrium point for the delayed BAM neural networks with impulses using Lyapunov method. The new sufficient condition generalizes and improves the previously known results. Finally, we present examples to illustrate that our results are effective.

  13. Sharp Spectral Asymptotics and Weyl Formula for Elliptic Operators with Non-smooth Coefficients

    International Nuclear Information System (INIS)

    Zielinski, Lech

    1999-01-01

    The aim of this paper is to give the Weyl formula for eigenvalues of self-adjoint elliptic operators, assuming that first-order derivatives of the coefficients are Lipschitz continuous. The approach is based on the asymptotic formula of Hoermander''s type for the spectral function of pseudo differential operators having Lipschitz continuous Hamiltonian flow and obtained via a regularization procedure of nonsmooth coefficients

  14. OPTIM, Minimization of Band-Width of Finite Elements Problems

    International Nuclear Information System (INIS)

    Huart, M.

    1977-01-01

    1 - Nature of the physical problem solved: To minimize the band-width of finite element problems. 2 - Method of solution: A surface is constructed from the x-y-coordinates of each node using its node number as z-value. This surface consists of triangles. Nodes are renumbered in such a way as to minimize the surface area. 3 - Restrictions on the complexity of the problem: This program is applicable to 2-D problems. It is dimensioned for a maximum of 1000 elements

  15. Resolution and optimization methods for tour planning problems

    International Nuclear Information System (INIS)

    Vasserot, Jean-Pierre

    1976-12-01

    The aim of this study is to describe computerized methods for the resolution of the computer supported tour planning problem. After a presentation of this problem in operational research, the different existing methods of resolution are reviewed with the different approaches which have led to their elaboration. Different critics and comparisons are made on these methods and some improvements and new procedures are proposed, some of them allowing to solve more general problems. Finally, the structure of such a program, made at the CII to solve this kind of problem under multiple constraints is analysed [fr

  16. Optimal allocation of SVC and TCSC using quasi-oppositional chemical reaction optimization for solving multi-objective ORPD problem

    Directory of Open Access Journals (Sweden)

    Susanta Dutta

    2018-05-01

    Full Text Available This paper presents an efficient quasi-oppositional chemical reaction optimization (QOCRO technique to find the feasible optimal solution of the multi objective optimal reactive power dispatch (RPD problem with flexible AC transmission system (FACTS device. The quasi-oppositional based learning (QOBL is incorporated in conventional chemical reaction optimization (CRO, to improve the solution quality and the convergence speed. To check the superiority of the proposed method, it is applied on IEEE 14-bus and 30-bus systems and the simulation results of the proposed approach are compared to those reported in the literature. The computational results reveal that the proposed algorithm has excellent convergence characteristics and is superior to other multi objective optimization algorithms. Keywords: Quasi-oppositional chemical reaction optimization (QOCRO, Reactive power dispatch (RPD, TCSC, SVC, Multi-objective optimization

  17. Optimizing Green Computing Awareness for Environmental Sustainability and Economic Security as a Stochastic Optimization Problem

    Directory of Open Access Journals (Sweden)

    Emmanuel Okewu

    2017-10-01

    Full Text Available The role of automation in sustainable development is not in doubt. Computerization in particular has permeated every facet of human endeavour, enhancing the provision of information for decision-making that reduces cost of operation, promotes productivity and socioeconomic prosperity and cohesion. Hence, a new field called information and communication technology for development (ICT4D has emerged. Nonetheless, the need to ensure environmentally friendly computing has led to this research study with particular focus on green computing in Africa. This is against the backdrop that the continent is feared to suffer most from the vulnerability of climate change and the impact of environmental risk. Using Nigeria as a test case, this paper gauges the green computing awareness level of Africans via sample survey. It also attempts to institutionalize green computing maturity model with a view to optimizing the level of citizens awareness amid inherent uncertainties like low bandwidth, poor network and erratic power in an emerging African market. Consequently, we classified the problem as a stochastic optimization problem and applied metaheuristic search algorithm to determine the best sensitization strategy. Although there are alternative ways of promoting green computing education, the metaheuristic search we conducted indicated that an online real-time solution that not only drives but preserves timely conversations on electronic waste (e-waste management and energy saving techniques among the citizenry is cutting edge. The authors therefore reviewed literature, gathered requirements, modelled the proposed solution using Universal Modelling Language (UML and developed a prototype. The proposed solution is a web-based multi-tier e-Green computing system that educates computer users on innovative techniques of managing computers and accessories in an environmentally friendly way. We found out that such a real-time web-based interactive forum does not

  18. A New Method for Solving Supervised Data Classification Problems

    Directory of Open Access Journals (Sweden)

    Parvaneh Shabanzadeh

    2014-01-01

    Full Text Available Supervised data classification is one of the techniques used to extract nontrivial information from data. Classification is a widely used technique in various fields, including data mining, industry, medicine, science, and law. This paper considers a new algorithm for supervised data classification problems associated with the cluster analysis. The mathematical formulations for this algorithm are based on nonsmooth, nonconvex optimization. A new algorithm for solving this optimization problem is utilized. The new algorithm uses a derivative-free technique, with robustness and efficiency. To improve classification performance and efficiency in generating classification model, a new feature selection algorithm based on techniques of convex programming is suggested. Proposed methods are tested on real-world datasets. Results of numerical experiments have been presented which demonstrate the effectiveness of the proposed algorithms.

  19. The full Keller-Segel model is well-posed on nonsmooth domains

    Science.gov (United States)

    Horstmann, D.; Meinlschmidt, H.; Rehberg, J.

    2018-04-01

    In this paper we prove that the full Keller-Segel system, a quasilinear strongly coupled reaction-crossdiffusion system of four parabolic equations, is well-posed in the sense that it always admits an unique local-in-time solution in an adequate function space, provided that the initial values are suitably regular. The proof is done via an abstract solution theorem for nonlocal quasilinear equations by Amann and is carried out for general source terms. It is fundamentally based on recent nontrivial elliptic and parabolic regularity results which hold true even on rather general nonsmooth spatial domains. For space dimensions 2 and 3, this enables us to work in a nonsmooth setting which is not available in classical parabolic systems theory. Apparently, there exists no comparable existence result for the full Keller-Segel system up to now. Due to the large class of possibly nonsmooth domains admitted, we also obtain new results for the ‘standard’ Keller-Segel system consisting of only two equations as a special case. This work is dedicated to Prof Willi Jäger.

  20. Hidden conic quadratic representation of some nonconvex quadratic optimization problems

    NARCIS (Netherlands)

    Ben-Tal, A.; den Hertog, D.

    The problem of minimizing a quadratic objective function subject to one or two quadratic constraints is known to have a hidden convexity property, even when the quadratic forms are indefinite. The equivalent convex problem is a semidefinite one, and the equivalence is based on the celebrated

  1. The linear ordering problem: an algorithm for the optimal solution ...

    African Journals Online (AJOL)

    In this paper we describe and implement an algorithm for the exact solution of the Linear Ordering problem. Linear Ordering is the problem of finding a linear order of the nodes of a graph such that the sum of the weights which are consistent with this order is as large as possible. It is an NP - Hard combinatorial optimisation ...

  2. Features for Exploiting Black-Box Optimization Problem Structure

    DEFF Research Database (Denmark)

    Tierney, Kevin; Malitsky, Yuri; Abell, Tinus

    2013-01-01

    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...

  3. Robust optimization methods for chance constrained, simulation-based, and bilevel problems

    NARCIS (Netherlands)

    Yanikoglu, I.

    2014-01-01

    The objective of robust optimization is to find solutions that are immune to the uncertainty of the parameters in a mathematical optimization problem. It requires that the constraints of a given problem should be satisfied for all realizations of the uncertain parameters in a so-called uncertainty

  4. Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications

    Directory of Open Access Journals (Sweden)

    Jingtao Shi

    2013-01-01

    Full Text Available This paper is concerned with the relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems. Under certain differentiability conditions, relations among the adjoint processes, the generalized Hamiltonian function, and the value function are given. A linear quadratic recursive utility portfolio optimization problem in the financial engineering is discussed as an explicitly illustrated example of the main result.

  5. Topology optimization of bounded acoustic problems using the hybrid finite element-wave based method

    DEFF Research Database (Denmark)

    Goo, Seongyeol; Wang, Semyung; Kook, Junghwan

    2017-01-01

    This paper presents an alternative topology optimization method for bounded acoustic problems that uses the hybrid finite element-wave based method (FE-WBM). The conventional method for the topology optimization of bounded acoustic problems is based on the finite element method (FEM), which...

  6. Vector-valued measure and the necessary conditions for the optimal control problems of linear systems

    International Nuclear Information System (INIS)

    Xunjing, L.

    1981-12-01

    The vector-valued measure defined by the well-posed linear boundary value problems is discussed. The maximum principle of the optimal control problem with non-convex constraint is proved by using the vector-valued measure. Especially, the necessary conditions of the optimal control of elliptic systems is derived without the convexity of the control domain and the cost function. (author)

  7. Optimal Stopping Problems Driven by Lévy Processes and Pasting Principles

    NARCIS (Netherlands)

    Surya, B.A.

    2007-01-01

    Solving optimal stopping problems driven by Lévy processes has been a challenging task and has found many applications in modern theory of mathematical finance. For example situations in which optimal stopping typically arise include the problem of finding the arbitrage-free price of the American

  8. Optimization methods for the Train Unit Shunting Problem

    DEFF Research Database (Denmark)

    Haahr, Jørgen Thorlund; Lusby, Richard Martin; Wagenaar, Joris Camiel

    2017-01-01

    We consider the Train Unit Shunting Problem, an important planning problem for passenger railway operators. This problem entails assigning train units from shunting yards to scheduled train services in such a way that the resulting operations are without conflicts. The problem arises at every...... shunting yard in the railway network and involves matching train units to arriving and departing train services as well as assigning the selected matchings to appropriate shunting yard tracks. We present an extensive comparison benchmark of multiple solution approaches for this problem, some of which...... are novel. In particular, we develop a constraint programming formulation, a column generation approach, and a randomized greedy heuristic. We compare and benchmark these approaches with two existing methods, a mixed integer linear program and a two-stage heuristic. The benchmark contains multiple real...

  9. Convex optimization problem prototyping for image reconstruction in computed tomography with the Chambolle–Pock algorithm

    DEFF Research Database (Denmark)

    Sidky, Emil Y.; Jørgensen, Jakob Heide; Pan, Xiaochuan

    2012-01-01

    The primal–dual optimization algorithm developed in Chambolle and Pock (CP) (2011 J. Math. Imag. Vis. 40 1–26) is applied to various convex optimization problems of interest in computed tomography (CT) image reconstruction. This algorithm allows for rapid prototyping of optimization problems...... for the purpose of designing iterative image reconstruction algorithms for CT. The primal–dual algorithm is briefly summarized in this paper, and its potential for prototyping is demonstrated by explicitly deriving CP algorithm instances for many optimization problems relevant to CT. An example application...

  10. On the Lasserre hierarchy of semidefinite programming relaxations of convex polynomial optimization problems

    NARCIS (Netherlands)

    de Klerk, E.; Laurent, M.

    2011-01-01

    The Lasserre hierarchy of semidefinite programming approximations to convex polynomial optimization problems is known to converge finitely under some assumptions. [J. B. Lasserre, Convexity in semialgebraic geometry and polynomial optimization, SIAM J. Optim., 19 (2009), pp. 1995–2014]. We give a

  11. 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, ...

  12. An interpretation of the Gini coefficient in a Stiglitz two-type optimal tax problem

    DEFF Research Database (Denmark)

    Rasmussen, Bo Sandemann

    2015-01-01

    In a two-type Stiglitz (1982) model of optimal non-linear taxation it is shown that when the utility function relating to consumption is logaritmic the shadow price of the incentive constraint relating to the optimal tax problem exactly equals the Gini coefficient of the second-best optimal income...

  13. Performance comparison of genetic algorithms and particle swarm optimization for model integer programming bus timetabling problem

    Science.gov (United States)

    Wihartiko, F. D.; Wijayanti, H.; Virgantari, F.

    2018-03-01

    Genetic Algorithm (GA) is a common algorithm used to solve optimization problems with artificial intelligence approach. Similarly, the Particle Swarm Optimization (PSO) algorithm. Both algorithms have different advantages and disadvantages when applied to the case of optimization of the Model Integer Programming for Bus Timetabling Problem (MIPBTP), where in the case of MIPBTP will be found the optimal number of trips confronted with various constraints. The comparison results show that the PSO algorithm is superior in terms of complexity, accuracy, iteration and program simplicity in finding the optimal solution.

  14. Optimal improvement of graphs related to nuclear safeguards problems

    International Nuclear Information System (INIS)

    Jacobsen, S.E.

    1977-08-01

    This report develops the methodology for optimally improving graphs related to nuclear safeguards issues. In particular, given a fixed number of dollars, the report provides a method for optimally allocating such dollars over the arcs of a weighted graph (the weights vary as a function of dollars spent on arcs) so as to improve the system effectiveness measure which is the shortest of all shortest paths to several targets. Arc weights can be either clock times or detection probabilities and the algorithm does not explicitly consider all paths to the targets

  15. Iterative solution to the optimal poison management problem in pressurized water reactors

    International Nuclear Information System (INIS)

    Colletti, J.P.; Levine, S.H.; Lewis, J.B.

    1983-01-01

    A new method for solving the optimal poison management problem for a multiregion pressurized water reactor has been developed. The optimization objective is to maximize the end-of-cycle core excess reactivity for any given beginning-of-cycle fuel loading. The problem is treated as an optimal control problem with the region burnup and control absorber concentrations acting as the state and control variables, respectively. Constraints are placed on the power peaking, soluble boron concentration, and control absorber concentrations. The solution method consists of successive relinearizations of the system equations resulting in a sequence of nonlinear programming problems whose solutions converge to the desired optimal control solution. Application of the method to several test problems based on a simplified three-region reactor suggests a bang-bang optimal control strategy with the peak power location switching between the inner and outer regions of the core and the critical soluble boron concentration as low as possible throughout the cycle

  16. Optimal resampling for the noisy OneMax problem

    OpenAIRE

    Liu, Jialin; Fairbank, Michael; Pérez-Liébana, Diego; Lucas, Simon M.

    2016-01-01

    The OneMax problem is a standard benchmark optimisation problem for a binary search space. Recent work on applying a Bandit-Based Random Mutation Hill-Climbing algorithm to the noisy OneMax Problem showed that it is important to choose a good value for the resampling number to make a careful trade off between taking more samples in order to reduce noise, and taking fewer samples to reduce the total computational cost. This paper extends that observation, by deriving an analytical expression f...

  17. Particle Swarm Optimization applied to combinatorial problem aiming the fuel recharge problem solution in a nuclear reactor

    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)

  18. Efficient exact optimization of multi-objective redundancy allocation problems in series-parallel systems

    International Nuclear Information System (INIS)

    Cao, Dingzhou; Murat, Alper; Chinnam, Ratna Babu

    2013-01-01

    This paper proposes a decomposition-based approach to exactly solve the multi-objective Redundancy Allocation Problem for series-parallel systems. Redundancy allocation problem is a form of reliability optimization and has been the subject of many prior studies. The majority of these earlier studies treat redundancy allocation problem as a single objective problem maximizing the system reliability or minimizing the cost given certain constraints. The few studies that treated redundancy allocation problem as a multi-objective optimization problem relied on meta-heuristic solution approaches. However, meta-heuristic approaches have significant limitations: they do not guarantee that Pareto points are optimal and, more importantly, they may not identify all the Pareto-optimal points. In this paper, we treat redundancy allocation problem as a multi-objective problem, as is typical in practice. We decompose the original problem into several multi-objective sub-problems, efficiently and exactly solve sub-problems, and then systematically combine the solutions. The decomposition-based approach can efficiently generate all the Pareto-optimal solutions for redundancy allocation problems. Experimental results demonstrate the effectiveness and efficiency of the proposed method over meta-heuristic methods on a numerical example taken from the literature.

  19. Optimization of travel salesman problem using the ant colony system and Greedy search

    International Nuclear Information System (INIS)

    Esquivel E, J.; Ordonez A, A.; Ortiz S, J. J.

    2008-01-01

    In this paper we present some results obtained during the development of optimization systems that can be used to design refueling and patterns of control rods in a BWR. These systems use ant colonies and Greedy search. The first phase of this project is to be familiar with these optimization techniques applied to the problem of travel salesman problem (TSP). The utility of TSP study is that, like the refueling design and pattern design of control rods are problems of combinative optimization. Even, the similarity with the problem of the refueling design is remarkable. It is presented some results for the TSP with the 32 state capitals of Mexico country. (Author)

  20. 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 ...

  1. Optimization of the variational basis in the three body problem

    International Nuclear Information System (INIS)

    Simenog, I.V.; Pushkash, O.M.; Bestuzheva, A.B.

    1995-01-01

    The procedure of variational oscillator basis optimization is proposed to the calculation the energy spectra of three body systems. The hierarchy of basis functions is derived and energies of ground and excited states for three gravitating particles is obtained with high accuracy. 12 refs

  2. Isogeometric Shape Optimization for Quasi-static and Transient Problems

    NARCIS (Netherlands)

    Wang, Z.P.

    2016-01-01

    The recently developed isogeometric analysis (IGA) was aimed, from the start, at integrating computer aided design (CAD) and analysis. This synthesis of geometry and analysis has naturally led to renewed interest in developing structural shape optimization. The advantages of using isogeometric

  3. Optimal infrastructure maintenance scheduling problem under budget uncertainty.

    Science.gov (United States)

    2010-05-01

    This research addresses a general class of infrastructure asset management problems. Infrastructure : agencies usually face budget uncertainties that will eventually lead to suboptimal planning if : maintenance decisions are made without taking the u...

  4. Stability, pseudostability and quasistability of vector trajectorial lexicographic optimization problem

    Directory of Open Access Journals (Sweden)

    R. Berdysheva

    1998-03-01

    Full Text Available Lower bounds of stability, pseudostability and quasistability radii of lexicographic set in vector combinatorial problem on systems of subsets of finite set with partial criteria of more general kinds have been found.

  5. Optimization Using Simulation of the Vehicle Routing Problem

    OpenAIRE

    Nayera E. El-Gharably; Khaled S. El-Kilany; Aziz E. El-Sayed

    2013-01-01

    A key element of many distribution systems is the routing and scheduling of vehicles servicing a set of customers. A wide variety of exact and approximate algorithms have been proposed for solving the vehicle routing problems (VRP). Exact algorithms can only solve relatively small problems of VRP, which is classified as NP-Hard. Several approximate algorithms have proven successful in finding a feasible solution not necessarily optimum. Although different parts of the pro...

  6. Application of Fuzzy Optimization to the Orienteering Problem

    Directory of Open Access Journals (Sweden)

    Madhushi Verma

    2015-01-01

    Full Text Available This paper deals with the orienteering problem (OP which is a combination of two well-known problems (i.e., travelling salesman problem and the knapsack problem. OP is an NP-hard problem and is useful in appropriately modeling several challenging applications. As the parameters involved in these applications cannot be measured precisely, depicting them using crisp numbers is unrealistic. Further, the decision maker may be satisfied with graded satisfaction levels of solutions, which cannot be formulated using a crisp program. To deal with the above-stated two issues, we formulate the fuzzy orienteering problem (FOP and provide a method to solve it. Here we state the two necessary conditions of OP of maximizing the total collected score and minimizing the time taken to traverse a path (within the specified time bound as fuzzy goals and the remaining necessary conditions as crisp constraints. Using the max-min formulation of the fuzzy sets obtained from the fuzzy goals, we calculate the fuzzy decision sets (Z and Z∗ that contain the feasible paths and the desirable paths, respectively, along with the degrees to which they are acceptable. To efficiently solve large instances of FOP, we also present a parallel algorithm on CREW PRAM model.

  7. Optimization approaches for treating nuclear power plant problems

    International Nuclear Information System (INIS)

    Abdelgoad, A.S.A.

    2012-01-01

    Electricity generation is the process of generating electric energy from other forms of energy. There are many technologies that can be and are used to generate electricity. One of these technologies is the nuclear power. A nuclear power plant (NPP) is a thermal power station in which the heat source is one or more nuclear reactors. As in a conventional thermal power station the heat is used to generate steam which drives a steam turbine connected to a generator which produces electricity. As of February 2nd, 2012, there were 439 nuclear power plants in operation through the world. NPP are usually considered to be base load stations, which are best suited to constant power output. The thesis consists of five chapters: Chapter I presents a survey on some important concepts of the NPP problems. Chapter II introduces the economic future of nuclear power. It presents nuclear energy scenarios beyond 2015, market potential for electricity generation to 2030 and economics of new plant construction. Chapter III presents a reliability centered problem of power plant preventive maintenance scheduling. NPP preventive maintenance scheduling problem with fuzzy parameters in the constraints is solved. A case study is provided to demonstrate the efficiency of proposed model. A comparison study between the deterministic case and fuzzy case for the problem of concern is carried out. Chapter IV introduces a fuzzy approach to the generation expansion planning problem (GEP) in a multiobjective environment. The GEP problem as an integer programming model with fuzzy parameters in the constraints is formulated. A parametric study is carried out for the GEP problem. A case study is provided to demonstrate the efficiency of our proposed model. A comparison study between our approach and the deterministic one is made. Chapter V is concerned with the conclusions arrived in carrying out this thesis and gives some suggestions for further research.

  8. A note on fixed point optimality criteria for the location problem with arbitrary norms: Reply

    DEFF Research Database (Denmark)

    Juel, Henrik; Love, Robert F.

    1983-01-01

    The single-facility location problem in continuous space is considered, with distances given by arbitrary norms. When distances are Euclidean, for many practical problems the optimal location of the new facility coincides with one of the existing facilities. This property carries over to problems...... with generalized distances. In this paper a necessary and sufficient condition for the location of an existing facility to be the optimal location of the new facility is developed. Some computational examples using the condition are given....

  9. MULTI-CRITERIA PROGRAMMING METHODS AND PRODUCTION PLAN OPTIMIZATION PROBLEM SOLVING IN METAL INDUSTRY

    OpenAIRE

    Tunjo Perić; Željko Mandić

    2017-01-01

    This paper presents the production plan optimization in the metal industry considered as a multi-criteria programming problem. We first provided the definition of the multi-criteria programming problem and classification of the multicriteria programming methods. Then we applied two multi-criteria programming methods (the STEM method and the PROMETHEE method) in solving a problem of multi-criteria optimization production plan in a company from the metal industry. The obtained resul...

  10. Solving dominance and potential optimality in imprecise multi-attribute additive problems

    International Nuclear Information System (INIS)

    Mateos, Alfonso; Jimenez, Antonio; Rios-Insua, Sixto

    2003-01-01

    We consider the multicriteria decision-making problem where there is partial information on decision maker preferences, represented by means of an imprecise multiattribute additive utility function, and where the consequences of the alternatives or strategies are also possibly imprecise. Under these circumstances we consider how useful problem-solving concepts, namely nondominated, potentially optimal, adjacent potentially optimal alternatives, can be analytically computed. Thus, the problem can be solved much more efficiently using the classical methodology of linear programming

  11. Optimal Experimental Design for Large-Scale Bayesian Inverse Problems

    KAUST Repository

    Ghattas, Omar

    2014-01-06

    We develop a Bayesian framework for the optimal experimental design of the shock tube experiments which are being carried out at the KAUST Clean Combustion Research Center. The unknown parameters are the pre-exponential parameters and the activation energies in the reaction rate expressions. The control parameters are the initial mixture composition and the temperature. The approach is based on first building a polynomial based surrogate model for the observables relevant to the shock tube experiments. Based on these surrogates, a novel MAP based approach is used to estimate the expected information gain in the proposed experiments, and to select the best experimental set-ups yielding the optimal expected information gains. The validity of the approach is tested using synthetic data generated by sampling the PC surrogate. We finally outline a methodology for validation using actual laboratory experiments, and extending experimental design methodology to the cases where the control parameters are noisy.

  12. Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers

    Czech Academy of Sciences Publication Activity Database

    Adam, Lukáš; Branda, Martin

    2016-01-01

    Roč. 170, č. 2 (2016), s. 419-436 ISSN 0022-3239 R&D Projects: GA ČR GA15-00735S Institutional support: RVO:67985556 Keywords : Chance constrained programming * Optimality conditions * Regularization * Algorithms * Free MATLAB codes Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.289, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/adam-0460909.pdf

  13. Problem statement for optimal design of steel structures

    OpenAIRE

    Ginzburg Aleksandr Vital'evich; Vasil'kin Andrey Aleksandrovich

    2014-01-01

    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 desi...

  14. A program package for solving linear optimization problems

    International Nuclear Information System (INIS)

    Horikami, Kunihiko; Fujimura, Toichiro; Nakahara, Yasuaki

    1980-09-01

    Seven computer programs for the solution of linear, integer and quadratic programming (four programs for linear programming, one for integer programming and two for quadratic programming) have been prepared and tested on FACOM M200 computer, and auxiliary programs have been written to make it easy to use the optimization program package. The characteristics of each program are explained and the detailed input/output descriptions are given in order to let users know how to use them. (author)

  15. Optimality Conditions for Nondifferentiable Multiobjective Semi-Infinite Programming Problems

    Directory of Open Access Journals (Sweden)

    D. Barilla

    2016-01-01

    Full Text Available We have considered a multiobjective semi-infinite programming problem with a feasible set defined by inequality constraints. First we studied a Fritz-John type necessary condition. Then, we introduced two constraint qualifications and derive the weak and strong Karush-Kuhn-Tucker (KKT in brief types necessary conditions for an efficient solution of the considered problem. Finally an extension of a Caristi-Ferrara-Stefanescu result for the (Φ,ρ-invexity is proved, and some sufficient conditions are presented under this weak assumption. All results are given in terms of Clark subdifferential.

  16. Heterogeneous quantum computing for satellite constellation optimization: solving the weighted k-clique problem

    Science.gov (United States)

    Bass, Gideon; Tomlin, Casey; Kumar, Vaibhaw; Rihaczek, Pete; Dulny, Joseph, III

    2018-04-01

    NP-hard optimization problems scale very rapidly with problem size, becoming unsolvable with brute force methods, even with supercomputing resources. Typically, such problems have been approximated with heuristics. However, these methods still take a long time and are not guaranteed to find an optimal solution. Quantum computing offers the possibility of producing significant speed-up and improved solution quality. Current quantum annealing (QA) devices are designed to solve difficult optimization problems, but they are limited by hardware size and qubit connectivity restrictions. We present a novel heterogeneous computing stack that combines QA and classical machine learning, allowing the use of QA on problems larger than the hardware limits of the quantum device. These results represent experiments on a real-world problem represented by the weighted k-clique problem. Through this experiment, we provide insight into the state of quantum machine learning.

  17. Discrete bat algorithm for optimal problem of permutation flow shop scheduling.

    Science.gov (United States)

    Luo, Qifang; Zhou, Yongquan; Xie, Jian; Ma, Mingzhi; Li, Liangliang

    2014-01-01

    A discrete bat algorithm (DBA) is proposed for optimal permutation flow shop scheduling problem (PFSP). Firstly, the discrete bat algorithm is constructed based on the idea of basic bat algorithm, which divide whole scheduling problem into many subscheduling problems and then NEH heuristic be introduced to solve subscheduling problem. Secondly, some subsequences are operated with certain probability in the pulse emission and loudness phases. An intensive virtual population neighborhood search is integrated into the discrete bat algorithm to further improve the performance. Finally, the experimental results show the suitability and efficiency of the present discrete bat algorithm for optimal permutation flow shop scheduling problem.

  18. Discrete Bat Algorithm for Optimal Problem of Permutation Flow Shop Scheduling

    Science.gov (United States)

    Luo, Qifang; Zhou, Yongquan; Xie, Jian; Ma, Mingzhi; Li, Liangliang

    2014-01-01

    A discrete bat algorithm (DBA) is proposed for optimal permutation flow shop scheduling problem (PFSP). Firstly, the discrete bat algorithm is constructed based on the idea of basic bat algorithm, which divide whole scheduling problem into many subscheduling problems and then NEH heuristic be introduced to solve subscheduling problem. Secondly, some subsequences are operated with certain probability in the pulse emission and loudness phases. An intensive virtual population neighborhood search is integrated into the discrete bat algorithm to further improve the performance. Finally, the experimental results show the suitability and efficiency of the present discrete bat algorithm for optimal permutation flow shop scheduling problem. PMID:25243220

  19. Multiphysics field analysis and multiobjective design optimization: a benchmark problem

    Czech Academy of Sciences Publication Activity Database

    di Barba, P.; Doležel, Ivo; Karban, P.; Kůs, P.; Mach, F.; Mognaschi, M. E.; Savini, A.

    2014-01-01

    Roč. 22, č. 7 (2014), s. 1214-1225 ISSN 1741-5977 R&D Projects: GA ČR(CZ) GAP102/11/0498 Institutional support: RVO:61388998 Keywords : coupled-field problems * finite-element analysis * hp-FEM adaptation Subject RIV: JA - Electronics ; Optoelectronics, Electrical Engineering Impact factor: 0.868, year: 2014

  20. Two-stage optimization in a transportation problem

    CSIR Research Space (South Africa)

    Stewart, TJ

    1979-01-01

    Full Text Available A study of the economic distribution of maize throughout South Africa is reported. Although the problem of minimizing total transportation costs in such a situation is a classical one, and its solution is well known, there was in this case a high...

  1. An inverse heat transfer problem for optimization of the thermal ...

    Indian Academy of Sciences (India)

    This paper takes a different approach towards identification of the thermal process in machining, using inverse heat transfer problem. Inverse heat transfer method allows the closest possible experimental and analytical approximation of thermal state for a machining process. Based on a temperature measured at any point ...

  2. An optimization algorithm for a capacitated vehicle routing problem ...

    Indian Academy of Sciences (India)

    In this paper, vehicle routing problem (VRP) with time windows and real world constraints are considered as a real-world application on google maps. Also, tabu search is used and Hopfield neural networks is utilized. Basic constraints consist of customer demands, time windows, vehicle speed, vehicle capacity andworking ...

  3. An inverse heat transfer problem for optimization of the thermal ...

    Indian Academy of Sciences (India)

    Department of Production Engineering, Faculty of Technical Science, ... ductivity of manufacturing and high levels of machining quality and accuracy, are the most ... inverse problems are today successfully applied in identification, design, control and optimiza- ...... of Machine Tools and Manufacture, 35(5): 751–760.

  4. A Bayesian look at the optimal track labelling problem

    NARCIS (Netherlands)

    Aoki, E.H.; Boers, Y.; Svensson, L.; Mandal, Pranab K.; Bagchi, Arunabha

    In multi-target tracking (MTT), the problem of assigning labels to tracks (track labelling) is vastly covered in literature, but its exact mathematical formulation, in terms of Bayesian statistics, has not been yet looked at in detail. Doing so, however, may help us to understand how (and when)

  5. A Generalized Orienteering Problem for Optimal Search and Interdiction Planning

    Science.gov (United States)

    2013-09-01

    proposed for the TOP. Boussier et al. (2007) presents a branch-and- price algorithm that relies on a pricing step within the column generation phase...dominates in all metric categories and B&B appears to be the least favorable. We use performance proles ( Dolan and Moré 2002) as a method for comparing...exceeded, with greater computing power it may be possible to obtain the optimal solution in a period of time that can support a 24-hour planning

  6. Optimization and Reliability Problems in Structural Design of Wind Turbines

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard

    2007-01-01

    are discussed. Limit state equations are presented for fatigue limit states and for ultimate limit states with extreme wind load, and illustrated by bending failure. Illustrative examples are presented, and as a part of the results optimal reliability levels are obtained which corresponds to an annual...... reliability index equal to 3. An example with fatigue failure indicates that the reliability level is almost the same for single wind turbines and for wind turbines in wind farms if the wake effects are modeled equivalently in the design equation and the limit state equation....

  7. Free terminal time optimal control problem of an HIV model based on a conjugate gradient method.

    Science.gov (United States)

    Jang, Taesoo; Kwon, Hee-Dae; Lee, Jeehyun

    2011-10-01

    The minimum duration of treatment periods and the optimal multidrug therapy for human immunodeficiency virus (HIV) type 1 infection are considered. We formulate an optimal tracking problem, attempting to drive the states of the model to a "healthy" steady state in which the viral load is low and the immune response is strong. We study an optimal time frame as well as HIV therapeutic strategies by analyzing the free terminal time optimal tracking control problem. The minimum duration of treatment periods and the optimal multidrug therapy are found by solving the corresponding optimality systems with the additional transversality condition for the terminal time. We demonstrate by numerical simulations that the optimal dynamic multidrug therapy can lead to the long-term control of HIV by the strong immune response after discontinuation of therapy.

  8. Modeling of the Maximum Entropy Problem as an Optimal Control Problem and its Application to Pdf Estimation of Electricity Price

    Directory of Open Access Journals (Sweden)

    M. E. Haji Abadi

    2013-09-01

    Full Text Available In this paper, the continuous optimal control theory is used to model and solve the maximum entropy problem for a continuous random variable. The maximum entropy principle provides a method to obtain least-biased probability density function (Pdf estimation. In this paper, to find a closed form solution for the maximum entropy problem with any number of moment constraints, the entropy is considered as a functional measure and the moment constraints are considered as the state equations. Therefore, the Pdf estimation problem can be reformulated as the optimal control problem. Finally, the proposed method is applied to estimate the Pdf of the hourly electricity prices of New England and Ontario electricity markets. Obtained results show the efficiency of the proposed method.

  9. An Interpretation of the Gini Coefficient in a Stiglitz Two-Type Optimal Tax Problem

    DEFF Research Database (Denmark)

    Rasmussen, Bo Sandemann

    2014-01-01

    In a two-type Stiglitz (1982) model of optimal non-linear taxation it is shown that when the utility function relating to consumption is logaritmic the shadow price of the incentive constraint relating to the optimal tax problem exactly equals the Gini coefficient of the second-best optimal income...... distribution of a utilitarian government. In this sense the optimal degree of income redistribution is determined by the severity of the incentive problem facing the policy-maker. Extensions of the benchmark model to allow for more general functional forms of the utility function and for more than two types...

  10. Global optimization for overall HVAC systems - Part I problem formulation and analysis

    International Nuclear Information System (INIS)

    Lu Lu; Cai Wenjian; Chai, Y.S.; Xie Lihua

    2005-01-01

    This paper presents the global optimization technologies for overall heating, ventilating and air conditioning (HVAC) systems. The objective function of global optimization and constraints are formulated based on mathematical models of the major components. All these models are associated with power consumption components and heat exchangers for transferring cooling load. The characteristics of all the major components are briefly introduced by models, and the interactions between them are analyzed and discussed to show the complications of the problem. According to the characteristics of the operating components, the complicated original optimization problem for overall HVAC systems is transformed and simplified into a compact form ready for optimization

  11. Optimization of multi-objective integrated process planning and scheduling problem using a priority based optimization algorithm

    Science.gov (United States)

    Ausaf, Muhammad Farhan; Gao, Liang; Li, Xinyu

    2015-12-01

    For increasing the overall performance of modern manufacturing systems, effective integration of process planning and scheduling functions has been an important area of consideration among researchers. Owing to the complexity of handling process planning and scheduling simultaneously, most of the research work has been limited to solving the integrated process planning and scheduling (IPPS) problem for a single objective function. As there are many conflicting objectives when dealing with process planning and scheduling, real world problems cannot be fully captured considering only a single objective for optimization. Therefore considering multi-objective IPPS (MOIPPS) problem is inevitable. Unfortunately, only a handful of research papers are available on solving MOIPPS problem. In this paper, an optimization algorithm for solving MOIPPS problem is presented. The proposed algorithm uses a set of dispatching rules coupled with priority assignment to optimize the IPPS problem for various objectives like makespan, total machine load, total tardiness, etc. A fixed sized external archive coupled with a crowding distance mechanism is used to store and maintain the non-dominated solutions. To compare the results with other algorithms, a C-matric based method has been used. Instances from four recent papers have been solved to demonstrate the effectiveness of the proposed algorithm. The experimental results show that the proposed method is an efficient approach for solving the MOIPPS problem.

  12. Asymptotic Method of Solution for a Problem of Construction of Optimal Gas-Lift Process Modes

    Directory of Open Access Journals (Sweden)

    Fikrat A. Aliev

    2010-01-01

    Full Text Available Mathematical model in oil extraction by gas-lift method for the case when the reciprocal value of well's depth represents a small parameter is considered. Problem of optimal mode construction (i.e., construction of optimal program trajectories and controls is reduced to the linear-quadratic optimal control problem with a small parameter. Analytic formulae for determining the solutions at the first-order approximation with respect to the small parameter are obtained. Comparison of the obtained results with known ones on a specific example is provided, which makes it, in particular, possible to use obtained results in realizations of oil extraction problems by gas-lift method.

  13. An L∞/L1-Constrained Quadratic Optimization Problem with Applications to Neural Networks

    International Nuclear Information System (INIS)

    Leizarowitz, Arie; Rubinstein, Jacob

    2003-01-01

    Pattern formation in associative neural networks is related to a quadratic optimization problem. Biological considerations imply that the functional is constrained in the L ∞ norm and in the L 1 norm. We consider such optimization problems. We derive the Euler-Lagrange equations, and construct basic properties of the maximizers. We study in some detail the case where the kernel of the quadratic functional is finite-dimensional. In this case the optimization problem can be fully characterized by the geometry of a certain convex and compact finite-dimensional set

  14. Problems of future energy market planning and optimization

    International Nuclear Information System (INIS)

    Lelek, V.; Jaluvka, D.

    2007-01-01

    Probable development of energy market is described in the article and special attention is devoted to the nuclear energy, which not only consume, but also produce raw material and how to proceed to avoid crises in supply. Problems of future energy supply of heat, liquid fuel, electricity are described. Expected effect will be jump in prices or regulated supply to equalize supply and use. It can completely change our standard consideration of profit

  15. Optimal calculational schemes for solving multigroup photon transport problem

    International Nuclear Information System (INIS)

    Dubinin, A.A.; Kurachenko, Yu.A.

    1987-01-01

    A scheme of complex algorithm for solving multigroup equation of radiation transport is suggested. The algorithm is based on using the method of successive collisions, the method of forward scattering and the spherical harmonics method, and is realized in the FORAP program (FORTRAN, BESM-6 computer). As an example the results of calculating reactor photon transport in water are presented. The considered algorithm being modified may be used for solving neutron transport problems

  16. 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.

  17. A genetic algorithm approach to optimization for the radiological worker allocation problem

    International Nuclear Information System (INIS)

    Yan Chen; Masakuni Narita; Masashi Tsuji; Sangduk Sa

    1996-01-01

    The worker allocation optimization problem in radiological facilities inevitably involves various types of requirements and constraints relevant to radiological protection and labor management. Some of these goals and constraints are not amenable to a rigorous mathematical formulation. Conventional methods for this problem rely heavily on sophisticated algebraic or numerical algorithms, which cause difficulties in the search for optimal solutions in the search space of worker allocation optimization problems. Genetic algorithms (GAB) are stochastic search algorithms introduced by J. Holland in the 1970s based on ideas and techniques from genetic and evolutionary theories. The most striking characteristic of GAs is the large flexibility allowed in the formulation of the optimal problem and the process of the search for the optimal solution. In the formulation, it is not necessary to define the optimal problem in rigorous mathematical terms, as required in the conventional methods. Furthermore, by designing a model of evolution for the optimal search problem, the optimal solution can be sought efficiently with computational simple manipulations without highly complex mathematical algorithms. We reported a GA approach to the worker allocation problem in radiological facilities in the previous study. In this study, two types of hard constraints were employed to reduce the huge search space, where the optimal solution is sought in such a way as to satisfy as many of soft constraints as possible. It was demonstrated that the proposed evolutionary method could provide the optimal solution efficiently compared with conventional methods. However, although the employed hard constraints could localize the search space into a very small region, it brought some complexities in the designed genetic operators and demanded additional computational burdens. In this paper, we propose a simplified evolutionary model with less restrictive hard constraints and make comparisons between

  18. Applications of genetic algorithms to optimization problems in the solvent extraction process for spent nuclear fuel

    International Nuclear Information System (INIS)

    Omori, Ryota, Sakakibara, Yasushi; Suzuki, Atsuyuki

    1997-01-01

    Applications of genetic algorithms (GAs) to optimization problems in the solvent extraction process for spent nuclear fuel are described. Genetic algorithms have been considered a promising tool for use in solving optimization problems in complicated and nonlinear systems because they require no derivatives of the objective function. In addition, they have the ability to treat a set of many possible solutions and consider multiple objectives simultaneously, so they can calculate many pareto optimal points on the trade-off curve between the competing objectives in a single iteration, which leads to small computing time. Genetic algorithms were applied to two optimization problems. First, process variables in the partitioning process were optimized using a weighted objective function. It was observed that the average fitness of a generation increased steadily as the generation proceeded and satisfactory solutions were obtained in all cases, which means that GAs are an appropriate method to obtain such an optimization. Secondly, GAs were applied to a multiobjective optimization problem in the co-decontamination process, and the trade-off curve between the loss of uranium and the solvent flow rate was successfully obtained. For both optimization problems, CPU time with the present method was estimated to be several tens of times smaller than with the random search method

  19. Implementation and verification of global optimization benchmark problems

    Science.gov (United States)

    Posypkin, Mikhail; Usov, Alexander

    2017-12-01

    The paper considers the implementation and verification of a test suite containing 150 benchmarks for global deterministic box-constrained optimization. A C++ library for describing standard mathematical expressions was developed for this purpose. The library automate the process of generating the value of a function and its' gradient at a given point and the interval estimates of a function and its' gradient on a given box using a single description. Based on this functionality, we have developed a collection of tests for an automatic verification of the proposed benchmarks. The verification has shown that literary sources contain mistakes in the benchmarks description. The library and the test suite are available for download and can be used freely.

  20. Implementation and verification of global optimization benchmark problems

    Directory of Open Access Journals (Sweden)

    Posypkin Mikhail

    2017-12-01

    Full Text Available The paper considers the implementation and verification of a test suite containing 150 benchmarks for global deterministic box-constrained optimization. A C++ library for describing standard mathematical expressions was developed for this purpose. The library automate the process of generating the value of a function and its’ gradient at a given point and the interval estimates of a function and its’ gradient on a given box using a single description. Based on this functionality, we have developed a collection of tests for an automatic verification of the proposed benchmarks. The verification has shown that literary sources contain mistakes in the benchmarks description. The library and the test suite are available for download and can be used freely.

  1. Airfoil optimization for noise emission problem on small scale turbines

    Energy Technology Data Exchange (ETDEWEB)

    Gocmen, Tuhfe; Ozerdem, Baris [Mechanical Engineering Department, Yzmir Institute of Technology (Turkey)

    2011-07-01

    Wind power is a preferred natural resource and has had benefits for the energy industry and for the environment all over the world. However, noise emission from wind turbines is becoming a major concern today. This study paid close attention to small scale wind turbines close to urban areas and proposes an optimum number of six airfoils to address noise emission concerns and performance criteria. The optimization process aimed to decrease the noise emission levels and enhance the aerodynamic performance of a small scale wind turbine. This study determined the sources and the operating conditions of broadband noise emissions. A new design is presented which enhances aerodynamic performance and at the same time reduces airfoil self noise. It used popular aerodynamic functions and codes based on aero-acoustic empirical models. Through numerical computations and analyses, it is possible to derive useful improvements that can be made to commercial airfoils for small scale wind turbines.

  2. Simulation optimization based ant colony algorithm for the uncertain quay crane scheduling problem

    Directory of Open Access Journals (Sweden)

    Naoufal Rouky

    2019-01-01

    Full Text Available This work is devoted to the study of the Uncertain Quay Crane Scheduling Problem (QCSP, where the loading /unloading times of containers and travel time of quay cranes are considered uncertain. The problem is solved with a Simulation Optimization approach which takes advantage of the great possibilities offered by the simulation to model the real details of the problem and the capacity of the optimization to find solutions with good quality. An Ant Colony Optimization (ACO meta-heuristic hybridized with a Variable Neighborhood Descent (VND local search is proposed to determine the assignments of tasks to quay cranes and the sequences of executions of tasks on each crane. Simulation is used inside the optimization algorithm to generate scenarios in agreement with the probabilities of the distributions of the uncertain parameters, thus, we carry out stochastic evaluations of the solutions found by each ant. The proposed optimization algorithm is tested first for the deterministic case on several well-known benchmark instances. Then, in the stochastic case, since no other work studied exactly the same problem with the same assumptions, the Simulation Optimization approach is compared with the deterministic version. The experimental results show that the optimization algorithm is competitive as compared to the existing methods and that the solutions found by the Simulation Optimization approach are more robust than those found by the optimization algorithm.

  3. Optimization problem and mean variance hedging on defaultable claims

    OpenAIRE

    Goutte, Stephane; Ngoupeyou, Armand

    2012-01-01

    We study the pricing and the hedging of claim {\\psi} which depends on the default times of two firms A and B. In fact, we assume that, in the market, we can not buy or sell any defaultable bond of the firm B but we can only trade defaultable bond of the firm A. Our aim is then to find the best price and hedging of {\\psi} using only bond of the firm A. Hence, we solve this problem in two cases: firstly in a Markov framework using indifference price and solving a system of Hamilton-Jacobi-Bellm...

  4. Optimization Approaches for the Traveling Salesman Problem with Drone

    OpenAIRE

    Agatz, N.A.H.; Bouman, P.C.; Schmidt, M.E.

    2016-01-01

    textabstractThe fast and cost-efficient home delivery of goods ordered online is logistically challenging. Many companies are looking for new ways to cross the last-mile to their customers. One technology-enabled opportunity that recently has received much at- tention is the use of a drone to support deliveries. An innovative last-mile delivery concept in which a truck collaborates with a drone to make deliveries gives rise to a new variant of the traveling salesman problem (TSP) that we call...

  5. On the formulation and numerical simulation of distributed-order fractional optimal control problems

    Science.gov (United States)

    Zaky, M. A.; Machado, J. A. Tenreiro

    2017-11-01

    In a fractional optimal control problem, the integer order derivative is replaced by a fractional order derivative. The fractional derivative embeds implicitly the time delays in an optimal control process. The order of the fractional derivative can be distributed over the unit interval, to capture delays of distinct sources. The purpose of this paper is twofold. Firstly, we derive the generalized necessary conditions for optimal control problems with dynamics described by ordinary distributed-order fractional differential equations (DFDEs). Secondly, we propose an efficient numerical scheme for solving an unconstrained convex distributed optimal control problem governed by the DFDE. We convert the problem under consideration into an optimal control problem governed by a system of DFDEs, using the pseudo-spectral method and the Jacobi-Gauss-Lobatto (J-G-L) integration formula. Next, we present the numerical solutions for a class of optimal control problems of systems governed by DFDEs. The convergence of the proposed method is graphically analyzed showing that the proposed scheme is a good tool for the simulation of distributed control problems governed by DFDEs.

  6. Smooth and robust solutions for Dirichlet boundary control of fluid-solid conjugate heat transfer problems

    KAUST Repository

    Yan, Yan

    2015-01-01

    We study a new optimization scheme that generates smooth and robust solutions for Dirichlet velocity boundary control (DVBC) of conjugate heat transfer (CHT) processes. The solutions to the DVBC of the incompressible Navier-Stokes equations are typically nonsmooth, due to the regularity degradation of the boundary stress in the adjoint Navier-Stokes equations. This nonsmoothness is inherited by the solutions to the DVBC of CHT processes, since the CHT process couples the Navier-Stokes equations of fluid motion with the convection-diffusion equations of fluid-solid thermal interaction. Our objective in the CHT boundary control problem is to select optimally the fluid inflow profile that minimizes an objective function that involves the sum of the mismatch between the temperature distribution in the fluid system and a prescribed temperature profile and the cost of the control.Our strategy to resolve the nonsmoothness of the boundary control solution is based on two features, namely, the objective function with a regularization term on the gradient of the control profile on both the continuous and the discrete levels, and the optimization scheme with either explicit or implicit smoothing effects, such as the smoothed Steepest Descent and the Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) methods. Our strategy to achieve the robustness of the solution process is based on combining the smoothed optimization scheme with the numerical continuation technique on the regularization parameters in the objective function. In the section of numerical studies, we present two suites of experiments. In the first one, we demonstrate the feasibility and effectiveness of our numerical schemes in recovering the boundary control profile of the standard case of a Poiseuille flow. In the second one, we illustrate the robustness of our optimization schemes via solving more challenging DVBC problems for both the channel flow and the flow past a square cylinder, which use initial

  7. Set-Based Discrete Particle Swarm Optimization Based on Decomposition for Permutation-Based Multiobjective Combinatorial Optimization Problems.

    Science.gov (United States)

    Yu, Xue; Chen, Wei-Neng; Gu, Tianlong; Zhang, Huaxiang; Yuan, Huaqiang; Kwong, Sam; Zhang, Jun

    2017-08-07

    This paper studies a specific class of multiobjective combinatorial optimization problems (MOCOPs), namely the permutation-based MOCOPs. Many commonly seen MOCOPs, e.g., multiobjective traveling salesman problem (MOTSP), multiobjective project scheduling problem (MOPSP), belong to this problem class and they can be very different. However, as the permutation-based MOCOPs share the inherent similarity that the structure of their search space is usually in the shape of a permutation tree, this paper proposes a generic multiobjective set-based particle swarm optimization methodology based on decomposition, termed MS-PSO/D. In order to coordinate with the property of permutation-based MOCOPs, MS-PSO/D utilizes an element-based representation and a constructive approach. Through this, feasible solutions under constraints can be generated step by step following the permutation-tree-shaped structure. And problem-related heuristic information is introduced in the constructive approach for efficiency. In order to address the multiobjective optimization issues, the decomposition strategy is employed, in which the problem is converted into multiple single-objective subproblems according to a set of weight vectors. Besides, a flexible mechanism for diversity control is provided in MS-PSO/D. Extensive experiments have been conducted to study MS-PSO/D on two permutation-based MOCOPs, namely the MOTSP and the MOPSP. Experimental results validate that the proposed methodology is promising.

  8. A new evolutionary algorithm with LQV learning for combinatorial problems optimization

    International Nuclear Information System (INIS)

    Machado, Marcelo Dornellas; Schirru, Roberto

    2000-01-01

    Genetic algorithms are biologically motivated adaptive systems which have been used, with good results, for combinatorial problems optimization. In this work, a new learning mode, to be used by the population-based incremental learning algorithm, has the aim to build a new evolutionary algorithm to be used in optimization of numerical problems and combinatorial problems. This new learning mode uses a variable learning rate during the optimization process, constituting a process known as proportional reward. The development of this new algorithm aims its application in the optimization of reload problem of PWR nuclear reactors, in order to increase the useful life of the nuclear fuel. For the test, two classes of problems are used: numerical problems and combinatorial problems. Due to the fact that the reload problem is a combinatorial problem, the major interest relies on the last class. The results achieved with the tests indicate the applicability of the new learning mode, showing its potential as a developing tool in the solution of reload problem. (author)

  9. On a variational principle for shape optimization and elliptic free boundary problems

    Directory of Open Access Journals (Sweden)

    Raúl B. González De Paz

    2009-02-01

    Full Text Available A variational principle for several free boundary value problems using a relaxation approach is presented. The relaxed Energy functional is concave and it is defined on a convex set, so that the minimizing points are characteristic functions of sets. As a consequence of the first order optimality conditions, it is shown that the corresponding sets are domains bounded by free boundaries, so that the equivalence of the solution of the relaxed problem with the solution of several free boundary value problem is proved. Keywords: Calculus of variations, optimization, free boundary problems.

  10. MULTI-CRITERIA PROGRAMMING METHODS AND PRODUCTION PLAN OPTIMIZATION PROBLEM SOLVING IN METAL INDUSTRY

    Directory of Open Access Journals (Sweden)

    Tunjo Perić

    2017-09-01

    Full Text Available This paper presents the production plan optimization in the metal industry considered as a multi-criteria programming problem. We first provided the definition of the multi-criteria programming problem and classification of the multicriteria programming methods. Then we applied two multi-criteria programming methods (the STEM method and the PROMETHEE method in solving a problem of multi-criteria optimization production plan in a company from the metal industry. The obtained results indicate a high efficiency of the applied methods in solving the problem.

  11. Solving the pre-marshalling problem to optimality with A* and IDA*

    DEFF Research Database (Denmark)

    Tierney, Kevin; Pacino, Dario; Voß, Stefan

    2017-01-01

    We present a novel solution approach to the container pre-marshalling problem using the A* and IDA* algorithms combined with several novel branching and symmetry breaking rules that significantly increases the number of pre-marshalling instances that can be solved to optimality. A* and IDA......* are graph search algorithms that use heuristics combined with a complete graph search to find optimal solutions to problems. The container pre-marshalling problem is a key problem for container terminals seeking to reduce delays of inter-modal container transports. The goal of the container pre...

  12. Ant colony optimization techniques for the hamiltonian p-median problem

    Directory of Open Access Journals (Sweden)

    M. Zohrehbandian

    2010-12-01

    Full Text Available Location-Routing problems involve locating a number of facilitiesamong candidate sites and establishing delivery routes to a set of users in such a way that the total system cost is minimized. A special case of these problems is Hamiltonian p-Median problem (HpMP. This research applies the metaheuristic method of ant colony optimization (ACO to solve the HpMP. Modifications are made to the ACO algorithm used to solve the traditional vehicle routing problem (VRP in order to allow the search of the optimal solution of the HpMP. Regarding this metaheuristic algorithm a computational experiment is reported as well.

  13. A Distributed Particle Swarm Optimization Zlgorithmfor Flexible Job-hop Scheduling Problem

    Directory of Open Access Journals (Sweden)

    LIU Sheng--hui

    2017-06-01

    Full Text Available According to the characteristics of the Flexible job shop scheduling problem the minimum makespan as measures we proposed a distributed particle swarm optimization algorithm aiming to solve flexible job shop scheduling problem. The algorithm adopts the method of distributed ideas to solve problems and we are established for two multi agent particle swarm optimization model in this algorithm it can solve the traditional particle swarm optimization algorithm when making decisions in real time according to the emergencies. Finally some benthmark problems were experimented and the results are compared with the traditional algorithm. Experimental results proved that the developed distributed PSO is enough effective and efficient to solve the FJSP and it also verified the reasonableness of the multi}gent particle swarm optimization model.

  14. An A Posteriori Error Estimate for Symplectic Euler Approximation of Optimal Control Problems

    KAUST Repository

    Karlsson, Peer Jesper; Larsson, Stig; Sandberg, Mattias; Szepessy, Anders; Tempone, Raul

    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

  15. An Improved Particle Swarm Optimization for Solving Bilevel Multiobjective Programming Problem

    Directory of Open Access Journals (Sweden)

    Tao Zhang

    2012-01-01

    Full Text Available An improved particle swarm optimization (PSO algorithm is proposed for solving bilevel multiobjective programming problem (BLMPP. For such problems, the proposed algorithm directly simulates the decision process of bilevel programming, which is different from most traditional algorithms designed for specific versions or based on specific assumptions. The BLMPP is transformed to solve multiobjective optimization problems in the upper level and the lower level interactively by an improved PSO. And a set of approximate Pareto optimal solutions for BLMPP is obtained using the elite strategy. This interactive procedure is repeated until the accurate Pareto optimal solutions of the original problem are found. Finally, some numerical examples are given to illustrate the feasibility of the proposed algorithm.

  16. Methods of solving of the optimal stabilization problem for stationary smooth control systems. Part I

    Directory of Open Access Journals (Sweden)

    G. Kondrat'ev

    1999-10-01

    Full Text Available In this article some ideas of Hamilton mechanics and differential-algebraic Geometry are used to exact definition of the potential function (Bellman-Lyapunov function in the optimal stabilization problem of smooth finite-dimensional systems.

  17. A study of optimization problem for amplify-and-forward relaying over weibull fading channels

    KAUST Repository

    Ikki, Salama Said; Aissa, Sonia

    2010-01-01

    This paper addresses the power allocation and relay positioning problems in amplify-and-forward cooperative networks operating in Weibull fading environments. We study adaptive power allocation (PA) with fixed relay location, optimal relay location

  18. Application of particle swarm optimization algorithm in the heating system planning problem.

    Science.gov (United States)

    Ma, Rong-Jiang; Yu, Nan-Yang; Hu, Jun-Yi

    2013-01-01

    Based on the life cycle cost (LCC) approach, this paper presents an integral mathematical model and particle swarm optimization (PSO) algorithm for the heating system planning (HSP) problem. The proposed mathematical model minimizes the cost of heating system as the objective for a given life cycle time. For the particularity of HSP problem, the general particle swarm optimization algorithm was improved. An actual case study was calculated to check its feasibility in practical use. The results show that the improved particle swarm optimization (IPSO) algorithm can more preferably solve the HSP problem than PSO algorithm. Moreover, the results also present the potential to provide useful information when making decisions in the practical planning process. Therefore, it is believed that if this approach is applied correctly and in combination with other elements, it can become a powerful and effective optimization tool for HSP problem.

  19. Optimality Bounds for a Variational Relaxation of the Image Partitioning Problem

    KAUST Repository

    Lellmann, Jan; Lenzen, Frank; Schnö rr, Christoph

    2012-01-01

    We consider a variational convex relaxation of a class of optimal partitioning and multiclass labeling problems, which has recently proven quite successful and can be seen as a continuous analogue of Linear Programming (LP) relaxation methods

  20. PROBLEMS OF ROUTE NETWORK AND AIRCRAFT FLEET OPTIMIZATION AS A SPECIFIC TASK OF AIRLINE STRATEGIC PLANNING

    Directory of Open Access Journals (Sweden)

    M. A. Karakuts

    2015-01-01

    Full Text Available The basic problems of route network and aircraft fleet optimization and its role in airline strategic planning are considered. Measures to improve the methods of its implementation are proposed.

  1. Optimization of location routing inventory problem with transshipment

    Science.gov (United States)

    Ghani, Nor Edayu Abd; Shariff, S. Sarifah Radiah; Zahari, Siti Meriam

    2015-05-01

    Location Routing Inventory Problem (LRIP) is a collaboration of the three components in the supply chain. It is confined by location-allocation, vehicle routing and inventory management. The aim of the study is to minimize the total system cost in the supply chain. Transshipment is introduced in order to allow the products to be shipped to a customer who experiences a shortage, either directly from the supplier or from another customer. In the study, LRIP is introduced with the transshipment (LRIPT) and customers act as the transshipment points. We select the transshipment point by using the p-center and we present the results in two divisions of cases. Based on the analysis, the results indicated that LRIPT performed well compared to LRIP.

  2. Phase Transitions in Combinatorial Optimization Problems Basics, Algorithms and Statistical Mechanics

    CERN Document Server

    Hartmann, Alexander K

    2005-01-01

    A concise, comprehensive introduction to the topic of statistical physics of combinatorial optimization, bringing together theoretical concepts and algorithms from computer science with analytical methods from physics. The result bridges the gap between statistical physics and combinatorial optimization, investigating problems taken from theoretical computing, such as the vertex-cover problem, with the concepts and methods of theoretical physics. The authors cover rapid developments and analytical methods that are both extremely complex and spread by word-of-mouth, providing all the necessary

  3. Benefits and Challenges when Performing Robust Topology Optimization for Interior Acoustic Problems

    DEFF Research Database (Denmark)

    Christiansen, Rasmus Ellebæk; Jensen, Jakob Søndergaard; Lazarov, Boyan Stefanov

    The objective of this work is to present benets and challenges of using robust topology optimization techniques for minimizing the sound pressure in interior acoustic problems. The focus is on creating designs which maintain high performance under uniform spatial variations. This work takes offset...... in previous work considering topology optimization for interior acoustic problems, [1]. However in the previous work the robustness of the designs was not considered....

  4. Benefits and Challenges when Performing Robust Topology Optimization for Interior Acoustic Problems

    OpenAIRE

    Christiansen, Rasmus Ellebæk; Jensen, Jakob Søndergaard; Lazarov, Boyan Stefanov; Sigmund, Ole

    2014-01-01

    The objective of this work is to present benets and challenges of using robust topology optimization techniques for minimizing the sound pressure in interior acoustic problems. The focus is on creating designs which maintain high performance under uniform spatial variations. This work takes offset in previous work considering topology optimization for interior acoustic problems, [1]. However in the previous work the robustness of the designs was not considered.

  5. Robust Optimization for Time-Cost Tradeoff Problem in Construction Projects

    OpenAIRE

    Li, Ming; Wu, Guangdong

    2014-01-01

    Construction projects are generally subject to uncertainty, which influences the realization of time-cost tradeoff in project management. This paper addresses a time-cost tradeoff problem under uncertainty, in which activities in projects can be executed in different construction modes corresponding to specified time and cost with interval uncertainty. Based on multiobjective robust optimization method, a robust optimization model for time-cost tradeoff problem is developed. In order to illus...

  6. Invisibility cloaking via non-smooth transformation optics and ray tracing

    International Nuclear Information System (INIS)

    Crosskey, Miles M.; Nixon, Andrew T.; Schick, Leland M.; Kovacic, Gregor

    2011-01-01

    We present examples of theoretically-predicted invisibility cloaks with shapes other than spheres and cylinders, including cones and ellipsoids, as well as shapes spliced from parts of these simpler shapes. In addition, we present an example explicitly displaying the non-uniqueness of invisibility cloaks of the same shape. We depict rays propagating through these example cloaks using ray tracing for geometric optics. - Highlights: → Theoretically-predicted conical and ellipsoidal invisibility cloaks. → Non-smooth cloaks spliced from parts of simpler shapes. → Example displaying non-uniqueness of invisibility cloaks of the same shape. → Rays propagating through example cloaks depicted using geometric optics.

  7. An Approximate Redistributed Proximal Bundle Method with Inexact Data for Minimizing Nonsmooth Nonconvex Functions

    Directory of Open Access Journals (Sweden)

    Jie Shen

    2015-01-01

    Full Text Available We describe an extension of the redistributed technique form classical proximal bundle method to the inexact situation for minimizing nonsmooth nonconvex functions. The cutting-planes model we construct is not the approximation to the whole nonconvex function, but to the local convexification of the approximate objective function, and this kind of local convexification is modified dynamically in order to always yield nonnegative linearization errors. Since we only employ the approximate function values and approximate subgradients, theoretical convergence analysis shows that an approximate stationary point or some double approximate stationary point can be obtained under some mild conditions.

  8. Compact solitary waves in linearly elastic chains with non-smooth on-site potential

    Energy Technology Data Exchange (ETDEWEB)

    Gaeta, Giuseppe [Dipartimento di Matematica, Universita di Milano, Via Saldini 50, 20133 Milan (Italy); Gramchev, Todor [Dipartimento di Matematica e Informatica, Universita di Cagliari, Via Ospedale 72, 09124 Cagliari (Italy); Walcher, Sebastian [Lehrstuhl A Mathematik, RWTH Aachen, 52056 Aachen (Germany)

    2007-04-27

    It was recently observed by Saccomandi and Sgura that one-dimensional chains with nonlinear elastic interaction and regular on-site potential can support compact solitary waves, i.e. travelling solitary waves with strictly compact support. In this paper, we show that the same applies to chains with linear elastic interaction and an on-site potential which is continuous but non-smooth at minima. Some different features arise; in particular, the speed of compact solitary waves is not uniquely fixed by the equation. We also discuss several generalizations of our findings.

  9. A problem of optimization for the specific cost of installed electric power in nuclear plants

    Energy Technology Data Exchange (ETDEWEB)

    Sultan, M A; Khattab, M S [Reactors Dept. nuclear research centre, atomic energy authority, Cairo, (Egypt)

    1995-10-01

    The optimization problem analyzed in this paper is related to the thermal cycle parameters in nuclear power stations having steam generators. The optimization the specific cost of installed power with respect to the average operating saturation temperature in the station thermal cycle. The analysis considers the maximum fuel cladding temperature as a limiting factor in the optimization process as it is related to the safe operation of the reactor. 4 figs.

  10. A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet

    Directory of Open Access Journals (Sweden)

    Boualem Djehiche

    2014-01-01

    a two-mode optimal switching problem of mean-field type, which can be described by a system of Snell envelopes where the obstacles are interconnected and nonlinear. The main result of the paper is a proof of a continuous minimal solution to the system of Snell envelopes, as well as the full characterization of the optimal switching strategy.

  11. Topology optimization of unsteady flow problems using the lattice Boltzmann method

    DEFF Research Database (Denmark)

    Nørgaard, Sebastian Arlund; Sigmund, Ole; Lazarov, Boyan Stefanov

    2016-01-01

    This article demonstrates and discusses topology optimization for unsteady incompressible fluid flows. The fluid flows are simulated using the lattice Boltzmann method, and a partial bounceback model is implemented to model the transition between fluid and solid phases in the optimization problems...

  12. A Simple Proof of the Theorem Concerning Optimality in a One-Dimensional Ergodic Control Problem

    International Nuclear Information System (INIS)

    Fujita, Y.

    2000-01-01

    We give a simple proof of the theorem concerning optimality in a one-dimensional ergodic control problem. We characterize the optimal control in the class of all Markov controls. Our proof is probabilistic and does not need to solve the corresponding Bellman equation. This simplifies the proof

  13. Control and System Theory, Optimization, Inverse and Ill-Posed Problems

    Science.gov (United States)

    1988-09-14

    Justlfleatlen Distribut ion/ Availability Codes # AFOSR-87-0350 Avat’ and/or1987-1988 Dist Special *CONTROL AND SYSTEM THEORY , ~ * OPTIMIZATION, * INVERSE...considerable va- riety of research investigations within the grant areas (Control and system theory , Optimization, and Ill-posed problems]. The

  14. A Multi-Model Reduction Technique for Optimization of Coupled Structural-Acoustic Problems

    DEFF Research Database (Denmark)

    Creixell Mediante, Ester; Jensen, Jakob Søndergaard; Brunskog, Jonas

    2016-01-01

    Finite Element models of structural-acoustic coupled systems can become very large for complex structures with multiple connected parts. Optimization of the performance of the structure based on harmonic analysis of the system requires solving the coupled problem iteratively and for several frequ....... Several methods are compared in terms of accuracy and size of the reduced systems for optimization of simple models....

  15. Energy and the environment as an optimization problem

    International Nuclear Information System (INIS)

    Walbeck, M.; Wagner, H.J.; Martinsen, D.; Bundschuh, V.

    1988-01-01

    The authors develop approaches and outline solutions leading to a more ecologically oriented strategy of energy utilisation, including outline solutions envisaging a possible change-over to a novel energy system. The frame of the study is set by the following conditions: Represent the energy systems as a combination of technologies; geographic area under review is the Federal Republic of Germany; the time period to be considered is 50 years; consider rates of change; compare currently available and novel energy systems to be set out and defined; cost (market criteria) and emissions (environmental criteria) are the criteria of comparison; energy supply and energy utilisation are the functions of the technology combinations of energy systems to be described. The book almost like a textbook explains the path from problem definition to model establishment and finally to description of possible applications, using as the leading example the MARNES model developed by the systems analysis project group of KfA Juelich. (orig./HSCH) With 52 figs., 27 tabs [de

  16. An optimized absorbing potential for ultrafast, strong-field problems

    Science.gov (United States)

    Yu, Youliang; Esry, B. D.

    2018-05-01

    Theoretical treatments of strong-field physics have long relied on the numerical solution of the time-dependent Schrödinger equation. The most effective such treatments utilize a discrete spatial representation—a grid. Since most strong-field observables relate to the continuum portion of the wave function, the boundaries of the grid—which act as hard walls and thus cause reflection—can substantially impact the observables. Special care thus needs to be taken. While there exist a number of attempts to solve this problem—e.g., complex absorbing potentials and masking functions, exterior complex scaling, and coordinate scaling—none of them are completely satisfactory. The first of these is arguably the most popular, but it consumes a substantial fraction of the computing resources in any given calculation. Worse, this fraction grows with the dimensionality of the problem. In addition, no systematic way to design such a potential has been used in the strong-field community. In this work, we address these issues and find a much better solution. By comparing with previous widely used absorbing potentials, we find a factor of 3–4 reduction in the absorption range, given the same level of absorption over a specified energy interval.

  17. Neural network for solving convex quadratic bilevel programming problems.

    Science.gov (United States)

    He, Xing; Li, Chuandong; Huang, Tingwen; Li, Chaojie

    2014-03-01

    In this paper, using the idea of successive approximation, we propose a neural network to solve convex quadratic bilevel programming problems (CQBPPs), which is modeled by a nonautonomous differential inclusion. Different from the existing neural network for CQBPP, the model has the least number of state variables and simple structure. Based on the theory of nonsmooth analysis, differential inclusions and Lyapunov-like method, the limit equilibrium points sequence of the proposed neural networks can approximately converge to an optimal solution of CQBPP under certain conditions. Finally, simulation results on two numerical examples and the portfolio selection problem show the effectiveness and performance of the proposed neural network. Copyright © 2013 Elsevier Ltd. All rights reserved.

  18. Portfolio optimization problem with nonidentical variances of asset returns using statistical mechanical informatics

    Science.gov (United States)

    Shinzato, Takashi

    2016-12-01

    The portfolio optimization problem in which the variances of the return rates of assets are not identical is analyzed in this paper using the methodology of statistical mechanical informatics, specifically, replica analysis. We defined two characteristic quantities of an optimal portfolio, namely, minimal investment risk and investment concentration, in order to solve the portfolio optimization problem and analytically determined their asymptotical behaviors using replica analysis. Numerical experiments were also performed, and a comparison between the results of our simulation and those obtained via replica analysis validated our proposed method.

  19. Industrial Application of Topology Optimization for Combined Conductive and Convective Heat Transfer Problems

    DEFF Research Database (Denmark)

    Zhou, Mingdong; Alexandersen, Joe; Sigmund, Ole

    2016-01-01

    This paper presents an industrial application of topology optimization for combined conductive and convective heat transfer problems. The solution is based on a synergy of computer aided design and engineering software tools from Dassault Systemes. The considered physical problem of steady......-state heat transfer under convection is simulated using SIMULIA-Abaqus. A corresponding topology optimization feature is provided by SIMULIA-Tosca. By following a standard workflow of design optimization, the proposed solution is able to accommodate practical design scenarios and results in efficient...

  20. Topology optimization of acoustic-structure interaction problems using a mixed finite element formulation

    DEFF Research Database (Denmark)

    Yoon, Gil Ho; Jensen, Jens Stissing; Sigmund, Ole

    2007-01-01

    given during the optimization process. In this paper we circumvent the explicit boundary representation by using a mixed finite element formulation with displacements and pressure as primary variables (a u/p-formulation). The Helmholtz equation is obtained as a special case of the mixed formulation...... for the elastic shear modulus equating to zero. Hence, by spatial variation of the mass density, shear and bulk moduli we are able to solve the coupled problem by the mixed formulation. Using this modelling approach, the topology optimization procedure is simply implemented as a standard density approach. Several...... two-dimensional acoustic-structure problems are optimized in order to verify the proposed method....

  1. A variation method in the optimization problem of the minority game model

    International Nuclear Information System (INIS)

    Blazhyijevs'kij, L.; Yanyishevs'kij, V.

    2009-01-01

    This article contains the results of applying a variation method in the investigation of the optimization problem in the minority game model. That suggested approach is shown to give relevant results about phase transition in the model. Other methods pertinent to the problem have also been assessed.

  2. Improvement of DC Optimal Power Flow Problem Based on Nodal Approximation of Transmission Losses

    Directory of Open Access Journals (Sweden)

    M. R. Baghayipour

    2012-03-01

    3-\tIts formulation is simple and easy to understand. Moreover, it can simply be realized in the form of Lagrange representation, makes it possible to be considered as some constraints in the body of any bi-level optimization problem, with its internal level including the OPF problem satisfaction.

  3. Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection

    NARCIS (Netherlands)

    van Weert, K.; Dhaene, J.; Goovaerts, M.

    2011-01-01

    In this paper we discuss multiperiod portfolio selection problems related to a specific provisioning problem. Our results are an extension of Dhaene et al. (2005) [14], where optimal constant mix investment strategies are obtained in a provisioning and savings context, using an analytical approach

  4. Comparison of some evolutionary algorithms for optimization of the path synthesis problem

    Science.gov (United States)

    Grabski, Jakub Krzysztof; Walczak, Tomasz; Buśkiewicz, Jacek; Michałowska, Martyna

    2018-01-01

    The paper presents comparison of the results obtained in a mechanism synthesis by means of some selected evolutionary algorithms. The optimization problem considered in the paper as an example is the dimensional synthesis of the path generating four-bar mechanism. In order to solve this problem, three different artificial intelligence algorithms are employed in this study.

  5. Optimal control problems with delay, the maximum principle and necessary conditions

    NARCIS (Netherlands)

    Frankena, J.F.

    1975-01-01

    In this paper we consider a rather general optimal control problem involving ordinary differential equations with delayed arguments and a set of equality and inequality restrictions on state- and control variables. For this problem a maximum principle is given in pointwise form, using variational

  6. Modeling length of stay as an optimized two-dass prediction problem

    NARCIS (Netherlands)

    Verduijn, M.; Peek, N.; Voorbraak, F.; de Jonge, E.; de Mol, B. A. J. M.

    2007-01-01

    Objectives. To develop a predictive model for the outcome length of stay at the Intensive Care Unit (ICU LOS), including the choice of an optimal dichotomization threshold for this outcome. Reduction of prediction problems of this type of outcome to a two-doss problem is a common strategy to

  7. Optimization-based decision support systems for planning problems in processing industries

    NARCIS (Netherlands)

    Claassen, G.D.H.

    2014-01-01

    Summary

    Optimization-based decision support systems for planning problems in processing industries

    Nowadays, efficient planning of material flows within and between supply chains is of vital importance and has become one of the most challenging problems for decision support in

  8. The Orienteering Problem under Uncertainty Stochastic Programming and Robust Optimization compared

    NARCIS (Netherlands)

    Evers, L.; Glorie, K.; Ster, S. van der; Barros, A.I.; Monsuur, H.

    2012-01-01

    The Orienteering Problem (OP) is a generalization of the well-known traveling salesman problem and has many interesting applications in logistics, tourism and defense. To reflect real-life situations, we focus on an uncertain variant of the OP. Two main approaches that deal with optimization under

  9. A LEVEL SET BASED SHAPE OPTIMIZATION METHOD FOR AN ELLIPTIC OBSTACLE PROBLEM

    KAUST Repository

    Burger, Martin

    2011-04-01

    In this paper, we construct a level set method for an elliptic obstacle problem, which can be reformulated as a shape optimization problem. We provide a detailed shape sensitivity analysis for this reformulation and a stability result for the shape Hessian at the optimal shape. Using the shape sensitivities, we construct a geometric gradient flow, which can be realized in the context of level set methods. We prove the convergence of the gradient flow to an optimal shape and provide a complete analysis of the level set method in terms of viscosity solutions. To our knowledge this is the first complete analysis of a level set method for a nonlocal shape optimization problem. Finally, we discuss the implementation of the methods and illustrate its behavior through several computational experiments. © 2011 World Scientific Publishing Company.

  10. New numerical methods for open-loop and feedback solutions to dynamic optimization problems

    Science.gov (United States)

    Ghosh, Pradipto

    The topic of the first part of this research is trajectory optimization of dynamical systems via computational swarm intelligence. Particle swarm optimization is a nature-inspired heuristic search method that relies on a group of potential solutions to explore the fitness landscape. Conceptually, each particle in the swarm uses its own memory as well as the knowledge accumulated by the entire swarm to iteratively converge on an optimal or near-optimal solution. It is relatively straightforward to implement and unlike gradient-based solvers, does not require an initial guess or continuity in the problem definition. Although particle swarm optimization has been successfully employed in solving static optimization problems, its application in dynamic optimization, as posed in optimal control theory, is still relatively new. In the first half of this thesis particle swarm optimization is used to generate near-optimal solutions to several nontrivial trajectory optimization problems including thrust programming for minimum fuel, multi-burn spacecraft orbit transfer, and computing minimum-time rest-to-rest trajectories for a robotic manipulator. A distinct feature of the particle swarm optimization implementation in this work is the runtime selection of the optimal solution structure. Optimal trajectories are generated by solving instances of constrained nonlinear mixed-integer programming problems with the swarming technique. For each solved optimal programming problem, the particle swarm optimization result is compared with a nearly exact solution found via a direct method using nonlinear programming. Numerical experiments indicate that swarm search can locate solutions to very great accuracy. The second half of this research develops a new extremal-field approach for synthesizing nearly optimal feedback controllers for optimal control and two-player pursuit-evasion games described by general nonlinear differential equations. A notable revelation from this development

  11. Applications of intelligent optimization in biology and medicine current trends and open problems

    CERN Document Server

    Grosan, Crina; Tolba, Mohamed

    2016-01-01

    This volume provides updated, in-depth material on the application of intelligent optimization in biology and medicine. The aim of the book is to present solutions to the challenges and problems facing biology and medicine applications. This Volume comprises of 13 chapters, including an overview chapter, providing an up-to-date and state-of-the research on the application of intelligent optimization for bioinformatics applications, DNA based Steganography, a modified Particle Swarm Optimization Algorithm for Solving Capacitated Maximal Covering Location Problem in Healthcare Systems, Optimization Methods for Medical Image Super Resolution Reconstruction and breast cancer classification. Moreover, some chapters that describe several bio-inspired approaches in MEDLINE Text Mining, DNA-Binding Proteins and Classes, Optimized Tumor Breast Cancer Classification using Combining Random Subspace and Static Classifiers Selection Paradigms, and Dental Image Registration. The book will be a useful compendium for a broad...

  12. A multi-objective improved teaching-learning based optimization algorithm for unconstrained and constrained optimization problems

    Directory of Open Access Journals (Sweden)

    R. Venkata Rao

    2014-01-01

    Full Text Available The present work proposes a multi-objective improved teaching-learning based optimization (MO-ITLBO algorithm for unconstrained and constrained multi-objective function optimization. The MO-ITLBO algorithm is the improved version of basic teaching-learning based optimization (TLBO algorithm adapted for multi-objective problems. The basic TLBO algorithm is improved to enhance its exploration and exploitation capacities by introducing the concept of number of teachers, adaptive teaching factor, tutorial training and self-motivated learning. The MO-ITLBO algorithm uses a grid-based approach to adaptively assess the non-dominated solutions (i.e. Pareto front maintained in an external archive. The performance of the MO-ITLBO algorithm is assessed by implementing it on unconstrained and constrained test problems proposed for the Congress on Evolutionary Computation 2009 (CEC 2009 competition. The performance assessment is done by using the inverted generational distance (IGD measure. The IGD measures obtained by using the MO-ITLBO algorithm are compared with the IGD measures of the other state-of-the-art algorithms available in the literature. Finally, Lexicographic ordering is used to assess the overall performance of competitive algorithms. Results have shown that the proposed MO-ITLBO algorithm has obtained the 1st rank in the optimization of unconstrained test functions and the 3rd rank in the optimization of constrained test functions.

  13. Models of resource allocation optimization when solving the control problems in organizational systems

    Science.gov (United States)

    Menshikh, V.; Samorokovskiy, A.; Avsentev, O.

    2018-03-01

    The mathematical model of optimizing the allocation of resources to reduce the time for management decisions and algorithms to solve the general problem of resource allocation. The optimization problem of choice of resources in organizational systems in order to reduce the total execution time of a job is solved. This problem is a complex three-level combinatorial problem, for the solving of which it is necessary to implement the solution to several specific problems: to estimate the duration of performing each action, depending on the number of performers within the group that performs this action; to estimate the total execution time of all actions depending on the quantitative composition of groups of performers; to find such a distribution of the existing resource of performers in groups to minimize the total execution time of all actions. In addition, algorithms to solve the general problem of resource allocation are proposed.

  14. Minimal investment risk of a portfolio optimization problem with budget and investment concentration constraints

    Science.gov (United States)

    Shinzato, Takashi

    2017-02-01

    In the present paper, the minimal investment risk for a portfolio optimization problem with imposed budget and investment concentration constraints is considered using replica analysis. Since the minimal investment risk is influenced by the investment concentration constraint (as well as the budget constraint), it is intuitive that the minimal investment risk for the problem with an investment concentration constraint can be larger than that without the constraint (that is, with only the budget constraint). Moreover, a numerical experiment shows the effectiveness of our proposed analysis. In contrast, the standard operations research approach failed to identify accurately the minimal investment risk of the portfolio optimization problem.

  15. Global optimization of discrete truss topology design problems using a parallel cut-and-branch method

    DEFF Research Database (Denmark)

    Rasmussen, Marie-Louise Højlund; Stolpe, Mathias

    2008-01-01

    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 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...

  16. Optimal control of LQG problem with an explicit trade-off between mean and variance

    Science.gov (United States)

    Qian, Fucai; Xie, Guo; Liu, Ding; Xie, Wenfang

    2011-12-01

    For discrete-time linear-quadratic Gaussian (LQG) control problems, a utility function on the expectation and the variance of the conventional performance index is considered. The utility function is viewed as an overall objective of the system and can perform the optimal trade-off between the mean and the variance of performance index. The nonlinear utility function is first converted into an auxiliary parameters optimisation problem about the expectation and the variance. Then an optimal closed-loop feedback controller for the nonseparable mean-variance minimisation problem is designed by nonlinear mathematical programming. Finally, simulation results are given to verify the algorithm's effectiveness obtained in this article.

  17. A Hybrid Method for Modeling and Solving Supply Chain Optimization Problems with Soft and Logical Constraints

    Directory of Open Access Journals (Sweden)

    Paweł Sitek

    2016-01-01

    Full Text Available This paper presents a hybrid method for modeling and solving supply chain optimization problems with soft, hard, and logical constraints. Ability to implement soft and logical constraints is a very important functionality for supply chain optimization models. Such constraints are particularly useful for modeling problems resulting from commercial agreements, contracts, competition, technology, safety, and environmental conditions. Two programming and solving environments, mathematical programming (MP and constraint logic programming (CLP, were combined in the hybrid method. This integration, hybridization, and the adequate multidimensional transformation of the problem (as a presolving method helped to substantially reduce the search space of combinatorial models for supply chain optimization problems. The operation research MP and declarative CLP, where constraints are modeled in different ways and different solving procedures are implemented, were linked together to use the strengths of both. This approach is particularly important for the decision and combinatorial optimization models with the objective function and constraints, there are many decision variables, and these are summed (common in manufacturing, supply chain management, project management, and logistic problems. The ECLiPSe system with Eplex library was proposed to implement a hybrid method. Additionally, the proposed hybrid transformed model is compared with the MILP-Mixed Integer Linear Programming model on the same data instances. For illustrative models, its use allowed finding optimal solutions eight to one hundred times faster and reducing the size of the combinatorial problem to a significant extent.

  18. Effect of Nonsmooth Nose Surface of the Projectile on Penetration Using DEM Simulation

    Directory of Open Access Journals (Sweden)

    Jing Han

    2017-01-01

    Full Text Available The nonsmooth body surface of the reptile in nature plays an important role in reduction of resistance and friction when it lives in a soil environment. To consider whether it was feasible for improving the performance of penetrating projectile we investigated the influence of the convex as one of nonsmooth surfaces for the nose of projectile. A numerical simulation study of the projectile against the concrete target was developed based on the discrete element method (DEM. The results show that the convex nose surface of the projectile is beneficial for reducing the penetration resistance greatly, which is also validated by the experiments. Compared to the traditional smooth nose structure, the main reason of difference is due to the local contact normal pressure, which increases dramatically due to the abrupt change of curvature caused by the convex at the same condition. Accordingly, the broken particles of the concrete target obtain more kinetic energy and their average radial flow velocities will drastically increase simultaneously, which is in favor of decreasing the interface friction and the compaction density of concrete target around the nose of projectile.

  19. The selection pressures induced non-smooth infectious disease model and bifurcation analysis

    International Nuclear Information System (INIS)

    Qin, Wenjie; Tang, Sanyi

    2014-01-01

    Highlights: • A non-smooth infectious disease model to describe selection pressure is developed. • The effect of selection pressure on infectious disease transmission is addressed. • The key factors which are related to the threshold value are determined. • The stabilities and bifurcations of model have been revealed in more detail. • Strategies for the prevention of emerging infectious disease are proposed. - Abstract: Mathematical models can assist in the design strategies to control emerging infectious disease. This paper deduces a non-smooth infectious disease model induced by selection pressures. Analysis of this model reveals rich dynamics including local, global stability of equilibria and local sliding bifurcations. Model solutions ultimately stabilize at either one real equilibrium or the pseudo-equilibrium on the switching surface of the present model, depending on the threshold value determined by some related parameters. Our main results show that reducing the threshold value to a appropriate level could contribute to the efficacy on prevention and treatment of emerging infectious disease, which indicates that the selection pressures can be beneficial to prevent the emerging infectious disease under medical resource limitation

  20. A Hybrid Programming Framework for Modeling and Solving Constraint Satisfaction and Optimization Problems

    OpenAIRE

    Sitek, Paweł; Wikarek, Jarosław

    2016-01-01

    This paper proposes a hybrid programming framework for modeling and solving of constraint satisfaction problems (CSPs) and constraint optimization problems (COPs). Two paradigms, CLP (constraint logic programming) and MP (mathematical programming), are integrated in the framework. The integration is supplemented with the original method of problem transformation, used in the framework as a presolving method. The transformation substantially reduces the feasible solution space. The framework a...

  1. Problems of optimization of activities of sanitary and epidemiological stations on radiation protection

    International Nuclear Information System (INIS)

    Poplavskij, K.K.

    1989-01-01

    Problems of activity optimization of the sanitary and epidemiologic stations (SES) concerning state inspection of for radiation source application are considered to improve the effort efficiency of the radiological subdivisions. The necessity to specify the inspection objects is shown. Inspection of all the stages of creation, introduction and application of radioactive substances and other sources, as well as, of radioactive waste utilization remains urgent problem. Determination of internal and external radiation doses to population in different regions as well as, radiation protection of personnel and patients in nuclear medicine are vital problems as well. Justification of the necessity to enlist specialists in different fields, to determine rationally their functional duties presents sufficient component of the SES activity optimization. Usage optimization of dosimetric and radiometric devices, laboratory equipment and instruments is a vital problem

  2. Reliability-redundancy optimization by means of a chaotic differential evolution approach

    International Nuclear Information System (INIS)

    Coelho, Leandro dos Santos

    2009-01-01

    The reliability design is related to the performance analysis of many engineering systems. The reliability-redundancy optimization problems involve selection of components with multiple choices and redundancy levels that produce maximum benefits, can be subject to the cost, weight, and volume constraints. Classical mathematical methods have failed in handling nonconvexities and nonsmoothness in optimization problems. As an alternative to the classical optimization approaches, the meta-heuristics have been given much attention by many researchers due to their ability to find an almost global optimal solution in reliability-redundancy optimization problems. Evolutionary algorithms (EAs) - paradigms of evolutionary computation field - are stochastic and robust meta-heuristics useful to solve reliability-redundancy optimization problems. EAs such as genetic algorithm, evolutionary programming, evolution strategies and differential evolution are being used to find global or near global optimal solution. A differential evolution approach based on chaotic sequences using Lozi's map for reliability-redundancy optimization problems is proposed in this paper. The proposed method has a fast convergence rate but also maintains the diversity of the population so as to escape from local optima. An application example in reliability-redundancy optimization based on the overspeed protection system of a gas turbine is given to show its usefulness and efficiency. Simulation results show that the application of deterministic chaotic sequences instead of random sequences is a possible strategy to improve the performance of differential evolution.

  3. Constraint qualifications and optimality conditions for optimization problems with cardinality constraints

    Czech Academy of Sciences Publication Activity Database

    Červinka, Michal; Kanzow, Ch.; Schwartz, A.

    2016-01-01

    Roč. 160, č. 1 (2016), s. 353-377 ISSN 0025-5610 R&D Projects: GA ČR GAP402/12/1309; GA ČR GA15-00735S Institutional support: RVO:67985556 Keywords : Cardinality constraints * Constraint qualifications * Optimality conditions * KKT conditions * Strongly stationary points Subject RIV: BA - General Mathematics Impact factor: 2.446, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/cervinka-0461165.pdf

  4. Optimizing Transmission Network Expansion Planning With The Mean Of Chaotic Differential Evolution Algorithm

    Directory of Open Access Journals (Sweden)

    Ahmed R. Abdelaziz

    2015-08-01

    Full Text Available This paper presents an application of Chaotic differential evolution optimization approach meta-heuristics in solving transmission network expansion planning TNEP using an AC model associated with reactive power planning RPP. The reliabilityredundancy of network analysis optimization problems implicate selection of components with multiple choices and redundancy levels that produce maximum benefits can be subject to the cost weight and volume constraints is presented in this paper. Classical mathematical methods have failed in handling non-convexities and non-smoothness in optimization problems. As an alternative to the classical optimization approaches the meta-heuristics have attracted lot of attention due to their ability to find an almost global optimal solution in reliabilityredundancy optimization problems. Evolutionary algorithms EAs paradigms of evolutionary computation field are stochastic and robust meta-heuristics useful to solve reliabilityredundancy optimization problems. EAs such as genetic algorithm evolutionary programming evolution strategies and differential evolution are being used to find global or near global optimal solution. The Differential Evolution Algorithm DEA population-based algorithm is an optimal algorithm with powerful global searching capability but it is usually in low convergence speed and presents bad searching capability in the later evolution stage. A new Chaotic Differential Evolution algorithm CDE based on the cat map is recommended which combines DE and chaotic searching algorithm. Simulation results and comparisons show that the chaotic differential evolution algorithm using Cat map is competitive and stable in performance with other optimization approaches and other maps.

  5. Incorporating technology-based learning tools into teaching and learning of optimization problems

    Science.gov (United States)

    Yang, Irene

    2014-07-01

    The traditional approach of teaching optimization problems in calculus emphasizes more on teaching the students using analytical approach through a series of procedural steps. However, optimization normally involves problem solving in real life problems and most students fail to translate the problems into mathematic models and have difficulties to visualize the concept underlying. As an educator, it is essential to embed technology in suitable content areas to engage students in construction of meaningful learning by creating a technology-based learning environment. This paper presents the applications of technology-based learning tool in designing optimization learning activities with illustrative examples, as well as to address the challenges in the implementation of using technology in teaching and learning optimization. The suggestion activities in this paper allow flexibility for educator to modify their teaching strategy and apply technology to accommodate different level of studies for the topic of optimization. Hence, this provides great potential for a wide range of learners to enhance their understanding of the concept of optimization.

  6. 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)

  7. 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)

  8. Systematic analysis of the heat exchanger arrangement problem using multi-objective genetic optimization

    International Nuclear Information System (INIS)

    Daróczy, László; Janiga, Gábor; Thévenin, Dominique

    2014-01-01

    A two-dimensional cross-flow tube bank heat exchanger arrangement problem with internal laminar flow is considered in this work. The objective is to optimize the arrangement of tubes and find the most favorable geometries, in order to simultaneously maximize the rate of heat exchange while obtaining a minimum pressure loss. A systematic study was performed involving a large number of simulations. The global optimization method NSGA-II was retained. A fully automatized in-house optimization environment was used to solve the problem, including mesh generation and CFD (computational fluid dynamics) simulations. The optimization was performed in parallel on a Linux cluster with a very good speed-up. The main purpose of this article is to illustrate and analyze a heat exchanger arrangement problem in its most general form and to provide a fundamental understanding of the structure of the Pareto front and optimal geometries. The considered conditions are particularly suited for low-power applications, as found in a growing number of practical systems in an effort toward increasing energy efficiency. For such a detailed analysis with more than 140 000 CFD-based evaluations, a design-of-experiment study involving a response surface would not be sufficient. Instead, all evaluations rely on a direct solution using a CFD solver. - Highlights: • Cross-flow tube bank heat exchanger arrangement problem. • A fully automatized multi-objective optimization based on genetic algorithm. • A systematic study involving a large number of CFD (computational fluid dynamics) simulations

  9. Solving Optimal Control Problem of Monodomain Model Using Hybrid Conjugate Gradient Methods

    Directory of Open Access Journals (Sweden)

    Kin Wei Ng

    2012-01-01

    Full Text Available We present the numerical solutions for the PDE-constrained optimization problem arising in cardiac electrophysiology, that is, the optimal control problem of monodomain model. The optimal control problem of monodomain model is a nonlinear optimization problem that is constrained by the monodomain model. The monodomain model consists of a parabolic partial differential equation coupled to a system of nonlinear ordinary differential equations, which has been widely used for simulating cardiac electrical activity. Our control objective is to dampen the excitation wavefront using optimal applied extracellular current. Two hybrid conjugate gradient methods are employed for computing the optimal applied extracellular current, namely, the Hestenes-Stiefel-Dai-Yuan (HS-DY method and the Liu-Storey-Conjugate-Descent (LS-CD method. Our experiment results show that the excitation wavefronts are successfully dampened out when these methods are used. Our experiment results also show that the hybrid conjugate gradient methods are superior to the classical conjugate gradient methods when Armijo line search is used.

  10. The Sizing and Optimization Language, (SOL): Computer language for design problems

    Science.gov (United States)

    Lucas, Stephen H.; Scotti, Stephen J.

    1988-01-01

    The Sizing and Optimization Language, (SOL), a new high level, special purpose computer language was developed to expedite application of numerical optimization to design problems and to make the process less error prone. SOL utilizes the ADS optimization software and provides a clear, concise syntax for describing an optimization problem, the OPTIMIZE description, which closely parallels the mathematical description of the problem. SOL offers language statements which can be used to model a design mathematically, with subroutines or code logic, and with existing FORTRAN routines. In addition, SOL provides error checking and clear output of the optimization results. Because of these language features, SOL is best suited to model and optimize a design concept when the model consits of mathematical expressions written in SOL. For such cases, SOL's unique syntax and error checking can be fully utilized. SOL is presently available for DEC VAX/VMS systems. A SOL package is available which includes the SOL compiler, runtime library routines, and a SOL reference manual.

  11. A novel algorithm for solving optimal path planning problems based on parametrization method and fuzzy aggregation

    International Nuclear Information System (INIS)

    Zamirian, M.; Kamyad, A.V.; Farahi, M.H.

    2009-01-01

    In this Letter a new approach for solving optimal path planning problems for a single rigid and free moving object in a two and three dimensional space in the presence of stationary or moving obstacles is presented. In this approach the path planning problems have some incompatible objectives such as the length of path that must be minimized, the distance between the path and obstacles that must be maximized and etc., then a multi-objective dynamic optimization problem (MODOP) is achieved. Considering the imprecise nature of decision maker's (DM) judgment, these multiple objectives are viewed as fuzzy variables. By determining intervals for the values of these fuzzy variables, flexible monotonic decreasing or increasing membership functions are determined as the degrees of satisfaction of these fuzzy variables on their intervals. Then, the optimal path planning policy is searched by maximizing the aggregated fuzzy decision values, resulting in a fuzzy multi-objective dynamic optimization problem (FMODOP). Using a suitable t-norm, the FMODOP is converted into a non-linear dynamic optimization problem (NLDOP). By using parametrization method and some calculations, the NLDOP is converted into the sequence of conventional non-linear programming problems (NLPP). It is proved that the solution of this sequence of the NLPPs tends to a Pareto optimal solution which, among other Pareto optimal solutions, has the best satisfaction of DM for the MODOP. Finally, the above procedure as a novel algorithm integrating parametrization method and fuzzy aggregation to solve the MODOP is proposed. Efficiency of our approach is confirmed by some numerical examples.

  12. A Mixed Integer Linear Programming Approach to Electrical Stimulation Optimization Problems.

    Science.gov (United States)

    Abouelseoud, Gehan; Abouelseoud, Yasmine; Shoukry, Amin; Ismail, Nour; Mekky, Jaidaa

    2018-02-01

    Electrical stimulation optimization is a challenging problem. Even when a single region is targeted for excitation, the problem remains a constrained multi-objective optimization problem. The constrained nature of the problem results from safety concerns while its multi-objectives originate from the requirement that non-targeted regions should remain unaffected. In this paper, we propose a mixed integer linear programming formulation that can successfully address the challenges facing this problem. Moreover, the proposed framework can conclusively check the feasibility of the stimulation goals. This helps researchers to avoid wasting time trying to achieve goals that are impossible under a chosen stimulation setup. The superiority of the proposed framework over alternative methods is demonstrated through simulation examples.

  13. A priority-based heuristic algorithm (PBHA for optimizing integrated process planning and scheduling problem

    Directory of Open Access Journals (Sweden)

    Muhammad Farhan Ausaf

    2015-12-01

    Full Text Available Process planning and scheduling are two important components of a manufacturing setup. It is important to integrate them to achieve better global optimality and improved system performance. To find optimal solutions for integrated process planning and scheduling (IPPS problem, numerous algorithm-based approaches exist. Most of these approaches try to use existing meta-heuristic algorithms for solving the IPPS problem. Although these approaches have been shown to be effective in optimizing the IPPS problem, there is still room for improvement in terms of quality of solution and algorithm efficiency, especially for more complicated problems. Dispatching rules have been successfully utilized for solving complicated scheduling problems, but haven’t been considered extensively for the IPPS problem. This approach incorporates dispatching rules with the concept of prioritizing jobs, in an algorithm called priority-based heuristic algorithm (PBHA. PBHA tries to establish job and machine priority for selecting operations. Priority assignment and a set of dispatching rules are simultaneously used to generate both the process plans and schedules for all jobs and machines. The algorithm was tested for a series of benchmark problems. The proposed algorithm was able to achieve superior results for most complex problems presented in recent literature while utilizing lesser computational resources.

  14. A penalty method for PDE-constrained optimization in inverse problems

    International Nuclear Information System (INIS)

    Leeuwen, T van; Herrmann, F J

    2016-01-01

    Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for several right-hand sides. Such PDE-constrained problems can be solved by finding a stationary point of the Lagrangian, which entails simultaneously updating the parameters and the (adjoint) state variables. For large-scale problems, such an all-at-once approach is not feasible as it requires storing all the state variables. In this case one usually resorts to a reduced approach where the constraints are explicitly eliminated (at each iteration) by solving the PDEs. These two approaches, and variations thereof, are the main workhorses for solving PDE-constrained optimization problems arising from inverse problems. In this paper, we present an alternative method that aims to combine the advantages of both approaches. Our method is based on a quadratic penalty formulation of the constrained optimization problem. By eliminating the state variable, we develop an efficient algorithm that has roughly the same computational complexity as the conventional reduced approach while exploiting a larger search space. Numerical results show that this method indeed reduces some of the nonlinearity of the problem and is less sensitive to the initial iterate. (paper)

  15. Comparing genetic algorithm and particle swarm optimization for solving capacitated vehicle routing problem

    Science.gov (United States)

    Iswari, T.; Asih, A. M. S.

    2018-04-01

    In the logistics system, transportation plays an important role to connect every element in the supply chain, but it can produces the greatest cost. Therefore, it is important to make the transportation costs as minimum as possible. Reducing the transportation cost can be done in several ways. One of the ways to minimizing the transportation cost is by optimizing the routing of its vehicles. It refers to Vehicle Routing Problem (VRP). The most common type of VRP is Capacitated Vehicle Routing Problem (CVRP). In CVRP, the vehicles have their own capacity and the total demands from the customer should not exceed the capacity of the vehicle. CVRP belongs to the class of NP-hard problems. These NP-hard problems make it more complex to solve such that exact algorithms become highly time-consuming with the increases in problem sizes. Thus, for large-scale problem instances, as typically found in industrial applications, finding an optimal solution is not practicable. Therefore, this paper uses two kinds of metaheuristics approach to solving CVRP. Those are Genetic Algorithm and Particle Swarm Optimization. This paper compares the results of both algorithms and see the performance of each algorithm. The results show that both algorithms perform well in solving CVRP but still needs to be improved. From algorithm testing and numerical example, Genetic Algorithm yields a better solution than Particle Swarm Optimization in total distance travelled.

  16. Comprehensive Feature-Based Landscape Analysis of Continuous and Constrained Optimization Problems Using the R-Package flacco

    OpenAIRE

    Kerschke, Pascal

    2017-01-01

    Choosing the best-performing optimizer(s) out of a portfolio of optimization algorithms is usually a difficult and complex task. It gets even worse, if the underlying functions are unknown, i.e., so-called Black-Box problems, and function evaluations are considered to be expensive. In the case of continuous single-objective optimization problems, Exploratory Landscape Analysis (ELA) - a sophisticated and effective approach for characterizing the landscapes of such problems by means of numeric...

  17. Subspace-based optimization method for inverse scattering problems with an inhomogeneous background medium

    International Nuclear Information System (INIS)

    Chen, Xudong

    2010-01-01

    This paper proposes a version of the subspace-based optimization method to solve the inverse scattering problem with an inhomogeneous background medium where the known inhomogeneities are bounded in a finite domain. Although the background Green's function at each discrete point in the computational domain is not directly available in an inhomogeneous background scenario, the paper uses the finite element method to simultaneously obtain the Green's function at all discrete points. The essence of the subspace-based optimization method is that part of the contrast source is determined from the spectrum analysis without using any optimization, whereas the orthogonally complementary part is determined by solving a lower dimension optimization problem. This feature significantly speeds up the convergence of the algorithm and at the same time makes it robust against noise. Numerical simulations illustrate the efficacy of the proposed algorithm. The algorithm presented in this paper finds wide applications in nondestructive evaluation, such as through-wall imaging

  18. A proposed simulation optimization model framework for emergency department problems in public hospital

    Science.gov (United States)

    Ibrahim, Ireen Munira; Liong, Choong-Yeun; Bakar, Sakhinah Abu; Ahmad, Norazura; Najmuddin, Ahmad Farid

    2015-12-01

    The Emergency Department (ED) is a very complex system with limited resources to support increase in demand. ED services are considered as good quality if they can meet the patient's expectation. Long waiting times and length of stay is always the main problem faced by the management. The management of ED should give greater emphasis on their capacity of resources in order to increase the quality of services, which conforms to patient satisfaction. This paper is a review of work in progress of a study being conducted in a government hospital in Selangor, Malaysia. This paper proposed a simulation optimization model framework which is used to study ED operations and problems as well as to find an optimal solution to the problems. The integration of simulation and optimization is hoped can assist management in decision making process regarding their resource capacity planning in order to improve current and future ED operations.

  19. Application of goal programming to decision problem on optimal allocation of radiation workers

    International Nuclear Information System (INIS)

    Sa, Sangduk; Narita, Masakuni

    1993-01-01

    This paper is concerned with an optimal planning in a multiple objective decision-making problem of allocating radiation workers to workplaces associated with occupational exposure. The model problem is formulated with the application of goal programming which effectively followed up diverse and conflicting factors influencing the optimal decision. The formulation is based on the data simulating the typical situations encountered at the operating facilities such as nuclear power plants where exposure control is critical to the management. Multiple goals set by the decision-maker/manager who has the operational responsibilities for radiological protection are illustrated in terms of work requirements, exposure constraints of the places, desired allocation of specific personnel and so on. Test results of the model are considered to indicate that the model structure and its solution process can provide the manager with a good set of analysis of his problems in implementing the optimization review of radiation protection during normal operation. (author)

  20. Robust and Reliable Portfolio Optimization Formulation of a Chance Constrained Problem

    Directory of Open Access Journals (Sweden)

    Sengupta Raghu Nandan

    2017-02-01

    Full Text Available We solve a linear chance constrained portfolio optimization problem using Robust Optimization (RO method wherein financial script/asset loss return distributions are considered as extreme valued. The objective function is a convex combination of portfolio’s CVaR and expected value of loss return, subject to a set of randomly perturbed chance constraints with specified probability values. The robust deterministic counterpart of the model takes the form of Second Order Cone Programming (SOCP problem. Results from extensive simulation runs show the efficacy of our proposed models, as it helps the investor to (i utilize extensive simulation studies to draw insights into the effect of randomness in portfolio decision making process, (ii incorporate different risk appetite scenarios to find the optimal solutions for the financial portfolio allocation problem and (iii compare the risk and return profiles of the investments made in both deterministic as well as in uncertain and highly volatile financial markets.