Search results for: Global Optimization Heuristics

Authors: Nhien-An Le-Khac, Sammer Markos, M-Tahar Kechadi

Abstract:

Today, money laundering (ML) poses a serious threat not only to financial institutions but also to the nation. This criminal activity is becoming more and more sophisticated and seems to have moved from the cliché of drug trafficking to financing terrorism and surely not forgetting personal gain. Most international financial institutions have been implementing anti-money laundering solutions (AML) to fight investment fraud. However, traditional investigative techniques consume numerous man-hours. Recently, data mining approaches have been developed and are considered as well-suited techniques for detecting ML activities. Within the scope of a collaboration project for the purpose of developing a new solution for the AML Units in an international investment bank, we proposed a data mining-based solution for AML. In this paper, we present a heuristics approach to improve the performance for this solution. We also show some preliminary results associated with this method on analysing transaction datasets.

Keywords: data mining, anti money laundering, clustering, heuristics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3585

Authors: T. Niknam, M. Nayeripour, B.Bahmani Firouzi

Abstract:

Clustering techniques have received attention in many areas including engineering, medicine, biology and data mining. The purpose of clustering is to group together data points, which are close to one another. The K-means algorithm is one of the most widely used techniques for clustering. However, K-means has two shortcomings: dependency on the initial state and convergence to local optima and global solutions of large problems cannot found with reasonable amount of computation effort. In order to overcome local optima problem lots of studies done in clustering. This paper is presented an efficient hybrid evolutionary optimization algorithm based on combining Particle Swarm Optimization (PSO) and Ant Colony Optimization (ACO), called PSO-ACO, for optimally clustering N object into K clusters. The new PSO-ACO algorithm is tested on several data sets, and its performance is compared with those of ACO, PSO and K-means clustering. The simulation results show that the proposed evolutionary optimization algorithm is robust and suitable for handing data clustering.

Keywords: Ant Colony Optimization (ACO), Data clustering, Hybrid evolutionary optimization algorithm, K-means clustering, Particle Swarm Optimization (PSO).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2199

Authors: Mustahsan Mir, Ahmed Hassanin, Mohammed A. Al-Saleh

Abstract:

The layout optimization of building blocks of unequal areas has applications in many disciplines including VLSI floorplanning, macrocell placement, unequal-area facilities layout optimization, and plant or machine layout design. A number of heuristics and some analytical and hybrid techniques have been published to solve this problem. This paper presents an efficient high-quality building-block layout design technique especially suited for solving large-size problems. The higher efficiency and improved quality of optimized solutions are made possible by introducing the concept of Promising Infant Clusters in a constructive placement procedure. The results presented in the paper demonstrate the improved performance of the presented technique for benchmark problems in comparison with published heuristic, analytic, and hybrid techniques.

Keywords: Block layout problem, building-block layout design, CAD, optimization, search techniques.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1242

Authors: Chen-Chien Hsu, Guo-Tang Dai

Abstract:

This paper presents a particle swarm optimization (PSO) based approach for multiple object tracking based on histogram matching. To start with, gray-level histograms are calculated to establish a feature model for each of the target object. The difference between the gray-level histogram corresponding to each particle in the search space and the target object is used as the fitness value. Multiple swarms are created depending on the number of the target objects under tracking. Because of the efficiency and simplicity of the PSO algorithm for global optimization, target objects can be tracked as iterations continue. Experimental results confirm that the proposed PSO algorithm can rapidly converge, allowing real-time tracking of each target object. When the objects being tracked move outside the tracking range, global search capability of the PSO resumes to re-trace the target objects.

Keywords: multiple object tracking, particle swarm optimization, gray-level histogram, image

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4100

Authors: Panpan Xu, Shulin Sui, Zongjie Du

Abstract:

Genetic algorithm is widely used in optimization problems for its excellent global search capabilities and highly parallel processing capabilities; but, it converges prematurely and has a poor local optimization capability in actual operation. Simulated annealing algorithm can avoid the search process falling into local optimum. A hybrid genetic algorithm based on simulated annealing is designed by combining the advantages of genetic algorithm and simulated annealing algorithm. The numerical experiment represents the hybrid genetic algorithm can be applied to solve the function optimization problems efficiently.

Keywords: Genetic algorithm, Simulated annealing, Hybrid genetic algorithm, Function optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2552

Authors: Samee Ullah Khan, C. Ardil

Abstract:

We model the process of a data center as a multi- objective problem of mapping independent tasks onto a set of data center machines that simultaneously minimizes the energy consump¬tion and response time (makespan) subject to the constraints of deadlines and architectural requirements. A simple technique based on multi-objective goal programming is proposed that guarantees Pareto optimal solution with excellence in convergence process. The proposed technique also is compared with other traditional approach. The simulation results show that the proposed technique achieves superior performance compared to the min-min heuristics, and com¬petitive performance relative to the optimal solution implemented in UNDO for small-scale problems.

Keywords: Energy-efficient computing, distributed systems, multi-objective optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1691

Authors: Watchara Songserm, Teeradej Wuttipornpun

Abstract:

This paper presents a genetic algorithm based permutation and non-permutation scheduling heuristics (GAPNP) to solve a multi-stage finite capacity material requirement planning (FCMRP) problem in automotive assembly flow shop with unrelated parallel machines. In the algorithm, the sequences of orders are iteratively improved by the GA characteristics, whereas the required operations are scheduled based on the presented permutation and non-permutation heuristics. Finally, a linear programming is applied to minimize the total cost. The presented GAPNP algorithm is evaluated by using real datasets from automotive companies. The required parameters for GAPNP are intently tuned to obtain a common parameter setting for all case studies. The results show that GAPNP significantly outperforms the benchmark algorithm about 30% on average.

Keywords: Finite capacity MRP, genetic algorithm, linear programming, flow shop, unrelated parallel machines, application in industries.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1111

Authors: Halil Ibrahim Demir, Caner Erden, Mumtaz Ipek, Ozer Uygun

Abstract:

Traditionally, the three important manufacturing functions, which are process planning, scheduling and due-date assignment, are performed separately and sequentially. For couple of decades, hundreds of studies are done on integrated process planning and scheduling problems and numerous researches are performed on scheduling with due date assignment problem, but unfortunately the integration of these three important functions are not adequately addressed. Here, the integration of these three important functions is studied by using genetic, random-genetic hybrid, simulated annealing, random-simulated annealing hybrid and random search techniques. As well, the importance of the integration of these three functions and the power of meta-heuristics and of hybrid heuristics are studied.

Keywords: Process planning, weighted scheduling, weighted due-date assignment, genetic search, simulated annealing, hybrid meta-heuristics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1589

Authors: Mian Tahir Aftab, Muhammad Umer, Riaz Ahmad

Abstract:

This article proposes an Ant Colony Optimization (ACO) metaheuristic to minimize total makespan for scheduling a set of jobs and assign workers for uniformly related parallel machines. An algorithm based on ACO has been developed and coded on a computer program Matlab®, to solve this problem. The paper explains various steps to apply Ant Colony approach to the problem of minimizing makespan for the worker assignment & jobs scheduling problem in a parallel machine model and is aimed at evaluating the strength of ACO as compared to other conventional approaches. One data set containing 100 problems (12 Jobs, 03 machines and 10 workers) which is available on internet, has been taken and solved through this ACO algorithm. The results of our ACO based algorithm has shown drastically improved results, especially, in terms of negligible computational effort of CPU, to reach the optimal solution. In our case, the time taken to solve all 100 problems is even lesser than the average time taken to solve one problem in the data set by other conventional approaches like GA algorithm and SPT-A/LMC heuristics.

Keywords: Ant Colony Optimization (ACO), Genetic algorithms (GA), Makespan, SPT-A/LMC heuristic.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3473

Authors: J. Tospornsampan, I. Kita, M. Ishii, Y. Kitamura

Abstract:

In this paper a combination approach of two heuristic-based algorithms: genetic algorithm and tabu search is proposed. It has been developed to obtain the least cost based on the split-pipe design of looped water distribution network. The proposed combination algorithm has been applied to solve the three well-known water distribution networks taken from the literature. The development of the combination of these two heuristic-based algorithms for optimization is aimed at enhancing their strengths and compensating their weaknesses. Tabu search is rather systematic and deterministic that uses adaptive memory in search process, while genetic algorithm is probabilistic and stochastic optimization technique in which the solution space is explored by generating candidate solutions. Split-pipe design may not be realistic in practice but in optimization purpose, optimal solutions are always achieved with split-pipe design. The solutions obtained in this study have proved that the least cost solutions obtained from the split-pipe design are always better than those obtained from the single pipe design. The results obtained from the combination approach show its ability and effectiveness to solve combinatorial optimization problems. The solutions obtained are very satisfactory and high quality in which the solutions of two networks are found to be the lowest-cost solutions yet presented in the literature. The concept of combination approach proposed in this study is expected to contribute some useful benefits in diverse problems.

Keywords: GAs, Heuristics, Looped network, Least-cost design, Pipe network, Optimization, TS

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1788

Authors: J. Tospornsampan, I. Kita, M. Ishii, Y. Kitamura

Abstract:

In this paper a procedure for the split-pipe design of looped water distribution network based on the use of simulated annealing is proposed. Simulated annealing is a heuristic-based search algorithm, motivated by an analogy of physical annealing in solids. It is capable for solving the combinatorial optimization problem. In contrast to the split-pipe design that is derived from a continuous diameter design that has been implemented in conventional optimization techniques, the split-pipe design proposed in this paper is derived from a discrete diameter design where a set of pipe diameters is chosen directly from a specified set of commercial pipes. The optimality and feasibility of the solutions are found to be guaranteed by using the proposed method. The performance of the proposed procedure is demonstrated through solving the three well-known problems of water distribution network taken from the literature. Simulated annealing provides very promising solutions and the lowest-cost solutions are found for all of these test problems. The results obtained from these applications show that simulated annealing is able to handle a combinatorial optimization problem of the least cost design of water distribution network. The technique can be considered as an alternative tool for similar areas of research. Further applications and improvements of the technique are expected as well.

Keywords: Combinatorial problem, Heuristics, Least-cost design, Looped network, Pipe network, Optimization

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2679

Authors: Jin Zhang, Wing Lon Ng

Abstract:

In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.

Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1560

Authors: Ming-Tang Tsai, Chih-Wei Yen

Abstract:

In this paper, an Interactive Compromise Approach with Particle Swarm Optimization(ICA-PSO) is presented to solve the Economic Emission Dispatch(EED) problem. The cost function and emission function are modeled as the nonsmooth functions, respectively. The bi-objective including both the minimization of cost and emission is formulated in this paper. ICA-PSO is proposed to solve EED problem for finding a better compromise solution. The solution methodology can offer a global or near-global solution for decision-making requirements. The effectiveness and efficiency of ICA-PSO are demonstrated by a sample test system. Test results can be shown that the proposed method provide a practical and flexible framework for power dispatch.

Keywords: Interactive Compromise Approach, Emission Control, Economic Dispatch, Particle Swarm Optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1453

Authors: Konstantinos Liagkouras, Konstantinos Metaxiotis

Abstract:

In this paper we present a classification of the various technologies applied for the solution of the portfolio selection problem according to the discipline and the methodological framework followed. We provide a concise presentation of the emerged categories and we are trying to identify which methods considered obsolete and which lie at the heart of the debate. On top of that, we provide a comparative study of the different technologies applied for efficient portfolio construction and we suggest potential paths for future work that lie at the intersection of the presented techniques.

Keywords: Portfolio selection, optimization techniques, financial models, stochastics, heuristics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1753

Authors: Vincenzo Capalbo, Gianpaolo Ghiani, Emanuele Manni

Abstract:

Global e-commerce sales have reached unprecedented levels in the past few years. As this trend is only predicted to go up as we continue into the ’20s, new challenges will be faced by companies when planning and controlling e-commerce logistics. In this paper, we survey the related literature on Optimization and Machine Learning as well as on combined methodologies. We also identify the distinctive features of next-generation planning algorithms - namely scalability, model-and-run features and learning capabilities - that will be fundamental to cope with the scale and complexity of logistics in the next decade.

Keywords: e-Commerce, Logistics, Machine Learning, Optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1132

Authors: Ons Sassi, Wahiba Ramdane Cherif-Khettaf, Ammar Oulamara

Abstract:

In this paper, we consider the vehicle routing problem with mixed fleet of conventional and heterogenous electric vehicles and time dependent charging costs, denoted VRP-HFCC, in which a set of geographically scattered customers have to be served by a mixed fleet of vehicles composed of a heterogenous fleet of Electric Vehicles (EVs), having different battery capacities and operating costs, and Conventional Vehicles (CVs). We include the possibility of charging EVs in the available charging stations during the routes in order to serve all customers. Each charging station offers charging service with a known technology of chargers and time dependent charging costs. Charging stations are also subject to operating time windows constraints. EVs are not necessarily compatible with all available charging technologies and a partial charging is allowed. Intermittent charging at the depot is also allowed provided that constraints related to the electricity grid are satisfied. The objective is to minimize the number of employed vehicles and then minimize the total travel and charging costs. In this study, we present a Mixed Integer Programming Model and develop a Charging Routing Heuristic and a Local Search Heuristic based on the Inject-Eject routine with different insertion methods. All heuristics are tested on real data instances.

Keywords: charging problem, electric vehicle, heuristics, local search, optimization, routing problem.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2674

Authors: Ayed Salman, Fawaz Al-Anzi, Aseel Al-Minayes

Abstract:

Heuristics-based search methodologies normally work on searching a problem space of possible solutions toward finding a “satisfactory" solution based on “hints" estimated from the problem-specific knowledge. Research communities use different types of methodologies. Unfortunately, most of the times, these hints are immature and can lead toward hindering these methodologies by a premature convergence. This is due to a decrease of diversity in search space that leads to a total implosion and ultimately fitness stagnation of the population. In this paper, a novel Decision Maturity framework (DMF) is introduced as a solution to this problem. The framework simply improves the decision on the direction of the search by materializing hints enough before using them. Ideas from this framework are injected into the particle swarm optimization methodology. Results were obtained under both static and dynamic environment. The results show that decision maturity prevents premature converges to a high degree.

Keywords: Heuristic Search, hints, Particle Swarm Optimization, Decision Maturity Framework.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1356

Authors: Vijaya K. Srivastava, Davide Spinello

Abstract:

This paper presents performance of two robust gradient-based heuristic optimization procedures based on 3ⁿ enumeration and tunneling approach to seek global optimum of constrained integer problems. Both these procedures consist of two distinct phases for locating the global optimum of integer problems with a linear or non-linear objective function subject to linear or non-linear constraints. In both procedures, in the first phase, a local minimum of the function is found using the gradient approach coupled with hemstitching moves when a constraint is violated in order to return the search to the feasible region. In the second phase, in one optimization procedure, the second sub-procedure examines 3ⁿ integer combinations on the boundary and within hypercube volume encompassing the result neighboring the result from the first phase and in the second optimization procedure a tunneling function is constructed at the local minimum of the first phase so as to find another point on the other side of the barrier where the function value is approximately the same. In the next cycle, the search for the global optimum commences in both optimization procedures again using this new-found point as the starting vector. The search continues and repeated for various step sizes along the function gradient as well as that along the vector normal to the violated constraints until no improvement in optimum value is found. The results from both these proposed optimization methods are presented and compared with one provided by popular MS Excel solver that is provided within MS Office suite and other published results.

Keywords: Constrained integer problems, enumerative search algorithm, Heuristic algorithm, tunneling algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 801

Authors: P. Vazan, P. Tanuska

Abstract:

The paper provides the basic overview of simulation optimization. The procedure of its practical using is demonstrated on the real example in simulator Witness. The simulation optimization is presented as a good tool for solving many problems in real praxis especially in production systems. The authors also characterize their own experiences and they mention the strengths and weakness of simulation optimization.

Keywords: discrete event simulation, simulation optimization, Witness

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2598

Authors: Amalia Suzianti

Abstract:

This research elaborates decision models for product innovation in the early phases, focusing on one of the most widely implemented method in marketing research: conjoint analysis and the related conjoint-based models with special focus on heuristics programming techniques for the development of optimal product innovation. The concept, potential, requirements and limitations of conjoint analysis and its conjoint-based heuristics successors are analysed and the development of conceptual framework of Genetic Algorithm (GA) as one of the most widely implemented heuristic methods for developing product innovations are discussed.

Keywords: Product Innovation, Conjoint Analysis, Heuristic Model, Genetic Algorithm

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1609

Authors: Sh. Derakhshan, A. Mostafavi

Abstract:

Nowadays, the challenge in hydraulic turbine design is the multi-objective design of turbine runner to reach higher efficiency. The hydraulic performance of a turbine is strictly depends on runner blades shape. The present paper focuses on the application of the multi-objective optimization algorithm to the design of a small Francis turbine runner. The optimization exercise focuses on the efficiency improvement at the best efficiency operating point (BEP) of the GAMM Francis turbine. A global optimization method based on artificial neural networks (ANN) and genetic algorithms (GA) coupled by 3D Navier-Stokes flow solver has been used to improve the performance of an initial geometry of a Francis runner. The results show the good ability of optimization algorithm and the final geometry has better efficiency with initial geometry. The goal was to optimize the geometry of the blades of GAMM turbine runner which leads to maximum total efficiency by changing the design parameters of camber line in at least 5 sections of a blade. The efficiency of the optimized geometry is improved from 90.7% to 92.5%. Finally, design parameters and the way of selection have been considered and discussed.

Keywords: Francis Turbine, Runner, Optimization, CFD

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3344

Authors: Fuzhang Zhao

Abstract:

Particle swarm optimization (PSO) is becoming one of the most important swarm intelligent paradigms for solving global optimization problems. Although some progress has been made to improve PSO algorithms over the last two decades, additional work is still needed to balance parameters to achieve better numerical properties of accuracy, efficiency, and stability. In the optimal PSO algorithm, the optimal weightings of (√ 5 − 1)/2 and (3 − √5)/2 are used for the cognitive factor and the social factor, respectively. By the same token, the same optimal weightings have been applied for intensification searches and diversification searches, respectively. Perturbation and constriction effects are optimally balanced. Simulations of the de Jong, the Rosenbrock, and the Griewank functions show that the optimal PSO algorithm indeed achieves better numerical properties and outperforms the canonical PSO algorithm.

Keywords: Diversification search, intensification search, optimal weighting, particle swarm optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1868

Authors: Xi Pei, Ruifen Cao, Hui Liu, Chufeng Jin, Mengyun Cheng, Huaqing Zheng, Yican Wu, FDS Team

Abstract:

In intensity modulated radiation therapy (IMRT) treatment planning, beam angles are usually preselected on the basis of experience and intuition. Therefore, getting an appropriate beam configuration needs a very long time. Based on the present situation, the paper puts forward beam orientation optimization using ant colony optimization (ACO). We use ant colony optimization to select the beam configurations, after getting the beam configuration using Conjugate Gradient (CG) algorithm to optimize the intensity profiles. Combining with the information of the effect of pencil beam, we can get the global optimal solution accelerating. In order to verify the feasibility of the presented method, a simulated and clinical case was tested, compared with dose-volume histogram and isodose line between target area and organ at risk. The results showed that the effect was improved after optimizing beam configurations. The optimization approach could make treatment planning meet clinical requirements more efficiently, so it had extensive application perspective.

Keywords: intensity modulated radiation therapy, ant colonyoptimization, Conjugate Gradient algorithm

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2017

Authors: Ahmad Alhawarat, Mustafa Mamat, Mohd Rivaie, Ismail Mohd

Abstract:

Conjugate gradient method has been enormously used to solve large scale unconstrained optimization problems due to the number of iteration, memory, CPU time, and convergence property, in this paper we find a new class of nonlinear conjugate gradient coefficient with global convergence properties proved by exact line search. The numerical results for our new βK give a good result when it compared with well known formulas.

Keywords: Conjugate gradient method, conjugate gradient coefficient, global convergence.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2294

Authors: Susanta Kumar Gachhayat, S. K. Dash

Abstract:

Multi objective non-convex economic dispatch problems of a thermal power plant are of grave concern for deciding the cost of generation and reduction of emission level for diminishing the global warming level for improving green-house effect. This paper deals with ramp rate constraints for achieving better inequality constraints so as to incorporate valve point loading for cost of generation in thermal power plant through ramp rate biogeography based optimization involving mutation and migration. Through 50 out of 100 trials, the cost function and emission objective function were found to have outperformed other classical methods such as lambda iteration method, quadratic programming method and many heuristic methods like particle swarm optimization method, weight improved particle swarm optimization method, constriction factor based particle swarm optimization method, moderate random particle swarm optimization method etc. Ramp rate biogeography based optimization applications prove quite advantageous in solving non convex multi objective economic dispatch problems subjected to nonlinear loads that pollute the source giving rise to third harmonic distortions and other such disturbances.

Keywords: Economic load dispatch, Biogeography based optimization, Ramp rate biogeography based optimization, Valve Point loading, Moderate random particle swarm optimization method, Weight improved particle swarm optimization method

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1050

Authors: Akbar Banitalebi, Mohd Ismail Abd Aziz, Rohanin Ahmad

Abstract:

A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems.

Keywords: Optimal Control Problem, Constraints, Direct Methods, Stochastic Algorithm

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1696

Authors: Y. Z. Wu, Z. Dong, S. K. You

Abstract:

Global approximation using metamodel for complex mathematical function or computer model over a large variable domain is often needed in sensibility analysis, computer simulation, optimal control, and global design optimization of complex, multiphysics systems. To overcome the limitations of the existing response surface (RS), surrogate or metamodel modeling methods for complex models over large variable domain, a new adaptive and regressive RS modeling method using quadratic functions and local area model improvement schemes is introduced. The method applies an iterative and Latin hypercube sampling based RS update process, divides the entire domain of design variables into multiple cells, identifies rougher cells with large modeling error, and further divides these cells along the roughest dimension direction. A small number of additional sampling points from the original, expensive model are added over the small and isolated rough cells to improve the RS model locally until the model accuracy criteria are satisfied. The method then combines local RS cells to regenerate the global RS model with satisfactory accuracy. An effective RS cells sorting algorithm is also introduced to improve the efficiency of model evaluation. Benchmark tests are presented and use of the new metamodeling method to replace complex hybrid electrical vehicle powertrain performance model in vehicle design optimization and optimal control are discussed.

Keywords: Global approximation, polynomial response surface, domain decomposition, domain combination, multiphysics modeling, hybrid powertrain optimization

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1908

Authors: Zhoucheng Bao, Haiyan Zhu, Tingting Pang, Zuling Wang

Abstract:

This paper presents a multi population Differential Evolution (DE) with adaptive mutation and local search for global optimization, named AMMADE in order to better coordinate the cooperation between the populations and the rational use of resources. In AMMADE, the population is divided based on the Euclidean distance sorting method at each generation to appropriately coordinate the cooperation between subpopulations and the usage of resources, such that the best-performed subpopulation will get more computing resources in the next generation. Further, an adaptive local search strategy is employed on the best-performed subpopulation to achieve a balanced search. The proposed algorithm has been tested by solving optimization problems taken from CEC2014 benchmark problems. Experimental results show that our algorithm can achieve a competitive or better result than related methods. The results also confirm the significance of devised strategies in the proposed algorithm.

Keywords: Differential evolution, multi-mutation strategies, memetic algorithm, adaptive local search.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 443

Authors: Taekyoon Park, Seok Goo Lee, Sung Ho Kim, Ung Lee, Jong Min Lee, Chonghun Han

Abstract:

CO₂ capture and storage/sequestration (CCS) is a key technology for addressing the global warming issue. This paper proposes an integrated model for the whole chain of CCS, from a power plant to a reservoir. The integrated model is further utilized to determine optimal operating conditions and study responses to various changes in input variables.

Keywords: CCS, Caron Dioxide, Carbon Capture and Storage, Simulation, Optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2686

Authors: Farhad Kolahan, M. Hossein Abolbashari, Samaeddin Mohitzadeh

Abstract:

Several methods are available for weight and shape optimization of structures, among which Evolutionary Structural Optimization (ESO) is one of the most widely used methods. In ESO, however, the optimization criterion is completely case-dependent. Moreover, only the improving solutions are accepted during the search. In this paper a Simulated Annealing (SA) algorithm is used for structural optimization problem. This algorithm differs from other random search methods by accepting non-improving solutions. The implementation of SA algorithm is done through reducing the number of finite element analyses (function evaluations). Computational results show that SA can efficiently and effectively solve such optimization problems within short search time.

Keywords: Simulated annealing, Structural optimization, Compliance, C.V. product.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1956