Search results for: Almost periodic solution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2705

Search results for: Almost periodic solution

2615 Using Memetic Algorithms for the Solution of Technical Problems

Authors: Ulrike Völlinger, Erik Lehmann, Rainer Stark

Abstract:

The intention of this paper is, to help the user of evolutionary algorithms to adapt them easier to their problem at hand. For a lot of problems in the technical field it is not necessary to reach an optimum solution, but to reach a good solution in time. In many cases the solution is undetermined or there doesn-t exist a method to determine the solution. For these cases an evolutionary algorithm can be useful. This paper intents to give the user rules of thumb with which it is easier to decide if the problem is suitable for an evolutionary algorithm and how to design them.

Keywords: Multi criteria optimization, Memetic algorithms

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2614 Micromechanics Modeling of 3D Network Smart Orthotropic Structures

Authors: E. M. Hassan, A. L. Kalamkarov

Abstract:

Two micromechanical models for 3D smart composite with embedded periodic or nearly periodic network of generally orthotropic reinforcements and actuators are developed and applied to cubic structures with unidirectional orientation of constituents. Analytical formulas for the effective piezothermoelastic coefficients are derived using the Asymptotic Homogenization Method (AHM). Finite Element Analysis (FEA) is subsequently developed and used to examine the aforementioned periodic 3D network reinforced smart structures. The deformation responses from the FE simulations are used to extract effective coefficients. The results from both techniques are compared. This work considers piezoelectric materials that respond linearly to changes in electric field, electric displacement, mechanical stress and strain and thermal effects. This combination of electric fields and thermo-mechanical response in smart composite structures is characterized by piezoelectric and thermal expansion coefficients. The problem is represented by unitcell and the models are developed using the AHM and the FEA to determine the effective piezoelectric and thermal expansion coefficients. Each unit cell contains a number of orthotropic inclusions in the form of structural reinforcements and actuators. Using matrix representation of the coupled response of the unit cell, the effective piezoelectric and thermal expansion coefficients are calculated and compared with results of the asymptotic homogenization method. A very good agreement is shown between these two approaches.

Keywords: Asymptotic Homogenization Method, Effective Piezothermoelastic Coefficients, Finite Element Analysis, 3D Smart Network Composite Structures.

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2613 Group Invariant Solutions for Radial Jet Having Finite Fluid Velocity at Orifice

Authors: I. Naeem, R. Naz

Abstract:

The group invariant solution for Prandtl-s boundary layer equations for an incompressible fluid governing the flow in radial free, wall and liquid jets having finite fluid velocity at the orifice are investigated. For each jet a symmetry is associated with the conserved vector that was used to derive the conserved quantity for the jet elsewhere. This symmetry is then used to construct the group invariant solution for the third-order partial differential equation for the stream function. The general form of the group invariant solution for radial jet flows is derived. The general form of group invariant solution and the general form of the similarity solution which was obtained elsewhere are the same.

Keywords: Two-dimensional jets, radial jets, group invariant solution.

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2612 Solution of Two Dimensional Quasi-Harmonic Equations with CA Approach

Authors: F. Rezaie Moghaddam, J. Amani, T. Rezaie Moghaddam

Abstract:

Many computational techniques were applied to solution of heat conduction problem. Those techniques were the finite difference (FD), finite element (FE) and recently meshless methods. FE is commonly used in solution of equation of heat conduction problem based on the summation of stiffness matrix of elements and the solution of the final system of equations. Because of summation process of finite element, convergence rate was decreased. Hence in the present paper Cellular Automata (CA) approach is presented for the solution of heat conduction problem. Each cell considered as a fixed point in a regular grid lead to the solution of a system of equations is substituted by discrete systems of equations with small dimensions. Results show that CA can be used for solution of heat conduction problem.

Keywords: Heat conduction, Cellular automata, convergencerate, discrete system.

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2611 Simulink Approach to Solve Fuzzy Differential Equation under Generalized Differentiability

Authors: N. Kumaresan , J. Kavikumar, Kuru Ratnavelu

Abstract:

In this paper, solution of fuzzy differential equation under general differentiability is obtained by simulink. The simulink solution is equivalent or very close to the exact solution of the problem. Accuracy of the simulink solution to this problem is qualitatively better. An illustrative numerical example is presented for the proposed method.

Keywords: Fuzzy differential equation, Generalized differentiability, H-difference and Simulink.

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2610 Efficacy of Garlic and Chili Combination Solution on Cabbage Insect Pests and Crop Growth in Vietnam

Authors: Nguyen Minh Tuan, Bui Lan Anh, Bui Nu Hoang Anh

Abstract:

The study was conducted to evaluate the efficiency of Garlic and Chili combination solution on control of insect pests in cabbage crop. The solution was sprayed at different intervals after transplanting. The efficiency of Garlic and chili combination solution on cabbage insect pests was measured. Results revealed that Garlic and chili combination solution was the effectively reduced cabbage insect pests. On other hand, the spray solution not only reduced the number of days required for the cabbage growth but also greatly enhanced the leaf number, head diameter, head weight, and quality of cabbage. Garlic and chili combination solution have positive effects on pests reduction and improve growth, yield and quality of cabbage vegetable.

Keywords: Cabbage, Garlic, Chili, Diamondback moth, Cutworm, Flea Beetle, Quality.

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2609 An Approximate Solution of the Classical Van der Pol Oscillator Coupled Gyroscopically to a Linear Oscillator Using Parameter-Expansion Method

Authors: Mohammad Taghi Darvishi, Samad Kheybari

Abstract:

In this article, we are dealing with a model consisting of a classical Van der Pol oscillator coupled gyroscopically to a linear oscillator. The major problem is analyzed. The regular dynamics of the system is considered using analytical methods. In this case, we provide an approximate solution for this system using parameter-expansion method. Also, we find approximate values for frequencies of the system. In parameter-expansion method the solution and unknown frequency of oscillation are expanded in a series by a bookkeeping parameter. By imposing the non-secularity condition at each order in the expansion the method provides different approximations to both the solution and the frequency of oscillation. One iteration step provides an approximate solution which is valid for the whole solution domain.

Keywords: Parameter-expansion method, classical Van der Pol oscillator.

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2608 Nylon Solution as Soil Stabilizer

Authors: G. M. Ayininuola, O. S. Oladeji

Abstract:

The research investigated the use of nylon solution to enhance the California bearing ratio (CBR) of soil. Used nylon sachet of potable water were dissolved in four separate solvents namely acetone, toluene, ethyl glycol and dual purpose kerosene (DPK). It was discovered that DPK has the highest nylon solubility of 29g/ml at 91oC. The nylon solution was used to stabilize poorly graded sandy soil. The result showed that at less or equal to 4% stabilization, the CBR value decreased from 25.3% to 15.85% and later appreciated to 67.78% at 16% stabilization. The initial decrease in CBR value of soil sample observed was as a result of inadequate nylon solution to coat soil particles for proper bonding.

Keywords: Nylon solution, Soil stabilization, Dual purpose kerosene, California bearing ratio.

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2607 Equivalence Class Subset Algorithm

Authors: Jeffrey L. Duffany

Abstract:

The equivalence class subset algorithm is a powerful tool for solving a wide variety of constraint satisfaction problems and is based on the use of a decision function which has a very high but not perfect accuracy. Perfect accuracy is not required in the decision function as even a suboptimal solution contains valuable information that can be used to help find an optimal solution. In the hardest problems, the decision function can break down leading to a suboptimal solution where there are more equivalence classes than are necessary and which can be viewed as a mixture of good decision and bad decisions. By choosing a subset of the decisions made in reaching a suboptimal solution an iterative technique can lead to an optimal solution, using series of steadily improved suboptimal solutions. The goal is to reach an optimal solution as quickly as possible. Various techniques for choosing the decision subset are evaluated.

Keywords: np-complete, complexity, algorithm.

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2606 A New Inversion-free Method for Hermitian Positive Definite Solution of Matrix Equation

Authors: Minghui Wang, Juntao Zhang

Abstract:

An inversion-free iterative algorithm is presented for solving nonlinear matrix equation with a stepsize parameter t. The existence of the maximal solution is discussed in detail, and the method for finding it is proposed. Finally, two numerical examples are reported that show the efficiency of the method.

Keywords: Inversion-free method, Hermitian positive definite solution, Maximal solution, Convergence.

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2605 Hybrid Minimal Repair for a Serial System

Authors: Ellysa Nursanti, Anas Ma'ruf, Tota Simatupang, Bermawi P. Iskandar

Abstract:

This study proposes a hybrid minimal repair policy which combines periodic maintenance policy with age-based maintenance policy for a serial production system. Parameters of such policy are defined as  and  which indicate as hybrid minimal repair time and planned preventive maintenance time respectively  . Under this hybrid policy, the system is repaired minimally if it fails during , . A perfect repair is conducted on the first failure after  at any machines. At the same time, we take opportunity to advance the preventive maintenance of other machines simultaneously. If the system is still operating properly up to , then the preventive maintenance is carried out as its predetermined schedule. For a given , we obtain the optimal value  which minimizes the expected cost per time unit. Numerical example is presented to illustrate the properties of the optimal solution.

Keywords: Hybrid minimal repair, opportunistic maintenance, preventive maintenance, series system

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2604 A Multi-period Profit Maximization Policy for a Stochastic Demand Inventory System with Upward Substitution

Authors: Soma Roychowdhury

Abstract:

This paper deals with a periodic-review substitutable inventory system for a finite and an infinite number of periods. Here an upward substitution structure, a substitution of a more costly item by a less costly one, is assumed, with two products. At the beginning of each period, a stochastic demand comes for the first item only, which is quality-wise better and hence costlier. Whenever an arriving demand finds zero inventory of this product, a fraction of unsatisfied customers goes for its substitutable second item. An optimal ordering policy has been derived for each period. The results are illustrated with numerical examples. A sensitivity analysis has been done to examine how sensitive the optimal solution and the maximum profit are to the values of the discount factor, when there is a large number of periods.

Keywords: Multi-period model, inventory, random demand, upward substitution.

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2603 Molecular Dynamics Simulation of Liquid-Vapor Interface on the Solid Surface Using the GEAR-S Algorithm

Authors: D. Toghraie, A. R. Azimian

Abstract:

In this paper, the Lennard -Jones potential is applied to molecules of liquid argon as well as its vapor and platinum as solid surface in order to perform a non-equilibrium molecular dynamics simulation to study the microscopic aspects of liquid-vapor-solid interactions. The channel is periodic in x and y directions and along z direction it is bounded by atomic walls. It was found that density of the liquids near the solid walls fluctuated greatly and that the structure was more like a solid than a liquid. This indicates that the interactions of solid and liquid molecules are very strong. The resultant surface tension, liquid density and vapor density are found to be well predicted when compared with the experimental data for argon. Liquid and vapor densities were found to depend on the cutoff radius which induces the use of P3M (particle-particle particle-mesh) method which was implemented for evaluation of force and surface tension.

Keywords: Lennard-Jones Potential, Molecular DynamicsSimulation, Periodic Boundary Conditions (PBC), Non-EquilibriumMolecular Dynamics (NEMD).

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2602 An Analytical Method for Solving General Riccati Equation

Authors: Y. Pala, M. O. Ertas

Abstract:

In this paper, the general Riccati equation is analytically solved by a new transformation. By the method developed, looking at the transformed equation, whether or not an explicit solution can be obtained is readily determined. Since the present method does not require a proper solution for the general solution, it is especially suitable for equations whose proper solutions cannot be seen at first glance. Since the transformed second order linear equation obtained by the present transformation has the simplest form that it can have, it is immediately seen whether or not the original equation can be solved analytically. The present method is exemplified by several examples.

Keywords: Riccati Equation, ordinary differential equation, nonlinear differential equation, analytical solution, proper solution.

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2601 A Scalable Media Job Framework for an Open Source Search Engine

Authors: Pooja Mishra, Chris Pollett

Abstract:

This paper explores efficient ways to implement various media-updating features like news aggregation, video conversion, and bulk email handling. All of these jobs share the property that they are periodic in nature, and they all benefit from being handled in a distributed fashion. The data for these jobs also often comes from a social or collaborative source. We isolate the class of periodic, one round map reduce jobs as a useful setting to describe and handle media updating tasks. As such tasks are simpler than general map reduce jobs, programming them in a general map reduce platform could easily become tedious. This paper presents a MediaUpdater module of the Yioop Open Source Search Engine Web Portal designed to handle such jobs via an extension of a PHP class. We describe how to implement various media-updating tasks in our system as well as experiments carried out using these implementations on an Amazon Web Services cluster.

Keywords: Distributed jobs framework, news aggregation, video conversion, email.

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2600 Solution of Two-Point Nonlinear Boundary Problems Using Taylor Series Approximation and the Ying Buzu Shu Algorithm

Authors: U. C. Amadi, N. A. Udoh

Abstract:

One of the major challenges faced in solving initial and boundary problems is how to find approximate solutions with minimal deviation from the exact solution without so much rigor and complications. The Taylor series method provides a simple way of obtaining an infinite series which converges to the exact solution for initial value problems and this method of solution is somewhat limited for a two point boundary problem since the infinite series has to be truncated to include the boundary conditions. In this paper, the Ying Buzu Shu algorithm is used to solve a two point boundary nonlinear diffusion problem for the fourth and sixth order solution and compare their relative error and rate of convergence to the exact solution.

Keywords: Ying Buzu Shu, nonlinear boundary problem, Taylor series algorithm, infinite series.

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2599 Optimal Maintenance and Improvement Policies in Water Distribution System: Markov Decision Process Approach

Authors: Jong Woo Kim, Go Bong Choi, Sang Hwan Son, Dae Shik Kim, Jung Chul Suh, Jong Min Lee

Abstract:

The Markov decision process (MDP) based methodology is implemented in order to establish the optimal schedule which minimizes the cost. Formulation of MDP problem is presented using the information about the current state of pipe, improvement cost, failure cost and pipe deterioration model. The objective function and detailed algorithm of dynamic programming (DP) are modified due to the difficulty of implementing the conventional DP approaches. The optimal schedule derived from suggested model is compared to several policies via Monte Carlo simulation. Validity of the solution and improvement in computational time are proved.

Keywords: Markov decision processes, Dynamic Programming, Monte Carlo simulation, Periodic replacement, Weibull distribution.

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2598 Vibration Attenuation in Layered and Welded Beams with Unequal Thickness

Authors: B. Singh, K. K. Agrawal, B. K. Nanda

Abstract:

In built-up structures, one of the effective ways of dissipating unwanted vibration is to exploit the occurrence of slip at the interfaces of structural laminates. The present work focuses on the dynamic analysis of welded structures. A mathematical formulation has been developed for the mechanism of slip damping in layered and welded mild steel beams with unequal thickness subjected to both periodic and non-periodic forces. It is observed that a number of vital parameters such as; thickness ratio, pressure distribution characteristics, relative slip and kinematic co-efficient of friction at the interfaces, nature of exciting forces, length and thickness of the beam specimen govern the damping characteristics of these structures. Experimental verification has been carried out to validate the analysis and study the effect of these parameters. The developed damping model for the structure is found to be in fairly good agreement with the measured data. Finally, the results of the analysis are discussed and rationalized.

Keywords: Slip damping, tack welded joint, thickness ratio, inplane bending stress

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2597 Effect of Time-Periodic Boundary Temperature on the Onset of Nanofluid Convection in a Layer of a Saturated Porous Medium

Authors: J.C. Umavathi

Abstract:

The linear stability of nanofluid convection in a horizontal porous layer is examined theoretically when the walls of the porous layer are subjected to time-periodic temperature modulation. The model used for the nanofluid incorporates the effects of Brownian motion and thermopherosis, while the Darcy model is used for the porous medium. The analysis revels that for a typical nanofluid (with large Lewis number) the prime effect of the nanofluids is via a buoyancy effect coupled with the conservation of nanoparticles. The contribution of nanoparticles to the thermal energy equation being a second-order effect. It is found that the critical thermal Rayleigh number can be found reduced or decreased by a substantial amount, depending on whether the basic nanoparticle distribution is top-heavy or bottom-heavy. Oscillatory instability is possible in the case of a bottom-heavy nanoparticle distribution, phase angle and frequency of modulation.

Keywords: Brownian motion and thermophoresis, Porous medium, Nanofluid, Natural convection, Thermal modulation.

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2596 Exponential Stability and Periodicity of a Class of Cellular Neural Networks with Time-Varying Delays

Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

Abstract:

The problem of exponential stability and periodicity for a class of cellular neural networks (DCNNs) with time-varying delays is investigated. By dividing the network state variables into subgroups according to the characters of the neural networks, some sufficient conditions for exponential stability and periodicity are derived via the methods of variation parameters and inequality techniques. These conditions are represented by some blocks of the interconnection matrices. Compared with some previous methods, the method used in this paper does not resort to any Lyapunov function, and the results derived in this paper improve and generalize some earlier criteria established in the literature cited therein. Two examples are discussed to illustrate the main results.

Keywords: Cellular neural networks, exponential stability, time varying delays, partitioned matrices, periodic solution.

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2595 A Frequency Dependence of the Phase Field Model in Laminar Boundary Layer with Periodic Perturbations

Authors: Yasuo Obikane

Abstract:

The frequency dependence of the phase field model(PFM) is studied. A simple PFM is proposed, and is tested in a laminar boundary layer. The Blasius-s laminar boundary layer solution on a flat plate is used for the flow pattern, and several frequencies are imposed on the PFM, and the decay times of the interfaces are obtained. The computations were conducted for three cases: 1) no-flow, and 2) a half ball on the laminar boundary layer, 3) a line of mass sources in the laminar boundary layer. The computations show the decay time becomes shorter as the frequency goes larger, and also show that it is sensitive to both background disturbances and surface tension parameters. It is concluded that the proposed simple PFM can describe the properties of decay process, and could give the fundamentals for the decay of the interface in turbulent flows.

Keywords: Phase field model, two phase flows, Laminarboundary Layer

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2594 A Novel Solution Methodology for Transit Route Network Design Problem

Authors: Ghada Moussa, Mamoud Owais

Abstract:

Transit route Network Design Problem (TrNDP) is the most important component in Transit planning, in which the overall cost of the public transportation system highly depends on it. The main purpose of this study is to develop a novel solution methodology for the TrNDP, which goes beyond pervious traditional sophisticated approaches. The novelty of the solution methodology, adopted in this paper, stands on the deterministic operators which are tackled to construct bus routes. The deterministic manner of the TrNDP solution relies on using linear and integer mathematical formulations that can be solved exactly with their standard solvers. The solution methodology has been tested through Mandl’s benchmark network problem. The test results showed that the methodology developed in this research is able to improve the given network solution in terms of number of constructed routes, direct transit service coverage, transfer directness and solution reliability. Although the set of routes resulted from the methodology would stand alone as a final efficient solution for TrNDP, it could be used as an initial solution for meta-heuristic procedures to approach global optimal. Based on the presented methodology, a more robust network optimization tool would be produced for public transportation planning purposes.

Keywords: Integer programming, Transit route design, Transportation, Urban planning.

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2593 Nonlinear Dynamics of Cracked RC Beams under Harmonic Excitation

Authors: Atul Krishna Banik

Abstract:

Nonlinear response behaviour of a cracked RC beam under harmonic excitation is analysed to investigate various instability phenomena like, bifurcation, jump phenomena etc. The nonlinearity of the system arises due to opening and closing of the cracks in the RC beam and is modelled as a cubic polynomial. In order to trace different branches at the bifurcation point on the response curve (amplitude versus frequency of excitation plot), an arc length continuation technique along with the incremental harmonic balance (IHBC) method is employed. The stability of the solution is investigated by the Floquet theory using Hsu-s scheme. The periodic solutions obtained by the IHBC method are compared with these obtained by the numerical integration of the equation of motion. Characteristics of solutions fold bifurcation, jump phenomena and from stable to unstable zones are identified.

Keywords: Incremental harmonic balance, arc-length continuation, bifurcation, jump phenomena.

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2592 Solution of The KdV Equation with Asymptotic Degeneracy

Authors: Tapas Kumar Sinha, Joseph Mathew

Abstract:

Recently T. C. Au-Yeung, C.Au, and P. C. W. Fung [2] have given the solution of the KdV equation [1] to the boundary condition , where b is a constant. We have further extended the method of [2] to find the solution of the KdV equation with asymptotic degeneracy. Via simulations we find both bright and dark Solitons (i.e. Solitons with opposite phases).

Keywords: KdV equation, Asymptotic Degeneracy, Solitons, Inverse Scattering

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2591 Probabilistic Approach as a Method Used in the Solution of Engineering Design for Biomechanics and Mining

Authors: Karel Frydrýšek

Abstract:

This paper focuses on the probabilistic numerical solution of the problems in biomechanics and mining. Applications of Simulation-Based Reliability Assessment (SBRA) Method are presented in the solution of designing of the external fixators applied in traumatology and orthopaedics (these fixators can be applied for the treatment of open and unstable fractures etc.) and in the solution of a hard rock (ore) disintegration process (i.e. the bit moves into the ore and subsequently disintegrates it, the results are compared with experiments, new design of excavation tool is proposed.

Keywords: probabilistic approach, engineering design, traumatology, rock mechanics

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2590 Numerical Solution of Manning's Equation in Rectangular Channels

Authors: Abdulrahman Abdulrahman

Abstract:

When the Manning equation is used, a unique value of normal depth in the uniform flow exists for a given channel geometry, discharge, roughness, and slope. Depending on the value of normal depth relative to the critical depth, the flow type (supercritical or subcritical) for a given characteristic of channel conditions is determined whether or not flow is uniform. There is no general solution of Manning's equation for determining the flow depth for a given flow rate, because the area of cross section and the hydraulic radius produce a complicated function of depth. The familiar solution of normal depth for a rectangular channel involves 1) a trial-and-error solution; 2) constructing a non-dimensional graph; 3) preparing tables involving non-dimensional parameters. Author in this paper has derived semi-analytical solution to Manning's equation for determining the flow depth given the flow rate in rectangular open channel. The solution was derived by expressing Manning's equation in non-dimensional form, then expanding this form using Maclaurin's series. In order to simplify the solution, terms containing power up to 4 have been considered. The resulted equation is a quartic equation with a standard form, where its solution was obtained by resolving this into two quadratic factors. The proposed solution for Manning's equation is valid over a large range of parameters, and its maximum error is within -1.586%.

Keywords: Channel design, civil engineering, hydraulic engineering, open channel flow, Manning's equation, normal depth, uniform flow.

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2589 Using Hermite Function for Solving Thomas-Fermi Equation

Authors: F. Bayatbabolghani, K. Parand

Abstract:

In this paper, we propose Hermite collocation method for solving Thomas-Fermi equation that is nonlinear ordinary differential equation on semi-infinite interval. This method reduces the solution of this problem to the solution of a system of algebraic equations. We also present the comparison of this work with solution of other methods that shows the present solution is more accurate and faster convergence in this problem.

Keywords: Collocation method, Hermite function, Semi-infinite, Thomas-Fermi equation.

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2588 Bifurcation Analysis of a Plankton Model with Discrete Delay

Authors: Anuj Kumar Sharma, Amit Sharma, Kulbhushan Agnihotri

Abstract:

In this paper, a delayed plankton-nutrient interaction model consisting of phytoplankton, zooplankton and dissolved nutrient is considered. It is assumed that some species of phytoplankton releases toxin (known as toxin producing phytoplankton (TPP)) which is harmful for zooplankton growth and this toxin releasing process follows a discrete time variation. Using delay as bifurcation parameter, the stability of interior equilibrium point is investigated and it is shown that time delay can destabilize the otherwise stable non-zero equilibrium state by inducing Hopf-bifurcation when it crosses a certain threshold value. Explicit results are derived for stability and direction of the bifurcating periodic solution by using normal form theory and center manifold arguments. Finally, outcomes of the system are validated through numerical simulations.

Keywords: Plankton, Time delay, Hopf-bifurcation, Normal form theory, Center manifold theorem.

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2587 Analytical Solution for the Zakharov-Kuznetsov Equations by Differential Transform Method

Authors: Saeideh Hesam, Alireza Nazemi, Ahmad Haghbin

Abstract:

This paper presents the approximate analytical solution of a Zakharov-Kuznetsov ZK(m, n, k) equation with the help of the differential transform method (DTM). The DTM method is a powerful and efficient technique for finding solutions of nonlinear equations without the need of a linearization process. In this approach the solution is found in the form of a rapidly convergent series with easily computed components. The two special cases, ZK(2,2,2) and ZK(3,3,3), are chosen to illustrate the concrete scheme of the DTM method in ZK(m, n, k) equations. The results demonstrate reliability and efficiency of the proposed method.

Keywords: Zakharov-Kuznetsov equation, differential transform method, closed form solution.

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2586 Probability of Globality

Authors: Eva Eggeling, Dieter W. Fellner, Torsten Ullrich

Abstract:

The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach; i.e. for a function f from a set A ⊂ Rn to the real numbers, an element x0 ∈ A is sought-after, such that ∀ x ∈ A : f(x0) ≤ f(x). Depending on the field of application, the question whether a found solution x0 is not only a local minimum but a global one is very important. This article presents a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain A as well as a Lipschitz continuous function f whose Lipschitz constant is not needed to be known.

Keywords: global optimization, probability theory, probability of globality

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