• Title/Summary/Keyword: Global Optimization

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MODIFIED LIMITED MEMORY BFGS METHOD WITH NONMONOTONE LINE SEARCH FOR UNCONSTRAINED OPTIMIZATION

  • Yuan, Gonglin;Wei, Zengxin;Wu, Yanlin
    • Journal of the Korean Mathematical Society
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    • v.47 no.4
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    • pp.767-788
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    • 2010
  • In this paper, we propose two limited memory BFGS algorithms with a nonmonotone line search technique for unconstrained optimization problems. The global convergence of the given methods will be established under suitable conditions. Numerical results show that the presented algorithms are more competitive than the normal BFGS method.

AN ADAPTIVE APPROACH OF CONIC TRUST-REGION METHOD FOR UNCONSTRAINED OPTIMIZATION PROBLEMS

  • FU JINHUA;SUN WENYU;SAMPAIO RAIMUNDO J. B. DE
    • Journal of applied mathematics & informatics
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    • v.19 no.1_2
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    • pp.165-177
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    • 2005
  • In this paper, an adaptive trust region method based on the conic model for unconstrained optimization problems is proposed and analyzed. We establish the global and super linear convergence results of the method. Numerical tests are reported that confirm the efficiency of the new method.

GLOBAL CONVERGENCE OF A NEW SPECTRAL PRP CONJUGATE GRADIENT METHOD

  • Liu, Jinkui
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1303-1309
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    • 2011
  • Based on the PRP method, a new spectral PRP conjugate gradient method has been proposed to solve general unconstrained optimization problems which produce sufficient descent search direction at every iteration without any line search. Under the Wolfe line search, we prove the global convergence of the new method for general nonconvex functions. The numerical results show that the new method is efficient for the given test problems.

CONVERGENCE OF SUPERMEMORY GRADIENT METHOD

  • Shi, Zhen-Jun;Shen, Jie
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.367-376
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    • 2007
  • In this paper we consider the global convergence of a new super memory gradient method for unconstrained optimization problems. New trust region radius is proposed to make the new method converge stably and averagely, and it will be suitable to solve large scale minimization problems. Some global convergence results are obtained under some mild conditions. Numerical results show that this new method is effective and stable in practical computation.

One Dimensional Optimization using Learning Network

  • Chung, Taishn;Bien, Zeungnam
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1995.10b
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    • pp.33-39
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    • 1995
  • One dimensional optimization problem is considered, we propose a method to find the global minimum of one-dimensional function with on gradient information but only the finite number of input-output samples. We construct a learning network which has a good learning capability and of which global maximum(or minimum) can be calculated with simple calculation. By teaching this network to approximate the given function with minimal samples, we can get the global minimum of the function. We verify this method using some typical esamples.

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Optimal design of composite laminates for minimizing delamination stresses by particle swarm optimization combined with FEM

  • Chen, Jianqiao;Peng, Wenjie;Ge, Rui;Wei, Junhong
    • Structural Engineering and Mechanics
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    • v.31 no.4
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    • pp.407-421
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    • 2009
  • The present paper addresses the optimal design of composite laminates with the aim of minimizing free-edge delamination stresses. A technique involving the application of particle swarm optimization (PSO) integrated with FEM was developed for the optimization. Optimization was also conducted with the zero-order method (ZOM) included in ANSYS. The semi-analytical method, which provides an approximation of the interlaminar normal stress of laminates under in-plane load, was used to partially validate the optimization results. It was found that optimal results based on ZOM are sensitive to the starting design points, and an unsuitable initial design set will lead to a result far from global solution. By contrast, the proposed method can find the global optimal solution regardless of initial designs, and the solutions were better than those obtained by ZOM in all the cases investigated.

HS-PSO Hybrid Optimization Algorithm for HS Performance Improvement (HS 성능 향상을 위한 HS-PSO 하이브리드 최적화 알고리즘)

  • Tae-Bong Lee
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.16 no.4
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    • pp.203-209
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    • 2023
  • Harmony search(HS) does not use the evaluation of individual harmony when referring to HM when constructing a new harmony, but particle swarm optimization(PSO), on the contrary, uses the evaluation value of individual particles and the evaluation value of the population to find a solution. However, in this study, we tried to improve the performance of the algorithm by finding and identifying similarities between HS and PSO and applying the particle improvement process of PSO to HS. To apply the PSO algorithm, the local best of individual particles and the global best of the swam are required. In this study, the process of HS improving the worst harmony in harmony memory(HM) was viewed as a process very similar to that of PSO. Therefore, the worst harmony of HM was regarded as the local best of a particle, and the best harmony was regarded as the global best of swam. In this way, the performance of the HS was improved by introducing the particle improvement process of the PSO into the HS harmony improvement process. The results of this study were confirmed by comparing examples of optimization values for various functions. As a result, it was found that the suggested HS-PSO was much better than the existing HS in terms of accuracy and consistency.

Hierarchical sampling optimization of particle filter for global robot localization in pervasive network environment

  • Lee, Yu-Cheol;Myung, Hyun
    • ETRI Journal
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    • v.41 no.6
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    • pp.782-796
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    • 2019
  • This paper presents a hierarchical framework for managing the sampling distribution of a particle filter (PF) that estimates the global positions of mobile robots in a large-scale area. The key concept is to gradually improve the accuracy of the global localization by fusing sensor information with different characteristics. The sensor observations are the received signal strength indications (RSSIs) of Wi-Fi devices as network facilities and the range of a laser scanner. First, the RSSI data used for determining certain global areas within which the robot is located are represented as RSSI bins. In addition, the results of the RSSI bins contain the uncertainty of localization, which is utilized for calculating the optimal sampling size of the PF to cover the regions of the RSSI bins. The range data are then used to estimate the precise position of the robot in the regions of the RSSI bins using the core process of the PF. The experimental results demonstrate superior performance compared with other approaches in terms of the success rate of the global localization and the amount of computation for managing the optimal sampling size.

Aircraft derivative design optimization considering global sensitivity and uncertainty of analysis models

  • Park, Hyeong-Uk;Chung, Joon;Lee, Jae-Woo
    • International Journal of Aeronautical and Space Sciences
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    • v.17 no.2
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    • pp.268-283
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    • 2016
  • Aircraft manufacturing companies have to consider multiple derivatives to satisfy various market requirements. They modify or extend an existing aircraft to meet new market demands while keeping the development time and cost to a minimum. Many researchers have studied the derivative design process, but these research efforts consider baseline and derivative designs together, while using the whole set of design variables. Therefore, an efficient process that can reduce cost and time for aircraft derivative design is needed. In this research, a more efficient design process is proposed which obtains global changes from local changes in aircraft design in order to develop aircraft derivatives efficiently. Sensitivity analysis was introduced to remove unnecessary design variables that have a low impact on the objective function. This prevented wasting computational effort and time on low priority variables for design requirements and objectives. Additionally, uncertainty from the fidelity of analysis tools was considered in design optimization to increase the probability of optimization results. The Reliability Based Design Optimization (RBDO) and Possibility Based Design Optimization (PBDO) methods were proposed to handle the uncertainty in aircraft conceptual design optimization. In this paper, Collaborative Optimization (CO) based framework with RBDO and PBDO was implemented to consider uncertainty. The proposed method was applied for civil jet aircraft derivative design that increases cruise range and the number of passengers. The proposed process provided deterministic design optimization, RBDO, and PBDO results for given requirements.

Improvement of Ant Colony Optimization Algorithm to Solve Traveling Salesman Problem (순회 판매원 문제 해결을 위한 개미집단 최적화 알고리즘 개선)

  • Jang, Juyoung;Kim, Minje;Lee, Jonghwan
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.42 no.3
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    • pp.1-7
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    • 2019
  • It is one of the known methods to obtain the optimal solution using the Ant Colony Optimization Algorithm for the Traveling Salesman Problem (TSP), which is a combination optimization problem. In this paper, we solve the TSP problem by proposing an improved new ant colony optimization algorithm that combines genetic algorithm mutations in existing ant colony optimization algorithms to solve TSP problems in many cities. The new ant colony optimization algorithm provides the opportunity to move easily fall on the issue of developing local optimum values of the existing ant colony optimization algorithm to global optimum value through a new path through mutation. The new path will update the pheromone through an ant colony optimization algorithm. The renewed new pheromone serves to derive the global optimal value from what could have fallen to the local optimal value. Experimental results show that the existing algorithms and the new algorithms are superior to those of existing algorithms in the search for optimum values of newly improved algorithms.