• Title/Summary/Keyword: Optimization problems

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A Hybrid of Evolutionary Search and Local Heuristic Search for Combinatorial Optimization Problems

  • Park, Lae-Jeong;Park, Cheol-Hoon
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.1 no.1
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    • pp.6-12
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    • 2001
  • Evolutionary algorithms(EAs) have been successfully applied to many combinatorial optimization problems of various engineering fields. Recently, some comparative studies of EAs with other stochastic search algorithms have, however, shown that they are similar to, or even are not comparable to other heuristic search. In this paper, a new hybrid evolutionary algorithm utilizing a new local heuristic search, for combinatorial optimization problems, is presented. The new intelligent local heuristic search is described, and the behavior of the hybrid search algorithm is investigated on two well-known problems: traveling salesman problems (TSPs), and quadratic assignment problems(QAPs). The results indicate that the proposed hybrid is able to produce solutions of high quality compared with some of evolutionary and simulated annealing.

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An Economic Dispatch Algorithm as Combinatorial Optimization Problems

  • Min, Kyung-Il;Lee, Su-Won;Moon, Young-Hyun
    • International Journal of Control, Automation, and Systems
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    • v.6 no.4
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    • pp.468-476
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    • 2008
  • This paper presents a novel approach to economic dispatch (ED) with nonconvex fuel cost function as combinatorial optimization problems (COP) while most of the conventional researches have been developed as function optimization problems (FOP). One nonconvex fuel cost function can be divided into several convex fuel cost functions, and each convex function can be regarded as a generation type (G-type). In that case, ED with nonconvex fuel cost function can be considered as COP finding the best case among all feasible combinations of G-types. In this paper, a genetic algorithm is applied to solve the COP, and the $\lambda$-P table method is used to calculate ED for the fitness function of GA. The $\lambda$-P table method is reviewed briefly and the GA procedure for COP is explained in detail. This paper deals with three kinds of ED problems, namely ED considering valve-point effects (EDVP), ED with multiple fuel units (EDMF), and ED with prohibited operating zones (EDPOZ). The proposed method is tested for all three ED problems, and the test results show an improvement in solution cost compared to the results obtained from conventional algorithms.

Topological optimized design considering dynamic problem with non-stochastic structural uncertainty

  • Lee, Dong-Kyu;Starossek, Uwe;Shin, Soo-Mi
    • Structural Engineering and Mechanics
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    • v.36 no.1
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    • pp.79-94
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    • 2010
  • This study shows how uncertainties of data like material properties quantitatively have an influence on structural topology optimization results for dynamic problems, here such as both optimal topology and shape. In general, the data uncertainties may result in uncertainties of structural behaviors like deflection or stress in structural analyses. Therefore optimization solutions naturally depend on the uncertainties in structural behaviors, since structural behaviors estimated by the structural analysis method like FEM need to execute optimization procedures. In order to quantitatively estimate the effect of data uncertainties on topology optimization solutions of dynamic problems, a so-called interval analysis is utilized in this study, and it is a well-known non-stochastic approach for uncertainty estimate. Topology optimization is realized by using a typical SIMP method, and for dynamic problems the optimization seeks to maximize the first-order eigenfrequency subject to a given material limit like a volume. Numerical applications topologically optimizing dynamic wall structures with varied supports are studied to verify the non-stochastic interval analysis is also suitable to estimate topology optimization results with dynamic problems.

A cross-entropy algorithm based on Quasi-Monte Carlo estimation and its application in hull form optimization

  • Liu, Xin;Zhang, Heng;Liu, Qiang;Dong, Suzhen;Xiao, Changshi
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.13 no.1
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    • pp.115-125
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    • 2021
  • Simulation-based hull form optimization is a typical HEB (high-dimensional, expensive computationally, black-box) problem. Conventional optimization algorithms easily fall into the "curse of dimensionality" when dealing with HEB problems. A recently proposed Cross-Entropy (CE) optimization algorithm is an advanced stochastic optimization algorithm based on a probability model, which has the potential to deal with high-dimensional optimization problems. Currently, the CE algorithm is still in the theoretical research stage and rarely applied to actual engineering optimization. One reason is that the Monte Carlo (MC) method is used to estimate the high-dimensional integrals in parameter update, leading to a large sample size. This paper proposes an improved CE algorithm based on quasi-Monte Carlo (QMC) estimation using high-dimensional truncated Sobol subsequence, referred to as the QMC-CE algorithm. The optimization performance of the proposed algorithm is better than that of the original CE algorithm. With a set of identical control parameters, the tests on six standard test functions and a hull form optimization problem show that the proposed algorithm not only has faster convergence but can also apply to complex simulation optimization problems.

An Efficient Method for Nonlinear Optimization Problems using Genetic Algorithms (유전해법을 이용한 비선형최적화 문제의 효율적인 해법)

  • 임승환;이동춘
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.20 no.44
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    • pp.93-101
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    • 1997
  • This paper describes the application of Genetic Algorithms(GAs) to nonlinear constrained mixed optimization problems. Genetic Algorithms are combinatorial in nature, and therefore are computationally suitable for treating discrete and integer design variables. But, several problems that conventional GAs are ill defined are application of penalty function that can be adapted to transform a constrained optimization problem into an unconstrained one and premature convergence of solution. Thus, we developed an improved GAs to solve this problems, and two examples are given to demonstrate the effectiveness of the methodology developed in this paper.

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Economic Dispatch Using Hybrid Particle Swarm Optimization with Prohibited Operating Zones and Ramp Rate Limit Constraints

  • Prabakaran, S.;Senthilkuma, V.;Baskar, G.
    • Journal of Electrical Engineering and Technology
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    • v.10 no.4
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    • pp.1441-1452
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    • 2015
  • This paper proposes a new Hybrid Particle Swarm Optimization (HPSO) method that integrates the Evolutionary Programming (EP) and Particle Swarm Optimization (PSO) techniques. The proposed method is applied to solve Economic Dispatch(ED) problems considering prohibited operating zones, ramp rate limits, capacity limits and power balance constraints. In the proposed HPSO method, the best features of both EP and PSO are exploited, and it is capable of finding the most optimal solution for the non-linear optimization problems. For validating the proposed method, it has been tested on the standard three, six, fifteen and twenty unit test systems. The numerical results show that the proposed HPSO method is well suitable for solving non-linear economic dispatch problems, and it outperforms the EP, PSO and other modern metaheuristic optimization methods reported in the recent literatures.

Modern Probabilistic Machine Learning and Control Methods for Portfolio Optimization

  • Park, Jooyoung;Lim, Jungdong;Lee, Wonbu;Ji, Seunghyun;Sung, Keehoon;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.14 no.2
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    • pp.73-83
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    • 2014
  • Many recent theoretical developments in the field of machine learning and control have rapidly expanded its relevance to a wide variety of applications. In particular, a variety of portfolio optimization problems have recently been considered as a promising application domain for machine learning and control methods. In highly uncertain and stochastic environments, portfolio optimization can be formulated as optimal decision-making problems, and for these types of problems, approaches based on probabilistic machine learning and control methods are particularly pertinent. In this paper, we consider probabilistic machine learning and control based solutions to a couple of portfolio optimization problems. Simulation results show that these solutions work well when applied to real financial market data.

Multi-Level Redundancy Allocation Optimization Problems (다수준 시스템의 중복 할당 최적화 문제)

  • Yun, Won Young;Chung, Il Han;Kim, Jong Woon
    • Journal of Korean Institute of Industrial Engineers
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    • v.43 no.2
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    • pp.135-146
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    • 2017
  • This paper considers redundancy optimization problems of multi-level systems and reviews existing papers which proposed various optimization models and used different algorithms in this research area. Three different mathematical models are studied: Multi-level redundancy allocation (MRAP), multiple multi-level redundancy allocation, and availability-based MRAP models. Many meta-heuristics are applied to find optimal solutions in the several optimization problems. We summarized key idea of meta-heuristics applied to the existing MARP problems. Two extended models (MRAP with interval reliability of units and an integrated optimization problem of MRAP and preventive maintenance) are studied and further research ideas are discussed.

Polynomial-Filled Function Algorithm for Unconstrained Global Optimization Problems

  • Salmah;Ridwan Pandiya
    • Kyungpook Mathematical Journal
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    • v.64 no.1
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    • pp.95-111
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    • 2024
  • The filled function method is useful in solving unconstrained global optimization problems. However, depending on the type of function, and parameters used, there are limitations that cause difficultiies in implemenations. Exponential and logarithmic functions lead to the overflow effect, requiring iterative adjustment of the parameters. This paper proposes a polynomial-filled function that has a general form, is non-exponential, nonlogarithmic, non-parameteric, and continuously differentiable. With this newly proposed filled function, the aforementioned shortcomings of the filled function method can be overcome. To confirm the superiority of the proposed filled function algorithm, we apply it to a set of unconstrained global optimization problems. The data derived by numerical implementation shows that the proposed filled function can be used as an alternative algorithm when solving unconstrained global optimization problems.

Structural Shape Optimization under Static Loads Transformed from Dynamic Loads (동하중으로부터 변환된 등가정하중을 통한 구조물의 형상최적설계)

  • Park, Ki-Jong;Lee, Jong-Nam;Park, Gyung-Jin
    • Proceedings of the KSME Conference
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    • 2003.04a
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    • pp.1262-1269
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    • 2003
  • In structural optimization, static loads are generally utilized although real external forces are dynamic. Dynamic loads have been considered in only small-scale problems. Recently, an algorithm for dynamic response optimization using transformation of dynamic loads into equivalent static loads has been proposed. The transformation is conducted to match the displacement fields from dynamic and static analyses. The algorithm can be applied to large-scale problems. However, the application has been limited to size optimization. The present study applies the algorithm to shape optimization. Because the number of degrees of freedom of finite element models is usually very large in shape optimization, it is difficult to conduct dynamic response optimization with the conventional methods that directly threat dynamic response in the time domain. The optimization process is carried out via interfacing an optimization system and an analysis system for structural dynamics. Various examples are solved to verify the algorithm. The results are compared to the results from static loads. It is found that the algorithm using static loads transformed from dynamic loads based on displacement is valid even for very large-scale problems such as shape optimization.

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