A hybrid shuffled complex evolution approach based on differential evolution for unconstrained optimization

Numerous optimization methods have been proposed for the solution of the unconstrained optimization problems, such as mathematical programming methods, stochastic global optimization approaches, and metaheuristics. In this paper, a metaheuristic algorithm called Modified Shuffled Complex Evolution (MSCE) is proposed, where an adaptation of the Downhill Simplex search strategy combined with the differential evolution method is proposed. The efficiency of the new method is analyzed in terms of the mean performance and computational time, in comparison with the genetic algorithm using floating-point representation (GAF) and the classical shuffled complex evolution (SCE-UA) algorithm using six benchmark optimization functions. Simulation results and the comparisons with SCE-UA and GAF indicate that the MSCE improves the search performance on the five benchmark functions of six tested functions.     

Axisymmetric shock wave interaction with a cone: a benchmark test

Results of the benchmark test are presented of comparing numerical schemes solving shock wave of M_s = 2.38 in nitrogen and argon interacting with a 43∘ semi-apex angle cone and corresponding experiments. The benchmark test was announced in Shock Waves Vol. 12, No. 4, in which we tried to clarify the effects of viscosity and heat conductivity on shock reflection in conical flows. This paper summarizes results of ten numerical and two experimental applications. State of the art in studies regarding the shock/cone interaction is clarified. PACS 01.50.Kw, 47.15.Pn Communicated by K. Takayama     

Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models

This paper examines the performance of Commodity Trading Advisors (CTAs) using fixed and variable benchmarking models. In order to avoid the troublesome passive and active commodity and managed futures benchmarks (indices) when examining the performance of CTAs, we innovate by using data envelopment analysis (DEA). Because this alternative class has non-linear returns due to long/short positions, and derivatives (i.e., dynamic trading strategies), DEA can alleviate the problems usually associated with these indices. The effectiveness of using benchmarking models in a DEA setting will provide investors with an alternative technique in assessing the performance and identifying efficient CTAs.     

Benchmark solutions for the incompressible Navier–Stokes equations in general co-ordinates on staggered grids

Benchmark problems are solved with the steady incompressible Navier–Stokes equations discretized with a finite volume method in general curvilinear co-ordinates on a staggered grid. The problems solved are skewed driven cavity problems, recently proposed as non-orthogonal grid benchmark problems. The system of discretized equations is solved efficiently with a non-linear multigrid algorithm, in which a robust line smoother is implemented. Furthermore, another benchmark problem is introduced and solved in which a 90° change in grid line direction occurs.     

New benchmark solutions for free vibration of clamped rectangular thick plates and their variants

It is of significance to explore benchmark analytic free vibration solutions of rectangular thick plates without two parallel simply supported edges, because the classic analytic methods are usually invalid for the problems of this category. The main challenge is to find the solutions meeting both the governing higher order partial differential equations (PDEs) and boundary conditions of the plates, i.e., to analytically solve associated complex boundary value problems of PDEs. In this letter, we extend a novel symplectic superposition method to the free vibration problems of clamped rectangular thick plates, with the analytic frequency solutions obtained by a brief set of equations. It is found that the analytic solutions of clamped plates can simply reduce to their variants with any combinations of clamped and simply supported edges via an easy relaxation of boundary conditions. The new results yielded in this letter are not only useful for rapid design of thick plate structures but also provide reliable benchmarks for checking the validity of other new solution methods.     

Application of the iterative difference-dedicated configuration interaction method to the determination of excitation energies in some benchmark systems: Be, CH+, BH and CH2

The iterative difference-dedicated CI method (IDDCI) has been applied to determine excitation energies in small systems for which benchmark FCI and other high-level calculations exist. Transitions to excited singlet and triplet states in Be and vertical transitions in CH⁺, BH and CH₂ are reported. The deviations from FCI results are lower than 0.1 eV and compare advantageously with SDCI including size-consistency corrections, (SC)²SDCI, and with coupled cluster calculations including the effect of triples, especially for the states which have a predominant double excitation character. The IDDCI procedure has been speeded up by using smaller subspaces for optimizing the molecular orbitals. Received: 17 January 1997 / Accepted: 31 July 1997     

Polynomial diffusion models for life insurance liabilities

In this paper we study the pricing and hedging problem of a portfolio of life insurance products under the benchmark approach, where the reference market is modelled as driven by a state variable following a polynomial diffusion on a compact state space. Such a model can be used to guarantee not only the positivity of the OIS short rate and the mortality intensity, but also the possibility of approximating both pricing formula and hedging strategy of a large class of life insurance products by explicit formulas.     

Parameter adaptive harmony search algorithm for unimodal and multimodal optimization problems

This paper presents a parameter adaptive harmony search algorithm (PAHS) for solving optimization problems. The two important parameters of harmony search algorithm namely Harmony Memory Consideration Rate (HMCR) and Pitch Adjusting Rate (PAR), which were either kept constant or the PAR value was dynamically changed while still keeping HMCR fixed, as observed from literature, are both being allowed to change dynamically in this proposed PAHS. This change in the parameters has been done to get the global optimal solution. Four different cases of linear and exponential changes have been explored. The change has been allowed during the process of improvization. The proposed algorithm is evaluated on 15 standard benchmark functions of various characteristics. Its performance is investigated and compared with three existing harmony search algorithms. Experimental results reveal that proposed algorithm outperforms the existing approaches when applied to 15 benchmark functions. The effects of scalability, noise, and harmony memory size have also been investigated on four approaches of HS. The proposed algorithm is also employed for data clustering. Five real life datasets selected from UCI machine learning repository are used. The results show that, for data clustering, the proposed algorithm achieved results better than other algorithms.     

Two exact solutions of the DPL non-Fourier heat conduction equation with special conditions

This paper presents two exact explicit solutions for the three dimensional dual-phase lag （DLP） heat conduction equation, during the derivation of which the method of trial and error and the authors＇ previous experiences are utilized. To the authors＇ knowledge, most solutions of 2D or 3D DPL models available in the literature are obtained by numerical methods, and there are few exact solutions up to now. The exact solutions in this paper can be used as benchmarks to validate numerical solutions and to develop numerical schemes, grid generation methods and so forth. In addition, they are of theoretical significance since they correspond to physically possible situations. The main goal of this paper is to obtain some possible exact explicit solutions of the dual-phase lag heat conduction equation as the benchmark solutions for computational heat transfer, rather than specific solutions for some given initial and boundary conditions. Therefore, the initial and boundary conditions are indeterminate before derivation and can be deduced from the solutions afterwards. Actually, all solutions given in this paper can be easily proven by substituting them into the governing equation.