Desarrollo de un algoritmo de optimización global en colonias de hormigas con selección de región factible para espacios continuos

This study introduces a new algorithm for the ant colony optimization (ACO) method, which has been proposed to solve global optimization problems with continuous decision variables. This algorithm, namely ACO-FRS, involves a strategy for the selection of feasible regions during optimization search and it performs the exploration of the search space using a similar approach to that used by the ants during the search of food. Four variants of this algorithm have been tested in several benchmark problems and the results of this study have been compared with those reported in literature for other ACO-type methods for continuous spaces. Overall, the results show that the incorporation of the selection of feasible regions allows the performing of a global search to explore those regions with low level of pheromone, thus increasing the feasibility of ACO for finding the global optimal solution.     

A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search

The smoothing-type algorithm has been successfully applied to solve various optimization problems. In general, the smoothing-type algorithm is designed based on some monotone line search. However, in order to achieve better numerical results, the non-monotone line search technique has been used in the numerical computations of some smoothing-type algorithms. In this paper, we propose a smoothing-type algorithm for solving the nonlinear complementarity problem with a non-monotone line search. We show that the proposed algorithm is globally and locally superlinearly convergent under suitable assumptions. The preliminary numerical results are also reported.     

Accelerating method of global optimization for signomial geometric programming

Signomial geometric programming (SGP) has been an interesting problem for many authors recently. Many methods have been provided for finding locally optimal solutions of SGP, but little progress has been made for global optimization of SGP. In this paper we propose a new accelerating method for global optimization algorithm of SGP using a suitable deleting technique. This technique offers a possibility to cut away a large part of the currently investigated region in which the globally optimal solution of SGP does not exist, and can be seen as an accelerating device for global optimization algorithm of SGP problem. Compared with the method of Shen and Zhang [Global optimization of signomial geometric programming using linear relaxation, Appl. Math. Comput. 150 (2004) 99–114], numerical results show that the computational efficiency is improved obviously by using this new technique in the number of iterations, the required saving list length and the execution time of the algorithm.     

Note on the equivalence of Kuhn-Tucker complementarity conditions to an equation

This note presents a more general and simple proof with geometric interpretations of the equivalence of the complementarity problem to an equation (or a system of equations), given by Mangasarian in 1976. Although this fact has been used by the author and others in a different context, it is believed that it should be presented to a more general audience of optimization specialists.     

An effective multiagent evolutionary algorithm integrating a novel roulette inversion operator for engineering optimization

Multiagent systems have been studied and widely used in the field of artificial intelligence and computer science to catalyze computation intelligence. In this paper, a multiagent evolutionary algorithm called RAER based on the ERA multiagent modeling pattern is proposed, where ERA has the same architecture as Swarm including three parts of Environment, Reactive rules and Agents. RAER integrates a novel roulette inversion operator (RIO) proposed in this paper and theoretically proved to conquer the irrationality of the inversion operator (IO) designed by John Holland when used for real code stochastic optimization algorithms. Experiments for numerical optimization of 4 benchmark functions show that the RIO operator bears better functioning than IO operator. And experiments for numerical optimization of 12 benchmark functions are used to examine the performance and scalability of RAER along the problem dimensions ranging 20-10 000, results indicate that RAER outperforms other comparative algorithms significantly. Also, two engineering optimization problems of a stable linear system approximation and a welded beam design are used to examine the applicability of RAER. Results show that RAER has better search ability and faster convergence speed. Especially for the approximation problem, REAR can find the proper optima belonging to different fixed search areas, which is significantly better than other algorithms and shows that RAER can search the problem domains more thoroughly than other algorithms. Hence, RAER is efficient and practical.     

A particle swarm optimization-based hybrid algorithm for minimum concave cost network flow problems

Traditionally, minimum cost transshipment problems have been simplified as linear cost problems, which are not practical in real applications. Some advanced local search algorithms have been developed to solve concave cost bipartite network problems. These have been found to be more effective than the traditional linear approximation methods and local search methods. Recently, a genetic algorithm and an ant colony system algorithm were employed to develop two global search algorithms for solving concave cost transshipment problems. These two global search algorithms were found to be more effective than the advanced local search algorithms for solving concave cost transshipment problems. Although the particle swarm optimization algorithm has been used to obtain good results in many applications, to the best of our knowledge, it has not yet been applied in minimum concave cost network flow problems. Thus, in this study, we employ an arc-based particle swarm optimization algorithm, coupled with some genetic algorithm and threshold accepting method techniques, as well as concave cost network heuristics, to develop a hybrid global search algorithm for efficiently solving minimum cost network flow problems with concave arc costs. The proposed algorithm is evaluated by solving several randomly generated network flow problems. The results indicate that the proposed algorithm is more effective than several other recently designed methods, such as local search algorithms, genetic algorithms and ant colony system algorithms, for solving minimum cost network flow problems with concave arc costs.     

一种改进的禁忌搜索算法及其在连续全局优化中的应用

禁忌搜索算法是一种元启发式的全局优化算法,是局部搜索算法的一种推广,已被成功地应用于许多组合优化问题中。本文针对有界闭区域上的连续函数全局优化问题,提出了一种改进的禁忌搜索算法,并进行了理论分析和数值实验。数值实验表明,对于连续函数全局优化问题的求解该算法是可行有效的,并且结构简单,迭代次数较少,是一种较好的全局启发式优化算法。     

3D打印中的优化设计

3D打印技术的兴起在许多领域掀起了新的研究热点,《3D打印中的优化设计》应用课题针对几何处理领域中的许多相关问题做了系统性的研究,其中包括在3D打印中通过几何模型的结构优化以节省打印材料和打印时间的问题,三维几何模型保持特征的去噪和构建问题,以及三维几何模型的序贯重建和多余分支去除问题.相关问题中多涉及含有复杂约束的优化问题,以及压缩感知和稀疏优化问题.本文简要总结了上述问题的研究方法,并从几何优化的角度阐述了其中运筹学原理与方法的运用,表明了运筹学工具在相关领域研究中的重要性和有效性.     

A Bayesian algorithm for global optimization

A crucial step in global optimization algorithms based on random sampling in the search domain is decision about the achievement of a prescribed accuracy. In order to overcome the difficulties related to such a decision, the Bayesian Nonparametric Approach has been introduced. The aim of this paper is to show the effectiveness of the approach when an ad hoc clustering technique is used for obtaining promising starting points for a local search algorithm. Several test problems are considered.     

An introduction to population approaches for optimization and hierarchical objective functions: A discussion on the role of tabu search

Population approaches suitable for global combinatorial optimization are discussed in this paper. They are composed of a number of distinguishable individuals called "agents", each one using a particular optimization strategy. Periods of independent search follow phases on which the population is restarted from new configurations. Due to its intrinsic parallelism and the asynchronicity of the method, it is particularly suitable for parallel computers. Results on two test problems are presented in this paper. The individual search optimization strategies for each agent have been chosen having the basic characteristics of tabu search. This has been done in order to avoid mixing the hypothesized properties of these population approaches with those of more elaborate tabu search strategies, but remarking on its main characteristics. A set of four test problem "landscapes" is discussed and their use to improve and benchmark the results by using tabu search as the individual optimization strategy within a population heuristic is suggested and explored. The application of tabu search to new problem areas, like molecular biology, is also investigated.     

Optimization-based design of plant-friendly multisine signals using geometric discrepancy criteria

System identification is an important means for obtaining dynamical models for process control applications; experimental testing represents the most time-consuming step in this task. The design of constrained, “plant-friendly” multisine input signals that optimize a geometric discrepancy criterion arising from Weyl’s Theorem is examined in this paper. Such signals are meaningful for data-centric estimation methods, where uniform coverage of the output state-space is critical. The usefulness of this problem formulation is demonstrated by applying it to a linear problem example and to the nonlinear, highly interactive distillation column model developed by Weischedel and McAvoy. The optimization problem includes a search for both the Fourier coefficients and phases in the multisine signal, resulting in an uniformly distributed output signal displaying a desirable balance between high and low gain directions. The solution involves very little user intervention (which enhances its practical usefulness) and has great benefits compared to multisine signals that minimize crest factor. The constrained nonlinear optimization problems that are solved represent challenges even for high-performance optimization software.     

The Global Convergence of Self-Scaling BFGS Algorithm with Nonmonotone Line Search for Unconstrained Nonconvex Optimization Problems

The self-scaling quasi-Newton method solves an unconstrained optimization problem by scaling the Hessian approximation matrix before it is updated at each iteration to avoid the possible large eigenvalues in the Hessian approximation matrices of the objective function. It has been proved in the literature that this method has the global and superlinear convergence when the objective function is convex （or even uniformly convex）. We propose to solve unconstrained nonconvex optimization problems by a self-scaling BFGS algorithm with nonmonotone linear search. Nonmonotone line search has been recognized in numerical practices as a competitive approach for solving large-scale nonlinear problems. We consider two different nonmonotone line search forms and study the global convergence of these nonmonotone self-scale BFGS algorithms. We prove that, under some weaker condition than that in the literature, both forms of the self-scaling BFGS algorithm are globally convergent for unconstrained nonconvex optimization problems.     

CBSO: a memetic brain storm optimization with chaotic local search

Brain storm optimization (BSO) is a newly proposed optimization algorithm inspired by human being brainstorming process. After its appearance, much attention has been paid on and many attempts to improve its performance have been made. The search ability of BSO has been enhanced, but it still suffers from sticking into stagnation during exploitation phase. This paper proposes a novel method which incorporates BSO with chaotic local search (CLS) with the purpose of alleviating this situation. Chaos has properties of randomicity and ergodicity. These properties ensure CLS can explore every state of the search space if the search time duration is long enough. The incorporation of CLS can make BSO break the stagnation and keep the population’s diversity simultaneously, thus realizing a better balance between exploration and exploitation. Twelve chaotic maps are randomly selected for increasing the diversity of the search mechanism. Experimental and statistical results based on 25 benchmark functions demonstrate the superiority of the proposed method.     

Proving Strong Duality for Geometric Optimization Using a Conic Formulation

Geometric optimization¹ is an important class of problems that has many applications, especially in engineering design. In this article, we provide new simplified proofs for the well-known associated duality theory, using conic optimization. After introducing suitable convex cones and studying their properties, we model geometric optimization problems with a conic formulation, which allows us to apply the powerful duality theory of conic optimization and derive the duality results valid for geometric optimization.     

Globally Convergent Optimization Algorithms on Riemannian Manifolds: Uniform Framework for Unconstrained and Constrained Optimization

This paper proposes several globally convergent geometric optimization algorithms on Riemannian manifolds, which extend some existing geometric optimization techniques. Since any set of smooth constraints in the Euclidean space R ⁿ (corresponding to constrained optimization) and the R ⁿ space itself (corresponding to unconstrained optimization) are both special Riemannian manifolds, and since these algorithms are developed on general Riemannian manifolds, the techniques discussed in this paper provide a uniform framework for constrained and unconstrained optimization problems. Unlike some earlier works, the new algorithms have less restrictions in both convergence results and in practice. For example, global minimization in the one-dimensional search is not required. All the algorithms addressed in this paper are globally convergent. For some special Riemannian manifold other than R ⁿ , the new algorithms are very efficient. Convergence rates are obtained. Applications are discussed. This paper is based on part of the Ph.D Thesis of the author under the supervision of Professor Tits, University of Maryland, College Park, Maryland. The author is in debt to him for invaluable suggestions on earlier versions of this paper. The author is grateful to the Associate Editor and anonymous reviewers, who pointed out a number of papers that have been included in the references; they made also detailed suggestions that lead to significant improvements of the paper. Finally, the author thanks Dr. S.T. Smith for making available his Ph.D Thesis.     

Partitioned Random Search for Global Optimization with Sampling Cost and Discounting Factor

The method of partitioned random search has been proposed in recent years to obtain an as good as possible solution for the global optimization problem (1). A practical algorithm has been developed and applied to real-life problems. However, the design of this algorithm was based mainly on intuition. The theoretical foundation of the method is an important issue in the development of efficient algorithms for such problems. In this paper, we generalize previous theoretical results and propose a sequential sampling policy for the partitioned random search for global optimization with sampling cost and discounting factor. A proof of the optimality of the proposed sequential sampling policy is given by using the theory of optimal stopping.     

整数规划的布谷鸟算法

布谷鸟搜索算法是一种新型的智能优化算法．本文采用截断取整的方法将基本布谷鸟搜索算法用于求解整数规划问题．通过对标准测试函数进行仿真实验并与粒子群算法进行比较,结果表明本文所提算法比粒子群算法拥有更好的性能和更强的全局寻优能力,可以作为一种实用方法用于求解整数规划问题．     

A tabu search experience in production scheduling

During the last four years, tabu search has been shown to be a remarkably effective method in solving difficult combinatorial optimization problems. Nowhere has this success been more marked than in the timely and very important area of production scheduling. In this paper, we review some of the research that has contributed to that success. We also give a synthesis of the various tabu search mechanisms that have been employed, giving special attention to advances that have led to major improvements. In the final section of the paper, we suggest directions for future research.     

FRACTOP: A Geometric Partitioning Metaheuristic for Global Optimization

We propose a new metaheuristic, FRACTOP, for global optimization. FRACTOP is based on the geometric partitioning of the feasible region so that search metaheuristics such as Simulated Annealing (SA), or Genetic Algorithms (GA) which are activated in smaller subregions, have increased reliability in locating the global optimum. FRACTOP is able to incorporate any search heuristic devised for global optimization. The main contribution of FRACTOP is that it provides an intelligent guidance (through fuzzy measures) in locating the subregion containing the global optimum solution for the search heuristics imbedded in it. By executing the search in nonoverlapping subregions, FRACTOP eliminates the repetitive visits of the search heuristics to the same local area and furthermore, it becomes amenable for parallel processing. As FRACTOP conducts the search deeper into smaller subregions, many unpromising subregions are discarded from the feasible region. Thus, the initial feasible region gains a fractal structure with many space gaps which economizes on computation time. Computational experiments with FRACTOP indicate that the metaheuristic improves significantly the results obtained by random search (RS), SA and GA.     

Scatter search for chemical and bio-process optimization

Scatter search is a population-based method that has recently been shown to yield promising outcomes for solving combinatorial and nonlinear optimization problems. Based on formulations originally proposed in 1960s for combining decision rules and problem constraints such as the surrogate constraint method, scatter search uses strategies for combining solution vectors that have proved effective in a variety of problem settings. In this paper, we develop a general purpose heuristic for a class of nonlinear optimization problems. The procedure is based on the scatter search methodology and treats the objective function evaluation as a black box, making the search algorithm context-independent. Most optimization problems in the chemical and bio-chemical industries are highly nonlinear in either the objective function or the constraints. Moreover, they usually present differential-algebraic systems of constraints. In this type of problem, the evaluation of a solution or even the feasibility test of a set of values for the decision variables is a time-consuming operation. In this context, the solution method is limited to a reduced number of solution examinations. We have implemented a scatter search procedure in Matlab (Mathworks, 2004) for this special class of difficult optimization problems. Our development goes beyond a simple exercise of applying scatter search to this class of problems, but presents innovative mechanisms to obtain a good balance between intensification and diversification in a short-term search horizon. Computational comparisons with other recent methods over a set of benchmark problems favor the proposed procedure.