An airfoil optimization technique for wind turbines

Optimization algorithms coupled with computational fluid dynamics are used for wind turbines airfoils design. This differs from the traditional aerospace design process since the lift-to-drag ratio is the most important parameter and the angle of attack is large. Computational fluid dynamics simulations are performed with the incompressible Reynolds-averaged Navier–Stokes equations in steady state using a one equation turbulence model. A detailed validation of the simulations is presented and a computational domain larger than suggested in literature is shown to be necessary. Different approaches to parallelization of the computational code are addressed. Single and multiobjective genetic algorithms are employed and artificial neural networks are used as a surrogate model. The use of artificial neural networks is shown to reduce computational time by almost 50%.     

Randomized and quantum algorithms yield a speed-up for initial-value problems

Quantum algorithms and complexity have recently been studied not only for discrete, but also for some numerical problems. Most attention has been paid so far to the integration and approximation problems, for which a speed-up is shown in many important cases by quantum computers with respect to deterministic and randomized algorithms on a classical computer. In this paper, we deal with the randomized and quantum complexity of initial-value problems. For this nonlinear problem, we show that both randomized and quantum algorithms yield a speed-up over deterministic algorithms. Upper bounds on the complexity in the randomized and quantum settings are shown by constructing algorithms with a suitable cost, where the construction is based on integral information. Lower bounds result from the respective bounds for the integration problem.     

An evolutionary algorithm for the vehicle routing problem with route balancing

In this paper, we address a bi-objective vehicle routing problem in which the total length of routes is minimized as well as the balance of routes, i.e. the difference between the maximal route length and the minimal route length. We propose a meta-heuristic method based on an evolutionary algorithm involving classical multi-objective operators. To improve its efficiency, two mechanisms, which favor the diversification of the search, have been added. First, an elitist diversification mechanism is used in cooperation with classical diversification methodologies. Second, a parallel model designed to take into account the elitist diversification is proposed. Our method is tested on standard benchmarks for the vehicle routing problem. The contribution of the introduced mechanisms is evaluated by different performance metrics. All the experimentations indicate a strict improvement of the generated Pareto set.     

A feasible direction algorithm for convex optimization: Global convergence rates

At each iteration, the algorithm determines a feasible descent direction by minimizing a linear or quadratic approximation to the cost on the feasible set. The algorithm is easy to implement if the approximation is easy to minimize on the feasible set, which happens in some important cases. Convergence rate information is obtained, which is sufficient to enable deduction of the number of iterations needed to achieve a specified reduction in the distance from the optimum (measured in terms of the cost). Existing convergence rates for algorithms for solving such convex problems are either asymptotic (and so do not enable the required number of iterations to be deduced) or decrease as the number of constraints increases. The convergence rate information obtained here, however, is independent of the number of constraints. For the case where the quadratic approximation to the cost is not strictly convex (which includes the linear approximation case), the diameter is the only property of the feasible set which affects the convergence rate information. If the quadratic approximation is strictly convex, the convergence rate is independent of the size and geometry of the feasible set. An application to a control-constrained optimal control problem is outlined.     

The approximation gap for the metric facility location problem is not yet closed

We consider the 1.52-approximation algorithm of Mahdian et al. for the metric uncapacitated facility location problem. We show that their algorithm does not close the gap with the lower bound on approximability, 1.463, by providing a construction of instances for which its approximation ratio is not better than 1.494.     

Parallel pivotal algorithm for solving the linear complementarity problem

We propose a parallel implementation of the classical Lemke's algorithm for solving the linear complementarity problem. The algorithm is designed for a loosely coupled network of computers which is characterized by relatively high communication costs. We provide an accurate prediction of speedup based on a simple operation count. The algorithm produces speedup nearp, wherep is the number of processors, when tested on large problems as demonstrated by computational results on the CRYSTAL token-ring multicomputer and the Sequent Balance 21000 multiprocessor.This material is based on research supported by National Science Foundation Grants DCR-84-20963 and DCR-850-21228 and by Air Force Office of Scientific Research Grants AFSOR-86-0172 and AFSOR-86-0255 while the author was at the University of Wisconsin, Madison, Wisconsin.     

Rollout Algorithms for Stochastic Scheduling Problems

Stochastic scheduling problems are difficult stochastic control problems with combinatorial decision spaces. In this paper we focus on a class of stochastic scheduling problems, the quiz problem and its variations. We discuss the use of heuristics for their solution, and we propose rollout algorithms based on these heuristics which approximate the stochastic dynamic programming algorithm. We show how the rollout algorithms can be implemented efficiently, with considerable savings in computation over optimal algorithms. We delineate circumstances under which the rollout algorithms are guaranteed to perform better than the heuristics on which they are based. We also show computational results which suggest that the performance of the rollout policies is near-optimal, and is substantially better than the performance of their underlying heuristics.     

Heuristic algorithms for a complex parallel machine scheduling problem

In this work we present a new scheduling model for parallel machines, which extends the multiprocessor scheduling problem with release times for minimizing the total tardiness, and also extends the problem of vehicle routing with time windows. This new model is motivated by a resource allocation problem, which appears in the service sector. We present two class of heuristic algorithms for the solution of the problem, the first class is a class of greedy algorithms, the second class is based on the solutions of linear assignment problems. Furthermore we give a rescheduling algorithm, which improves a given feasible solution of the problem. This research has been supported by the Hungarian National Foundation for Scientific Research, Grant T046405.     

A new approximation technique for resource‐allocation problems

We develop a rounding method based on random walks in polytopes, which leads to improved approximation algorithms and integrality gaps for several assignment problems that arise in resource allocation and scheduling. In particular, it generalizes the work of Shmoys and Tardos on the generalized assignment problem to the setting where some jobs can be dropped. New concentration bounds for random bipartite matching are developed as well.     

Newton-KKT interior-point methods for indefinite quadratic programming

Two interior-point algorithms are proposed and analyzed, for the (local) solution of (possibly) indefinite quadratic programming problems. They are of the Newton-KKT variety in that (much like in the case of primal-dual algorithms for linear programming) search directions for the “primal” variables and the Karush-Kuhn-Tucker (KKT) multiplier estimates are components of the Newton (or quasi-Newton) direction for the solution of the equalities in the first-order KKT conditions of optimality or a perturbed version of these conditions. Our algorithms are adapted from previously proposed algorithms for convex quadratic programming and general nonlinear programming. First, inspired by recent work by P. Tseng based on a “primal” affine-scaling algorithm (à la Dikin) [J. of Global Optimization, 30 (2004), no. 2, 285–300], we consider a simple Newton-KKT affine-scaling algorithm. Then, a “barrier” version of the same algorithm is considered, which reduces to the affine-scaling version when the barrier parameter is set to zero at every iteration, rather than to the prescribed value. Global and local quadratic convergence are proved under nondegeneracy assumptions for both algorithms. Numerical results on randomly generated problems suggest that the proposed algorithms may be of great practical interest. The work of the first author was supported in part by the School of Computational Science of Florida State University through a postdoctoral fellowship. Part of this work was done while this author was a Research Fellow with the Belgian National Fund for Scientific Research (Aspirant du F.N.R.S.) at the University of Liège. The work of the second author was supported in part by the National Science Foundation under Grants DMI9813057 and DMI-0422931 and by the US Department of Energy under Grant DEFG0204ER25655. Any opinions, findings, and conclusions or recommendations expressed in this paper are those of the authors and do not necessarily reflect the views of the National Science Foundation or those of the US Department of Energy.     

Approximation Algorithms for Dispersion Problems

Given a collection of weighted sets, each containing at most k elements drawn from a finite base set, the k-set packing problem is to find a maximum weight sub-collection of disjoint sets. A greedy algorithm for this problem approximates it to within a factor of k, and a natural local search has been shown to approximate it to within a factor of roughly k − 1. However, neither paradigm can yield approximations that improve on this.We present an approximation algorithm for the weighted k-set packing problem that combines the two paradigms by starting with an initial greedy solution and then repeatedly choosing the best possible local improvement. The algorithm has a performance ratio of 2(k + 1)/3, which we show is asymptotically tight. This is the first asymptotic improvement over the straightforward ratio of k.     

Models and algorithms for three-stage two-dimensional bin packing

We consider the three-stage two-dimensional bin packing problem (2BP) which occurs in real-world applications such as glass, paper, or steel cutting. We present new integer linear programming formulations: models for a restricted version and the original version of the problem are developed. Both only involve polynomial numbers of variables and constraints and effectively avoid symmetries. Those models are solved using CPLEX. Furthermore, a branch-and-price (B&P) algorithm is presented for a set covering formulation of the unrestricted problem, which corresponds to a Dantzig-Wolfe decomposition of the polynomially-sized model. We consider column generation stabilization in the B&P algorithm using dual-optimal inequalities. Fast column generation is performed by applying a hierarchy of four methods: (a) a fast greedy heuristic, (b) an evolutionary algorithm, (c) solving a restricted form of the pricing problem using CPLEX, and finally (d) solving the complete pricing problem using CPLEX. Computational experiments on standard benchmark instances document the benefits of the new approaches: The restricted version of the integer linear programming model can be used to quickly obtain near-optimal solutions. The unrestricted version is computationally more expensive. Column generation provides a strong lower bound for 3-stage 2BP. The combination of all four pricing algorithms and column generation stabilization in the proposed B&P framework yields the best results in terms of the average objective value, the average run-time, and the number of instances solved to proven optimality.     

Stochastic techniques for global optimization: A survey of recent advances

In this paper stochastic algorithms for global optimization are reviewed. After a brief introduction on random-search techniques, a more detailed analysis is carried out on the application of simulated annealing to continuous global optimization. The aim of such an analysis is mainly that of presenting recent papers on the subject, which have received only scarce attention in the most recent published surveys. Finally a very brief presentation of clustering techniques is given.     

Fast and stable two‐way algorithm for diagonal plus semi‐separable systems of linear equations

An algorithm for the solution of linear systems of equations where the coefficient matrix is diagonal plus a semi‐separable matrix is considered. The algorithm is stable with linear complexity. Furthermore, it is suitable for an implementation on a system of two processors. Copyright © 2001 John Wiley & Sons, Ltd.     

A hybrid genetic algorithm for the repetition free longest common subsequence problem

Computing the longest common subsequence of two sequences is one of the most studied algorithmic problems. In this work we focus on a particular variant of the problem, called repetition free longest common subsequence (RF-LCS$\text{<small-caps>RF-LCS</small-caps>}$), which has been proved to be NP-hard. We propose a hybrid genetic algorithm, which combines standard genetic algorithms and estimation of distribution algorithms, to solve this problem. An experimental comparison with some well-known approximation algorithms shows the suitability of the proposed technique.     

On randomized algorithms for the majority problem

In the majority problem, we are given n balls coloured black or white and we are allowed to query whether two balls have the same colour or not. The goal is to find a ball of majority colour in the minimum number of queries. The answer is known to be n−B(n) where B(n) is the number of 1’s in the binary representation of n. In this paper we study randomized algorithms for determining majority, which are allowed to err with probability at most ε. We show that any such algorithm must have expected running time at least . Moreover, we provide a randomized algorithm which shows that this result is best possible. These extend a result of De Marco and Pelc [G. De Marco, A. Pelc, Randomized algorithms for determining the majority on graphs, Combin. Probab. Comput. 15 (2006) 823-834].     

A new parallel chasing algorithm for transforming arrowhead matrices to tridiagonal form

Rutishauser, Gragg and Harrod and finally H.Y. Zha used the same class of chasing algorithms for transforming arrowhead matrices to tridiagonal form. Using a graphical theoretical approach, we propose a new chasing algorithm. Although this algorithm has the same sequential computational complexity and backward error properties as the old algorithms, it is better suited for a pipelined approach. The parallel algorithm for this new chasing method is described, with performance results on the Paragon and nCUBE. Comparison results between the old and the new algorithms are also presented.

     

Self-Adaptive Genetic Algorithm for Clustering

Clustering is a hard combinatorial problem which has many applications in science and practice. Genetic algorithms (GAs) have turned out to be very effective in solving the clustering problem. However, GAs have many parameters, the optimal selection of which depends on the problem instance. We introduce a new self-adaptive GA that finds the parameter setup on-line during the execution of the algorithm. In this way, the algorithm is able to find the most suitable combination of the available components. The method is robust and achieves results comparable to or better than a carefully fine-tuned non-adaptive GA.     

Some investigations about a unified approach to quadratically convergent algorithms for function minimization

In 1969, Huang (Ref. 1) proposed a unified approach to quadratically convergent algorithms for function minimization without constraints; if we slightly modify a few points of his development, some other algorithms can be generated, among which several were published after 1969. It is also possible to generate a class of algorithms which provide quadratic convergence without linear search at each step.     

Locally Optimized Crossover for the Traveling Umpire Problem

This paper presents a genetic algorithm (GA) to solve the Traveling Umpire Problem, which is a recently introduced sports scheduling problem that is based on the most important features of the real Major League Baseball umpire scheduling problem. In our GA, contrary to the traditional way of randomly obtaining new solutions from parent solutions, we obtain partially optimized solutions with a Locally Optimized Crossover operator. This operator also presents a link between the evolutionary mechanism on a population of solutions and the local search on a single solution. We present improved results over other methods on benchmark instances.