Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem

2016 ◽  
Vol 66 (4) ◽  
pp. 711-727
Author(s):  
Seksan Kiatsupaibul ◽  
Robert L. Smith ◽  
Zelda B. Zabinsky
2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Mio Horai ◽  
Hideo Kobayashi ◽  
Takashi G. Nitta

We extend work by Pei-Ping and Gui-Xia, 2007, to a global optimization problem for more general functions. Pei-Ping and Gui-Xia treat the optimization problem for the linear sum of polynomial fractional functions, using a branch and bound approach. We prove that this extension makes possible to solve the following nonconvex optimization problems which Pei-Ping and Gui-Xia, 2007, cannot solve, that the sum of the positive (or negative) first and second derivatives function with the variable defined by sum of polynomial fractional function by using branch and bound algorithm.


Author(s):  
D. O. Zaharov ◽  
A. P. Karpenko

The article objective is to study a new League Championship Algorithm (LCA) algorithm efficiency by its comparing with the efficiency of the Particle Swarm optimization (PSO) algorithm.The article presents a brief description of the terms used in the League Championship algorithm, describes the basic rules of the algorithm, on the basis of which the iterative process for solving the global optimization problem is built.Gives a detailed description of the League Championship algorithm, which comprises a flowchart of the algorithm, as well as a formalization of all its main steps.Depicts an exhaustive description of the software developed to implement the League Championship algorithm to solve global optimization problems.Briefly describes the modified particle swarm algorithm. Presents the values of all free parameters of the algorithm and the algorithm modifications, which make it different from the classical version, as well.The main part of the article shows the results of a great deal of computational experiments using two abovementioned algorithms. All the performance criteria, used for assessment of the algorithms efficiency, are given.Computational experiments were performed using the spherical function, as well as the Rosenbrock, Rastrigin, and Ackley functions. The results of the experiments are summarized in Tables, and also illustrated in Figures. Experiments were performed for the vector dimension of the variable parameters that is equal to 2, 4, 8, 16, 32, and 64.An analysis of the results of computational experiments involves a full assessment of the efficiency of the League Championship algorithm, and also provides an answer about expediency for further algorithm development.It is shown that the League Championship algorithm presented in the article has a high development potential and needs further work for its study.


2010 ◽  
Vol 2010 ◽  
pp. 1-10 ◽  
Author(s):  
Weixiang Wang ◽  
Youlin Shang ◽  
Ying Zhang

A filled function approach is proposed for solving a non-smooth unconstrained global optimization problem. First, the definition of filled function in Zhang (2009) for smooth global optimization is extended to non-smooth case and a new one is put forwarded. Then, a novel filled function is proposed for non-smooth the global optimization and a corresponding non-smooth algorithm based on the filled function is designed. At last, a numerical test is made. The computational results demonstrate that the proposed approach is effcient and reliable.


2014 ◽  
Vol 24 (3) ◽  
pp. 535-550 ◽  
Author(s):  
Jiaqi Zhao ◽  
Yousri Mhedheb ◽  
Jie Tao ◽  
Foued Jrad ◽  
Qinghuai Liu ◽  
...  

Abstract Scheduling virtual machines is a major research topic for cloud computing, because it directly influences the performance, the operation cost and the quality of services. A large cloud center is normally equipped with several hundred thousand physical machines. The mission of the scheduler is to select the best one to host a virtual machine. This is an NPhard global optimization problem with grand challenges for researchers. This work studies the Virtual Machine (VM) scheduling problem on the cloud. Our primary concern with VM scheduling is the energy consumption, because the largest part of a cloud center operation cost goes to the kilowatts used. We designed a scheduling algorithm that allocates an incoming virtual machine instance on the host machine, which results in the lowest energy consumption of the entire system. More specifically, we developed a new algorithm, called vision cognition, to solve the global optimization problem. This algorithm is inspired by the observation of how human eyes see directly the smallest/largest item without comparing them pairwisely. We theoretically proved that the algorithm works correctly and converges fast. Practically, we validated the novel algorithm, together with the scheduling concept, using a simulation approach. The adopted cloud simulator models different cloud infrastructures with various properties and detailed runtime information that can usually not be acquired from real clouds. The experimental results demonstrate the benefit of our approach in terms of reducing the cloud center energy consumption


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