scholarly journals On the choice of the low-dimensional domain for global optimization via random embeddings

2019 ◽  
Vol 76 (1) ◽  
pp. 69-90 ◽  
Author(s):  
Mickaël Binois ◽  
David Ginsbourger ◽  
Olivier Roustant
2021 ◽  
Vol 13 (19) ◽  
pp. 10645
Author(s):  
Xiaodong Song ◽  
Mingyang Li ◽  
Zhitao Li ◽  
Fang Liu

Public traffic has a great influence, especially with the background of COVID-19. Solving simulation-based optimization (SO) problem is efficient to study how to improve the performance of public traffic. Global optimization based on Kriging (KGO) is an efficient method for SO; to this end, this paper proposes a Kriging-based global optimization using multi-point infill sampling criterion. This method uses an infill sampling criterion which obtains multiple new design points to update the Kriging model through solving the constructed multi-objective optimization problem in each iteration. Then, the typical low-dimensional and high-dimensional nonlinear functions, and a SO based on 445 bus line in Beijing city, are employed to test the performance of our algorithm. Moreover, compared with the KGO based on the famous single-point expected improvement (EI) criterion and the particle swarm algorithm (PSO), our method can obtain better solutions in the same amount or less time. Therefore, the proposed algorithm expresses better optimization performance, and may be more suitable for solving the tricky and expensive simulation problems in real-world traffic problems.


Author(s):  
B. G.-Tóth ◽  
L. G. Casado ◽  
E. M. T. Hendrix ◽  
F. Messine

AbstractBranch and Bound (B&B) algorithms in Global Optimization are used to perform an exhaustive search over the feasible area. One choice is to use simplicial partition sets. Obtaining sharp and cheap bounds of the objective function over a simplex is very important in the construction of efficient Global Optimization B&B algorithms. Although enclosing a simplex in a box implies an overestimation, boxes are more natural when dealing with individual coordinate bounds, and bounding ranges with Interval Arithmetic (IA) is computationally cheap. This paper introduces several linear relaxations using gradient information and Affine Arithmetic and experimentally studies their efficiency compared to traditional lower bounds obtained by natural and centered IA forms and their adaption to simplices. A Global Optimization B&B algorithm with monotonicity test over a simplex is used to compare their efficiency over a set of low dimensional test problems with instances that either have a box constrained search region or where the feasible set is a simplex. Numerical results show that it is possible to obtain tight lower bounds over simplicial subsets.


Author(s):  
FRANK Y. SHIH ◽  
YAN-YU FU

Image Quality Measure (IQM) is used to automatically measure the degree of image artifacts such as blocking, ringing and blurring effects. It is calculated traditionally in the image spatial domain. In this paper, we present a new method of transforming an image into a low-dimensional domain based on random projection, so we can efficiently obtain the compatible IQM. From the transformed domain, we can calculate the Peak Signal-to-Noise Ratio (PSNR) and apply fuzzy logic to generate a Low-Dimensional Quality Index (LDQI). Experimental results show that the LDQI can approximate the IQM in the image spatial domain. We observe that the LDQI is suited for measuring the compression blur due to its relatively low distortion. The relative error is about 0.15 as the compression blur increases.


2015 ◽  
Vol 2015 ◽  
pp. 1-20 ◽  
Author(s):  
Zongfan Bao ◽  
Yongquan Zhou ◽  
Liangliang Li ◽  
Mingzhi Ma

This paper presents a new hybrid global optimization algorithm, which is based on the wind driven optimization (WDO) and differential evolution (DE), named WDO-DE algorithm. The WDO-DE algorithm is based on a double population evolution strategy, the individuals in a population evolved by wind driven optimization algorithm, and a population of individuals evolved from difference operation. The populations of individuals both in WDO and DE employ an information sharing mechanism to implement coevolution. This paper chose fifteen benchmark functions to have a test. The experimental results show that the proposed algorithm can be feasible in both low-dimensional and high-dimensional cases. Compared to GA-PSO, WDO, DE, PSO, and BA algorithm, the convergence speed and precision of WDO-DE are higher. This hybridization showed a better optimization performance and robustness and significantly improves the original WDO algorithm.


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