scholarly journals Differential Evolution and Nelder-mead for Constrained Non-linear Integer Optimization Problems

2015 ◽  
Vol 55 ◽  
pp. 668-677 ◽  
Author(s):  
Felipe Luchi ◽  
Renato A. Krohling
2001 ◽  
Vol 33 (6) ◽  
pp. 663-682 ◽  
Author(s):  
YUNG-CHIEN LIN ◽  
KAO-SHING HWANG ◽  
FENG-SHENG WANG

Mathematics ◽  
2021 ◽  
Vol 9 (24) ◽  
pp. 3329
Author(s):  
Sergey Salihov ◽  
Dmitriy Maltsov ◽  
Maria Samsonova ◽  
Konstantin Kozlov

The solution of the so-called mixed-integer optimization problem is an important challenge for modern life sciences. A wide range of methods has been developed for its solution, including metaheuristics approaches. Here, a modification is proposed of the differential evolution entirely parallel (DEEP) method introduced recently that was successfully applied to mixed-integer optimization problems. The triangulation recombination rule was implemented and the recombination coefficients were included in the evolution process in order to increase the robustness of the optimization. The deduplication step included in the procedure ensures the uniqueness of individual integer-valued parameters in the solution vectors. The developed algorithms were implemented in the DEEP software package and applied to three bioinformatic problems. The application of the method to the optimization of predictors set in the genomic selection model in wheat resulted in dimensionality reduction such that the phenotype can be predicted with acceptable accuracy using a selected subset of SNP markers. The method was also successfully used to optimize the training set of samples for such a genomic selection model. According to the obtained results, the developed algorithm was capable of constructing a non-linear phenomenological regression model of gene expression in developing a Drosophila eye with almost the same average accuracy but significantly less standard deviation than the linear models obtained earlier.


The environmental degradation and increased power demand has forced modern power systems to operate at the closest stability boundaries. Thereby, the power systems operations mainly focus for the inclusion of transient stability constraints in an optimal power flow (OPF) problem. Algebraic and differential equations are including in non-linear optimization problems formed by the transient stability constrained based OPF problem (TSCOPF). Notably, for a small to large power systems solving these non-linear optimization problems is a complex task. In order to achieve the increased power carrying capacity by a power line, the Flexible AC transmission systems (FACTS) devices provides the best supported means a lot. As a result, even under a network contingency condition, the security of the power system is also highly improved with FACTS devices. The FACTS technology has the potential in controlling the routing of the line power flows and the capability of interconnecting networks making the possibility of trading energy between distant agents. This paper presents a new evolutionary algorithm for solving TSCOPF problems with a FACTS device namely adaptive unified differential evolution (AuDE). The large non-convex and nonlinear problems are solved for achieving global optimal solutions using a new evolutionary algorithm called AuDE. Numerical tests on the IEEE 30-bus 6-generator, and IEEE New England 10-generator, 39-bus system have shown the robustness and effectiveness of the proposed AuDE approach for solving TSCOPF in the presence of a FACTS device such as the SSSC device. Due to the page limitation only 30-bus results are presented.


2000 ◽  
Author(s):  
Ronald H. Nickel ◽  
Igor Mikolic-Torreira ◽  
Jon W. Tolle

Abstract We present a new methodology called Multi-Indenture, Multi-Echelon Readiness-Based Sparing (MIMERBS) for solving large, non-linear integer optimization problems that arise in determining the retail and wholesale sparing policies that support the aircraft operating from a deployed aircraft carrier. MIMERBS determines the minimum cost mix of spare parts that meets required levels of expected aircraft availability. The size (thousands of variables), the nonlinear relationship between spare parts and aircraft availability, and the requirement that the variables be integers make this problem hard. We provide a concise description of the MIMERBS model and present data to show how it improves on earlier sparing models. This improvement comes at the price of significant computationally complexity, which in turn makes the optimization problem hard to solve. We describe how we integrated an interior point method with a direct search algorithm to solve this optimization problem. This hybrid algorithm is well suited for implementation on a home-made virtual super-computer made up of several dozen Windows NT computers connected by an office LAN. A description of the virtual super-computer is given in a separate paper. We report on three specific cases we solved using the MIMERBS model, having from 1,000 to 8,000 optimization variables.


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