scholarly journals Proper efficiency and duality for vector valued optimization problems

Author(s):  
T. Weir ◽  
B. Mond

AbstractThe duality results of Wolfe for scalar convex programming problems and some of the more recent duality results for scalar nonconvex programming problems are extended to vector valued programs. Weak duality is established using a ‘Pareto’ type relation between the primal and dual objective functions.

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Darina Dvinskikh ◽  
Alexander Gasnikov

Abstract We introduce primal and dual stochastic gradient oracle methods for decentralized convex optimization problems. Both for primal and dual oracles, the proposed methods are optimal in terms of the number of communication steps. However, for all classes of the objective, the optimality in terms of the number of oracle calls per node takes place only up to a logarithmic factor and the notion of smoothness. By using mini-batching technique, we show that the proposed methods with stochastic oracle can be additionally parallelized at each node. The considered algorithms can be applied to many data science problems and inverse problems.


Author(s):  
Pengfei (Taylor) Li ◽  
Peirong (Slade) Wang ◽  
Farzana Chowdhury ◽  
Li Zhang

Traditional formulations for transportation optimization problems mostly build complicating attributes into constraints while keeping the succinctness of objective functions. A popular solution is the Lagrangian decomposition by relaxing complicating constraints and then solving iteratively. Although this approach is effective for many problems, it generates intractability in other problems. To address this issue, this paper presents an alternative formulation for transportation optimization problems in which the complicating attributes of target problems are partially or entirely built into the objective function instead of into the constraints. Many mathematical complicating constraints in transportation problems can be efficiently modeled in dynamic network loading (DNL) models based on the demand–supply equilibrium, such as the various road or vehicle capacity constraints or “IF–THEN” type constraints. After “pre-building” complicating constraints into the objective functions, the objective function can be approximated well with customized high-fidelity DNL models. Three types of computing benefits can be achieved in the alternative formulation: ( a) the original problem will be kept the same; ( b) computing complexity of the new formulation may be significantly reduced because of the disappearance of hard constraints; ( c) efficiency loss on the objective function side can be mitigated via multiple high-performance computing techniques. Under this new framework, high-fidelity and problem-specific DNL models will be critical to maintain the attributes of original problems. Therefore, the authors’ recent efforts in enhancing the DNL’s fidelity and computing efficiency are also described in the second part of this paper. Finally, a demonstration case study is conducted to validate the new approach.


Mathematics ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 894
Author(s):  
Savin Treanţă

The present paper deals with a duality study associated with a new class of multiobjective optimization problems that include the interval-valued components of the ratio vector. More precisely, by using the new notion of (ρ,ψ,d)-quasiinvexity associated with an interval-valued multiple-integral functional, we formulate and prove weak, strong, and converse duality results for the considered class of variational control problems.


2021 ◽  
Vol 26 (2) ◽  
pp. 27
Author(s):  
Alejandro Castellanos-Alvarez ◽  
Laura Cruz-Reyes ◽  
Eduardo Fernandez ◽  
Nelson Rangel-Valdez ◽  
Claudia Gómez-Santillán ◽  
...  

Most real-world problems require the optimization of multiple objective functions simultaneously, which can conflict with each other. The environment of these problems usually involves imprecise information derived from inaccurate measurements or the variability in decision-makers’ (DMs’) judgments and beliefs, which can lead to unsatisfactory solutions. The imperfect knowledge can be present either in objective functions, restrictions, or decision-maker’s preferences. These optimization problems have been solved using various techniques such as multi-objective evolutionary algorithms (MOEAs). This paper proposes a new MOEA called NSGA-III-P (non-nominated sorting genetic algorithm III with preferences). The main characteristic of NSGA-III-P is an ordinal multi-criteria classification method for preference integration to guide the algorithm to the region of interest given by the decision-maker’s preferences. Besides, the use of interval analysis allows the expression of preferences with imprecision. The experiments contrasted several versions of the proposed method with the original NSGA-III to analyze different selective pressure induced by the DM’s preferences. In these experiments, the algorithms solved three-objectives instances of the DTLZ problem. The obtained results showed a better approximation to the region of interest for a DM when its preferences are considered.


Geophysics ◽  
2019 ◽  
Vol 84 (5) ◽  
pp. R767-R781 ◽  
Author(s):  
Mattia Aleardi ◽  
Silvio Pierini ◽  
Angelo Sajeva

We have compared the performances of six recently developed global optimization algorithms: imperialist competitive algorithm, firefly algorithm (FA), water cycle algorithm (WCA), whale optimization algorithm (WOA), fireworks algorithm (FWA), and quantum particle swarm optimization (QPSO). These methods have been introduced in the past few years and have found very limited or no applications to geophysical exploration problems thus far. We benchmark the algorithms’ results against the particle swarm optimization (PSO), which is a popular and well-established global search method. In particular, we are interested in assessing the exploration and exploitation capabilities of each method as the dimension of the model space increases. First, we test the different algorithms on two multiminima and two convex analytic objective functions. Then, we compare them using the residual statics corrections and 1D elastic full-waveform inversion, which are highly nonlinear geophysical optimization problems. Our results demonstrate that FA, FWA, and WOA are characterized by optimal exploration capabilities because they outperform the other approaches in the case of optimization problems with multiminima objective functions. Differently, QPSO and PSO have good exploitation capabilities because they easily solve ill-conditioned optimizations characterized by a nearly flat valley in the objective function. QPSO, PSO, and WCA offer a good compromise between exploitation and exploration.


2021 ◽  
Vol 11 (5) ◽  
pp. 2042
Author(s):  
Hadi Givi ◽  
Mohammad Dehghani ◽  
Zeinab Montazeri ◽  
Ruben Morales-Menendez ◽  
Ricardo A. Ramirez-Mendoza ◽  
...  

Optimization problems in various fields of science and engineering should be solved using appropriate methods. Stochastic search-based optimization algorithms are a widely used approach for solving optimization problems. In this paper, a new optimization algorithm called “the good, the bad, and the ugly” optimizer (GBUO) is introduced, based on the effect of three members of the population on the population updates. In the proposed GBUO, the algorithm population moves towards the good member and avoids the bad member. In the proposed algorithm, a new member called ugly member is also introduced, which plays an essential role in updating the population. In a challenging move, the ugly member leads the population to situations contrary to society’s movement. GBUO is mathematically modeled, and its equations are presented. GBUO is implemented on a set of twenty-three standard objective functions to evaluate the proposed optimizer’s performance for solving optimization problems. The mentioned standard objective functions can be classified into three groups: unimodal, multimodal with high-dimension, and multimodal with fixed dimension functions. There was a further analysis carried-out for eight well-known optimization algorithms. The simulation results show that the proposed algorithm has a good performance in solving different optimization problems models and is superior to the mentioned optimization algorithms.


2014 ◽  
Vol 984-985 ◽  
pp. 419-424
Author(s):  
P. Sabarinath ◽  
M.R. Thansekhar ◽  
R. Saravanan

Arriving optimal solutions is one of the important tasks in engineering design. Many real-world design optimization problems involve multiple conflicting objectives. The design variables are of continuous or discrete in nature. In general, for solving Multi Objective Optimization methods weight method is preferred. In this method, all the objective functions are converted into a single objective function by assigning suitable weights to each objective functions. The main drawback lies in the selection of proper weights. Recently, evolutionary algorithms are used to find the nondominated optimal solutions called as Pareto optimal front in a single run. In recent years, Non-dominated Sorting Genetic Algorithm II (NSGA-II) finds increasing applications in solving multi objective problems comprising of conflicting objectives because of low computational requirements, elitism and parameter-less sharing approach. In this work, we propose a methodology which integrates NSGA-II and Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) for solving a two bar truss problem. NSGA-II searches for the Pareto set where two bar truss is evaluated in terms of minimizing the weight of the truss and minimizing the total displacement of the joint under the given load. Subsequently, TOPSIS selects the best compromise solution.


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