HYBRID SIMULATED ANNEALING AND GENETIC ALGORITHMS FOR INDUSTRIAL PRODUCTION MANAGEMENT PROBLEMS

2010 ◽  
Vol 07 (02) ◽  
pp. 279-297 ◽  
Author(s):  
PANDIAN VASANT
Keyword(s):  
Genetic Algorithms ◽  
Global Optimization ◽  
Simulated Annealing ◽  
Objective Function ◽  
Industrial Production ◽  
Production Management ◽  
Optimization Problems ◽  
Management Problems ◽  
Hybrid Simulated Annealing ◽  
Nonlinear Objective Function

This paper describes the origin and the significant contribution of the development of the hybrid simulated annealing and genetic algorithms (HSAGA) approach to obtaining global optimization. HSAGA provides an insightful way to solve complex optimization problems. It is a combination of the metaheuristic approaches of simulated annealing and novel genetic algorithms to solving a nonlinear objective function with uncertain technical coefficients in industrial production management problems. The proposed novel hybrid method is designed to search for global optimization for the nonlinear objective function and to search for the best feasible solutions to the decision variables. Simulated experiments were carried out rigorously to reflect the advantages of the method. A description of the well-developed method and the advanced computational experiment with the Matlab® technical tool is presented. An industrial production management optimization problem is solved using the HSAGA technique. The results are very promising.

HYBRID SIMULATED ANNEALING AND GENETIC ALGORITHMS FOR INDUSTRIAL PRODUCTION MANAGEMENT PROBLEMS

2009 ◽  
Author(s):  
Pandian Vasant ◽  
Nader Barsoum ◽  
Abdul Halim Hakim ◽  
Pandian Vasant ◽  
Nader Barsoum
Keyword(s):  
Genetic Algorithms ◽  
Simulated Annealing ◽  
Industrial Production ◽  
Production Management ◽  
Management Problems ◽  
Hybrid Simulated Annealing

A New Hybrid Simulated Annealing Algorithm for Large Scale Global Optimization

2015 ◽  
Vol 5 (3) ◽  
pp. 24-36
Author(s):  
Seifedine N. Kadry ◽  
Abdelkhalak El Hami
Keyword(s):  
Global Optimization ◽  
Simulated Annealing ◽  
Structural Optimization ◽  
Stochastic Approximation ◽  
Large Scale ◽  
Simulated Annealing Algorithm ◽  
Optimization Problems ◽  
Simultaneous Perturbation Stochastic Approximation ◽  
Hybrid Simulated Annealing ◽  
Annealing Algorithm

The present paper focus on the improvement of the efficiency of structural optimization, in typical structural optimization problems there may be many locally minimum configurations. For that reason, the application of a global method, which may escape from the locally minimum points, remain essential. In this paper, a new hybrid simulated annealing algorithm for large scale global optimization problems with constraints is proposed. The authors have developed a stochastic algorithm called SAPSPSA that uses Simulated Annealing algorithm (SA). In addition, the Simultaneous Perturbation Stochastic Approximation method (SPSA) is used to refine the solution. Commonly, structural analysis problems are constrained. For the reason that SPSA method involves penalizing constraints a penalty method is used to design a new method, called Penalty SPSA (PSPSA) method. The combination of both methods (Simulated Annealing algorithm and Penalty Simultaneous Perturbation Stochastic Approximation algorithm) provides a powerful hybrid stochastic optimization method (SAPSPSA), the proposed method is applicable for any problem where the topology of the structure is not fixed. It is simple and capable of handling problems subject to any number of constraints which may not be necessarily linear. Numerical results demonstrate the applicability, accuracy and efficiency of the suggested method for structural optimization. It is found that the best results are obtained by SAPSPSA compared to the results provided by the commercial software ANSYS.

scholarly journals Global optimization based on active preference learning with radial basis functions

2020 ◽  
Author(s):  
Alberto Bemporad ◽  
Dario Piga
Keyword(s):  
Global Optimization ◽  
Objective Function ◽  
Decision Maker ◽  
Optimization Problems ◽  
Global Optimum ◽  
Bayesian Optimization ◽  
Preference Learning ◽  
Global Optimizer ◽  
Radial Basis ◽  
Decision Vector

AbstractThis paper proposes a method for solving optimization problems in which the decision-maker cannot evaluate the objective function, but rather can only express a preference such as “this is better than that” between two candidate decision vectors. The algorithm described in this paper aims at reaching the global optimizer by iteratively proposing the decision maker a new comparison to make, based on actively learning a surrogate of the latent (unknown and perhaps unquantifiable) objective function from past sampled decision vectors and pairwise preferences. A radial-basis function surrogate is fit via linear or quadratic programming, satisfying if possible the preferences expressed by the decision maker on existing samples. The surrogate is used to propose a new sample of the decision vector for comparison with the current best candidate based on two possible criteria: minimize a combination of the surrogate and an inverse weighting distance function to balance between exploitation of the surrogate and exploration of the decision space, or maximize a function related to the probability that the new candidate will be preferred. Compared to active preference learning based on Bayesian optimization, we show that our approach is competitive in that, within the same number of comparisons, it usually approaches the global optimum more closely and is computationally lighter. Applications of the proposed algorithm to solve a set of benchmark global optimization problems, for multi-objective optimization, and for optimal tuning of a cost-sensitive neural network classifier for object recognition from images are described in the paper. MATLAB and a Python implementations of the algorithms described in the paper are available at http://cse.lab.imtlucca.it/~bemporad/glis.

Implementation of Eurocode Load Cases in Optimization Problems of Steel Frames, Based on Genetic Algorithms

2013 ◽  
Vol 310 ◽  
pp. 609-613
Author(s):  
Ioana D. Balea ◽  
Radu Hulea ◽  
Georgios E. Stavroulakis
Keyword(s):  
Finite Element ◽  
Genetic Algorithms ◽  
Global Optimization ◽  
Optimal Design ◽  
Optimization Problems ◽  
Steel Frames ◽  
Global Optimization Algorithm ◽  
Planar Structures ◽  
Discrete Global Optimization ◽  
Steel Sections

This paper presents an implementation of Eurocode load cases for discrete global optimization algorithm for planar structures based on the principles of finite element methods and genetic algorithms. The final optimal design is obtained using IPE sections chosen as feasible by the algorithm, from the available steel sections from industry. The algorithm is tested on an asymmetric planar steel frame with promising results.

scholarly journals Simulated Annealing-Based Krill Herd Algorithm for Global Optimization

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Gai-Ge Wang ◽  
Lihong Guo ◽  
Amir Hossein Gandomi ◽  
Amir Hossein Alavi ◽  
Hong Duan
Keyword(s):  
Global Optimization ◽  
Simulated Annealing ◽  
Optimization Problems ◽  
Optimization Methods ◽  
Greedy Strategy ◽  
Krill Herd Algorithm ◽  
Krill Herd ◽  
Low Probability ◽  
Elitism Scheme ◽  
Reliability And Robustness

Recently, Gandomi and Alavi proposed a novel swarm intelligent method, called krill herd (KH), for global optimization. To enhance the performance of the KH method, in this paper, a new improved meta-heuristic simulated annealing-based krill herd (SKH) method is proposed for optimization tasks. A new krill selecting (KS) operator is used to refine krill behavior when updating krill’s position so as to enhance its reliability and robustness dealing with optimization problems. The introduced KS operator involves greedy strategy and accepting few not-so-good solutions with a low probability originally used in simulated annealing (SA). In addition, a kind of elitism scheme is used to save the best individuals in the population in the process of the krill updating. The merits of these improvements are verified by fourteen standard benchmarking functions and experimental results show that, in most cases, the performance of this improved meta-heuristic SKH method is superior to, or at least highly competitive with, the standard KH and other optimization methods.

Matched Field Processing Based on the Simulated Annealing

2013 ◽  
Vol 651 ◽  
pp. 879-884
Author(s):  
Qi Wang ◽  
Ying Min Wang ◽  
Yan Ni Gou
Keyword(s):  
Global Optimization ◽  
Simulated Annealing ◽  
Combinatorial Optimization ◽  
Mediterranean Sea ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Combinatorial Optimization Problem ◽  
Matched Field Processing ◽  
Combinatorial Optimization Problems ◽  
Passive Localization

The matched field processing (MFP) for localization usually needs to match all the replica fields in the observation sea with the received fields, and then find the maximum peaks in the matched results, so how to find the maximum in the results effectively and quickly is a problem. As known the classical simulated annealing (CSA) which has the global optimization capability is used widely for combinatorial optimization problems. For passive localization the position of the source can be recognized as a combinatorial optimization problem about range and depth, so a new matched field processing based on CSA is proposed. In order to evaluate the performance of this method, the normal mode was used to calculate the replica field. Finally the algorithm was evaluated by the dataset in the Mediterranean Sea in 1994. Comparing to the conventional matched field passive localization (CMFP), it can be conclude that the new one can localize optimum peak successfully where the output power of CMFP is maximum, meanwhile it is faster than CMFP.

scholarly journals Hybrid Simulated Annealing with Meta-Heuristic Methods to Solve UCT Problem

2018 ◽  
Vol 12 (11) ◽  
pp. 366 ◽  
Author(s):  
Issam AlHadid ◽  
Khalid Kaabneh ◽  
Hassan Tarawneh
Keyword(s):  
Simulated Annealing ◽  
Optimization Problems ◽  
Search Space ◽  
Local Optimum ◽  
Solution Quality ◽  
University Course Timetabling ◽  
Hybrid Simulated Annealing ◽  
Complex Optimization ◽  
List Memory ◽  
University Course

Simulated Annealing (SA) is a common meta-heuristic algorithm that has been widely used to solve complex optimization problems. This work proposes a hybrid SA with EMC to divert the search effectively to another promising region. Moreover, a Tabu list memory applied to avoid cycling. Experimental results showed that the solution quality has enhanced using SA-EMCQ by escaping the search space from local optimum to another promising region space. In addition, the results showed that our proposed technique has outperformed the standard SA and gave comparable results to other approaches in the literature when tested on ITC2007-Track3 university course timetabling datasets.

scholarly journals Extending Expected Improvement for High-Dimensional Stochastic Optimization of Expensive Black-Box Functions

2016 ◽  
Vol 138 (11) ◽  
Author(s):  
Piyush Pandita ◽  
Ilias Bilionis ◽  
Jitesh Panchal
Keyword(s):  
Global Optimization ◽  
Stochastic Optimization ◽  
Objective Function ◽  
Information Acquisition ◽  
Optimization Problems ◽  
Epistemic Uncertainty ◽  
Optimization Under Uncertainty ◽  
Expected Improvement ◽  
Oil Well ◽  
Placement Problem

Design optimization under uncertainty is notoriously difficult when the objective function is expensive to evaluate. State-of-the-art techniques, e.g., stochastic optimization or sampling average approximation, fail to learn exploitable patterns from collected data and require a lot of objective function evaluations. There is a need for techniques that alleviate the high cost of information acquisition and select sequential simulations optimally. In the field of deterministic single-objective unconstrained global optimization, the Bayesian global optimization (BGO) approach has been relatively successful in addressing the information acquisition problem. BGO builds a probabilistic surrogate of the expensive objective function and uses it to define an information acquisition function (IAF) that quantifies the merit of making new objective evaluations. In this work, we reformulate the expected improvement (EI) IAF to filter out parametric and measurement uncertainties. We bypass the curse of dimensionality, since the method does not require learning the response surface as a function of the stochastic parameters, and we employ a fully Bayesian interpretation of Gaussian processes (GPs) by constructing a particle approximation of the posterior of its hyperparameters using adaptive Markov chain Monte Carlo (MCMC) to increase the methods robustness. Also, our approach quantifies the epistemic uncertainty on the location of the optimum and the optimal value as induced by the limited number of objective evaluations used in obtaining it. We verify and validate our approach by solving two synthetic optimization problems under uncertainty and demonstrate it by solving the oil-well placement problem (OWPP) with uncertainties in the permeability field and the oil price time series.

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