scholarly journals Nonlinear Nonconvex Optimization by Evolutionary Algorithms Applied to Robust Control

2009 ◽  
Vol 2009 ◽  
pp. 1-21 ◽  
Author(s):  
Joaquín Cervera ◽  
Alfonso Baños

This work focuses on the problem of automatic loop shaping in the context of robust control. More specifically in the framework given by Quantitative Feedback Theory (QFT), traditionally the search of an optimum design, a non convex and nonlinear optimization problem, is simplified by linearizing and/or convexifying the problem. In this work, the authors propose a suboptimal solution using a fixed structure in the compensator and evolutionary optimization. The main idea in relation to previous work consists of the study of the use of fractional compensators, which give singular properties to automatically shape the open loop gain function with a minimum set of parameters, which is crucial for the success of evolutionary algorithms. Additional heuristics are proposed in order to guide evolutionary process towards close to optimum solutions, focusing on local optima avoidance.

2011 ◽  
Vol 08 (03) ◽  
pp. 535-544 ◽  
Author(s):  
BOUDJEHEM DJALIL ◽  
BOUDJEHEM BADREDDINE ◽  
BOUKAACHE ABDENOUR

In this paper, we propose a very interesting idea in global optimization making it easer and a low-cost task. The main idea is to reduce the dimension of the optimization problem in hand to a mono-dimensional one using variables coding. At this level, the algorithm will look for the global optimum of a mono-dimensional cost function. The new algorithm has the ability to avoid local optima, reduces the number of evaluations, and improves the speed of the algorithm convergence. This method is suitable for functions that have many extremes. Our algorithm can determine a narrow space around the global optimum in very restricted time based on a stochastic tests and an adaptive partition of the search space. Illustrative examples are presented to show the efficiency of the proposed idea. It was found that the algorithm was able to locate the global optimum even though the objective function has a large number of optima.


2016 ◽  
Vol 2016 ◽  
pp. 1-20 ◽  
Author(s):  
Fuqing Zhao ◽  
Wenchang Lei ◽  
Weimin Ma ◽  
Yang Liu ◽  
Chuck Zhang

A fixed evolutionary mechanism is usually adopted in the multiobjective evolutionary algorithms and their operators are static during the evolutionary process, which causes the algorithm not to fully exploit the search space and is easy to trap in local optima. In this paper, a SPEA2 algorithm which is based on adaptive selection evolution operators (AOSPEA) is proposed. The proposed algorithm can adaptively select simulated binary crossover, polynomial mutation, and differential evolution operator during the evolutionary process according to their contribution to the external archive. Meanwhile, the convergence performance of the proposed algorithm is analyzed with Markov chain. Simulation results on the standard benchmark functions reveal that the performance of the proposed algorithm outperforms the other classical multiobjective evolutionary algorithms.


Complexity ◽  
2018 ◽  
Vol 2018 ◽  
pp. 1-16 ◽  
Author(s):  
Jing Xiao ◽  
Jing-Jing Li ◽  
Xi-Xi Hong ◽  
Min-Mei Huang ◽  
Xiao-Min Hu ◽  
...  

As it is becoming extremely competitive in software industry, large software companies have to select their project portfolio to gain maximum return with limited resources under many constraints. Project portfolio optimization using multiobjective evolutionary algorithms is promising because they can provide solutions on the Pareto-optimal front that are difficult to be obtained by manual approaches. In this paper, we propose an improved MOEA/D (multiobjective evolutionary algorithm based on decomposition) based on reference distance (MOEA/D_RD) to solve the software project portfolio optimization problems with optimizing 2, 3, and 4 objectives. MOEA/D_RD replaces solutions based on reference distance during evolution process. Experimental comparison and analysis are performed among MOEA/D_RD and several state-of-the-art multiobjective evolutionary algorithms, that is, MOEA/D, nondominated sorting genetic algorithm II (NSGA2), and nondominated sorting genetic algorithm III (NSGA3). The results show that MOEA/D_RD and NSGA2 can solve the software project portfolio optimization problem more effectively. For 4-objective optimization problem, MOEA/D_RD is the most efficient algorithm compared with MOEA/D, NSGA2, and NSGA3 in terms of coverage, distribution, and stability of solutions.


2021 ◽  
Vol 12 (4) ◽  
pp. 98-116
Author(s):  
Noureddine Boukhari ◽  
Fatima Debbat ◽  
Nicolas Monmarché ◽  
Mohamed Slimane

Evolution strategies (ES) are a family of strong stochastic methods for global optimization and have proved their capability in avoiding local optima more than other optimization methods. Many researchers have investigated different versions of the original evolution strategy with good results in a variety of optimization problems. However, the convergence rate of the algorithm to the global optimum stays asymptotic. In order to accelerate the convergence rate, a hybrid approach is proposed using the nonlinear simplex method (Nelder-Mead) and an adaptive scheme to control the local search application, and the authors demonstrate that such combination yields significantly better convergence. The new proposed method has been tested on 15 complex benchmark functions and applied to the bi-objective portfolio optimization problem and compared with other state-of-the-art techniques. Experimental results show that the performance is improved by this hybridization in terms of solution eminence and strong convergence.


2018 ◽  
Vol 30 (12) ◽  
pp. 3281-3308
Author(s):  
Hong Zhu ◽  
Li-Zhi Liao ◽  
Michael K. Ng

We study a multi-instance (MI) learning dimensionality-reduction algorithm through sparsity and orthogonality, which is especially useful for high-dimensional MI data sets. We develop a novel algorithm to handle both sparsity and orthogonality constraints that existing methods do not handle well simultaneously. Our main idea is to formulate an optimization problem where the sparse term appears in the objective function and the orthogonality term is formed as a constraint. The resulting optimization problem can be solved by using approximate augmented Lagrangian iterations as the outer loop and inertial proximal alternating linearized minimization (iPALM) iterations as the inner loop. The main advantage of this method is that both sparsity and orthogonality can be satisfied in the proposed algorithm. We show the global convergence of the proposed iterative algorithm. We also demonstrate that the proposed algorithm can achieve high sparsity and orthogonality requirements, which are very important for dimensionality reduction. Experimental results on both synthetic and real data sets show that the proposed algorithm can obtain learning performance comparable to that of other tested MI learning algorithms.


Robotica ◽  
2018 ◽  
Vol 37 (3) ◽  
pp. 481-501 ◽  
Author(s):  
Mehran Hosseini-Pishrobat ◽  
Jafar Keighobadi

SUMMARYThis paper reports an extended state observer (ESO)-based robust dynamic surface control (DSC) method for triaxial MEMS gyroscope applications. An ESO with non-linear gain function is designed to estimate both velocity and disturbance vectors of the gyroscope dynamics via measured position signals. Using the sector-bounded property of the non-linear gain function, the design of an $\mathcal{L}_2$-robust ESO is phrased as a convex optimization problem in terms of linear matrix inequalities (LMIs). Next, by using the estimated velocity and disturbance, a certainty equivalence tracking controller is designed based on DSC. To achieve an improved robustness and to remove static steady-state tracking errors, new non-linear integral error surfaces are incorporated into the DSC. Based on the energy-to-peak ($\mathcal{L}_2$-$\mathcal{L}_\infty$) performance criterion, a finite number of LMIs are derived to obtain the DSC gains. In order to prevent amplification of the measurement noise in the DSC error dynamics, a multi-objective convex optimization problem, which guarantees a prescribed $\mathcal{L}_2$-$\mathcal{L}_\infty$ performance bound, is considered. Finally, the efficacy of the proposed control method is illustrated by detailed software simulations.


10.29007/7p6t ◽  
2018 ◽  
Author(s):  
Pascal Richter ◽  
David Laukamp ◽  
Levin Gerdes ◽  
Martin Frank ◽  
Erika Ábrahám

The exploitation of solar power for energy supply is of increasing importance. While technical development mainly takes place in the engineering disciplines, computer science offers adequate techniques for optimization. This work addresses the problem of finding an optimal heliostat field arrangement for a solar tower power plant.We propose a solution to this global, non-convex optimization problem by using an evolutionary algorithm. We show that the convergence rate of a conventional evolutionary algorithm is too slow, such that modifications of the recombination and mutation need to be tailored to the problem. This is achieved with a new genotype representation of the individuals.Experimental results show the applicability of our approach.


2016 ◽  
Vol 19 (02) ◽  
pp. 239-252 ◽  
Author(s):  
Morteza Haghighat Sefat ◽  
Khafiz M. Muradov ◽  
Ahmed H. Elsheikh ◽  
David R. Davies

Summary The popularity of intelligent wells (I-wells), which provide layer-by-layer monitoring and control capability of production and injection, is growing. However, the number of available techniques for optimal control of I-wells is limited (Sarma et al. 2006; Alghareeb et al. 2009; Almeida et al. 2010; Grebenkin and Davies 2012). Currently, most of the I-wells that are equipped with interval control valves (ICVs) are operated to enhance the current production and to resolve problems associated with breakthrough of the unfavorable phase. This reactive strategy is unlikely to deliver the long-term optimum production. On the other side, the proactive-control strategy of I-wells, with its ambition to provide the optimum control for the entire well's production life, has the potential to maximize the cumulative oil production. This strategy, however, results in a high-dimensional, nonlinear, and constrained optimization problem. This study provides guidelines on selecting a suitable proactive optimization approach, by use of state-of-the-art stochastic gradient-approximation algorithms. A suitable optimization approach increases the practicality of proactive optimization for real field models under uncertain operational and subsurface conditions. We evaluate the simultaneous-perturbation stochastic approximation (SPSA) method (Spall 1992) and the ensemble-based optimization (EnOpt) method (Chen et al. 2009). In addition, we present a new derivation of the EnOpt by use of the concept of directional derivatives. The numerical results show that both SPSA and EnOpt methods can provide a fast solution to a large-scale and multiple I-well proactive optimization problem. A criterion for tuning the algorithms is proposed and the performance of both methods is compared for several test cases. The used methodology for estimating the gradient is shown to affect the application area of each algorithm. SPSA provides a rough estimate of the gradient and performs better in search environments, characterized by several local optima, especially with a large ensemble size. EnOpt was found to provide a smoother estimation of the gradient, resulting in a more-robust algorithm to the choice of the tuning parameters, and a better performance with a small ensemble size. Moreover, the final optimum operation obtained by EnOpt is smoother. Finally, the obtained criteria are used to perform proactive optimization of ICVs in a real field.


Author(s):  
Marek Kretowski ◽  
Marcin Czajkowski

Decision trees represent one of the main predictive techniques in knowledge discovery. This chapter describes evolutionary induced trees, which are emerging alternatives to the greedy top-down solutions. Most typical tree-based system searches only for locally optimal decisions at each node and do not guarantee the optimal solution. Application of evolutionary algorithms to the problem of decision tree induction allows searching for the structure of the tree, tests in internal nodes and regression functions in the leaves (for model trees) at the same time. As a result, such globally induced decision tree is able to avoid local optima and usually leads to better prediction than the greedy counterparts.


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