An Enhanced Memetic Algorithm for Single-Objective Bilevel Optimization Problems

2017 ◽  
Vol 25 (4) ◽  
pp. 607-642 ◽  
Author(s):  
Md Monjurul Islam ◽  
Hemant Kumar Singh ◽  
Tapabrata Ray ◽  
Ankur Sinha
Keyword(s):  
Local Search ◽  
Memetic Algorithm ◽  
Optimization Problems ◽  
Computational Cost ◽  
Real Life ◽  
Practical Interest ◽  
Bilevel Optimization ◽  
Standard Test ◽  
Computational Effort ◽  
Test Problems

Bilevel optimization, as the name reflects, deals with optimization at two interconnected hierarchical levels. The aim is to identify the optimum of an upper-level  leader problem, subject to the optimality of a lower-level follower problem. Several problems from the domain of engineering, logistics, economics, and transportation have an inherent nested structure which requires them to be modeled as bilevel optimization problems. Increasing size and complexity of such problems has prompted active theoretical and practical interest in the design of efficient algorithms for bilevel optimization. Given the nested nature of bilevel problems, the computational effort (number of function evaluations) required to solve them is often quite high. In this article, we explore the use of a Memetic Algorithm (MA) to solve bilevel optimization problems. While MAs have been quite successful in solving single-level optimization problems, there have been relatively few studies exploring their potential for solving bilevel optimization problems. MAs essentially attempt to combine advantages of global and local search strategies to identify optimum solutions with low computational cost (function evaluations). The approach introduced in this article is a nested Bilevel Memetic Algorithm (BLMA). At both upper and lower levels, either a global or a local search method is used during different phases of the search. The performance of BLMA is presented on twenty-five standard test problems and two real-life applications. The results are compared with other established algorithms to demonstrate the efficacy of the proposed approach.

scholarly journals A new family of conjugate gradient coefficient with application

2018 ◽  
Vol 7 (3.28) ◽  
pp. 36
Author(s):  
Norrlaili Shapiee ◽  
Mohd Rivaie ◽  
Mustafa Mamat ◽  
Puspa Liza Ghazali
Keyword(s):  
Conjugate Gradient ◽  
Large Scale ◽  
Optimization Problems ◽  
Real Life ◽  
Standard Test ◽  
Test Problems ◽  
Inexact Line Search ◽  
New Family ◽  
Unconstrained Optimization Problems ◽  
Large Scale Problems

Conjugate gradient (CG) methods are famous for their utilization in solving unconstrained optimization problems, particularly for large scale problems and have become more intriguing such as in engineering field. In this paper, we propose a new family of CG coefficient and apply in regression analysis. The global convergence is established by using exact and inexact line search. Numerical results are presented based on the number of iterations and CPU time. The findings show that our method is more efficient in comparison to some of the previous CG methods for a given standard test problems and successfully solve the real life problem.  

Diagonal Quadratic Approximation for Parallelization of Analytical Target Cascading

2008 ◽  
Vol 130 (5) ◽  
Author(s):  
Yanjing Li ◽  
Zhaosong Lu ◽  
Jeremy J. Michalek
Keyword(s):  
Optimization Problems ◽  
Computational Cost ◽  
Descent Method ◽  
Quadratic Approximation ◽  
Test Problems ◽  
Analytical Target Cascading ◽  
Decomposition Approach ◽  
Diagonal Quadratic Approximation ◽  
Target Cascading ◽  
Nested Loop

Analytical target cascading (ATC) is an effective decomposition approach used for engineering design optimization problems that have hierarchical structures. With ATC, the overall system is split into subsystems, which are solved separately and coordinated via target/response consistency constraints. As parallel computing becomes more common, it is desirable to have separable subproblems in ATC so that each subproblem can be solved concurrently to increase computational throughput. In this paper, we first examine existing ATC methods, providing an alternative to existing nested coordination schemes by using the block coordinate descent method (BCD). Then we apply diagonal quadratic approximation (DQA) by linearizing the cross term of the augmented Lagrangian function to create separable subproblems. Local and global convergence proofs are described for this method. To further reduce overall computational cost, we introduce the truncated DQA (TDQA) method, which limits the number of inner loop iterations of DQA. These two new methods are empirically compared to existing methods using test problems from the literature. Results show that computational cost of nested loop methods is reduced by using BCD, and generally the computational cost of the truncated methods is superior to the nested loop methods with lower overall computational cost than the best previously reported results.

scholarly journals A New Approach to Population Sizing for Memetic Algorithms: A Case Study for the Multidimensional Assignment Problem

2011 ◽  
Vol 19 (3) ◽  
pp. 345-371 ◽  
Author(s):  
Daniel Karapetyan ◽  
Gregory Gutin
Keyword(s):  
Local Search ◽  
Population Size ◽  
Assignment Problem ◽  
Memetic Algorithm ◽  
Optimization Problems ◽  
Memetic Algorithms ◽  
Multidimensional Assignment Problem ◽  
Local Searches ◽  
Wide Range ◽  
Local Search Procedure

Memetic algorithms are known to be a powerful technique in solving hard optimization problems. To design a memetic algorithm, one needs to make a host of decisions. Selecting the population size is one of the most important among them. Most of the algorithms in the literature fix the population size to a certain constant value. This reduces the algorithm's quality since the optimal population size varies for different instances, local search procedures, and runtimes. In this paper we propose an adjustable population size. It is calculated as a function of the runtime of the whole algorithm and the average runtime of the local search for the given instance. Note that in many applications the runtime of a heuristic should be limited and, therefore, we use this bound as a parameter of the algorithm. The average runtime of the local search procedure is measured during the algorithm's run. Some coefficients which are independent of the instance and the local search are to be tuned at the design time; we provide a procedure to find these coefficients. The proposed approach was used to develop a memetic algorithm for the multidimensional assignment problem (MAP). We show that our adjustable population size makes the algorithm flexible to perform efficiently for a wide range of running times and local searches and this does not require any additional tuning of the algorithm.

Feasibility Robust Optimization via Scenario Generation and Reduction

2018 ◽  
Author(s):  
Eliot Rudnick-Cohen ◽  
Jeffrey W. Herrmann ◽  
Shapour Azarm
Keyword(s):  
Robust Optimization ◽  
Optimization Problems ◽  
Computational Cost ◽  
Optimization Techniques ◽  
Scenario Generation ◽  
Test Problems ◽  
Optimization Approach ◽  
Uncertain Parameters ◽  
Worst Case ◽  
Robust Solution

Feasibility robust optimization techniques solve optimization problems with uncertain parameters that appear only in their constraint functions. Solving such problems requires finding an optimal solution that is feasible for all realizations of the uncertain parameters. This paper presents a new feasibility robust optimization approach involving uncertain parameters defined on continuous domains without any known probability distributions. The proposed approach integrates a new sampling-based scenario generation scheme with a new scenario reduction approach in order to solve feasibility robust optimization problems. An analysis of the computational cost of the proposed approach was performed to provide worst case bounds on its computational cost. The new proposed approach was applied to three test problems and compared against other scenario-based robust optimization approaches. A test was conducted on one of the test problems to demonstrate that the computational cost of the proposed approach does not significantly increase as additional uncertain parameters are introduced. The results show that the proposed approach converges to a robust solution faster than conventional robust optimization approaches that discretize the uncertain parameters.

Hybrid Hermite polynomial chaos SBP-SAT technique for stochastic advection-diffusion equations

2020 ◽  
Vol 31 (09) ◽  
pp. 2050128
Author(s):  
Navjot Kaur ◽  
Kavita Goyal
Keyword(s):  
Diffusion Equation ◽  
Hermite Polynomial ◽  
Polynomial Chaos ◽  
Real Life ◽  
Computational Effort ◽  
Dirichlet Boundary Conditions ◽  
Diffusion Equations ◽  
Test Problems ◽  
Advection Diffusion Equation ◽  
Advection Diffusion

The study of advection–diffusion equation has relatively became an active research topic in the field of uncertainty quantification (UQ) due to its numerous real life applications. In this paper, Hermite polynomial chaos is united with summation-by-parts (SBP) – simultaneous approximation terms (SATs) technique to solve the advection–diffusion equations with random Dirichlet boundary conditions (BCs). Polynomial chaos expansion (PCE) with Hermite basis is employed to separate the randomness, then SBP operators are used to approximate the differential operators and SATs are used to enforce BCs by ensuring the stability. For each chaos coefficient, time integration is performed using Runge–Kutta method of fourth order (RK4). Statistical moments namely mean and variance are computed using polynomial chaos coefficients without any extra computational effort. The method is applied on three test problems for validation. The first two test problems are stochastic advection equations on [Formula: see text] without any boundary and third problem is stochastic advection–diffusion equation on [0,2] with Dirichlet BCs. In case of third problem, we have obtained a range of permissible parameters for a stable numerical solution.

scholarly journals AN IMPROVED ADAPTIVE TRUST-REGION METHOD FOR UNCONSTRAINED OPTIMIZATION

2014 ◽  
Vol 19 (4) ◽  
pp. 469-490 ◽  
Author(s):  
Hamid Esmaeili ◽  
Morteza Kimiaei
Keyword(s):  
Unconstrained Optimization ◽  
Large Scale ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Standard Test ◽  
Test Problems ◽  
Unconstrained Optimization Problems ◽  
Large Scale Problems ◽  
Adaptive Radius

In this study, we propose a trust-region-based procedure to solve unconstrained optimization problems that take advantage of the nonmonotone technique to introduce an efficient adaptive radius strategy. In our approach, the adaptive technique leads to decreasing the total number of iterations, while utilizing the structure of nonmonotone formula helps us to handle large-scale problems. The new algorithm preserves the global convergence and has quadratic convergence under suitable conditions. Preliminary numerical experiments on standard test problems indicate the efficiency and robustness of the proposed approach for solving unconstrained optimization problems.

THE PARETO DIFFERENTIAL EVOLUTION ALGORITHM

2002 ◽  
Vol 11 (04) ◽  
pp. 531-552 ◽  
Author(s):  
H. A. ABBASS ◽  
R. SARKER
Keyword(s):  
Differential Evolution ◽  
Optimization Problems ◽  
Differential Evolution Algorithm ◽  
Population Based ◽  
Standard Test ◽  
Test Problems ◽  
Pareto Optimal Solutions ◽  
Continuous Domains ◽  
Evolution Algorithm ◽  
Multiobjective Algorithms

The use of evolutionary algorithms (EAs) to solve problems with multiple objectives (known as Vector Optimization Problems (VOPs)) has attracted much attention recently. Being population based approaches, EAs offer a means to find a group of pareto-optimal solutions in a single run. Differential Evolution (DE) is an EA that was developed to handle optimization problems over continuous domains. The objective of this paper is to introduce a novel Pareto Differential Evolution (PDE) algorithm to solve VOPs. The solutions provided by the proposed algorithm for five standard test problems, is competitive to nine known evolutionary multiobjective algorithms for solving VOPs.

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