scholarly journals GAMBIT: A Parameterless Model-Based Evolutionary Algorithm for Mixed-Integer Problems

2018 ◽  
Vol 26 (1) ◽  
pp. 117-143 ◽  
Author(s):  
Krzysztof L. Sadowski ◽  
Dirk Thierens ◽  
Peter A.N. Bosman
Keyword(s):  
Evolutionary Algorithm ◽  
Model Building ◽  
State Of The Art ◽  
Continuous Model ◽  
Structural Knowledge ◽  
Mixed Integer ◽  
Continuous Variables ◽  
Integer Optimization ◽  
Model Based ◽  
General Algebraic Modeling System

Learning and exploiting problem structure is one of the key challenges in optimization. This is especially important for black-box optimization (BBO) where prior structural knowledge of a problem is not available. Existing model-based Evolutionary Algorithms (EAs) are very efficient at learning structure in both the discrete, and in the continuous domain. In this article, discrete and continuous model-building mechanisms are integrated for the Mixed-Integer (MI) domain, comprising discrete and continuous variables. We revisit a recently introduced model-based evolutionary algorithm for the MI domain, the Genetic Algorithm for Model-Based mixed-Integer opTimization (GAMBIT). We extend GAMBIT with a parameterless scheme that allows for practical use of the algorithm without the need to explicitly specify any parameters. We furthermore contrast GAMBIT with other model-based alternatives. The ultimate goal of processing mixed dependences explicitly in GAMBIT is also addressed by introducing a new mechanism for the explicit exploitation of mixed dependences. We find that processing mixed dependences with this novel mechanism allows for more efficient optimization. We further contrast the parameterless GAMBIT with Mixed-Integer Evolution Strategies (MIES) and other state-of-the-art MI optimization algorithms from the General Algebraic Modeling System (GAMS) commercial algorithm suite on problems with and without constraints, and show that GAMBIT is capable of solving problems where variable dependences prevent many algorithms from successfully optimizing them.

scholarly journals A Model-Based Optimisation Approach for Process Synthesis of Olefins from Petroleum with Application to the Malaysian Petrochemical Industry

2019 ◽  
Vol 12 ◽  
pp. 1-15
Author(s):  
Khor Cheng Seong
Keyword(s):  
Practical Knowledge ◽  
Optimal Solution ◽  
Raw Material ◽  
Mixed Integer ◽  
Hydrocarbon Mixture ◽  
Continuous Variables ◽  
Mixed Integer Linear Program ◽  
Actual Case ◽  
Model Based ◽  
Recent Developments

The shale gas revolution has rekindled interest in olefins production due to the abundance of ethane as a raw material resource. However, the main technology still revolves around the cost-intensive distillation operation. Hence this work aims to investigate the economic optimisation of olefins synthesis from petroleum in the light of recent developments. A model-based approach is applied to determine the optimal sequencing of separation and reaction processes for a multi-component hydrocarbon mixture feed to produce mainly ethylene and propylene. a mixed-integer linear program (MILP) is formulated based on a superstructure that captures numerous plausible synthesis alternatives. The model comprises linear mass balance reactor representation and simple sharp distillation based on split fractions for product recovery. Integer binary variablesis used for selecting the task for equipment and continuous variables for representing the flowrate of each task. To expedite converging to an optimal solution of a least total annualised cost configuration, the formulation is appended with logical constraints on the design and structural specifications derived from heuristics based on practical knowledge and experience. The modelling approach on actual case studies based on two such petrochemical facilities operating in Malaysia is implemented. Additionally, the solution analysis is enriched with the investigation on a second- and third-best (suboptimal) configurations obtained through appropriate integer cuts as constraints to the model. The results show good agreement with existing plant configurations, thus substantiating the value and verification of the proposed model-based optimisation approach.

scholarly journals An Efficient Framework for Multi-Objective Risk-Informed Decision Support Systems for Drainage Rehabilitation

2020 ◽  
Vol 25 (4) ◽  
pp. 73
Author(s):  
Xiatong Cai ◽  
Abdolmajid Mohammadian ◽  
Hamidreza Shirkhani
Keyword(s):  
Optimization Problems ◽  
Drainage System ◽  
Mixed Integer ◽  
Engineering Optimization ◽  
Continuous Variables ◽  
Objective Functions ◽  
Multi Objective Optimization ◽  
Integer Optimization ◽  
Framework Structure ◽  
Multi Objective

Combining multiple modules into one framework is a key step in modelling a complex system. In this study, rather than focusing on modifying a specific model, we studied the performance of different calculation structures in a multi-objective optimization framework. The Hydraulic and Risk Combined Model (HRCM) combines hydraulic performance and pipe breaking risk in a drainage system to provide optimal rehabilitation strategies. We evaluated different framework structures for the HRCM model. The results showed that the conventional framework structure used in engineering optimization research, which includes (1) constraint functions; (2) objective functions; and (3) multi-objective optimization, is inefficient for drainage rehabilitation problem. It was shown that the conventional framework can be significantly improved in terms of calculation speed and cost-effectiveness by removing the constraint function and adding more objective functions. The results indicated that the model performance improved remarkably, while the calculation speed was not changed substantially. In addition, we found that the mixed-integer optimization can decrease the optimization performance compared to using continuous variables and adding a post-processing module at the last stage to remove the unsatisfying results. This study (i) highlights the importance of the framework structure inefficiently solving engineering problems, and (ii) provides a simplified efficient framework for engineering optimization problems.

Nonlinear and Mixed-Integer Optimization

1995 ◽  
Author(s):  
Christodoulos A. Floudas
Keyword(s):  
Nonlinear Optimization ◽  
Systems Engineering ◽  
Chemical Engineering ◽  
Applied Mathematics ◽  
Linear Optimization ◽  
Mixed Integer ◽  
Process Synthesis ◽  
Synthesis Process ◽  
Integer Optimization ◽  
Mixed Integer Optimization

Filling a void in chemical engineering and optimization literature, this book presents the theory and methods for nonlinear and mixed-integer optimization, and their applications in the important area of process synthesis. Other topics include modeling issues in process synthesis, and optimization-based approaches in the synthesis of heat recovery systems, distillation-based systems, and reactor-based systems. The basics of convex analysis and nonlinear optimization are also covered and the elementary concepts of mixed-integer linear optimization are introduced. All chapters have several illustrations and geometrical interpretations of the material as well as suggested problems. Nonlinear and Mixed-Integer Optimization will prove to be an invaluable source--either as a textbook or a reference--for researchers and graduate students interested in continuous and discrete nonlinear optimization issues in engineering design, process synthesis, process operations, applied mathematics, operations research, industrial management, and systems engineering.

scholarly journals A New Peak-Shaving Model Based on Mixed Integer Linear Programming with Variable Peak-Shaving Order

Energies ◽  
2021 ◽  
Vol 14 (4) ◽  
pp. 887
Author(s):  
Xianliang Cheng ◽  
Suzhen Feng ◽  
Yanxuan Huang ◽  
Jinwen Wang
Keyword(s):  
Linear Programming ◽  
Power Systems ◽  
Integer Linear Programming ◽  
Mixed Integer Linear Programming ◽  
Mixed Integer ◽  
Time Interval ◽  
Renewable Energy Resources ◽  
Load Curve ◽  
Peak Shaving ◽  
Model Based

Peak-shaving is a very efficient and practical strategy for a day-ahead hydropower scheduling in power systems, usually aiming to appropriately schedule hourly (or in less time interval) power generations of individual plants so as to smooth the load curve while enforcing the energy production target of each plant. Nowadays, the power marketization and booming development of renewable energy resources are complicating the constraints and diversifying the objectives, bringing challenges for the peak-shaving method to be more flexible and efficient. Without a pre-set or fixed peak-shaving order of plants, this paper formulates a new peak-shaving model based on the mixed integer linear programming (MILP) to solve the scheduling problem in an optimization way. Compared with the traditional peak-shaving methods that need to determine the order of plants to peak-shave the load curve one by one, the present model has better flexibility as it can handle the plant-based operating zones and prioritize the constraints and objectives more easily. With application to six cascaded hydropower reservoirs on the Lancang River in China, the model is tested efficient and practical in engineering perspective.

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