scholarly journals Optimization while limiting the number of design variables

2021 ◽  
Vol 11 (2) ◽  
pp. 227-238
Author(s):  
V.P. Ofitserov ◽  
Keyword(s):  
Objective Function ◽  
Optimization Problems ◽  
Nonlinear Function ◽  
Optimal Solution ◽  
Correct Operation ◽  
New Approach ◽  
Design Variables ◽  
Optimal Value ◽  
Distribution Of Resources ◽  
Finite Set

A new approach to the formulation and solution of optimization problems of linear and nonlinear type is stated in this article. The problem statement under consideration differs from the classical linear programming problem of the opti-mal distribution of limited resources between given processes by the need to choose a limited number of processes from a certain finite set and allocate resources over these processes. The goal is to obtain the optimal value of the objective function in relation to other options for choosing the number of processes from the same set and the distribution of resources between them. The objective function can be either linear or non-linear. A nonlinear function must have cer-tain properties for the correct operation of the proposed algorithm for finding the optimal solution. The described method is based on the development of Bellman's ideas of dynamic programming. The proofs of the optimality of the obtained solutions are provided. The article gives an estimate of the computational complexity of the algorithm and a comparison with classical methods for solving the problems under consideration. The types of applied problems solved using the proposed method are characterized. Computer implementations of the described algorithm can be used in automated decision support systems.

An inner-point modification of PSO for constrained optimization

2015 ◽  
Vol 32 (7) ◽  
pp. 2005-2019 ◽  
Author(s):  
Daniele Peri
Keyword(s):  
Objective Function ◽  
Optimization Problems ◽  
Real Life ◽  
Optimal Solution ◽  
Pso Algorithm ◽  
Parallel Structure ◽  
Feasible Region ◽  
Content Type ◽  
Design Variables ◽  
Particle Level

Purpose – The purpose of this paper is to propose a modification of the original PSO algorithm in order to avoid the evaluation of the objective function outside the feasible set, improving the parallel performances of the algorithm in the view of its application on parallel architectures. Design/methodology/approach – Classical PSO iteration is repeated for each particle until a feasible point is found: the global search is performed by a set of independent sub-iteration, at the particle level, and the evaluation of the objective function is performed only once the full swarm is feasible. After that, the main attractors are updated and a new sub-iteration is initiated. Findings – While the main qualities of PSO are preserved, a great advantage in terms of identification of the feasible region and detection of the best feasible solution is obtained. Furthermore, the parallel structure of the algorithm is preserved, and the load balance improved. The results of the application to real-life optimization problems, where constraint satisfaction sometime represents a problem itself, gives the measure of this advantage: an improvement of about 10 percent of the optimal solution is obtained by using the modified version of the algorithm, with a more precise identification of the optimal design variables. Originality/value – Differently from the standard approach, utilizing a penalty function in order to discharge unfeasible points, here only feasible points are produced, improving the exploration of the feasible region and preserving the parallel structure of the algorithm.

scholarly journals An evolutionary-based optimization algorithm for truss sizing design

2016 ◽  
Vol 38 (4) ◽  
pp. 307-317
Author(s):  
Pham Hoang Anh
Keyword(s):  
Local Search ◽  
Objective Function ◽  
Optimization Algorithm ◽  
Optimization Problems ◽  
Optimal Solution ◽  
The Other ◽  
Truss Structures ◽  
Benchmark Problems ◽  
Discrete Variables ◽  
Objective Functions

In this paper, the optimal sizing of truss structures is solved using a novel evolutionary-based optimization algorithm. The efficiency of the proposed method lies in the combination of global search and local search, in which the global move is applied for a set of random solutions whereas the local move is performed on the other solutions in the search population. Three truss sizing benchmark problems with discrete variables are used to examine the performance of the proposed algorithm. Objective functions of the optimization problems are minimum weights of the whole truss structures and constraints are stress in members and displacement at nodes. Here, the constraints and objective function are treated separately so that both function and constraint evaluations can be saved. The results show that the new algorithm can find optimal solution effectively and it is competitive with some recent metaheuristic algorithms in terms of number of structural analyses required.

Solving Solid Transportation Problems With Multi-Choice Cost and Stochastic Supply and Demand

2018 ◽  
pp. 137-170 ◽  
Author(s):  
Sankar Kumar Roy ◽  
Deshabrata Roy Mahapatra
Keyword(s):  
Stochastic Programming ◽  
Objective Function ◽  
Transportation Problem ◽  
Supply And Demand ◽  
Optimal Solution ◽  
Programming Approach ◽  
Solid Transportation Problem ◽  
New Approach ◽  
Non Linear Programming ◽  
The Cost

In this chapter, the authors propose a new approach to analyze the Solid Transportation Problem (STP). This new approach considers the multi-choice programming into the cost coefficients of objective function and stochastic programming, which is incorporated in three constraints, namely sources, destinations, and capacities constraints, followed by Cauchy's distribution for solid transportation problem. The multi-choice programming and stochastic programming are combined into a solid transportation problem, and this new problem is called Multi-Choice Stochastic Solid Transportation Problem (MCSSTP). The solution concepts behind the MCSSTP are based on a new transformation technique that will select an appropriate choice from a set of multi-choice, which optimize the objective function. The stochastic constraints of STP converts into deterministic constraints by stochastic programming approach. Finally, the authors construct a non-linear programming problem for MCSSTP, and by solving it, they derive an optimal solution of the specified problem. A realistic example on STP is considered to illustrate the methodology.

New Approach for the Continuing Dynamic Programming

2012 ◽  
Vol 459 ◽  
pp. 575-578
Author(s):  
Peng Zhang ◽  
Xiang Huan Meng
Keyword(s):  
Dynamic Programming ◽  
Objective Function ◽  
Iteration Method ◽  
Programming Model ◽  
State Equations ◽  
New Approach ◽  
Optimal Value ◽  
Convergent Method ◽  
Optimal Values ◽  
Dynamic Programming Model

The paper proposes the discrete approximate iteration method to solve single-dimensional continuing dynamic programming model. The paper also presents a comparison of the discrete approximate iteration method and bi- convergent method to solve multi-dimensional continuing dynamic programming model. The algorithm is the following: Firstly, let state value of one of state equations be unknown and the others be known. Secondly, use discrete approximate iteration method to find the optimal value of the unknown state values, continue iterating until all state equations have found optimal values. If the objective function is convex, the algorithm is proved linear convergent. If the objective function is non-concave and non-convex, the algorithm is proved convergent.

Optimization Method Based on a Mix Strategy

2013 ◽  
Vol 816-817 ◽  
pp. 1154-1157
Author(s):  
Xu Yin ◽  
Ai Min Ji
Keyword(s):  
Optimization Problems ◽  
Optimal Solution ◽  
Optimization Method ◽  
Local Solution ◽  
Collaborative Optimization ◽  
Design Variables ◽  
Gradient Optimization ◽  
Local Optimal Solution ◽  
Optimal Values ◽  
Low Efficiency

To solve problems that exist in optimal design such as falling into local optimal solution easily and low efficiency in collaborative optimization, a new mix strategy optimization method combined design of experiments (DOE) with gradient optimization (GO) was proposed. In order to reduce the effect on the result of optimization made by the designers decision, DOE for preliminary analysis of the function model was used, and the optimal values obtained in DOE stage was taken as the initial values of design variables in GO stage in the new optimization method. The reducer MDO problem was taken as a example to confirm the global degree, efficiency, and accuracy of the method. The results show the optimization method could not only avoid falling into local solution, but also have an obvious superiority in treating the complex collaborative optimization problems.

scholarly journals Novel Interior Point Algorithms for Solving Nonlinear Convex Optimization Problems

2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Sakineh Tahmasebzadeh ◽  
Hamidreza Navidi ◽  
Alaeddin Malek
Keyword(s):  
Convex Optimization ◽  
Objective Function ◽  
Interior Point ◽  
Optimization Problems ◽  
Numerical Algorithms ◽  
Optimal Solution ◽  
Linear Constraints ◽  
Convex Optimization Problems ◽  
Novel Algorithms ◽  
Interior Point Technique

This paper proposes three numerical algorithms based on Karmarkar’s interior point technique for solving nonlinear convex programming problems subject to linear constraints. The first algorithm uses the Karmarkar idea and linearization of the objective function. The second and third algorithms are modification of the first algorithm using the Schrijver and Malek-Naseri approaches, respectively. These three novel schemes are tested against the algorithm of Kebiche-Keraghel-Yassine (KKY). It is shown that these three novel algorithms are more efficient and converge to the correct optimal solution, while the KKY algorithm fails in some cases. Numerical results are given to illustrate the performance of the proposed algorithms.

scholarly journals A New Approach to Find an Optimal Solution of a Fuzzy Linear Programming Problem by Fuzzy Dynamic Programming

2018 ◽  
Vol 7 (4.10) ◽  
pp. 360
Author(s):  
T. Nagalakshmi ◽  
G. Uthra
Keyword(s):  
Dynamic Programming ◽  
Linear Programming ◽  
Objective Function ◽  
Programming Problem ◽  
Linear Programming Problem ◽  
Optimal Solution ◽  
Fuzzy Linear Programming ◽  
New Approach ◽  
The Cost ◽  
Recursive Equations

This paper mainly focuses on a new approach to find an optimal solution of a fuzzy linear programming problem with the help of Fuzzy Dynamic Programming. Linear programming deals with the optimization of a function of variables called an objective function, subject to a set of linear inequalities called constraints. The objective function may be maximizing the profit or minimizing the cost or any other measure of effectiveness subject to constraints imposed by supply, demand, storage capacity, etc., Moreover, it is known that fuzziness prevails in all fields. Hence, a general linear programming problem with fuzzy parameters is considered where the variables are taken as Triangular Fuzzy Numbers. The solution is obtained by the method of FDP by framing fuzzy forward and fuzzy backward recursive equations. It is observed that the solutions obtained by both the equations are the same. This approach is illustrated with a numerical example. This feature of the proposed approach eliminates the imprecision and fuzziness in LPP models. The application of Fuzzy set theory in the field of dynamic Programming is called Fuzzy Dynamic Programming. 

Practical Optimization Algorithm for Discrete Variables

2010 ◽  
Vol 42 ◽  
pp. 39-42
Author(s):  
De Sheng Wang ◽  
Ai Ping Zhou
Keyword(s):  
Objective Function ◽  
High Speed ◽  
Optimization Problems ◽  
Discrete Variables ◽  
Design Variables ◽  
Low Dimension ◽  
The Difference ◽  
Calculation Ability ◽  
Minimum Objective Function ◽  
Upper Boundary

In order to solve the optimization problems of discrete variable in mechanism design, beginning vertexes to meet all of performance restriction conditions can be given by the technician from upper boundary of design variables by means of man-machine interactive method. Objective function of each beginning vertex is calculated and arranged from small to large, the vertex of maximum and minimum of objective function are found. The difference between the vertex of minimum and maximum of objective function are calculated and new point is made up from the minimum point and the difference. The new point is used in stead of the vertex of the maximum objective function if the objective function of the new point is less than the maximum of beginning vertexes. The new composite figure is made up again and the new point is calculated until all design variables reach to under boundary. Then the vertex of minimum objective function is regarded to as the optimization point. This method is very fit for the optimization of discrete variables of low dimension and is higher calculation efficiency because the hominine brightness is combined with the high speed calculation ability.

scholarly journals An Elite Decision Making Harmony Search Algorithm for Optimization Problem

2012 ◽  
Vol 2012 ◽  
pp. 1-15 ◽  
Author(s):  
Lipu Zhang ◽  
Yinghong Xu ◽  
Yousong Liu
Keyword(s):  
Decision Making ◽  
Optimization Problems ◽  
Search Algorithm ◽  
Harmony Search ◽  
Optimal Solution ◽  
Harmony Search Algorithm ◽  
Solution Vector ◽  
Integer Variables ◽  
Design Variables ◽  
New Variant

This paper describes a new variant of harmony search algorithm which is inspired by a well-known item “elite decision making.” In the new algorithm, the good information captured in the current global best and the second best solutions can be well utilized to generate new solutions, following some probability rule. The generated new solution vector replaces the worst solution in the solution set, only if its fitness is better than that of the worst solution. The generating and updating steps and repeated until the near-optimal solution vector is obtained. Extensive computational comparisons are carried out by employing various standard benchmark optimization problems, including continuous design variables and integer variables minimization problems from the literature. The computational results show that the proposed new algorithm is competitive in finding solutions with the state-of-the-art harmony search variants.

Solving Solid Transportation Problem with Multi-Choice Cost and Stochastic Supply and Demand

2014 ◽  
Vol 5 (3) ◽  
pp. 1-26 ◽  
Author(s):  
Sankar Kumar Roy ◽  
Deshabrata Roy Mahapatra
Keyword(s):  
Stochastic Programming ◽  
Objective Function ◽  
Transportation Problem ◽  
Supply And Demand ◽  
Optimal Solution ◽  
Programming Approach ◽  
Solid Transportation Problem ◽  
New Approach ◽  
Non Linear Programming ◽  
The Cost

This paper proposes a new approach to analyze the solid transportation problem (STP). This new approach considers the multi-choice programming into the cost coefficients of objective function and stochastic programming which is incorporated in three constraints namely sources, destinations and capacities constraints followed by Cauchy's distribution for solid transportation problem. The multi-choice programming and stochastic programming are combined into solid transportation problem and this new problem is called multi-choice stochastic solid transportation problem (MCSSTP). The solution concepts behind the MCSSTP are based on a new transformation technique which will select an appropriate choice from a set of multi-choice which optimizes the objective function. The stochastic constraints of STP convert into deterministic constraints by stochastic programming approach. Finally, the authors have constructed a non-linear programming problem for MCSSTP and have derived an optimal solution of the specified problem. A realistic example on STP is considered to illustrate the methodology.

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