A direct search variant of the simulated annealing algorithm for optimization involving continuous variables

A memory-based simulated annealing algorithm is proposed which fundamentally differs from the previously developed simulated annealing algorithms for continuous variables by the fact that a set of points rather than a single working point is used. The implementation of the new method does not need differentiability properties of the function being optimized. The method is well tested on a range of problems classified as easy, moderately difficult and difficult. The new algorithm is compared with other simulated annealing methods on both test problems and practical problems. Results showing an improved performance in finding the global minimum are given.Scope and purposeThe inherent difficulty of global optimization problems lies in finding the very best optimum (maximum or minimum) from a multitude of local optima. Many practical global optimization problems of continuous variables are non-differentiable and noisy and even the function evaluation may involve simulation of some process. For such optimization problems direct search approaches are the methods of choice. Simulated annealing is a stochastic global optimization algorithm, initially designed for combinatorial (discrete) optimization problems. The algorithm that we propose here is a simulated annealing algorithm for optimization problems involving continuous variables. It is a direct search method. The strengths of the new algorithm are: it does not require differentiability or any other properties of the function being optimized and it is memory-based. Therefore, the algorithm can be applied to noisy and/or not exactly known functions. Although the algorithm is stochastic in nature, it can memorise the best solution. The new simulated annealing algorithm has been shown to be reliable, fast, general purpose and efficient for solving some difficult global optimization problems.     

A novel memetic algorithm based on invasive weed optimization and differential evolution for constrained optimization

This paper presents a novel memetic algorithm, named as IWO_DE, to tackle constrained numerical and engineering optimization problems. In the proposed method, invasive weed optimization (IWO), which possesses the characteristics of adaptation required in memetic algorithm, is firstly considered as a local refinement procedure to adaptively exploit local regions around solutions with high fitness. On the other hand, differential evolution (DE) is introduced as the global search model to explore more promising global area. To accommodate the hybrid method with the task of constrained optimization, an adaptive weighted sum fitness assignment and polynomial distribution are adopted for the reproduction and the local dispersal process of IWO, respectively. The efficiency and effectiveness of the proposed approach are tested on 13 well-known benchmark test functions. Besides, our proposed IWO_DE is applied to four well-known engineering optimization problems. Experimental results suggest that IWO_DE can successfully achieve optimal results and is very competitive compared with other state-of-art algorithms.     

Efficient shape parameterization method for multidisciplinary global optimization and application to integrated ship hull shape optimization workflow

Multidisciplinary global shape optimization requires a geometric parameterization method that keeps the shape generality while lowering the number of free variables. This paper presents a reduced parameter set parameterization method based on integral B-spline surface capable of both shape and topology variations and suitable for global multidisciplinary optimization. The objective of the paper is to illustrate the advantages of the proposed method in comparison to standard parameterization and to prove that the proposed method can be used in an integrated multidisciplinary workflow. Non-linear fitting is used to test the proposed parameterization performance before the actual optimization. The parameterization method can in this way be tested and pre-selected based on previously existing geometries. Fitting tests were conducted on three shapes with dissimilar geometrical features, and great improvement in shape generality while reducing the number of shape parameters was achieved. The best results are obtained for a small number (up to 50) of optimization variables, where a classical applying of parameterization method requires about two times as many optimization variables to obtain the same fitting capacity.The proposed shape parameterization method was tested in a multidisciplinary ship hull optimization workflow to confirm that it can actually be used in multiobjective optimization problems. The workflow integrates shape parameterization with hydrodynamic, structural and geometry analysis tools. In comparison to classical local and global optimization methods, the evolutionary algorithm allows for fully autonomous design with an ability to generate a wide Pareto front without a need for an initial solution.     

A computational method for solving time-delay optimal control problems with free terminal time

This paper considers a class of optimal control problems for general nonlinear time-delay systems with free terminal time. We first show that for this class of problems, the well-known time-scaling transformation for mapping the free time horizon into a fixed time interval yields a new time-delay system in which the time delays are variable. Then, we introduce a control parameterization scheme to approximate the control variables in the new system by piecewise-constant functions. This yields an approximate finite-dimensional optimization problem with three types of decision variables: the control heights, the control switching times, and the terminal time in the original system (which influences the variable time delays in the new system). We develop a gradient-based optimization approach for solving this approximate problem. Simulation results are also provided to demonstrate the effectiveness of the proposed approach.     

求解函数优化问题的改进布谷鸟搜索算法

在工程优化中,大多问题是连续优化问题,即函数优化问题。针对布谷鸟算法求解函数优化问题时存在的收敛速度慢、求解精度不高和易陷入局部最优等问题,文中提出非线性惯性权重对数递减和随机调整发现概率的布谷鸟搜索算法(Cuc-koo Search Algorithm with Logarithmic Decline of Nonlinear Inertial Weights and Random Adjustment Discovery Probability,DWCS)。首先,在布谷鸟寻窝的路径和位置更新公式中,设计一种随进化迭代次数非线性递减的惯性权重来改进鸟巢位置的更新方式,以协调布谷鸟算法的探索和开发能力;其次,引入随机调整发现概率代替固定值发现概率,使较大和较小的发现概率随机出现,从而有利于平衡算法的全局探索和局部开发能力,加快算法收敛速度,增加种群多样性;最后,分析对数递减参数和随机调整发现概率,选取对数递减最佳参数组合和随机调整发现概率的最佳取值范围,此时,函数的优化效果最好。与BA,CS,PSO,ICS算法相比,所提算法极大地提高了寻优精度,显著地减少了迭代次数,有效地提高了收敛速度和鲁棒性。在16个测试函数中,DWCS均能收敛到全局最优解,证明了DWCS在求解连续复杂函数优化问题上具有较强的竞争力。     

Optimal control of switched systems via non-linear optimization based on direct differentiations of value functions

This paper presents an approach for solving optimal control problems of switched systems. In general, in such problems one needs to find both optimal continuous inputs and optimal switching sequences, since the system dynamics vary before and after every switching instant. After formulating a general optimal control problem, we propose a two stage optimization methodology. Since many practical problems only concern optimization where the number of switchings and the sequence of active subsystems are given, we concentrate on such problems and propose a method which uses nonlinear optimization and is based on direct differentiations of value functions. The method is then applied to general switched linear quadratic (GSLQ) problems. Examples illustrate the results.     

Multi-objective optimization with artificial weed colonies

Invasive Weed Optimization (IWO) was recently proposed as a simple but powerful metaheuristic algorithm for real parameter optimization. IWO draws inspiration from the ecological process of weeds colonization and distribution and is capable of solving general multi-dimensional, linear and nonlinear optimization problems with appreciable efficiency. This article extends the basic IWO for tackling multi-objective optimization problems that aim at achieving two or more objectives (very often conflicting) simultaneously. The concept of fuzzy dominance has been used to sort the promising candidate solutions at each iteration. The new algorithm has been shown to be statistically significantly better than some state of the art existing evolutionary multi-objective algorithms, namely NSGAIILS, DECMOSA-SQP, MOEP, Clustering MOEA, GDE3, and MOEADGM on a 12-function test-suite (including both unconstrained and constrained problems) from the IEEE CEC (Congress on Evolutionary Computation) 2009 competition and special session on multi-objective optimization algorithms. The following performance metrics were considered: IGD, Spacing, and Minimum Spacing. Our experimental results suggest that IWO holds immense promise to appear as an efficient metaheuristic for multi-objective optimization.     

Multiobjective invasive weed optimization: Application to analysis of Pareto improvement models in electricity markets

This paper presents a proposal for multiobjective Invasive Weed Optimization (IWO) based on nondominated sorting of the solutions. IWO is an ecologically inspired stochastic optimization algorithm which has shown successful results for global optimization. In the present work, performance of the proposed nondominated sorting IWO (NSIWO) algorithm is evaluated through a number of well-known benchmarks for multiobjective optimization. The simulation results of the test problems show that this algorithm is comparable with other multiobjective evolutionary algorithms and is also capable of finding better spread of solutions in some cases. Next, the proposed algorithm is employed to study the Pareto improvement model in two complex electricity markets. First, the Pareto improvement solution set is obtained for a three-player oligopolistic electricity market with a nonlinear demand function. Then, the IEEE 30-bus power system with transmission constraints is considered, and the Pareto improvement solutions are found for the model with deterministic cost functions. In addition, NSIWO algorithm is used to analyze this system with stochastic cost data in a risk management problem which maximizes the expected total profit but minimizes the profit risk in the market.     

独立自适应调整参数的粒子群优化算法

针对传统粒子群优化算法在求解复杂优化问题时易陷入局部最优和依赖参数的取值等问题,提出了一种独立自适应参数调整的粒子群优化算法。算法重新定义了粒子进化能力、种群进化能力以及进化率,在此基础上给出了粒子群惯性权重及学习因子的独立调整策略,更好地平衡了算法局部搜索与全局搜索的能力。为保持种群多样性,提高粒子向全局最优位置的收敛速度,在算法迭代过程中,采用粒子重构策略使种群中进化能力较弱的粒子向进化能力较强的粒子进行学习,重新构造生成新粒子。最后通过CEC2013中的10个基准测试函数与4种改进粒子群算法在不同维度下进行测试对比,实验结果验证了该算法在求解复杂函数时具有高效性,通过收敛性分析说明了算法的有效性。     

计算机数控系统光滑时间最优轨迹规划

基于控制向量参数化(CVP)方法, 研究了计算机数控(CNC)系统光滑时间最优轨迹规划方法. 通过在规划问题中引入加加速度约束, 实现轨迹的光滑给进. 引入时间归一化因子, 将加加速度约束的时间最优轨迹规划问题转化为固定时间的一般性最优控制问题. 以路径参数对时间的三阶导数(伪加加速度)和终端时刻为优化变量, 并采用分段常数近似伪加加速度, 将最优控制问题转化为一般的非线性规划(NLP)问题进行求解. 针对加加速度、加速度等过程不等式约束, 引入约束凝聚函数, 将过程约束转化为终端时刻约束, 从而显著减少约束计算. 构造目标和约束函数的Hamiltonian函数, 利用伴随方法获得求解NLP问题所需的梯度.     

A pseudo-discrete rounding method for structural optimization

A new heuristic method aimed at efficiently solving the mixed-discrete nonlinear programming (MDNLP) problem in structural optimization, and denotedselective dynamic rounding, is presented. The method is based on the sequential rounding of a continuous solution and is in its current form used for the optimal discrete sizing design of truss structures. A simple criterion based on discrete variable proximity is proposed for selecting the sequence in which variables are to be rounded, and allowance is made for both upward and downward rounding. While efficient in terms of the required number of function evaluations, the method is also effective in obtaining a low discrete approximation to the global optimum. Numerical results are presented to illustrate the effectiveness and efficiency of the method.     

An efficient algorithm for solving optimal control problems with linear terminal constraints

The optimization of nonlinear systems subject to linear terminal state variable constraints is considered. A technique for solving this class of problems is proposed that involves a piecewise polynomial parameterization of the system variables. The optimal control problem is thereby reduced to a linearly constrained parameter optimization problem which can be solved efficiently using the quadratically convergent Gold-farb-Lapidus algorithm. Illustrative numerical examples are presented.     

基于PSO的预测控制及在聚丙烯中的应用

输入输出受限非线性系统的预测控制问题,可以看作是一个难以直接求解的约束非线性优化问题。针对预测控制在解决此类优化问题时,存在易收敛到局部极小或者非可行解,对初始值敏感等缺点,提出了一种基于微粒群优化方法的非线性预测控制算法。采用微粒群优化算法（PSO）作为模型预测控制的滚动优化方法,在线实时求解最优控制律。将PSO与序贯二次规划（SQP）算法进行对比仿真实验,求解两个标准函数优化问题,结果表明PSO能够快速有效地求得全局最小点,而SQP则很容易陷入局部极小点。将该算法应用于丙烯聚合反应过程的温度控制中,仿真结果显示了该方法的有效性。     

一种新的免疫进化算法在函数优化中的应用

针对克隆选择算法在求解高维函数优化问题时易陷入局部最优以及收敛速度较慢的弱点,本文基于生物免疫系统内部学习优化机制以及进化算法,提出了一种新的免疫进化算法,它包括正交交叉、单形交叉、克隆、多极变异和选择。新算法将进化计算的思想融入到克隆选择中,提出了一种新的变异算子,在保证种群多样性的同时提高了算法的全全局寻优能力。理论分析证明了算法的收敛性,并将算法应用于不同的测试函数进行仿真实验。结果表明,该算法是有效的。     

Solving Fixed Final Time Fractional Optimal Control Problems Using the Parametric Optimization Method

In this paper, the parametric optimization method is used to find optimal control laws for fractional systems. The proposed approach is based on the use for the fractional variational iteration method to convert the original optimal control problem into a nonlinear optimization one. The control variable is parameterized by unknown parameters to be determined, then its expression is substituted into the system state‐space model. The resulting fractional ordinary differential equations are solved by the fractional variational iteration method, which provides an approximate analytical expression of the closed‐form solution of the state equations. This solution is a function of time and the unknown parameters of the control law. By substituting this solution into the performance index, the original fractional optimal control problem reduces to a nonlinear optimization problem where the unknown parameters, introduced in the parameterization procedure, are the optimization variables. To solve the nonlinear optimization problem and find the optimal values of the control parameters, the Alienor global optimization method is used to achieve the global optimal values of the control law parameters. The proposed approach is illustrated by two application examples taken from the literature.     

Logic-based solution methods for optimal control of hybrid systems

Combinatorial optimization over continuous and integer variables is a useful tool for solving complex optimal control problems of hybrid dynamical systems formulated in discrete-time. Current approaches are based on mixed-integer linear (or quadratic) programming (MIP), which provides the solution after solving a sequence of relaxed linear (or quadratic) programs. MIP formulations require the translation of the discrete/logic part of the hybrid problem into mixed-integer inequalities. Although this operation can be done automatically, most of the original symbolic structure of the problem (e.g., transition functions of finite state machines, logic constraints, symbolic variables, etc.) is lost during the conversion, with a consequent loss of computational performance. In this paper, we attempt to overcome such a difficulty by combining numerical techniques for solving convex programming problems with symbolic techniques for solving constraint satisfaction problems (CSP). The resulting "hybrid" solver proposed here takes advantage of CSP solvers for dealing with satisfiability of logic constraints very efficiently. We propose a suitable model of the hybrid dynamics and a class of optimal control problems that embrace both symbolic and continuous variables/functions, and that are tailored to the use of the new hybrid solver. The superiority in terms of computational performance with respect to commercial MIP solvers is shown on a centralized supply chain management problem with uncertain forecast demand.     

Water wave optimization: A new nature-inspired metaheuristic

Nature-inspired computing has been a hot topic in scientific and engineering fields in recent years. Inspired by the shallow water wave theory, the paper presents a novel metaheuristic method, named water wave optimization (WWO), for global optimization problems. We show how the beautiful phenomena of water waves, such as propagation, refraction, and breaking, can be used to derive effective mechanisms for searching in a high-dimensional solution space. In general, the algorithmic framework of WWO is simple, and easy to implement with a small-size population and only a few control parameters. We have tested WWO on a diverse set of benchmark problems, and applied WWO to a real-world high-speed train scheduling problem in China. The computational results demonstrate that WWO is very competitive with state-of-the-art evolutionary algorithms including invasive weed optimization (IWO), biogeography-based optimization (BBO), bat algorithm (BA), etc. The new metaheuristic is expected to have wide applications in real-world engineering optimization problems.     

Modified differential evolution approach for optimization of planar parallel manipulators force capabilities

The global optimization problem is not easy to solve and is still an open challenge for researchers since an analytical optimal solution is difficult to obtain even for relatively simple application problems. Conventional deterministic numerical algorithms tend to stop the search in local minimum nearest to the input starting point, mainly when the optimization problem presents nonlinear, non-convex and non-differential functions, multimodal and nonlinear. Nowadays, the use of evolutionary algorithms (EAs) to solve optimization problems is a common practice due to their competitive performance on complex search spaces. EAs are well known for their ability to deal with nonlinear and complex optimization problems. The primary advantage of EAs over other numerical methods is that they just require the objective function values, while properties such as differentiability and continuity are not necessary. In this context, the differential evolution (DE), a paradigm of the evolutionary computation, has been widely used for solving numerical global optimization problems in continuous search space. DE is a powerful population-based stochastic direct search method. DE simulates natural evolution combined with a mechanism to generate multiple search directions based on the distribution of solutions in the current population. Among DE advantages are its simple structure, ease of use, speed, and robustness, which allows its application on several continuous nonlinear optimization problems. However, the performance of DE greatly depends on its control parameters, such as crossover rate, mutation factor, and population size and it often suffers from being trapped in local optima. Conventionally, users have to determine the parameters for problem at hand empirically. Recently, several adaptive variants of DE have been proposed. In this paper, a modified differential evolution (MDE) approach using generation-varying control parameters (mutation factor and crossover rate) is proposed and evaluated. The proposed MDE presents an efficient strategy to improve the search performance in preventing of premature convergence to local minima. The efficiency and feasibility of the proposed MDE approach is demonstrated on a force optimization problem in Robotics, where the force capabilities of a planar 3-RRR parallel manipulator are evaluated considering actuation limits and different assembly modes. Furthermore, some comparison results of MDE approach with classical DE to the mentioned force optimization problem are presented and discussed.     

Evolutionary Optimization of Machining Processes

Optimization of machining processes plays a key role in meeting the demands for high precision and productivity. The primary challenge for machining process optimization often stems from the fact that the procedure is typically highly constrained and highly non-linear, involving mixed-integer-discrete-continuous design variables. Additionally, machining process models are likely discontinuous, non-explicit, or not analytically differentiable with the design variables. Traditional non-linear optimization techniques are mostly gradient-based, posing many limitations upon application to today’s complex machining models. Genetic Algorithms (GAs) has distinguished itself as a method with the potential for solving highly non-linear, ill-behaved complex machining optimization problems. Unlike traditional optimization techniques, GAs start with a population of different designs and use direct search methods stochastically and deterministically toward optimal and feasible direction. However, GAs still has its own drawbacks when it is applied to machining process optimization, including the lack of efficiency due to its binary representation scheme for continuous design variables, a lack of local fine-tuning capabilities, a lack of a self-adaptation mechanism, and a lack of an effective constraint handling method. A novel and systematic evolutionary algorithm based on GAs is presented in this paper in the areas of problem representation; selection scheme; genetic operators for integer, discrete, and continuous variables; constraint handling method; and population initialization to overcome the underlying drawbacks. The proposed scheme has been applied to two machining problems to demonstrate its superior performance.