带有复形法局部搜索的粒子群算法求解最优控制问题*

对最优控制问题的求解是实现计算机控制的前提条件,但有效地求出控制系统的全局最优解是困难的。现今各种求解此问题的算法需要增强算法的优化性能与简洁性。遗传算法求此类问题需要进行离散化;复形法、粒子群算法求解此类问题容易陷入局部极值。为此提出用带有复形法局部搜索的粒子群算法求解此类问题。此算法充分考虑粒子群算法与复形法的特性,将复形法的局部搜索与粒子群算法的全局搜索结合起来,以提高算法搜索能力,克服粒子群算法与复形法易陷局部极值的不足。通过性能测试效果良好,同时算法简便、可行、高效。最后将所提算法用于求解Park-Ramirez生物反应器补料流率的动态优化,取得了满意的效果。     

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。     

二进制粒子群优化算法在化工优化问题中的应用

优化问题是化工过程的一个主要问题,而由化工问题建模所得到的优化问题大多较为复杂,此时要求的优化算法具有良好的优化性能。粒子群优化算法是新近发展起来的一种优化算法,但其对多极值函数的优化时,易陷局部极值。本文在分析粒子群优化算法的机理、考虑二进制比十进制更易于学习等的基础上,提出采用二进制表示粒子群优化算法,使每个粒子更易于从个体极值与全局极值中学习,从而使算法具有更强的搜索能力与更快的收敛速度,性能测试说明了所提出的算法是有效的．最后将算法用于求解换热网络的优化问题,取得良好效果。     

Multi-objective layout optimization of a satellite module using the Wang-Landau sampling method with local search

The layout design of satellite modules is considered to be NP-hard. It is not only a complex coupled system design problem but also a special multi-objective optimization problem. The greatest challenge in solving this problem is that the function to be optimized is characterized by a multitude of local minima separated by high-energy barriers. The Wang-Landau (WL) sampling method, which is an improved Monte Carlo method, has been successfully applied to solve many optimization problems. In this paper we use the WL sampling method to optimize the layout of a satellite module. To accelerate the search for a global optimal layout, local search (LS) based on the gradient method is executed once the Monte-Carlo sweep produces a new layout. By combining the WL sampling algorithm, the LS method, and heuristic layout update strategies, a hybrid method called WL-LS is proposed to obtain a final layout scheme. Furthermore, to improve significantly the efficiency of the algorithm, we propose an accurate and fast computational method for the overlapping depth between two objects (such as two rectangular objects, two circular objects, or a rectangular object and a circular object) embedding each other. The rectangular objects are placed orthogonally. We test two instances using first 51 and then 53 objects. For both instances, the proposed WL-LS algorithm outperforms methods in the literature. Numerical results show that the WL-LS algorithm is an effective method for layout optimization of satellite modules.     

最优化问题全局寻优的PSO BFGS混合算法*

针对利用粒子群优化算法进行多极值函数优化时存在早熟收敛和搜索效率低的问题,提出混合的PSO-BFGS算法,并增强了混合算法的变异能力使算法能逃出局部极值点.通过对三种Benchmark函数的测试结果表明,PSO-BFGS算法不仅具有有效的全局收敛性能,而且还具有较快的收敛速度,是求解最优化问题的一种有效算法.     

结合分支定界法和线性规划的摄像机位姿估计

介绍了一种新的利用对应点估计摄像机位姿的算法。通常情况下,摄像机位姿估计可以转化为一个最优化问题,现有算法将问题转换成一个序列二阶锥规划问题,通过对旋转矩阵所在空间进行分支定界搜索来求取全局最优解。对现有算法进行改进,通过将二阶锥约束松弛为线性约束,提出了一种结合分支定界法和线性规划方法的全局优化算法。该算法不仅能够求得全局最优解,而且算法速度较现有算法提高了一倍以上。最后通过模拟数据和真实数据对该算法进行了验证,结果表明了该算法的准确性和高效性。     

一种新型非线性收敛因子的灰狼优化算法*

针对标准灰狼优化算法在求解复杂工程优化问题时存在求解精度不高和易陷入局部最优的缺点,提出一种新型灰狼优化算法用于求解无约束连续函数优化问题。该算法首先利用反向学习策略产生初始种群个体,为算法全局搜索奠定基础;受粒子群优化算法的启发,提出一种非线性递减收敛因子更新公式,其动态调整以平衡算法的全局搜索能力和局部搜索能力;为避免算法陷入局部最优,对当前最优灰狼个体进行变异操作。对10个测试函数进行仿真实验,结果表明,与标准灰狼优化算法相比,改进灰狼优化算法具有更好的求解精度和更快的收敛速度。     

Joint optimization for area traffic control and network flow

A joint optimization problem for solving area traffic control and network flow is investigated. A bilevel programming is used to formulate this joint optimization problem where the network flow following Wardrop's principles can be obtained by solving traffic assignment problems. In this paper, we present a solution approach for jointly optimizing the area traffic control and network flow on the basis of a newly presented algorithm for concurrent flow (Comput. Oper. Res. (2004) in press). We propose three kinds of formulations for this joint optimization problem and present a gradient-based method to effectively solve this problem via a mixture of locally optimal search and global search heuristic where a near global optimum may be found. Numerical comparisons are made for the values of performance index achieved by the joint optimization problem with system optimal flow and those did by equilibrium flow at various sets of initial signal settings. Substantially good results have demonstrated the robustness of the proposed algorithm in solving both system optimal and user equilibrium flow for the joint optimization problem at large-scale networks.     

A Non-monotone Line Search Algorithm for?Unconstrained Optimization

The monotone line search schemes have been extensively used in the iterative methods for solving various optimization problems. It is well known that the non-monotone line search technique can improve the likelihood of finding a global optimal solution and the numerical performance of the methods, especially for some difficult nonlinear problems. The traditional non-monotone line search approach requires that a maximum of recent function values decreases. In this paper, we propose a new line search scheme which requires that a convex combination of recent function values decreases. We apply the new line search technique to solve unconstrained optimization problems, and show the proposed algorithm possesses global convergence and R-linear convergence under suitable assumptions. We also report the numerical results of the proposed algorithm for solving almost all the unconstrained testing problems given in CUTEr, and give numerical comparisons of the proposed algorithm with two famous non-monotone methods.     

Solution quality of random search methods for discrete stochastic optimization

In this paper, we propose a framework for selecting a high quality global optimal solution for discrete stochastic optimization problems with a predetermined confidence level using general random search methods. This procedure is based on performing the random search algorithm several replications to get estimate of the error gap between the estimated optimal value and the actual optimal value. A confidence set that contains the optimal solution is then constructed and methods of the indifference zone approach are used to select the optimal solution with high probability. The proposed procedure is applied on a simulated annealing algorithm for solving a particular discrete stochastic optimization problem involving queuing models. The numerical results indicate that the proposed technique indeed locate a high quality optimal solution.     

星型结构的多目标粒子群算法求解多模态多目标问题

首先,根据多目标粒子群算法中的粒子结构信息,利用非支配解集构造粒子个体邻域之间的拓扑结构,提出星型结构的多目标粒子群算法用于求解多模态多目标问题。其次,针对多目标粒子群中全局最优个体选择困难,提出一种非支配解集分布均匀程度的评价方法,评价结果用于确定当前粒子对应的全局最优个体。最后,结合2种方法提出带均匀计算方法的星型拓扑结构多目标粒子群优化算法STMOPSONCMIU。通过测试函数分析算法的收敛性,表明改进的算法比原来的算法收敛速度快。实验结果表明,该算法可以较好地兼顾问题的目标空间和决策空间的分布,有效解决多模态多目标问题。     

Globally Optimal Estimates for Geometric Reconstruction Problems

We introduce a framework for computing statistically optimal estimates of geometric reconstruction problems. While traditional algorithms often suffer from either local minima or non-optimality—or a combination of both—we pursue the goal of achieving global solutions of the statistically optimal cost-function. Our approach is based on a hierarchy of convex relaxations to solve non-convex optimization problems with polynomials. These convex relaxations generate a monotone sequence of lower bounds and we show how one can detect whether the global optimum is attained at a given relaxation. The technique is applied to a number of classical vision problems: triangulation, camera pose, homography estimation and last, but not least, epipolar geometry estimation. Experimental validation on both synthetic and real data is provided. In practice, only a few relaxations are needed for attaining the global optimum.     

Immunity-based hybrid evolutionary algorithm for multi-objective optimization in global container repositioning

The development of evolutionary algorithms for optimization has always been a stimulating and growing research area with an increasing demand in using them to solve complex industrial optimization problems. A novel immunity-based hybrid evolutionary algorithm known as Hybrid Artificial Immune Systems (HAIS) for solving both unconstrained and constrained multi-objective optimization problems is developed in this research. The algorithm adopts the clonal selection and immune suppression theories, with a sorting scheme featuring uniform crossover, multi-point mutation, non-dominance and crowding distance sorting to attain the Pareto optimal front in an efficient manner. The proposed algorithm was verified with nine benchmarking functions on its global optimal search ability as well as compared with four optimization algorithms to assess its diversity and spread. Sensitivity analysis was also carried out to investigate the selection of key parameters of the algorithm. It is found that the developed immunity-based hybrid evolutionary algorithm provides a useful means for solving optimization problems and has successfully applied to the problem of global repositioning of containers, which is one of a constrained multi-objective optimization problem. The developed HAIS will assist shipping liners on timely decision making and planning of container repositioning operations in global container transportation business in an optimized and cost effective manner.     

Optimal routing in multiple I/O data network using neural network with perturbed energy function

An optimal routing problem in multiple I/O data network is one of the most important problems related on the performance of the network basically, and is formulated as a constrained nonlinear optimization problem. When solving the problem considered using neural networks, we may obtain local minima, rather than global minimum, because the problem has multimodals. In this paper, we introduce a perturbed energy function into the neural network based on a penalty method to solve the multimodal nonlinear optimization problem.     

带极值抖动的变尺度粒子群优化算法

为克服粒子群优化算法容易陷入局部最优解的问题,提出一种带极值抖动的变尺度粒子群优化算法,该算法在粒子进化过程中动态调整学习因子,改善粒子的搜索性能,利用极值抖动方法帮助粒子逃离局部最优解,采用变尺度方法逐步缩小算法的优化范围,提高算法搜索密度。实验表明,该算法对9个具有代表性的基准测试函数,其优化效率及优化精度均优于以往提出的典型粒子群优化改进算法。     

Experiments with repeating weighted boosting search for optimization in signal processing applications.

Many signal processing applications pose optimization problems with multimodal and nonsmooth cost functions. Gradient methods are ineffective in these situations, and optimization methods that require no gradient and can achieve a global optimal solution are highly desired to tackle these difficult problems. The paper proposes a guided global search optimization technique, referred to as the repeated weighted boosting search. The proposed optimization algorithm is extremely simple and easy to implement, involving a minimum programming effort. Heuristic explanation is given for the global search capability of this technique. Comparison is made with the two better known and widely used guided global search techniques, known as the genetic algorithm and adaptive simulated annealing, in terms of the requirements for algorithmic parameter tuning. The effectiveness of the proposed algorithm as a global optimizer are investigated through several application examples.     

Experiments with repeating weighted boosting search for optimization signal processing applications

Many signal processing applications pose optimization problems with multimodal and nonsmooth cost functions. Gradient methods are ineffective in these situations, and optimization methods that require no gradient and can achieve a global optimal solution are highly desired to tackle these difficult problems. The paper proposes a guided global search optimization technique, referred to as the repeated weighted boosting search. The proposed optimization algorithm is extremely simple and easy to implement, involving a minimum programming effort. Heuristic explanation is given for the global search capability of this technique. Comparison is made with the two better known and widely used guided global search techniques, known as the genetic algorithm and adaptive simulated annealing, in terms of the requirements for algorithmic parameter tuning. The effectiveness of the proposed algorithm as a global optimizer are investigated through several application examples.     

An augmented Lagrangian decomposition method for quasi-separable problems in MDO

Several decomposition methods have been proposed for the distributed optimal design of quasi-separable problems encountered in Multidisciplinary Design Optimization (MDO). Some of these methods are known to have numerical convergence difficulties that can be explained theoretically. We propose a new decomposition algorithm for quasi-separable MDO problems. In particular, we propose a decomposed problem formulation based on the augmented Lagrangian penalty function and the block coordinate descent algorithm. The proposed solution algorithm consists of inner and outer loops. In the outer loop, the augmented Lagrangian penalty parameters are updated. In the inner loop, our method alternates between solving an optimization master problem and solving disciplinary optimization subproblems. The coordinating master problem can be solved analytically; the disciplinary subproblems can be solved using commonly available gradient-based optimization algorithms. The augmented Lagrangian decomposition method is derived such that existing proofs can be used to show convergence of the decomposition algorithm to Karush–Kuhn–Tucker points of the original problem under mild assumptions. We investigate the numerical performance of the proposed method on two example problems.     

一种优化模糊神经网络的多目标微粒群算法

模糊神经网络优化是一个多目标优化问题．通过对模糊神经网络和微粒群算法的深入分析，提出了一种多目标微粒群算法．在算法中将网络的精确性和复杂性分别作为目标进行优化，再用一种启发性分量加权均值法来选取个体极值和全局极值．算法能够引导粒子较快地向非劣最优解区域移动并最终获得多个非劣最优解，为模糊神经网络的精确性和复杂性的折中寻优问题提供了一种解决方法．茶味觉信号识别的仿真实验验证了该算法的有效性．     

遗传算法GA结合BFGS预测玻璃组成

复杂组成玻璃的定量设计过程往往涉及复杂的多目标优化问题，依照传统方法逐个实现目标性质设计，常常顾此失彼，玻璃开发周期很长，为此将多个性质加权平均后转化为一个综合指数，通过对综合指数的模拟来实现多个目标的优化，而这一过程常常需要强劲的优化算法，对于这种变量多、函数关系复杂的优化问题，传统的基于梯度的算法常常过早收敛于局部最优，适合全局搜索的遗传算法的局部精细搜索能力不强，因此将遗传算法与BFGS算法结合用于玻璃陶瓷复合材料组分设计，弥补了二者的缺点，实现了玻璃组成快速推确的程序设计，作为一种通用算法，GA-BFGS算法亦可用于其它最优化过程。