Methods of searching for guaranteeing and optimistic solutions to integer optimization problems under uncertainty

The paper studies complex integer optimization problems with inexact coefficients of the linear objective function and convex quadratic constraint functions. Exact and approximate decomposition methods are developed and proved to search for guaranteeing and optimistic solutions to such problems. The methods are based on approximation of initial problems by problems of a simpler structure. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 103–114, January–February 2007.     

一个基于分枝搜索的函数全局优化方法

本文给出了算法性能的一种度量，并且提出了一种全局优化算法策略，其基本框架（分枝随机搜索）类似于二分搜索，即将搜索区域划分成等测试的两个子区间（也可以多个），通过采样确定最有可能包含全局最优点的子区间，将其保留；去掉另一半，在剩下的区间重复这一过程。尽管这种算法其简单性几近随机算法和络点法，但理论分析和实验结果表明，其效率却高得多。     

A two-phase optimization procedure for integer programming problems

This paper presents a simple two-phase method for optimizing integer programming problems with a linear or nonlinear objective function subject to multiple linear or nonlinear constraints. The primary phase is based on a variation of the method of steepest descent in the feasible region, and a hem-stitching approach when a constraint is violated. The secondary phase zeros on the optimum solution by exploring the neighborhood of the suboptimum found in the first phase of the optimization process. The effectiveness of this method is illustrated through the optimization of several examples. The results from the proposed optimization approach are compared to those from methods developed specially for dealing with integer problems. The proposed method is simple, easy to implement yet very effective in dealing with a wide class of integer problems such as spare allocation, reliability optimization, and transportation problems.     

超导MRI主磁体优化设计的模拟退火算法

在进行MRI(magneticresonanceimaging)超导主磁体的设计时常采用优化设计的方法,将各设计参数看作连续变量处理,但实际上很多参数是离散变量,为了更符合工程实际,将超导MRI主磁体的设计作为一个含有离散变量的全局优化问题。建立了适用于多种超导MRI主磁体结构的数学模型,包括设计变量、目标函数、约束条件等,选用了适用于MRI超导主磁体优化设计的含有离散变量的模拟退火算法进行设计。算例结果表明,本文选取的数学模型和优化算法是有效的,能够达到超导MRI主磁体设计的要求。     

A Multi-Objective Integer Melody Search Algorithm

There are a number of algorithms for the solution of continuous optimization problems. However, many practical design optimization problems use integer design variables instead of continuous. These types of problems cannot be handled by using continuous design variables-based algorithms. In this paper, we present a multi-objective integer melody search optimization algorithm (MO-IMS) for solving multi-objective integer optimization problems, which take design variables as integers. The proposed algorithm is a modified version of single-objective melody search (MS) algorithm, which is an innovative optimization algorithm, inspired by basic concepts applied in harmony search (HS) algorithm. Results show that MO-IMS has better performance in solving multi-objective integer problems than the existing multi-objective integer harmony search algorithm (MO-IHS). Performance of proposed algorithm is evaluated by using various performance metrics on test functions. The simulation results show that the proposed MO-IMS can be a better technique for solving multi-objective problems having integer decision variables.     

A hybrid surrogate and pattern search optimization method and application to microelectronics

A hybrid method for robust and efficient optimization process is developed by integrating a new response surface method and pattern search algorithm. The method is based on: (1) multipoint approximations of the objective and constraint functions, (2) a multiquadric radial basis function (RBF) for the zeroth-order function approximation and a new RBF plus polynomial-based moving least-squares approximation for the first-order enhanced function approximation, and (3) a pattern search algorithm to impose a descent condition and applied adaptive subregion management strategy. Several numerical examples are presented to illustrate accuracy and computational efficiency of the proposed method for both function approximation and design optimization. To demonstrate the effectiveness of the proposed hybrid method, it is applied to obtain optimum designs of a microelectronic packaging system. A two-stage optimization approach is proposed for the design optimization. The material properties of microelectronic packaging system and the shape parameters of solder ball are selected as design variables. Through design optimization, significant improvements of durability performances are obtained using the proposed hybrid optimization method.     

SO-MI: A surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems

This paper introduces a surrogate model based algorithm for computationally expensive mixed-integer black-box global optimization problems with both binary and non-binary integer variables that may have computationally expensive constraints. The goal is to find accurate solutions with relatively few function evaluations. A radial basis function surrogate model (response surface) is used to select candidates for integer and continuous decision variable points at which the computationally expensive objective and constraint functions are to be evaluated. In every iteration multiple new points are selected based on different methods, and the function evaluations are done in parallel. The algorithm converges to the global optimum almost surely. The performance of this new algorithm, SO-MI, is compared to a branch and bound algorithm for nonlinear problems, a genetic algorithm, and the NOMAD (Nonsmooth Optimization by Mesh Adaptive Direct Search) algorithm for mixed-integer problems on 16 test problems from the literature (constrained, unconstrained, unimodal and multimodal problems), as well as on two application problems arising from structural optimization, and three application problems from optimal reliability design. The numerical experiments show that SO-MI reaches significantly better results than the other algorithms when the number of function evaluations is very restricted (200–300 evaluations).     

A ranking selection-based particle swarm optimizer for engineering design optimization problems

Particle swarm optimization (PSO) algorithms have been proposed to solve optimization problems in engineering design, which are usually constrained (possibly highly constrained) and may require the use of mixed variables such as continuous, integer, and discrete variables. In this paper, a new algorithm called the ranking selection-based PSO (RSPSO) is developed. In RSPSO, the objective function and constraints are handled separately. For discrete variables, they are partitioned into ordinary discrete and categorical ones, and the latter is managed and searched directly without the concept of velocity in the standard PSO. In addition, a new ranking selection scheme is incorporated into PSO to elaborately control the search behavior of a swarm in different search phases and on categorical variables. RSPSO is relatively simple and easy to implement. Experiments on five engineering problems and a benchmark function with equality constraints were conducted. The results indicate that RSPSO is an effective and widely applicable optimizer for optimization problems in engineering design in comparison with the state-of-the-art algorithms in the area.     

Direct zigzag search for discrete multi-objective optimization

Multiple objective optimization (MOO) models and solution methods are commonly used for multi-criteria decision making in real-life engineering and management applications. Much research has been conducted for continuous MOO problems, but MOO problems with discrete or mixed integer variables and black-box objective functions arise frequently in practice. For example, in energy industry, optimal development problems of oil gas fields, shale gas hydraulic fracturing, and carbon dioxide geologic storage and enhanced oil recovery, may consider integer variables (number of wells, well drilling blocks), continuous variables (e.g. bottom hole pressures, production rates), and the field performance is typically evaluated by black-box reservoir simulation. These discrete or mixed integer MOO (DMOO) problems with black-box objective functions are more challenging and require new MOO solution techniques. We develop a direct zigzag (DZZ) search method by effectively integrating gradient-free direct search and zigzag search for such DMOO problems. Based on three numerical example problems including a mixed integer MOO problem associated with the optimal development of a carbon dioxide capture and storage (CCS) project, DZZ is demonstrated to be computationally efficient. The numerical results also suggest that DZZ significantly outperforms NSGA-II, a widely used genetic algorithms (GA) method.     

A simulation-based evolutionary multiobjective approach to manufacturing cell formation

The purpose of this paper is to propose a multiobjective optimization approach for solving the manufacturing cell formation problem, explicitly considering the performance of this said manufacturing system. Cells are formed so as to simultaneously minimize three conflicting objectives, namely, the level of the work-in-process, the intercell moves and the total machinery investment. A genetic algorithm performs a search in the design space, in order to approximate to the Pareto optimal set. The values of the objectives for each candidate solution in a population are assigned by running a discrete-event simulation, in which the model is automatically generated according to the number of machines and their distribution among cells implied by a particular solution. The potential of this approach is evaluated via its application to an illustrative example, and a case from the relevant literature. The obtained results are analyzed and reviewed. Therefore, it is concluded that this approach is capable of generating a set of alternative manufacturing cell configurations considering the optimization of multiple performance measures, greatly improving the decision making process involved in planning and designing cellular systems.     

基于代理模型和遗传算法的仿真优化研究

首先由已知样本建立神经网络作为代理模型，替代费时的仿真评价而快速给出近似目标值；然后基于代理模型，采用GA进行决策量寻优．为增强优化结果的可靠性和一致性，讨论了按问题信息选取样本和多模型方法.基于典型压力管设计问题的数值仿真，验证了所提出方法的可行性和有效性，其结果明显优于现有文献结果.     

Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions

This paper presents a new algorithm for derivative-free optimization of expensive black-box objective functions subject to expensive black-box inequality constraints. The proposed algorithm, called ConstrLMSRBF, uses radial basis function (RBF) surrogate models and is an extension of the Local Metric Stochastic RBF (LMSRBF) algorithm by Regis and Shoemaker (2007a) [1] that can handle black-box inequality constraints. Previous algorithms for the optimization of expensive functions using surrogate models have mostly dealt with bound constrained problems where only the objective function is expensive, and so, the surrogate models are used to approximate the objective function only. In contrast, ConstrLMSRBF builds RBF surrogate models for the objective function and also for all the constraint functions in each iteration, and uses these RBF models to guide the selection of the next point where the objective and constraint functions will be evaluated. Computational results indicate that ConstrLMSRBF is better than alternative methods on 9 out of 14 test problems and on the MOPTA08 problem from the automotive industry (Jones, 2008 [2]). The MOPTA08 problem has 124 decision variables and 68 inequality constraints and is considered a large-scale problem in the area of expensive black-box optimization. The alternative methods include a Mesh Adaptive Direct Search (MADS) algorithm (Abramson and Audet, 2006 [3]; Audet and Dennis, 2006 [4]) that uses a kriging-based surrogate model, the Multistart LMSRBF algorithm by Regis and Shoemaker (2007a) [1] modified to handle black-box constraints via a penalty approach, a genetic algorithm, a pattern search algorithm, a sequential quadratic programming algorithm, and COBYLA (Powell, 1994 [5]), which is a derivative-free trust-region algorithm. Based on the results of this study, the results in Jones (2008) [2] and other approaches presented at the ISMP 2009 conference, ConstrLMSRBF appears to be among the best, if not the best, known algorithm for the MOPTA08 problem in the sense of providing the most improvement from an initial feasible solution within a very limited number of objective and constraint function evaluations.     

基于均值改进控制策略的昂贵约束并行代理优化算法

针对具有黑箱特性的昂贵约束优化问题及工程中计算资源利用率不高问题,提出了新的基于均值改进控制策略的并行代理优化算法.该算法为了减少仿真建模计算负担,选取Kriging近似模型对目标函数和约束函数进行近似估计.在Kriging模型基础上,利用均值改进与新增试验样本间的不等关系构建具有距离特性的控制函数.算法的均值改进控制...     

Optimizing thermal design of data center cabinets with a new multi-objective genetic algorithm

There is an ever increasing need to use optimization methods for thermal design of data centers and the hardware populating them. Airflow simulations of cabinets and data centers are computationally intensive and this problem is exacerbated when the simulation model is integrated with a design optimization method. Generally speaking, thermal design of data center hardware can be posed as a constrained multi-objective optimization problem. A popular approach for solving this kind of problem is to use Multi-Objective Genetic Algorithms (MOGAs). However, the large number of simulation evaluations needed for MOGAs has been preventing their applications to realistic engineering design problems. In this paper, details of a substantially more efficient MOGA are formulated and demonstrated through a thermal analysis simulation model of a data center cabinet. First, a reduced-order model of the cabinet problem is constructed using the Proper Orthogonal Decomposition (POD). The POD model is then used to form the objective and constraint functions of an optimization model. Next, this optimization model is integrated with the new MOGA. The new MOGA uses a “kriging” guided operation in addition to conventional genetic algorithm operations to search the design space for global optimal design solutions. This approach for optimal design is essential to handle complex multi-objective situations, where the optimal solutions may be non-obvious from simple analyses or intuition. It is shown that in optimizing the data center cabinet problem, the new MOGA outperforms a conventional MOGA by estimating the Pareto front using 50% fewer simulation calls, which makes its use very promising for complex thermal design problems. Recommended by: Monem Beitelmal     

A sequential approximate programming strategy for reliability-based structural optimization

Although reliability-based structural optimization (RBSO) is recognized as a rational structural design philosophy that is more advantageous to deterministic optimization, most common RBSO is based on straightforward two-level approach connecting algorithms of reliability calculation and that of design optimization. This is achieved usually with an outer loop for optimization of design variables and an inner loop for reliability analysis. A number of algorithms have been proposed to reduce the computational cost of such optimizations, such as performance measure approach, semi-infinite programming, and mono-level approach. Herein the sequential approximate programming approach, which is well known in structural optimization, is extended as an efficient methodology to solve RBSO problems. In this approach, the optimum design is obtained by solving a sequence of sub-programming problems that usually consist of an approximate objective function subjected to a set of approximate constraint functions. In each sub-programming, rather than direct Taylor expansion of reliability constraints, a new formulation is introduced for approximate reliability constraints at the current design point and its linearization. The approximate reliability index and its sensitivity are obtained from a recurrence formula based on the optimality conditions for the most probable failure point (MPP). It is shown that the approximate MPP, a key component of RBSO problems, is concurrently improved during each sub-programming solution step. Through analytical models and comparative studies over complex examples, it is illustrated that our approach is efficient and that a linearized reliability index is a good approximation of the accurate reliability index. These unique features and the concurrent convergence of design optimization and reliability calculation are demonstrated with several numerical examples.     

An energy function for the random neural network

Since Hopfield's seminal work on energy functions for neural networks and their consequence for the approximate solution of optimization problems, much attention has been devoted to neural heuristics for combinatorial optimization. These heuristics are often very time-consuming because of the need for randomization or Monte Carlo simulation during the search for solutions. In this paper, we propose a general energy function for a new neural model, the random neural model of Gelenbe. This model proposes a scheme of interaction between the neurons and not a dynamic equation of the system. Then, we apply this general energy function to different optimization problems.     

Simulation approach to structural optimization

A unified approach to various problems of structural optimization is presented. It is based on a combination of mathematical models of different complexity. The models describe the behaviour of a designed structure. From the computational point of view, it is connected with the sequential approximation of design problem constraints and/or an objective function. In each step, a subregion of the initial search region in the space of design variables is chosen. In this subregion, various points (designs) are selected, for which response analyses are carried out using a numerical method (mostly FEM). Using the least-squares method, analytical expressions are formulated, which then replace the initial problem functions. They are used as functions of a particular mathematical programming problem. The size and location of sequential subregions may be changed according to the result of the search. The choice of one particular form of the analytical expressions is described. The application of the approach is shown by means of test examples and comparison with other optimization techniques is presented.Visiting scientist in the Department of Solid Mechanics, The Technical University of Denmark, Lyngby, Denmark, September 1987 – August 1988.     

A hybrid shuffled complex evolution approach with pattern search for unconstrained optimization

The difficulties associated with using classical mathematical programming methods on complex optimization problems have contributed to the development of alternative and efficient numerical approaches. Recently, to overcome the limitations of classical optimization methods, researchers have proposed a wide variety of meta-heuristics for searching near-optimum solutions to problems. Among the existing meta-heuristic algorithms, a relatively new optimization paradigm is the Shuffled Complex Evolution at the University of Arizona (SCE-UA) which is a global optimization strategy that combines concepts of the competition evolution theory, downhill simplex procedure of Nelder-Mead, controlled random search and complex shuffling. In an attempt to reduce processing time and improve the quality of solutions, particularly to avoid being trapped in local optima, in this paper is proposed a hybrid SCE-UA approach. The proposed hybrid algorithm is the combination of SCE-UA (without Nelder-Mead downhill simplex procedure) and a pattern search approach, called SCE-PS, for unconstrained optimization. Pattern search methods are derivative-free, meaning that they do not use explicit or approximate derivatives. Moreover, pattern search algorithms are direct search methods well suitable for the global optimization of highly nonlinear, multiparameter, and multimodal objective functions. The proposed SCE-PS method is tested with six benchmark optimization problems. Simulation results show that the proposed SCE-PS improves the searching performance when compared with the classical SCE-UA and a genetic algorithm with floating-point representation for all the tested problems. As evidenced by the performance indices based on the mean performance of objective function in 30 runs and mean of computational time, the SCE-PS algorithm has demonstrated to be effective and efficient at locating best-practice optimal solutions for unconstrained optimization.