求解约束优化问题的改进布谷鸟搜索算法

为了提高约束优化问题的求解精度和收敛速度,提出求解约束优化问题的改进布谷鸟搜索算法。首先分析了基本布谷鸟搜索算法全局搜索和局部搜索过程中的不足,对其中全局搜索和局部搜索迭代公式进行重新定义,然后以一定概率在最优解附近进行搜索。对12个标准约束优化问题和4个工程约束优化问题进行测试并与多种算法进行对比,实验结果和统计分析表明所提算法在求解约束优化问题上具有较强的优越性。     

Structural reliability assessment by salp swarm algorithm–based FORM

The first-order reliability method (FORM) is well recognized as an efficient approach for reliability analysis. Rooted in considering the reliability problem as a constrained optimization of a function, the traditional FORM makes use of gradient-based optimization techniques to solve it. However, the gradient-based optimization techniques may result in local convergence or even divergence for the highly nonlinear or high-dimensional performance function. In this paper, a hybrid method combining the Salp Swarm Algorithm (SSA) and FORM is presented. In the proposed method, a Lagrangian objective function is constructed by the exterior penalty function method to facilitate meta-heuristic optimization strategies. Then, SSA with strong global optimization ability for highly nonlinear and high-dimensional problems is utilized to solve the Lagrangian objective function. In this regard, the proposed SSA-FORM is able to overcome the limitations of FORM including local convergence and divergence. Finally, the accuracy and efficiency of the proposed SSA-FORM are compared with two gradient-based FORMs and several heuristic-based FORMs through eight numerical examples. The results show that the proposed SSA-FORM can be generally applied for reliability analysis involving low-dimensional, high-dimensional, and implicit performance functions.     

求解约束优化问题的退火遗传算法

针对基于罚函数遗传算法求解实际约束优化问题的困难与缺点,提出了求解约束优化问题的退火遗传算法。对种群中的个体定义了不可行度,并设计退火遗传选择操作。算法分三阶段进行,首先用退火算法搜索产生初始种群体,随后利用遗传算法使搜索逐渐收敛于可行的全局最优解或较优解,最后用退火优化算法对解进行局部优化。两个典型的仿真例子计算结果证明该算法能极大地提高计算稳定性和精度。     

A human‐like numerical technique for design of engineering systems

Because of the necessity for considering various creative and engineering design criteria, optimal design of an engineering system results in a highly‐constrained multi‐objective optimization problem. Major numerical approaches to such optimal design are to force the problem into a single objective function by introducing unjustifiable additional parameters and solve it using a single‐objective optimization method. Due to its difference from human design in process, the resulting design often becomes completely different from that by a human designer. This paper presents a novel numerical design approach, which resembles the human design process. Similar to the human design process, the approach consists of two steps: (1) search for the solution space of the highly‐constrained multi‐objective optimization problem and (2) derivation of a final design solution from the solution space. Multi‐objective gradient‐based method with Lagrangian multipliers (MOGM‐LM) and centre‐of‐gravity method (CoGM) are further proposed as numerical methods for each step. The proposed approach was first applied to problems with test functions where the exact solutions are known, and results demonstrate that the proposed approach can find robust solutions, which cannot be found by conventional numerical design approaches. The approach was then applied to two practical design problems. Successful design in both the examples concludes that the proposed approach can be used for various design problems that involve both the creative and engineering design criteria. Copyright © 2005 John Wiley & Sons, Ltd.     

Evolutionary computation of unconstrained and constrained problems using a novel momentum-type particle swarm optimization

This study proposes a novel momentum-type particle swarm optimization (PSO) method, which will find good solutions of unconstrained and constrained problems using a delta momentum rule to update the particle velocity. The algorithm modifies Shi and Eberhart's PSO to enhance the computational efficiency and solution accuracy. This study also presents a continuous non-stationary penalty function, to force design variables to satisfy all constrained functions. Several well-known and widely used benchmark problems were employed to compare the performance of the proposed PSO with Kennedy and Eberhart's PSO and Shi and Eberhart's modified PSO. Additionally, an engineering optimization task for designing a pressure vessel was applied to test the three PSO algorithms. The optimal solutions are presented and compared with the data from other works using different evolutionary algorithms. To show that the proposed momentum-type PSO algorithm is robust, its convergence rate, solution accuracy, mean absolute error, standard deviation, and CPU time were compared with those of both the other PSO algorithms. The experimental results reveal that the proposed momentum-type PSO algorithm can efficiently solve unconstrained and constrained engineering optimization problems.     

A direct application of higher-order parametric programming techniques to structural optimization

Computational methods based on a sequence of parametric programming problems are presented for solving constrained optimization problems (COP) without any parameter. An auxiliary parametric programming problem (APPP) is formulated in order to solve COP. The procedure is started with an arbitrary initial solution which is the trivial solution of APPP corresponding to the initial value of the parameter. Then the optimal solution for the final value of the parameter, which is the optimal solution of COP, is estimated by Taylor's expansion with respect to the parameter where higher-order terms are incorporated. It is shown that the incorporation of the higher-order terms indeed leads to a faster convergence of the solution. As an extension of the method, a general algorithm is presented for optimum design problems with state variable constraints which are implicit functions of the design variables. Logarithmic penalty functions are incorporated and the weight coefficients for the penalty terms are updated continuously. The derivatives of the state variables with respect to the parameter and their sensitivity coefficients are expressed explicitly in terms of those of the design variables. Finally, a method of simultaneous analysis and optimization is developed for trusses with geometrical non-linearity.     

An effective hybrid cuckoo search and genetic algorithm for constrained engineering design optimization

This article presents an effective hybrid cuckoo search and genetic algorithm (HCSGA) for solving engineering design optimization problems involving problem-specific constraints and mixed variables such as integer, discrete and continuous variables. The proposed algorithm, HCSGA, is first applied to 13 standard benchmark constrained optimization functions and subsequently used to solve three well-known design problems reported in the literature. The numerical results obtained by HCSGA show competitive performance with respect to recent algorithms for constrained design optimization problems.     

解非线性方程的一类可微优化方法

本文提出了一种求解非线性方程的新方法,通过把问题等价为一个带不等式约束的优化问题,利用极大熵函数和罚函数建立了求解非线性方程的一个可微优化方法,证明了方法的收敛性,给出了数值算例,理论和算例均表明该方法是可靠和有效的。     

Applying tabu search and simulated annealing to the optimal design of sewer networks

Optimizations of sewer network designs create complicated and highly nonlinear problems wherein conventional optimization techniques often get easily bogged down in local optima and cannot successfully address such problems. In the past decades, heuristic algorithms possessing robust and efficient global search capabilities have helped to solve continuous and discrete optimization problems and have demonstrated considerable promise. This study applied tabu search (TS) and simulated annealing (SA) to the optimization of sewer network designs. For a case study, this article used the sewer network design of a central Taiwan township, which contains significantly varied elevations, and the optimal designs from TS and SA were compared with the original official design. The results show that, in contrast with the original design's failure to satisfy the minimum flow-velocity requirements, both TS and SA achieved least-cost solutions that also fulfilled all the constraints of the design criteria. According to the average performance of 200 trials, SA outperformed TS in both robustness and efficiency for solving sewer network optimization problems.     

基于SA算法的行星齿轮减速器离散变量优化设计

考虑制造工艺要求,将所有设计变量均视为离散变量,包括一般离散变量和伪离散变量,并就这两种情况下状态产生函数的设计原理进行深入研究,解决了将模拟退火算法用于离散变量函数优化的关键技术问题,介绍了一种基于模拟退火算法的离散变量函数优化的新方法。行星齿轮传动中各齿轮的齿数受传动比条件、同轴条件和装配条件的限制而不能任意取值,齿轮的模数也要受国家标准的制约只能取一些离散值,用以数学规划理论为基础的经典约束优化方法求解效果很差,用基于模拟退火算法的离散变量优化设计方法则可以方便快捷地获得满足各方面要求的最优设计方案。     

Efficiently solving linear bilevel programming problems using off-the-shelf optimization software

Many optimization models in engineering are formulated as bilevel problems. Bilevel optimization problems are mathematical programs where a subset of variables is constrained to be an optimal solution of another mathematical program. Due to the lack of optimization software that can directly handle and solve bilevel problems, most existing solution methods reformulate the bilevel problem as a mathematical program with complementarity conditions (MPCC) by replacing the lower-level problem with its necessary and sufficient optimality conditions. MPCCs are single-level non-convex optimization problems that do not satisfy the standard constraint qualifications and therefore, nonlinear solvers may fail to provide even local optimal solutions. In this paper we propose a method that first solves iteratively a set of regularized MPCCs using an off-the-shelf nonlinear solver to find a local optimal solution. Local optimal information is then used to reduce the computational burden of solving the Fortuny-Amat reformulation of the MPCC to global optimality using off-the-shelf mixed-integer solvers. This method is tested using a wide range of randomly generated examples. The results show that our method outperforms existing general-purpose methods in terms of computational burden and global optimality.     

The Statistical Filter Approach to Constrained Optimization

Abstract

Expensive black box systems arise in many engineering applications but can be difficult to optimize because their output functions may be complex, multi-modal, and difficult to understand. The task becomes even more challenging when the optimization is subject to multiple constraints and no derivative information is available. In this article, we combine response surface modeling and filter methods in order to solve problems of this nature. In employing a filter algorithm for solving constrained optimization problems, we establish a novel probabilistic metric for guiding the filter. Overall, this hybridization of statistical modeling and nonlinear programming efficiently utilizes both global and local search in order to quickly converge to a global solution to the constrained optimization problem. To demonstrate the effectiveness of the proposed methods, we perform numerical tests on a synthetic test problem, a problem from the literature, and a real-world hydrology computer experiment optimization problem.     

SIMULATED ANNEALING AND PARALLEL PROCESSING: AN IMPLEMENTATION FOR CONSTRAINED GLOBAL DESIGN OPTIMIZATION

Global optimization becomes important as more and more complex designs are evaluated and optimized for superior performance. Often parametric designs are highly constrained, adding complexity to the design problem. In this work simulated annealing (SA), a stochastic global optimization technique, is implemented by augmenting it with a feasibility improvement scheme (FIS) that makes it possible to formulate and solve a constrained optimization problem without resorting to artificially modifying the objective function. The FIS is also found to help recover from the infeasible design space rapidly. The effectiveness of the improved algorithm is demonstrated by solving a welded beam design problem and a two part stamping optimization problem. Large scale practical design problems may prohibit the efficient use of computationally intensive iterative algorithms such as SA. Hence the FIS augmented SA algorithm is implemented on an Intel iPSC/860 parallel super-computer using a data parallel structure of the algorithm for the solution of large scale optimization problems. The numerical results demonstrate the effectiveness of the FIS as well as the parallel version of the SA algorithm. Expressions are developed for the estimation of the speedup of iterative algorithms running on a parallel computer with hyper-cube interconnection topology. Computational speedup in excess of 8 is achieved using 16 processors. The timing results given for the example problems provide guidelines to designers in the use of parallel computers for iterative processes.     

An Evolutionary Lagrange Method For Mixed-Integer Constrained Optimization Problems

This study proposes a method for solving mixed-integer constrained optimization problems using an evolutionary Lagrange method. In this approach, an augmented Lagrange function is used to transform the mixed-integer constrained optimization problem into an unconstrained min—max problem with decision-variable minimization and Lagrange-multiplier maximization. The mixed-integer hybrid differential evolution (MIHDE) is introduced into the evolutionary min—max algorithm to accomplish the implementation of the evolutionary Lagrange method. MIHDE provides a mixed coding to denote genetic representations of teal and integer variables, and a rounding operation is used to guide the genetic evolution of integer variables. To fulfill global convergence, self-adaptation for penalty parameters is involved in the evolutionary min—max algorithm so that small penalty parameters can be used, not affecting the final search results. Some numerical experiments are tested to evacuate the performance of the proposed method. Numerical experiments demonstrate that the proposed method converges to better solutions than the conventional penalty function method     

遗传算法与惩罚函数法在机械优化设计中的应用

提出了应用于机械优化设计的"遗传算法+惩罚函数法"的通用算法.它非常适合求解复杂的非线性约束优化问题.本通用算法既克服了传统优化方法的缺点,得到了一个较为理想的全域最优解;同时也改善了遗传算法的局限性.     

A tractable approximation of non-convex chance constrained optimization with non-Gaussian uncertainties

Chance constrained optimization problems in engineering applications possess highly nonlinear process models and non-convex structures. As a result, solving a nonlinear non-convex chance constrained optimization (CCOPT) problem remains as a challenging task. The major difficulty lies in the evaluation of probability values and gradients of inequality constraints which are nonlinear functions of stochastic variables. This article proposes a novel analytic approximation to improve the tractability of smooth non-convex chance constraints. The approximation uses a smooth parametric function to define a sequence of smooth nonlinear programs (NLPs). The sequence of optimal solutions of these NLPs remains always feasible and converges to the solution set of the CCOPT problem. Furthermore, Karush–Kuhn–Tucker (KKT) points of the approximating problems converge to a subset of KKT points of the CCOPT problem. Another feature of this approach is that it can handle uncertainties with both Gaussian and/or non-Gaussian distributions.     

增强差异演化算法及其应用

针对约束优化问题,提出一种适于约束优化的增强差异演化算法(enhanced differential evolution algorithm for constrained optimization, ECDE).在约束处理上采用不可行域与可行域更新规则的方法,避免了传统的惩罚函数方法中对惩罚因子的设置,使算法的实现变得简单.改进了DE算法的变异操作,对选择的3个父代个体进行操作遍历,产生6个候选解,取适应值最优的为变异操作的解,大大改善了算法的稳定性、鲁棒性和搜索性能.通过4个测试函数和1个设计实例仿真,表明所提出的算法具有较快的收敛速度和较好的稳定性和鲁棒性.     

A sequential quadratically constrained quadratic programming technique for a multi-objective optimization problem

In this article a line search algorithm is proposed for solving constrained multi-objective optimization problems. At every iteration of the proposed method, a subproblem is formulated using quadratic approximation of all functions. A feasible descent direction is obtained as a solution of this subproblem. This scheme takes care some ideas of the sequential quadratically constrained quadratic programming technique for single objective optimization problems. A non-differentiable penalty function is used to restrict constraint violations at every iterating point. Convergence of the scheme is justified under the Slater constraint qualification along with some reasonable assumptions. The proposed algorithm is verified and compared with existing methods with a set of test problems. It is observed that this algorithm provides better results in most of the test problems.     

A deterministic global approach for mixed-discrete structural optimization

This study proposes a novel approach for finding the exact global optimum of a mixed-discrete structural optimization problem. Although many approaches have been developed to solve the mixed-discrete structural optimization problem, they cannot guarantee finding a global solution or they adopt too many extra binary variables and constraints in reformulating the problem. The proposed deterministic method uses convexification strategies and linearization techniques to convert a structural optimization problem into a convex mixed-integer nonlinear programming problem solvable to obtain a global optimum. To enhance the computational efficiency in treating complicated problems, the range reduction technique is also applied to tighten variable bounds. Several numerical experiments drawn from practical structural design problems are presented to demonstrate the effectiveness of the proposed method.     

约束阻尼结构的改进准则法拓扑减振动力学优化

旨在为减振设计提供理论基础,研究约束阻尼结构拓扑动力学优化。以阻尼材料用量、振动特征方程、模态频率为约束,以多模态损耗因子倒数的加权和最小为目标,建立了约束阻尼结构拓扑优化模型,引入MAC因子控制结构的振型跃阶。在引入质量阵惩罚因子基础上推导出优化目标灵敏度。考虑到优化目标函数的非凸性,采用常规准则法(OC)寻优可能会使拓扑变量出现负值或陷入局部优化,故引入数学规划移动渐近技术对OC法进行改进,从而将全体拓扑变量纳入改进算法的优化迭代全过程。编程实现了约束阻尼板改进OC法拓扑动力学优化并对改进法性能进行了仿真。结果显示,改进算法可得到更合理的约束阻尼层构形,可使结构取得更佳减振效果。研究表明,改进算法迭代稳定性更好、寻优效率更高、更具全域最优性。