Genetic algorithm with adaptive and dynamic penalty functions for the selection of cleaner production measures: a constrained optimization problem

This paper presents a new approach of genetic algorithm (GA) to solve the constrained optimization problem. In a constrained optimization problem, feasible and infeasible regions occupy the search space. The infeasible regions consist of the solutions that violate the constraint. Oftentimes classical genetic operators generate infeasible or invalid chromosomes. This situation takes a turn for the worse when infeasible chromosomes alone occupy the whole population. To address this problem, dynamic and adaptive penalty functions are proposed for the GA search process. This is a novel strategy because it will attempt to transform the constrained problem into an unconstrained problem by penalizing the GA fitness function dynamically and adaptively. New equations describing these functions are presented and tested. The effects of the proposed functions developed have been investigated and tested using different GA parameters such as mutation and crossover. Comparisons of the performance of the proposed adaptive and dynamic penalty functions with traditional static penalty functions are presented. The result from the experiments show that the proposed functions developed are more accurate, efficient, robust and easy to implement. The algorithms developed in this research can be applied to evaluate environmental impacts from process operations.     

研发型企业多项目人力资源调度研究——基于蚁群优化的超启发式算法

现阶段,研发型企业的项目处于多项目环境下,为了解决多项目并行时人力资源争夺问题,本文针对该类企业多项目管理中人力资源调度进行优化研究,以考虑项目延期惩罚成本的最小总成本为目标函数,将现实问题抽象建模。基于国内外的研究提出了一种超启发式算法进行求解,该算法将人力资源调度问题分为项目活动分配和人员选择项目活动两个部分,采用蚁群优化作为高层启发式策略搜索低层启发式规则,再进一步根据规则解构造出可行解。最后本研究设计多组仿真实验与启发式规则进行对比,结果表明该算法有较好的搜索性能,为人力资源的调度问题提供了新的解决方案。     

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。     

Neighborhood search algorithms with restricted infeasible solution sets–application to a transportation project evaluation problem

Abstract

Using a transportation project evaluation problem as an example, in this paper we employ the local search method, the threshold accepting method, together with the combination of feasible and restricted infeasible solution sets in neighborhood searches, to develop four solution algorithms. The test results indicate that the threshold accepting algorithm and the local search algorithm, that combine feasible and restricted infeasible solution sets, can improve the conventional threshold accepting algorithm and local search algorithm, which are confined to feasible solution sets.     

基于虚载荷变量的无网格法形状优化的研究

将选择施加在"虚结构"控制点上的虚载荷作为形状优化的设计变量,并将它与无网格Galerkin法相结合来开展结构形状优化研究,采用罚函数法来施加边界条件,通过直接微分法建立了结构形状优化的离散型灵敏度分析算法,利用无网格法研究了节点坐标关于设计变量导数的计算。所提出的算法简单明了,它不仅解决了网格的畸变问题,而且简化了优化模型和迭代流程,并可使结构的受力特性得到进一步的改善。最后用2个工程实例验证了所建立的算法,并得到了形状优化结果。     

A constrained optimization algorithm based on the simplex search method

In this article, a robust method is presented for handling constraints with the Nelder and Mead simplex search method, which is a direct search algorithm for multidimensional unconstrained optimization. The proposed method is free from the limitations of previous attempts that demand the initial simplex to be feasible or a projection of infeasible points to the nonlinear constraint boundaries. The method is tested on several benchmark problems and the results are compared with various evolutionary algorithms available in the literature. The proposed method is found to be competitive with respect to the existing algorithms in terms of effectiveness and efficiency.     

基于IHHO算法的光伏电池工程模型的参数辨识

针对HHO算法存在搜索过程调整不够灵活,不能针对性地进行阶段性搜索,有时会陷入局部最优使算法搜索精度相对较差等问题,提出了一种基于改进哈里斯鹰优化(IHHO)算法的参数辨识方法.对HHO算法进行了两项改进:引人柔性递减策略,在迭代初期扩大全局搜索范围,在迭代后期延长局部搜索时间,从而加强了初期的全局搜索能力和后期的局部...     

线性权互补问题的改进全牛顿步不可行内点算法

权互补问题是指在一个流形与一个锥的交集上找到一向量对,使得这对向量的某代数积等于一个给定的权向量。当权向量为零时,权互补问题退化为互补问题。作为互补问题的非平凡推广,权互补问题可用于求解科学、经济和工程中的诸多均衡问题,且在某些情况下可以产生更高效的算法。考虑非负象限上的一类线性权互补问题,提出了一种改进的全牛顿步不可行内点算法来求其数值解。通过推广线性优化的全牛顿步不可行内点算法,给出了线性权互补问题的扰动问题、中心路径及其诱导的牛顿方向。算法构造了线性权互补问题的一系列扰动问题的严格可行点;每一步主迭代由一个可行步和若干个中心步组成,且都采用全牛顿步,因而无需计算步长;在每一步迭代,算法的可行性残差和权向量残差都以相同比率减少;运用中心步的二次收敛结果,为可行步提供了一个稍宽的邻域。通过分析算法的可行步,中心步和收敛性,得到了算法的全局收敛性和多项式时间复杂度。最后,数值算例验证了算法求解线性权互补问题的有效性。     

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.     

Modified Differential Evolution Algorithm for Solving Dynamic Optimization with Existence of Infeasible Environments

Dynamic constrained optimization is a challenging research topic in which the objective function and/or constraints change over time. In such problems, it is commonly assumed that all problem instances are feasible. In reality some instances can be infeasible due to various practical issues, such as a sudden change in resource requirements or a big change in the availability of resources. Decision-makers have to determine whether a particular instance is feasible or not, as infeasible instances cannot be solved as there are no solutions to implement. In this case, locating the nearest feasible solution would be valuable information for the decision-makers. In this paper, a differential evolution algorithm is proposed for solving dynamic constrained problems that learns from past environments and transfers important knowledge from them to use in solving the current instance and includes a mechanism for suggesting a good feasible solution when an instance is infeasible. To judge the performance of the proposed algorithm, 13 well-known dynamic test problems were solved. The results indicate that the proposed algorithm outperforms existing recent algorithms with a margin of 79.40% over all the environments and it can also find a good, but infeasible solution, when an instance is infeasible.     

基于智能混合策略的测试集优化

利用基于粒子群和蚁群算法的智能混合优化策略,删除冗余测试向量以解决测试集的优化问题. 利用蚁群算法的并行搜索能力构造初始解集,通过粒子群优化算法将解集维数降低,确定每次迭代的个体最优解和全局最优解,并利用新粒子信息更新信息素,最终通过多次迭代找到一个或多个最优测试集. 通过多组数据实例分析可知: 该智能混合优化策略与蚁群算法等其他测试集优化算法相比,可得到多个可行性最优测试集;与蚁群算法相比可提高收敛速度,并降低蚁群算法参数选取对收敛结果的影响,从而避免次优解的出现.     

Coupling ant colony optimization and the extended great deluge algorithm for the discrete facility layout problem

This article uses a hybrid optimization approach to solve the discrete facility layout problem (FLP), modelled as a quadratic assignment problem (QAP). The idea of this approach design is inspired by the ant colony meta-heuristic optimization method, combined with the extended great deluge (EGD) local search technique. Comparative computational experiments are carried out on benchmarks taken from the QAP-library and from real life problems. The performance of the proposed algorithm is compared to construction and improvement heuristics such as H63, HC63-66, CRAFT and Bubble Search, as well as other existing meta-heuristics developed in the literature based on simulated annealing (SA), tabu search and genetic algorithms (GAs). This algorithm is compared also to other ant colony implementations for QAP. The experimental results show that the proposed ant colony optimization/extended great deluge (ACO/EGD) performs significantly better than the existing construction and improvement algorithms. The experimental results indicate also that the ACO/EGD heuristic methodology offers advantages over other algorithms based on meta-heuristics in terms of solution quality.     

Multi-objective feasibility enhanced particle swarm optimization

This article introduces a new method entitled multi-objective feasibility enhanced partical swarm optimization (MOFEPSO), to handle highly-constrained multi-objective optimization problems. MOFEPSO, which is based on the particle swarm optimization technique, employs repositories of non-dominated and feasible positions (or solutions) to guide feasible particle flight. Unlike its counterparts, MOFEPSO does not require any feasible solutions in the initialized swarm. Additionally, objective functions are not assessed for infeasible particles. Such particles can only fly along sensitive directions, and particles are not allowed to move to a position where any previously satisfied constraints become violated. These unique features help MOFEPSO gradually increase the overall feasibility of the swarm and to finally attain the optimal solution. In this study, multi-objective versions of a classical gear-train optimization problem are also described. For the given problems, the article comparatively evaluates the performance of MOFEPSO against several popular optimization algorithms found in the literature.     

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.     

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.     

Constrained optimization by radial basis function interpolation for high-dimensional expensive black-box problems with infeasible initial points

This article develops two new algorithms for constrained expensive black-box optimization that use radial basis function surrogates for the objective and constraint functions. These algorithms are called COBRA and Extended ConstrLMSRBF and, unlike previous surrogate-based approaches, they can be used for high-dimensional problems where all initial points are infeasible. They both follow a two-phase approach where the first phase finds a feasible point while the second phase improves this feasible point. COBRA and Extended ConstrLMSRBF are compared with alternative methods on 20 test problems and on the MOPTA08 benchmark automotive problem (D.R. Jones, Presented at MOPTA 2008), which has 124 decision variables and 68 black-box inequality constraints. The alternatives include a sequential penalty derivative-free algorithm, a direct search method with kriging surrogates, and two multistart methods. Numerical results show that COBRA algorithms are competitive with Extended ConstrLMSRBF and they generally outperform the alternatives on the MOPTA08 problem and most of the test problems.     

Novel orthogonal simulated annealing with fractional factorial analysis to solve global optimization problems

A classical simulated annealing (SA) method is a generic probabilistic and heuristic approach to solving global optimization problems. It uses a stochastic process based on probability, rather than a deterministic procedure, to seek the minima or maxima in the solution space. Although the classical SA method can find the optimal solution to most linear and nonlinear optimization problems, the algorithm always requires numerous numerical iterations to yield a good solution. The method also usually fails to achieve optimal solutions to large parameter optimization problems. This study incorporates well-known fractional factorial analysis, which involves several factorial experiments based on orthogonal tables to extract intelligently the best combination of factors, with the classical SA to enhance the numerical convergence and optimal solution. The novel combination of the classical SA and fractional factorial analysis is termed the orthogonal SA herein. This study also introduces a dynamic penalty function to handle constrained optimization problems. The performance of the proposed orthogonal SA method is evaluated by computing several representative global optimization problems such as multi-modal functions, noise-corrupted data fitting, nonlinear dynamic control, and large parameter optimization problems. The numerical results show that the proposed orthogonal SA method markedly outperforms the classical SA in solving global optimization problems with linear or nonlinear objective functions. Additionally, this study addressed two widely used nonlinear functions, proposed by Keane and Himmelblau to examine the effectiveness of the orthogonal SA method and the presented penalty function when applied to the constrained problems. Moreover, the orthogonal SA method is applied to two engineering optimization design problems, including the designs of a welded beam and a coil compression spring, to evaluate the capacity of the method for practical engineering design. The computational results show that the proposed orthogonal SA method is effective in determining the optimal design variables and the value of objective function.     

一种工业机器人多目标轨迹优化算法

为解决工业机器人工作效率低、能耗损失严重和关节冲击磨损较大的问题,提出了一种基于布谷鸟搜索（cuckoo search,CS）算法和非支配排序遗传算法-Ⅱ(non-dominated sorting genetic algorithm-Ⅱ,NSGA-Ⅱ)的混合算法（简称为CSNSGA-Ⅱ）,用于机器人的轨迹优化。采用5次非均匀有理B样条（non-uniform rational B-splines,NURBS）曲线作为工业机器人的轨迹规划曲线,同时以运动时间、能耗和冲击磨损为优化目标构建相应的多目标轨迹优化模型,并在速度、加速度和加加速度的约束下采用CSNSGA-Ⅱ进行轨迹优化。CSNSGA-Ⅱ以Tent混沌映射初始化时间序列,采用不可行度算法将解分为可行解与不可行解,并利用改进的CS算法对不可行解进行处理。利用MATLAB软件对6R勃朗特机器人进行建模仿真,并对得到的非支配解集和归一化加权迭代最优值进行对比分析。仿真结果表明,相比于NSGA-Ⅱ、多目标粒子群优化（multi-objective particle swarm optimization,MOPSO）算法,所提出的CSNS...     

Self-adaptive multi-objective harmony search for optimal design of water distribution networks

In multi-objective optimization computing, it is important to assign suitable parameters to each optimization problem to obtain better solutions. In this study, a self-adaptive multi-objective harmony search (SaMOHS) algorithm is developed to apply the parameter-setting-free technique, which is an example of a self-adaptive methodology. The SaMOHS algorithm attempts to remove some of the inconvenience from parameter setting and selects the most adaptive parameters during the iterative solution search process. To verify the proposed algorithm, an optimal least cost water distribution network design problem is applied to three different target networks. The results are compared with other well-known algorithms such as multi-objective harmony search and the non-dominated sorting genetic algorithm-II. The efficiency of the proposed algorithm is quantified by suitable performance indices. The results indicate that SaMOHS can be efficiently applied to the search for Pareto-optimal solutions in a multi-objective solution space.     

Optimization of non-unimodal systems

Two direct search algorithms for the optimization of non-unimodal systems are presented. One method is interior in nature by using boundary relaxation with pseudo one-dimensional search in the feasible region; the other one is an exterior method which allows the violation of constraints followed by the use of a penalty function to drive the search back into the feasible region. These two methods are usually capable of leaving local optima to reach a better solution if such exists. The application of the proposed approaches to several non-unimodal systems shows that they are better than the existing methods. The proposed methods are also attractive because of the ease of programming and the high probability of reaching the global optimum.