Lagrangian heuristic-based neighbourhood search for the multiple-choice multi-dimensional knapsack problem

This article addresses a Lagrangian heuristic-based neighbourhood search for the multiple-choice multi-dimensional knapsack problem, an NP-hard combinatorial optimization problem. The problem is solved by using a cooperative approach that uses a local search for exploring a series of neighbourhoods induced from the Lagrangian relaxation. Each neighbourhood is submitted to an optimization process using two alternative strategies: reducing and moving strategies. The reducing strategy serves to reduce the current search space whereas the moving strategy explores the new search space. The performance of the proposed approach is evaluated on benchmark instances taken from the literature. Its obtained results are compared with those reached by some recent methods available in the literature. New solutions have been obtained for almost 80% of the instances tested.     

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.     

Topology optimization for stationary fluid–structure interaction problems using a new monolithic formulation

This paper outlines a new procedure for topology optimization in the steady‐state fluid–structure interaction (FSI) problem. A review of current topology optimization methods highlights the difficulties in alternating between the two distinct sets of governing equations for fluid and structure dynamics (hereafter, the fluid and structural equations, respectively) and in imposing coupling boundary conditions between the separated fluid and solid domains. To overcome these difficulties, we propose an alternative monolithic procedure employing a unified domain rather than separated domains, which is not computationally efficient. In the proposed analysis procedure, the spatial differential operator of the fluid and structural equations for a deformed configuration is transformed into that for an undeformed configuration with the help of the deformation gradient tensor. For the coupling boundary conditions, the divergence of the pressure and the Darcy damping force are inserted into the solid and fluid equations, respectively. The proposed method is validated in several benchmark analysis problems. Topology optimization in the FSI problem is then made possible by interpolating Young's modulus, the fluid pressure of the modified solid equation, and the inverse permeability from the damping force with respect to the design variables. Copyright © 2009 John Wiley & Sons, Ltd.     

Hybrid metamodel-based design space management method for expensive problems

Metamodel-based global optimization methods have been extensively studied for their great potential in solving expensive problems. In this work, a design space management strategy is proposed to improve the accuracy and efficiency of metamodel-based optimization methods. In this strategy, the whole design space is divided into two parts: the important region constructed using several expensive points and the other region. Combined with a previously developed hybrid metamodel strategy, a hybrid metamodel-based design space management method (HMDSM) is developed. In this method, three representative metamodels are used simultaneously in the search of the global optimum in both the important region and the other region. In the search process, the important region is iteratively reduced and the global optimum is soon captured. Tests using a series of benchmark mathematical functions and a practical expensive problem demonstrate the excellent performance of the proposed method.     

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。     

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.     

A novel hybrid combination optimization algorithm based on search area segmentation and fast Fourier transform

A novel hybrid optimization algorithm combining search area segmentation technique and the fast Fourier transform (HSAS/FFT) is presented to solve the numerical optimization problems. Firstly, the spectrum of each dimension of the objective function can be acquired by the FFT. The search space is segmented by using the spectrum to ensure that each subspace is unimodal. Secondly, the population of subspaces is produced and the optimal individual can be obtained by gradient descent algorithm. Finally, the local optimal solution in the optimal subspace is generated by the binary search algorithm. Make the optimal individual the new search space and repeat the process until meeting the termination condition. The proposed HSAS/FFT was tested on the CEC2017 benchmark, which evaluates the performance of the proposed algorithm on solving global optimization problems. Results obtained show that HSAS/FFT has an excellent performance and better convergence speed in comparison with some of the state-of-the-art algorithms.     

OPTIMIZATION OF SPACE TRUSSES AGAINST INSTABILITY USING DESIGN SENSITIVITY DERIVATIVES

This paper addresses the problem of the maximization of the critical load of shallow space trusses of given configuration and volume. Through implicit differentiation of the nonlinear equilibrium equations and the stability criterion, the sensitivity derivatives of the critical load parameter with respect to the design variables are developed. Optimum designs are generated using a projected Lagrangian technique known as the Variable Metric method for constrained optimization (VMCON).     

Teaching–learning-based optimization algorithm for unconstrained and constrained real-parameter optimization problems

An efficient optimization algorithm called teaching–learning-based optimization (TLBO) is proposed in this article to solve continuous unconstrained and constrained optimization problems. The proposed method is based on the effect of the influence of a teacher on the output of learners in a class. The basic philosophy of the method is explained in detail. The algorithm is tested on 25 different unconstrained benchmark functions and 35 constrained benchmark functions with different characteristics. For the constrained benchmark functions, TLBO is tested with different constraint handling techniques such as superiority of feasible solutions, self-adaptive penalty, ?-constraint, stochastic ranking and ensemble of constraints. The performance of the TLBO algorithm is compared with that of other optimization algorithms and the results show the better performance of the proposed algorithm.     

Redundancy allocation of series-parallel systems using a variable neighborhood search algorithm

This paper presents a meta-heuristic algorithm, variable neighborhood search (VNS), to the redundancy allocation problem (RAP). The RAP, an NP-hard problem, has attracted the attention of much prior research, generally in a restricted form where each subsystem must consist of identical components. The newer meta-heuristic methods overcome this limitation and offer a practical way to solve large instances of the relaxed RAP where different components can be used in parallel. Authors’ previously published work has shown promise for the variable neighborhood descent (VND) method, the simplest version among VNS variations, on RAP. The variable neighborhood search method itself has not been used in reliability design, yet it is a method that fits those combinatorial problems with potential neighborhood structures, as in the case of the RAP. Therefore, authors further extended their work to develop a VNS algorithm for the RAP and tested a set of well-known benchmark problems from the literature. Results on 33 test instances ranging from less to severely constrained conditions show that the variable neighborhood search method improves the performance of VND and provides a competitive solution quality at economically computational expense in comparison with the best-known heuristics including ant colony optimization, genetic algorithm, and tabu search.     

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.     

不等式约束优化问题的Hestenes-Powell增广拉格朗日函数的精确性质

增广拉格朗日函数法是用无约束极小化技术求解约束优化问题的一类重要方法.本文对不等式约束优化问题的Hestenes-Powell增广拉格朗日函数(简记为HP-ALF)的精确性质作了详尽讨论.在适当的假设下,建立了原不等式约束优化问题的极小点和HP-ALF在原问题变量空间或者原问题变量空间与乘子变量空间的积空间上的无约束极小点之间的相互对应关系;获得了关于HP-ALF的精确性的许多新结果.本文给出的性质说明HP-ALF是一个连续可微的精确乘子罚函数,且用经典的乘子法可求得不等式约束优化问题的最优解和对应的拉格朗日乘子值.     

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.     

Optimal design of gating systems by gradient search methods

A numerical optimization technique based on gradient-search is applied to obtain an optimal design of a typical gating system used for the gravity process to produce aluminum parts. This represents a novel application of coupling nonlinear optimization techniques with a foundry process simulator, and it is motivated by the fact that a scientifically guided search for better designs based on techniques that take into account the mathematical structure of the problem is preferred to commonly found trial-and-error approaches. The simulator applies the finite volume method and the VOF algorithm for CFD analysis. The direct gradient optimization algorithm, sequential quadratic programming (SQP), was used to solve both a 2D and a 3D gating system design problems using two design variables. The results clearly show the effectiveness of the proposed approach for finding high quality castings when compared with current industry practices.     

Min–max dynamic response optimization of mechanical systems using approximate augmented Lagrangian

A globally convergent and efficient algorithm for min–max dynamic response optimization using the ALM method is presented. This algorithm employs an approximate augmented Lagrangian for line searches, and an exact augmented Lagrangian for finding search directions. This approximate augmented Lagrangian is composed of the linearized cost and constraint functions projected on the search direction. It is noted that an approximate penalty term has the same approximate Hessian as that of the Gauss–Newton method. This makes the approximate augmented Lagrangian to have almost second-order accuracy near the optimum. In the unconstrained optimization process of the proposed method, some modifications are also suggested to remove the possible distortion of optimization trajectory when the side constraints on design variables are separately handled. Also, the efficiencies of two treatments for handling a max-value cost function are discussed in the context of the proposed method. The numerical performance of the proposed method is investigated by solving three min–max dynamic response optimization problems and comparing the results with those in the literature. This comparison shows that the suggested algorithm is more efficient than those in the literature. Especially, it is found that the direct treatment for a max-value cost function is more efficient than the transformation treatment for all the design cases. © 1998 John Wiley & Sons, Ltd.     

Sensitivity computation and shape optimization for a non-linear arch model with limit-points instabilities

A shape optimization method for geometrically non-linear structural mechanics based on a sensitivity gradient is proposed. This gradient is computed by means of an adjoint state equation and the structure is analysed with a total Lagrangian formulation. This classical method is well understood for regular cases, but standard equations have to be modified for limit points and simple bifurcation points. These modifications introduce numerical problems which occur at limit points. Numerical systems are very stiff and the quadratic convergence of Newton–Raphson algorithm vanishes, then higher-order derivatives have to be computed with respect to state variables. A geometrically non-linear curved arch is implemented with a finite element method via a formal calculus approach. Thickness and/or shape for differentiable costs under linear and non-linear constraints are optimized. Numerical results are given for linear and non-linear examples and are compared with analytic solutions. © 1998 John Wiley & Sons, Ltd.     

Solving constrained optimization problems with a hybrid particle swarm optimization algorithm

This article presents a particle swarm optimization algorithm for solving general constrained optimization problems. The proposed approach introduces different methods to update the particle's information, as well as the use of a double population and a special shake mechanism designed to avoid premature convergence. It also incorporates a simple constraint-handling technique. Twenty-four constrained optimization problems commonly adopted in the evolutionary optimization literature, as well as some structural optimization problems are adopted to validate the proposed approach. The results obtained by the proposed approach are compared with respect to those generated by algorithms representative of the state of the art in the area.     

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。     

An adaptive metamodel-based global optimization algorithm for black-box type problems

In this article, an adaptive metamodel-based global optimization (AMGO) algorithm is presented to solve unconstrained black-box problems. In the AMGO algorithm, a type of hybrid model composed of kriging and augmented radial basis function (RBF) is used as the surrogate model. The weight factors of hybrid model are adaptively selected in the optimization process. To balance the local and global search, a sub-optimization problem is constructed during each iteration to determine the new iterative points. As numerical experiments, six standard two-dimensional test functions are selected to show the distributions of iterative points. The AMGO algorithm is also tested on seven well-known benchmark optimization problems and contrasted with three representative metamodel-based optimization methods: efficient global optimization (EGO), GutmannRBF and hybrid and adaptive metamodel (HAM). The test results demonstrate the efficiency and robustness of the proposed method. The AMGO algorithm is finally applied to the structural design of the import and export chamber of a cycloid gear pump, achieving satisfactory results.     

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.