非线性混合整数规划问题的改进差分进化算法

针对非线性混合整数规划问题,本文采用非固定多段映射罚函数法处理约束条件、用混合整数编码技术处理连续变量和整数变量,并在基本差分进化算法中加入一种新型的凸组合变异算子和一种指数递增交叉算子,由此构造出了一种求解非线性混合整数规划问题的改进差分进化算法。实验表明,所提出的算法全局收敛速度快,精度高,鲁棒性强。     

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.     

不确定环境下的单机成套订单鲁棒计划

讨论了不确定环境下订单数量可变的单机成套计划的优化问题,利用对偶变换给出了该问题的鲁棒整数规划模型,并设计了相应的遗传算法。算法对约束条件难点的处理采用了四种不同的方法即死亡惩罚、罚函数法、修补方法和解码方法,以检验算法的性能。最后进行了数值仿真实验,以比较不同算法的有效性。     

CO-EVOLUTIONARY HYBRID DIFFERENTIAL EVOLUTION FOR MIXED-INTEGER OPTIMIZATION PROBLEMS

Evolutionary algorithms are promising candidates for obtaining the global optimum. Hybrid differential evolution is one or the evolutionary algorithms, which has been successfully applied to many real-world nonlinear programming problems. This paper proposes a co-evolutionary hybrid differential evolution to solve mixed-integer nonlinear programming (MINLP) problems. The key ingredients of the algorithm consist of an integer-valued variable evolution and a real-valued variable co-evolution, so that the algorithm can be used to solve MINLP problems or pure integer programming problems. Furthermore, the algorithm combines a local search heuristic (called acceleration) and a widespread search heuristic (called migration) to promote the search for a global optimum. Some numerical examples are tested to illustrate the performance of the proposed algorithm. Numerical examples show that the proposed algorithm converges to better solutions than the conventional MINLP optimization methods     

Penalty adapting ant algorithm: application to pipe network optimization

A penalty adapting ant algorithm is presented in an attempt to eliminate the dependency of ant algorithms on the penalty parameter used for the solution of constrained optimization problems. The method uses an adapting mechanism for determination of the penalty parameter leading to elimination of the costly process of penalty parameter tuning. The method is devised on the basis of observation that for large penalty parameters, infeasible solutions will have a higher total cost than feasible solutions and vice versa. The method therefore uses the best feasible and infeasible solution costs of the iteration to adaptively adjust the penalty parameter to be used in the next iteration. The pheromone updating procedure of the max–min ant system is also modified to keep ants on and around the boundary of the feasible search space where quality solutions can be found. The sensitivity of the proposed method to the initial value of the penalty parameter is investigated and indicates that the method converges to optimal or near-optimal solutions irrespective of the initial starting value of the penalty parameter. This is significant as it eliminates the need for sensitivity analysis of the method with respect to the penalty factor, thus adding to the computational efficiency of ant algorithms. Furthermore, it is shown that the success rate of the search algorithm in locating an optimal solution is increased when a self-adapting mechanism is used. The presented method is applied to a benchmark pipe network optimization problem in the literature and the results are presented and compared with those of existing algorithms.     

A discrete hybrid differential evolution algorithm for solving integer programming problems

Differential evolution (DE) is one of the most prominent new evolutionary algorithms for solving real-valued optimization problems. In this article, a discrete hybrid differential evolution algorithm is developed for solving global numerical optimization problems with discrete variables. Orthogonal crossover is combined with DE crossover to achieve crossover operation, and the simplified quadratic interpolation (SQI) method is employed to improve the algorithm's local search ability. A mixed truncation procedure is incorporated in the operations of DE mutation and SQI to ensure that the integer restriction is satisfied. Numerical experiments on 40 test problems including seventeen large-scale problems with up to 200 variables have demonstrated the applicability and efficiency of the proposed method.     

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.     

Mixed integer simulation optimization for optimal hydraulic fracturing and production of shale gas fields

Optimal development of shale gas fields involves designing a most productive fracturing network for hydraulic stimulation processes and operating wells appropriately throughout the production time. A hydraulic fracturing network design—determining well placement, number of fracturing stages, and fracture lengths—is defined by specifying a set of integer ordered blocks to drill wells and create fractures in a discrete shale gas reservoir model. The well control variables such as bottom hole pressures or production rates for well operations are real valued. Shale gas development problems, therefore, can be mathematically formulated with mixed-integer optimization models. A shale gas reservoir simulator is used to evaluate the production performance for a hydraulic fracturing and well control plan. To find the optimal fracturing design and well operation is challenging because the problem is a mixed integer optimization problem and entails computationally expensive reservoir simulation. A dynamic simplex interpolation-based alternate subspace (DSIAS) search method is applied for mixed integer optimization problems associated with shale gas development projects. The optimization performance is demonstrated with the example case of the development of the Barnett Shale field. The optimization results of DSIAS are compared with those of a pattern search algorithm.     

Bi-level heat exchanger network synthesis with evolution method for structure optimization and memetic particle swarm optimization for parameter optimization

The synthesis of heat exchanger networks (HENs) is a complex problem because of the nonlinearity that results from the integer and continuous variables. Here, a bi-level algorithm for the optimal design of a HEN is proposed that attempts to optimize separately the integer and continuous variables on two levels. The master level is a problem-oriented evolution method generating new candidate HEN structures. The slave level is a memetic particle swarm optimization, an improved particle swarm optimization combined with a local search component, improvement of neighbourhood topologies and control parameter preference. The slave level minimizes the total annual cost (TAC) of a given structure received from the master level, and then sends this value back to the master level for structure evolution. The proposed bi-level method is applied to several cases taken from the literature, which demonstrate its reliable search ability in both structure space and continuous variable space and its ability to optimize the system, producing generally lower TACs than previously used methods.     

An adaptive penalty scheme for genetic algorithms in structural optimization

A parameter‐less adaptive penalty scheme for genetic algorithms applied to constrained optimization problems is proposed. Using feedback from the evolutionary process the procedure automatically defines a penalty parameter for each constraint. The user is thus relieved from the burden of having to determine sensitive parameter(s) when dealing with every new constrained optimization problem. The procedure is shown to be effective and robust when applied to test problems from the evolutionary computation literature as well as several optimization problems from the structural engineering literature. Copyright © 2003 John Wiley & Sons, Ltd.     

Resource-constrained scheduling with hard due windows and rejection penalties

This work studies a scheduling problem where each job must be either accepted and scheduled to complete within its specified due window, or rejected altogether. Each job has a certain processing time and contributes a certain profit if accepted or penalty cost if rejected. There is a set of renewable resources, and no resource limit can be exceeded at any time. Each job requires a certain amount of each resource when processed, and the objective is to maximize total profit. A mixed-integer programming formulation and three approximation algorithms are presented: a priority rule heuristic, an algorithm based on the metaheuristic for randomized priority search and an evolutionary algorithm. Computational experiments comparing these four solution methods were performed on a set of generated benchmark problems covering a wide range of problem characteristics. The evolutionary algorithm outperformed the other methods in most cases, often significantly, and never significantly underperformed any method.     

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。     

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.     

An alternating optimization approach for mixed discrete non-linear programming

This article contributes to the development of the field of alternating optimization (AO) and general mixed discrete non-linear programming (MDNLP) by introducing a new decomposition algorithm (AO-MDNLP) based on the augmented Lagrangian multipliers method. In the proposed algorithm, an iterative solution strategy is proposed by transforming the constrained MDNLP problem into two unconstrained components or units; one solving for the discrete variables, and another for the continuous ones. Each unit focuses on minimizing a different set of variables while the other type is frozen. During optimizing each unit, the penalty parameters and multipliers are consecutively updated until the solution moves towards the feasible region. The two units take turns in evolving independently for a small number of cycles. The validity, robustness and effectiveness of the proposed algorithm are exemplified through some well known benchmark mixed discrete optimization problems.     

An uncertain multidisciplinary design optimization method using interval convex models

This article proposes an uncertain multi-objective multidisciplinary design optimization methodology, which employs the interval model to represent the uncertainties of uncertain-but-bounded parameters. The interval number programming method is applied to transform each uncertain objective function into two deterministic objective functions, and a satisfaction degree of intervals is used to convert both the uncertain inequality and equality constraints to deterministic inequality constraints. In doing so, an unconstrained deterministic optimization problem will be constructed in association with the penalty function method. The design will be finally formulated as a nested three-loop optimization, a class of highly challenging problems in the area of engineering design optimization. An advanced hierarchical optimization scheme is developed to solve the proposed optimization problem based on the multidisciplinary feasible strategy, which is a well-studied method able to reduce the dimensions of multidisciplinary design optimization problems by using the design variables as independent optimization variables. In the hierarchical optimization system, the non-dominated sorting genetic algorithm II, sequential quadratic programming method and Gauss–Seidel iterative approach are applied to the outer, middle and inner loops of the optimization problem, respectively. Typical numerical examples are used to demonstrate the effectiveness of the proposed methodology.     

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.     

Availability allocation to repairable systems with genetic algorithms: a multi-objective formulation

This paper describes a methodology based on genetic algorithms (GA) and experiments plan to optimize the availability and the cost of reparable parallel-series systems. It is a NP-hard problem of multi-objective combinatorial optimization, modeled with continuous and discrete variables. By using the weighting technique, the problem is transformed into a single-objective optimization problem whose constraints are then relaxed by the exterior penalty technique. We then propose a search of solution through GA, whose parameters are adjusted using experiments plan technique. A numerical example is used to assess the method.     

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.     

An evolutionary approach to active suspension design of rail vehicles

Abstract

This paper presents an application of a constrained multiobjective evolutionary algorithm for the design of active suspension controllers for light rail vehicles with the aim of providing superior ride comfort within the suspension's stroke limitation. A multibody dynamic model of a three‐car train is derived and the control parameters are optimized. Force cancellation, skyhook damper, and track‐following are used to synthesize the active controller. Selection of the active suspension parameters is aided by an evolutionary computation algorithm to get the best compromise between ride quality and suspension deflections due to irregular gradient tracks. An evolutionary multiobjective optimization approach accompanied with the Pareto set is proposed to deal with the complicated control design problem.     

求解结构型优化问题的随机步长ADMM下降算法

本文考虑求解带有两块变量的结构型凸优化问题．ADMM算法是求解该问题的一种经典算法,主要思想是在増广拉格朗日乘子算法的基础上,利用目标函数关于两块变量的可分性,降低了子问题的计算难度．ADMM下降算法是ADMM算法的一种改进,对部分变量利用最优步长外加一个固定的延长因子进行延长,以加快ADMM算法的收敛速度．数值实验结果表明,ADMM下降算法比ADMM算法收敛速度更快．根据徐海文提出的随机步长收缩算法的思想,我们在ADMM下降算法的基础上,将延长因子改为利用随机数生成,提出了带随机步长的ADMM下降算法,并证明了新算法的收敛性．初步数值实验结果,表明新算法的计算效率优于经典ADMM算法和ADMM下降算法,且新算法的计算效率对问题规模的增长有更好的尺度适应性．