An artificial bee colony algorithm for the economic lot scheduling problem

In this study, we present an artificial bee colony (ABC) algorithm for the economic lot scheduling problem modelled through the extended basic period (EBP) approach. We allow both power-of-two (PoT) and non-power-of-two multipliers in the solution representation. We develop mutation strategies to generate neighbouring food sources for the ABC algorithm and these strategies are also used to develop two different variable neighbourhood search algorithms to further enhance the solution quality. Our algorithm maintains both feasible and infeasible solutions in the population through the use of some sophisticated constraint handling methods. Experimental results show that the proposed algorithm succeeds to find the all the best-known EBP solutions for the high utilisation 10-item benchmark problems and improves the best known solutions for two of the six low utilisation 10-item benchmark problems. In addition, we develop a new problem instance with 50 items and run it at different utilisation levels ranging from 50 to 99% to see the effectiveness of the proposed algorithm on large instances. We show that the proposed ABC algorithm with mixed solution representation outperforms the ABC that is restricted only to PoT multipliers at almost all utilisation levels of the large instance.     

A constraint consensus memetic algorithm for solving constrained optimization problems

Constraint handling is an important aspect of evolutionary constrained optimization. Currently, the mechanism used for constraint handling with evolutionary algorithms mainly assists the selection process, but not the actual search process. In this article, first a genetic algorithm is combined with a class of search methods, known as constraint consensus methods, that assist infeasible individuals to move towards the feasible region. This approach is also integrated with a memetic algorithm. The proposed algorithm is tested and analysed by solving two sets of standard benchmark problems, and the results are compared with other state-of-the-art algorithms. The comparisons show that the proposed algorithm outperforms other similar algorithms. The algorithm has also been applied to solve a practical economic load dispatch problem, where it also shows superior performance over other algorithms.     

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 genetic algorithm for solving the economic lot scheduling problem in flow shops

In this study, we propose a hybrid genetic algorithm (HGA) to solve the economic lot scheduling problem in flow shops. The proposed HGA utilizes a so-called Proc PLM heuristic that tests feasibility for the candidate solutions obtained in the evolutionary process of genetic algorithm. When a candidate solution is infeasible, we propose to use a binary search heuristic to ‘fix’ the candidate solution so as to obtain a feasible solution with the minimal objective value. To evaluate the performance of the proposed HGA, we randomly generate a total of 2100 instances from seven levels of utilization rate ranged from 0.45 to 0.80. We solve each of those 2100 instances by the proposed HGA and the other solution approaches in the literature. Our experiments show that the proposed HGA outperforms traditional methods for solving the economic lot scheduling problem in flow shops.     

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.     

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.     

Feasibility-Guided Constraint-Handling Techniques for Engineering Optimization Problems

The particle swarm optimization (PSO) algorithm is an established nature-inspired population-based meta-heuristic that replicates the synchronizing movements of birds and fish. PSO is essentially an unconstrained algorithm and requires constraint handling techniques (CHTs) to solve constrained optimization problems (COPs). For this purpose, we integrate two CHTs, the superiority of feasibility (SF) and the violation constraint-handling (VCH), with a PSO. These CHTs distinguish feasible solutions from infeasible ones. Moreover, in SF, the selection of infeasible solutions is based on their degree of constraint violations, whereas in VCH, the number of constraint violations by an infeasible solution is of more importance. Therefore, a PSO is adapted for constrained optimization, yielding two constrained variants, denoted SF-PSO and VCH-PSO. Both SF-PSO and VCH-PSO are evaluated with respect to five engineering problems: the Himmelblau’s nonlinear optimization, the welded beam design, the spring design, the pressure vessel design, and the three-bar truss design. The simulation results show that both algorithms are consistent in terms of their solutions to these problems, including their different available versions. Comparison of the SF-PSO and the VCH-PSO with other existing algorithms on the tested problems shows that the proposed algorithms have lower computational cost in terms of the number of function evaluations used. We also report our disagreement with some unjust comparisons made by other researchers regarding the tested problems and their different variants.     

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 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.     

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。     

Constrained multi-objective optimization using constrained non-dominated sorting combined with an improved hybrid multi-objective evolutionary algorithm

Constrained multi-objective optimization problems (cMOPs) are complex because the optimizer should balance not only between exploration and exploitation, but also between feasibility and optimality. This article suggests a parameter-free constraint handling approach called constrained non-dominated sorting (CNS). In CNS, each solution in a population is assigned a constrained non-dominated rank based on its constraint violation degree and Pareto rank. An improved hybrid multi-objective optimization algorithm called cMOEA/H for solving cMOPs is proposed. Additionally, a dynamic resource allocation mechanism is adopted by cMOEA/H to spare more computational efforts for those relatively hard sub-problems. cMOEA/H is first compared with the baseline algorithm using an existing constraint handling mechanism, verifying the advantages of the proposed constraint handling mechanism. Then cMOEA/H is compared with some classic constrained multi-objective optimizers, experimental results indicating that cMOEA/H could be a competitive alternative for solving cMOPs. Finally, the characteristics of cMOEA/H are studied.     

Dynamic optimization of chemical engineering problems using a control vector parameterization method with an iterative genetic algorithm

An approach that combines genetic algorithm (GA) and control vector parameterization (CVP) is proposed to solve the dynamic optimization problems of chemical processes using numerical methods. In the new CVP method, control variables are approximated with polynomials based on state variables and time in the entire time interval. The iterative method, which reduces redundant expense and improves computing efficiency, is used with GA to reduce the width of the search region. Constrained dynamic optimization problems are even more difficult. A new method that embeds the information of infeasible chromosomes into the evaluation function is introduced in this study to solve dynamic optimization problems with or without constraint. The results demonstrated the feasibility and robustness of the proposed methods. The proposed algorithm can be regarded as a useful optimization tool, especially when gradient information is not available.     

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.     

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 hybrid water flow algorithm for multi-objective flexible flow shop scheduling problems

In this article, the multi-objective flexible flow shop scheduling problem with limited intermediate buffers is addressed. The objectives considered in this problem consist of minimizing the completion time of jobs and minimizing the total tardiness time of jobs. A hybrid water flow algorithm for solving this problem is proposed. Landscape analysis is performed to determine the weights of objective functions, which guide the exploration of feasible regions and movement towards the optimal Pareto solution set. Local and global neighbourhood structures are integrated in the erosion process of the algorithm, while evaporation and precipitation processes are included to enhance the solution exploitation capability of the algorithm in unexplored neighbouring regions. An improvement process is used to reinforce the final Pareto solution set obtained. The performance of the proposed algorithm is tested with benchmark and randomly generated instances. The computational results and comparisons demonstrate the effectiveness and efficiency of the proposed algorithm.     

Solving initial and boundary value problems using learning automata particle swarm optimization

In this article, the particle swarm optimization (PSO) algorithm is modified to use the learning automata (LA) technique for solving initial and boundary value problems. A constrained problem is converted into an unconstrained problem using a penalty method to define an appropriate fitness function, which is optimized using the LA-PSO method. This method analyses a large number of candidate solutions of the unconstrained problem with the LA-PSO algorithm to minimize an error measure, which quantifies how well a candidate solution satisfies the governing ordinary differential equations (ODEs) or partial differential equations (PDEs) and the boundary conditions. This approach is very capable of solving linear and nonlinear ODEs, systems of ordinary differential equations, and linear and nonlinear PDEs. The computational efficiency and accuracy of the PSO algorithm combined with the LA technique for solving initial and boundary value problems were improved. Numerical results demonstrate the high accuracy and efficiency of the proposed method.     

An improvement of Kriging based sequential approximate optimization method via extended use of design of experiments

When Kriging is used as a meta-model for an inequality constrained function, approximate optimal solutions are sometimes infeasible in the case where they are active at the constraint boundary. This article explores the development of a Kriging-based meta-model that enhances the constraint feasibility of an approximate optimal solution. The trust region management scheme is used to ensure the convergence of the approximate optimal solution. The present study proposes a method of enhancing the constraint feasibility in which the currently infeasible design is replaced by the most feasible-usable design during the sequential approximate optimization process. An additional convergence condition is also included to reinforce the design accuracy and feasibility. Latin hypercube design and (2n+1) design are used as tools for design of experiments. The proposed approach is verified through a constrained mathematical function problem and a number of engineering optimization problems to support the proposed strategies.     

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.     

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。     

Balancing of U-type assembly systems using simulated annealing

The paper presents a new simulated annealing (SA)-based algorithm for the assembly line-balancing problem with a U-type configuration. The proposed algorithm employs an intelligent mechanism to search a large solution space. U-type assembly systems are becoming increasingly popular in today's modern production environments since they are more general than the traditional assembly systems. In these systems, tasks are to be allocated into stations by moving forward and backward through the precedence diagram in contrast to a typical forward move in the traditional assembly systems. The performance of the algorithm is measured by solving a large number of benchmark problems available in the literature. The results of the computational experiments indicate that the proposed SA-based algorithm performs quite effectively. It also yields the optimal solution for most problem instances. Future research directions and a comprehensive bibliography are also provided here.