An improved global-best harmony search algorithm for faster optimization

In this paper, an improved global-best harmony search algorithm, named IGHS, is proposed. In the IGHS algorithm, initialization based on opposition-based learning for improving the solution quality of the initial harmony memory, a new improvisation scheme based on differential evolution for enhancing the local search ability, a modified random consideration based on artificial bee colony algorithm for reducing randomness of the global-best harmony search (GHS) algorithm, as well as two perturbation schemes for avoiding premature convergence, are integrated. In addition, two parameters of IGHS, harmony memory consideration rate and pitch adjusting rate, are dynamically updated based on a composite function composed of a linear time-varying function, a periodic function and a sign function in view of approximate periodicity of evolution in nature. Experimental results tested on twenty-eight benchmark functions indicate that IGHS is far better than basic harmony search (HS) algorithm and GHS. In further study, IGHS has also been compared with other eight well known metaheuristics. The results show that IGHS is better than or at least similar to those approaches on most of test functions.     

Nonlinear time series forecasting with Bayesian neural networks

The Bayesian learning provides a natural way to model the nonlinear structure as the artificial neural networks due to their capability to cope with the model complexity. In this paper, an evolutionary Monte Carlo (MC) algorithm is proposed to train the Bayesian neural networks (BNNs) for the time series forecasting. This approach called as Genetic MC is based on Gaussian approximation with recursive hyperparameter. Genetic MC integrates MC simulations with the genetic algorithms and the fuzzy membership functions. In the implementations, Genetic MC is compared with the traditional neural networks and time series techniques in terms of their forecasting performances over the weekly sales of a Finance Magazine.     

Double auction mechanisms on Markovian networks

This paper studies the double auction (DA) mechanism in Ma and Li (2011) for a class of exchange economies. We extend their results to more general cases where sellers and buyers each form a complex time non-homogeneous Markovian chain, as specified in Ram et al. (2009), in the communication of their private information. A numerical example is also provided. Both bubbles and crashes are observed in the example, consistent with results of our theorems. Our example and theoretical results provide new evidence that a DA mechanism, widely utilized in real exchange markets, may contribute to the excess volatility identified in Shiller (1981) and LeRoy and Porter (1981).     

Steady-state target optimization designs for integrating real-time optimization and model predictive control

In industrial practice, the optimal steady-state operation of continuous-time processes is typically addressed by a control hierarchy involving various layers. Therein, the real-time optimization (RTO) layer computes the optimal operating point based on a nonlinear steady-state model of the plant. The optimal point is implemented by means of the model predictive control (MPC) layer, which typically uses a linear dynamical model of the plant. The MPC layer usually includes two stages: a steady-state target optimization (SSTO) followed by the MPC dynamic regulator. In this work, we consider the integration of RTO with MPC in the presence of plant-model mismatch and constraints, by focusing on the design of the SSTO problem. Three different quadratic program (QP) designs are considered: (i) the standard design that finds steady-state targets that are as close as possible to the RTO setpoints; (ii) a novel optimizing control design that tracks the active constraints and the optimal inputs for the remaining degrees of freedom; and (iii) an improved QP approximation design were the SSTO problem approximates the RTO problem. The main advantage of the strategies (ii) and (iii) is in the improved optimality of the stationary operating points reached by the SSTO-MPC control system. The performance of the different SSTO designs is illustrated in simulation for several case studies.     

Consistent hierarchical economic NMPC for a class of hybrid systems using neighboring-extremal updates

A hierarchical two-layer control algorithm is developed for a class of hybrid (discrete-continuous dynamic) systems to support economically optimal operation of batch or continuous processes with a predefined production schedule. For this class of hybrid systems, the optimal control moves as well as the controlled switching times between two adjacent modes are determined online. In contrast to closely related schemes for integrated scheduling and control, the sequence of modes is not optimized. On the upper layer, the economic optimal control problem is solved rigorously by a slow hybrid economic model predictive controller at a low sampling rate. On the lower layer, a fast hybrid neighboring-extremal controller is based on the same economic optimal control problem as the slow controller to ensure consistency between both layers. The fast neighboring-extremal controller updates rather than tracks the optimal trajectories from the upper layer to account for disturbances. Consequently, the fast controller steers the process to its operational bounds under disturbances and the economic potential of the process is exploited anytime. The suggested two-layer control algorithm provides fully consistent control action on the fast and slow time-scale and thus avoids performance degradation and even infeasibilities which are commonly encountered if inconsistent optimal control problems are formulated and solved.     

A tutorial review of economic model predictive control methods

An overview of the recent results on economic model predictive control (EMPC) is presented and discussed addressing both closed-loop stability and performance for nonlinear systems. A chemical process example is used to provide a demonstration of a few of the various approaches. The paper concludes with a brief discussion of the current status of EMPC and future research directions to promote and stimulate further research potential in this area.     

An economic receding horizon optimization approach for energy management in the chlor-alkali process with hybrid renewable energy generation

This paper presents a methodology for the application of receding horizon optimization techniques to the problem of optimally managing the energy flows in the chlor-alkali process using a hybrid renewable energy system (HRES). The HRES consists of solar and wind energy generation units and fuel cells to supply energy. The HRES is also connected to the grid and allows for buying or selling electricity from and to the grid. Initially, detailed models of each system component are introduced as the basis for the simulation study. Energy management strategies are then developed to realize the objectives of meeting production requirements while minimizing the overall operating and environmental costs. Sensitivity and uncertainty analyses are carried out to elucidate the key parameters that influence the energy management strategies. Finally, production demand response is integrated into the proposed methodology.     

动态格点搜索的改进算法用于团簇结构快速优化

结合高效的动态格点搜索(DLS)算法与扰动操作(Perturbation Operation)提出一种新的改进方法(DLS-PO),用于确定团簇的最低能量结构。针对一个特定构型,DLS算法总能给出其对应搜索空间的最规则结构。然而,一次失败的DLS优化将消耗大量的运算资源。为此,采取原子移动和结构旋转的扰动操作成功地改变了构型,再结合后续的DLS操作,提高了优化效率。将该算法用于原子数高达309的Lennard-Jones团簇及100原子NP-B函数铝团簇的结构优化。优化结果显示相比于DLS算法,DLS-PO算法更为高效。     

一种混合的离散细菌菌落优化算法

为了利用细菌算法解决组合优化问题, 提出了一种混合的离散细菌菌落优化算法。根据现有细菌优化算法, 设计一种新的个体编码方式及进化模式, 通过设计种群的自适应调整因子增强个体活力, 并融合禁忌搜索算法, 克服算法易于陷入过早收敛的不足, 并与其他算法在Taillard标准调度测试问题集上比较实验, 验证了算法的有效性。仿真结果表明, 该算法可以搜索到问题的最优组合, 能够有效避免算法陷入局部最优, 取得了满意的结果。     

二维多层次的云服务可靠性评估方法研究

针对云服务业务流程管理的特点, 给出了云服务的组合实现框架; 依据随机Petri网的建模理论, 探讨了组合云服务流程网模型的细粒度建模方法; 根据动态多变的用户需求, 设计了二维多层次的云服务组合可靠性动态评估框架, 并给出了马尔可夫过程和等值约简的两种可靠性计算方法。应用示例分析结果表明, 该方法具有较好的动态适应性和灵活性, 能有效满足云服务的可靠性评估需求。