Search results for "global optimization"

SSPMO: A Scatter Tabu Search Procedure for Non-Linear Multiobjective Optimization

2007

We describe the development and testing of a metaheuristic procedure, based on the scatter-search methodology, for the problem of approximating the efficient frontier of nonlinear multiobjective optimization problems with continuous variables. Recent applications of scatter search have shown its merit as a global optimization technique for single-objective problems. However, the application of scatter search to multiobjective optimization problems has not been fully explored in the literature. We test the proposed procedure on a suite of problems that have been used extensively in multiobjective optimization. Additional tests are performed on instances that are an extension of those consid…

Influence of rounding errors on the quality of heuristic optimization algorithms

2011

Abstract Search space smoothing and related heuristic optimization algorithms provide an alternative approach to simulated annealing and its variants: while simulated annealing traverses barriers in the energy landscape at finite temperatures, search space smoothing intends to remove these barriers, so that a greedy algorithm is sufficient to find the global minimum. Several formulas for smoothing the energy landscape have already been applied, one of them making use of the finite numerical precision on a computer. In this paper, we thoroughly investigate the effect of finite numerical accuracy on the quality of results achieved with heuristic optimization algorithms. We present computation…

A model for designing callable bonds and its solution using tabu search

1997

Abstract We formulate the problem of designing callable bonds as a non-linear, global, optimization problem. The data of the model are obtained from simulations of holding-period returns of a given bond design, which are used to compute a certainty equivalent return, viz., some target assets. The design specifications of the callable bond are then adjusted so that the certainty equivalent return is maximized. The resulting problem is multi-modal, and a tabu search procedure, implemented on a distributed network of workstations, is used to optimize the bond design. The model is compared with the classical portfolio immunization model, and the tabu search solution technique is compared with s…

Constraint handling in efficient global optimization

2017

Real-world optimization problems are often subject to several constraints which are expensive to evaluate in terms of cost or time. Although a lot of effort is devoted to make use of surrogate models for expensive optimization tasks, not many strong surrogate-assisted algorithms can address the challenging constrained problems. Efficient Global Optimization (EGO) is a Kriging-based surrogate-assisted algorithm. It was originally proposed to address unconstrained problems and later was modified to solve constrained problems. However, these type of algorithms still suffer from several issues, mainly: (1) early stagnation, (2) problems with multiple active constraints and (3) frequent crashes.…

2017

Abstract. We present a Monte Carlo genetic algorithm (MCGA) for efficient, automated, and unbiased global optimization of model input parameters by simultaneous fitting to multiple experimental data sets. The algorithm was developed to address the inverse modelling problems associated with fitting large sets of model input parameters encountered in state-of-the-art kinetic models for heterogeneous and multiphase atmospheric chemistry. The MCGA approach utilizes a sequence of optimization methods to find and characterize the solution of an optimization problem. It addresses an issue inherent to complex models whose extensive input parameter sets may not be uniquely determined from limited in…

Parallel global optimization : structuring populations in differential evolution

2010

Can back-projection fully resolve polarity indeterminacy of independent component analysis in study of event-related potential?

2011

a b s t r a c t In the study of event-related potentials (ERPs) using independent component analysis (ICA), it is a traditional way to project the extracted ERP component back to electrodes for correcting its scaling (magnitude and polarity) indeterminacy. However, ICA tends to be locally optimized in practice, and then, the back-projection of a component estimated by the ICA can possibly not fully correct its polarity at every electrode. We demonstrate this phenomenon from the view of the theoretical analysis and numerical simulations and suggest checking and modifying the abnormal polarity of the projected component in the electrode field before further analysis. Moreover, when several co…

Scatter Search and Path Relinking: Foundations and Advanced Designs

2004

Scatter Search and its generalized form Path Relinking, are evolutionary methods that have been successfully applied to hard optimization problems. Unlike genetic algorithms, they operate on a small set of solutions and employ diversification strategies of the form proposed in Tabu Search, which give precedence to strategic learning based on adaptive memory, with limited recourse to randomization. The fundamental concepts and principles were first proposed in the 1970s as an extension of formulations, dating back to the 1960s, for combining decision rules and problem constraints. (The constraint combination approaches, known as surrogate constraint methods, now independently provide an impo…

Modeling and Performance Analysis of Energy Efficiency Binary Power Control in MIMO-OFDM Wireless Communication Systems

2011

Published version of an article in the journal:International Journal of Distributed Sensor Networks. Also available from Hindawi Publishing: http://dx.doi.org/10.1155/2011/946258 The energy efficiency optimization of the binary power control scheme for MIMO-OFDM wireless communication systems is formulated, and then a global optimization solution of power allocation is derived. Furthermore, a new energy efficiency binary power control (EEBPC) algorithm is designed to improve the energy efficiency of MIMO-OFDM wireless communication systems. Simulation results show that the EEBPC algorithm has better energy efficiency and spectrum efficiency than the average power control algorithm in MIMO-O…

Ensemble strategies in Compact Differential Evolution

2011

Differential Evolution is a population based stochastic algorithm with less number of parameters to tune. However, the performance of DE is sensitive to the mutation and crossover strategies and their associated parameters. To obtain optimal performance, DE requires time consuming trial and error parameter tuning. To overcome the computationally expensive parameter tuning different adaptive/self-adaptive techniques have been proposed. Recently the idea of ensemble strategies in DE has been proposed and favorably compared with some of the state-of-the-art self-adaptive techniques. Compact Differential Evolution (cDE) is modified version of DE algorithm which can be effectively used to solve …