Search results for "simulated annealing"
showing 10 items of 63 documents
Reconstruction of random media using Monte Carlo methods.
1998
A simulated annealing algorithm is applied to the reconstruction of two-dimensional porous media with prescribed correlation functions. The experimental correlation function of an isotropic sample of Fontainebleau sandstone and a synthetic correlation function with damped oscillations are used in the reconstructions. To reduce the numerical effort we follow a proposal suggesting the evaluation of the correlation functions only along certain directions. The results show that this simplification yields significantly different microstructures as compared to a full evaluation of the correlation function. In particular, we find that the simplified reconstruction method introduces an artificial a…
Simulated annealing with restrained molecular dynamics using a flexible restraint potential: Theory and evaluation with simulated NMR constraints
1996
A new functional representation of NMR-derived distance constraints, the flexible restraint potential, has been implemented in the program CONGEN (Bruccoleri RE, Karplus M, 1987, Biopolymers 26:137-168) for molecular structure generation. In addition, flat-bottomed restraint potentials for representing dihedral angle and vicinal scalar coupling constraints have been introduced into CONGEN. An effective simulated annealing (SA) protocol that combines both weight annealing and temperature annealing is described. Calculations have been performed using ideal simulated NMR constraints, in order to evaluate the use of restrained molecular dynamics (MD) with these target functions as implemented i…
Ant Colony Search algorithm for optimal strategical planning of electrical distribution systems expansion
2005
Strategical planning is one of many research fields in the design of electrical distribution systems. The problem of strategical planning is a multiobjective combinatorial problem and the search space may often be quite large concerning to the options. The aim is to identify a strategy of expansion of a given distribution system in a given timeframe. For this problem, the search space is created beforehand by running a multiobjective optimisation algorithm for the optimal design of distribution networks for different load levels related to different years. The sets of Pareto-optimal solutions obtained for each load level at each year are equivalent in terms of the considered objectives, the…
A Branch-and-Cut method for the Capacitated Location-Routing Problem
2011
International audience; Recent researches in the design of logistic networks have shown that the overall distribution cost may be excessive if routing decisions are ignored when locating depots. The Location-Routing Problem (LRP) overcomes this drawback by simultaneously tackling location and routing decisions. The aim of this paper is to propose an exact approach based on a Branch-and-Cut algorithm for solving the LRP with capacity constraints on depots and vehicles. The proposed method is based on a zero-one linear model strengthened by new families of valid inequalities. The computational evaluation on three sets of instances (34 instances in total), with 5–10 potential depots and 20–88 …
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…
A problem-adjusted genetic algorithm for flexibility design
2013
Many present markets for goods and services have highly volatile demand due to short life cycles and strong competition in saturated environments. Determination of capacity levels is difficult because capacities often need to be set long before demand realizes. In order to avoid capacity-demand mismatches, operations managers employ mix-flexible resources which allow them to shift excess demands to unused capacities. The Flexibility Design Problem (FDP) models the decision on the optimal configuration of a flexible (manufacturing) network. FDP is a difficult stochastic optimization problem, for which traditional exact approaches are not able to solve but the smallest instances in reasonable…
Mixed heuristic-non linear optimization of energy management for hydrogen storage-based multi carrier hubs
2014
In this paper, an heuristic and non-linear programming based algorithm to optimally operate an energy hub plant is proposed. The energy hub plant described in this work is the test system for the European INGRID research project. The Energy Management System defines the optimal energy flows dispatch in order to obtain the energy balance and the maximum profit for the owner of the plant. The problem is highly constrained and non-linear, for this reason the methodology cannot rely on Linear Programming (LP) methods. The Energy Management System manages two energy carriers, electricity and hydrogen, interfacing three distribution networks: the electricity, the hydrogen and the methane networks…
A new innovative cooling law for simulated annealing algorithms
2015
The present paper proposes an original and innovative cooling law in the field of Simulated Annealing (SA) algorithms. Particularly, such a law is based on the evolution of different initial seeds on which the algorithm works in parallel. The efficiency control of the new proposal, executed on problems of different kind, shows that the convergence quickness by using such a new cooling law is considerably greater than that obtained by traditional laws. Furthermore, it is shown that the effectiveness of the SA algorithm arising from the proposed cooling law is independent of the problem type. This last feature reduces the number of parameters to be initially fixed, so simplifying the prelimin…
A Two-Stage Reconstruction of Microstructures with Arbitrarily Shaped Inclusions
2020
The main goal of our research is to develop an effective method with a wide range of applications for the statistical reconstruction of heterogeneous microstructures with compact inclusions of any shape, such as highly irregular grains. The devised approach uses multi-scale extended entropic descriptors (ED) that quantify the degree of spatial non-uniformity of configurations of finite-sized objects. This technique is an innovative development of previously elaborated entropy methods for statistical reconstruction. Here, we discuss the two-dimensional case, but this method can be generalized into three dimensions. At the first stage, the developed procedure creates a set of black synthetic …
Hybrid Genetic Algorithms in Data Mining Applications
2009
Genetic algorithms (GAs) are a class of problem solving techniques which have been successfully applied to a wide variety of hard problems (Goldberg, 1989). In spite of conventional GAs are interesting approaches to several problems, in which they are able to obtain very good solutions, there exist cases in which the application of a conventional GA has shown poor results. Poor performance of GAs completely depends on the problem. In general, problems severely constrained or problems with difficult objective functions are hard to be optimized using GAs. Regarding the difficulty of a problem for a GA there is a well established theory. Traditionally, this has been studied for binary encoded …