Ant Colony Optimization Algorithms for Shortest Path Problems

We propose four variants of recently proposed multi-timescale algorithm in [1] for ant colony optimization and study their application on a multi-stage shortest path problem. We study the performance of the various algorithms in this framework. We observe, that one of the variants consistently outperforms the algorithm [1].

A Combinatorial Optimization Problem for High Order PODs with Few Sensors

Experimental characterization of high dimensional dynamic systems sometimes uses the proper orthogonal decomposition (POD). If there are many measurement locations and relatively fewer sensors, then steady-state behavior can still be studied by sequentially taking several sets of simultaneous measurements. The number required of such sets of measurements can be minimized if we solve a combinatorial optimization problem. We aim to bring this problem to the attention of engineering audiences, summarize some known mathematical results about this problem, and present a heuristic (suboptimal) calculation that gives reasonable, if not stellar, results.

Discrete parameter simulation optimization algorithms with applications to admission control with dependent service times

We propose certain discrete parameter variants of well known simulation optimization algorithms. Two of these algorithms are based on the smoothed functional (SF) technique while two others are based on the simultaneous perturbation stochastic approximation (SPSA) method. They differ from each other in the way perturbations are obtained and also the manner in which projections and parameter updates are performed. All our algorithms use two simulations and two-timescale stochastic approximation. As an application setting, we consider the important problem of admission control of packets in communication networks under dependent service times. We consider a discrete time slotted queueing model of the system and consider two different scenarios - one where the service times have a dependence on the system state and the other where they depend on the number of arrivals in a time slot. Under our settings, the simulated objective function appears ill-behaved with multiple local minima and a unique global minimum characterized by a sharp dip in the objective function in a small region of the parameter space. We compare the performance of our algorithms on these settings and observe that the two SF algorithms show the best results overall. In fact, in many cases studied, SF algorithms converge to the global minimum.

Distributed nonlinear optimization algorithms for general network problems

There are a number of large networks which occur in many problems dealing with the flow of power, communication signals, water, gas, transportable goods, etc. Both design and planning of these networks involve optimization problems. The first part of this paper introduces the common characteristics of a nonlinear network (the network may be linear, the objective function may be non linear, or both may be nonlinear). The second part develops a mathematical model trying to put together some important constraints based on the abstraction for a general network. The third part deals with solution procedures; it converts the network to a matrix based system of equations, gives the characteristics of the matrix and suggests two solution procedures, one of them being a new one. The fourth part handles spatially distributed networks and evolves a number of decomposition techniques so that we can solve the problem with the help of a distributed computer system. Algorithms for parallel processors and spatially distributed systems have been described.There are a number of common features that pertain to networks. A network consists of a set of nodes and arcs. In addition at every node, there is a possibility of an input (like power, water, message, goods etc) or an output or none. Normally, the network equations describe the flows amoungst nodes through the arcs. These network equations couple variables associated with nodes. Invariably, variables pertaining to arcs are constants; the result required will be flows through the arcs. To solve the normal base problem, we are given input flows at nodes, output flows at nodes and certain physical constraints on other variables at nodes and we should find out the flows through the network (variables at nodes will be referred to as across variables).The optimization problem involves in selecting inputs at nodes so as to optimise an objective function; the objective may be a cost function based on the inputs to be minimised or a loss function or an efficiency function. The above mathematical model can be solved using Lagrange Multiplier technique since the equalities are strong compared to inequalities. The Lagrange multiplier technique divides the solution procedure into two stages per iteration. Stage one calculates the problem variables % and stage two the multipliers lambda. It is shown that the Jacobian matrix used in stage one (for solving a nonlinear system of necessary conditions) occurs in the stage two also.A second solution procedure has also been imbedded into the first one. This is called total residue approach. It changes the equality constraints so that we can get faster convergence of the iterations.Both solution procedures are found to coverge in 3 to 7 iterations for a sample network.The availability of distributed computer systems — both LAN and WAN — suggest the need for algorithms to solve the optimization problems. Two types of algorithms have been proposed — one based on the physics of the network and the other on the property of the Jacobian matrix. Three algorithms have been deviced, one of them for the local area case. These algorithms are called as regional distributed algorithm, hierarchical regional distributed algorithm (both using the physics properties of the network), and locally distributed algorithm (a multiprocessor based approach with a local area network configuration). The approach used was to define an algorithm that is faster and uses minimum communications. These algorithms are found to converge at the same rate as the non distributed (unitary) case.

Smartconnect: a system for the design and deployment of wireless sensor networks

We have developed SmartConnect, a tool that addresses the growing need for the design and deployment of multihop wireless relay networks for connecting sensors to a control center. Given the locations of the sensors, the traffic that each sensor generates, the quality of service (QoS) requirements, and the potential locations at which relays can be placed, SmartConnect helps design and deploy a low-cost wireless multihop relay network. SmartConnect adopts a field interactive, iterative approach, with model based network design, field evaluation and relay augmentation performed iteratively until the desired QoS is met. The design process is based on approximate combinatorial optimization algorithms. In the paper, we provide the design choices made in SmartConnect and describe the experimental work that led to these choices. Finally, we provide results from some experimental deployments.

A Deterministic Optimization Approach to Protein Sequence Design Using Continuous Models

Determining the sequence of amino acid residues in a heteropolymer chain of a protein with a given conformation is a discrete combinatorial problem that is not generally amenable for gradient-based continuous optimization algorithms. In this paper we present a new approach to this problem using continuous models. In this modeling, continuous "state functions" are proposed to designate the type of each residue in the chain. Such a continuous model helps define a continuous sequence space in which a chosen criterion is optimized to find the most appropriate sequence. Searching a continuous sequence space using a deterministic optimization algorithm makes it possible to find the optimal sequences with much less computation than many other approaches. The computational efficiency of this method is further improved by combining it with a graph spectral method, which explicitly takes into account the topology of the desired conformation and also helps make the combined method more robust. The continuous modeling used here appears to have additional advantages in mimicking the folding pathways and in creating the energy landscapes that help find sequences with high stability and kinetic accessibility. To illustrate the new approach, a widely used simplifying assumption is made by considering only two types of residues: hydrophobic (H) and polar (P). Self-avoiding compact lattice models are used to validate the method with known results in the literature and data that can be practically obtained by exhaustive enumeration on a desktop computer. We also present examples of sequence design for the HP models of some real proteins, which are solved in less than five minutes on a single-processor desktop computer Some open issues and future extensions are noted.

Smoothed Functional Algorithms for Stochastic Optimization Using q-Gaussian Distributions

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.

Simultaneous Perturbation Newton Algorithms for Simulation Optimization

We present a new Hessian estimator based on the simultaneous perturbation procedure, that requires three system simulations regardless of the parameter dimension. We then present two Newton-based simulation optimization algorithms that incorporate this Hessian estimator. The two algorithms differ primarily in the manner in which the Hessian estimate is used. Both our algorithms do not compute the inverse Hessian explicitly, thereby saving on computational effort. While our first algorithm directly obtains the product of the inverse Hessian with the gradient of the objective, our second algorithm makes use of the Sherman-Morrison matrix inversion lemma to recursively estimate the inverse Hessian. We provide proofs of convergence for both our algorithms. Next, we consider an interesting application of our algorithms on a problem of road traffic control. Our algorithms are seen to exhibit better performance than two Newton algorithms from a recent prior work.

Ant colony optimization for reporting cell planning in mobile computing using selective paging strategy

Location management problem that arise in mobile computing networks is addressed. One method used in location management is to designate sonic of the cells in the network as "reporting cells". The other cells in the network are "non-reporting cells". Finding an optimal set of reporting cells (or reporting cell configuration) for a given network. is a difficult combinatorial optimization problem. In fact this is shown to be an NP-complete problem. in an earlier study. In this paper, we use the selective paging strategy and use an ant colony optimization method to obtain the best/optimal set of reporting cells for a given a network.

Simultaneous material selection and geometry design of statically determinate trusses using continuous optimization

In this work, we explore simultaneous geometry design and material selection for statically determinate trusses by posing it as a continuous optimization problem. The underlying principles of our approach are structural optimization and Ashby’s procedure for material selection from a database. For simplicity and ease of initial implementation, only static loads are considered in this work with the intent of maximum stiffness, minimum weight/cost, and safety against failure. Safety of tensile and compression members in the truss is treated differently to prevent yield and buckling failures, respectively. Geometry variables such as lengths and orientations of members are taken to be the design variables in an assumed layout. Areas of cross-section of the members are determined to satisfy the failure constraints in each member. Along the lines of Ashby’s material indices, a new design index is derived for trusses. The design index helps in choosing the most suitable material for any geometry of the truss. Using the design index, both the design space and the material database are searched simultaneously using gradient-based optimization algorithms. The important feature of our approach is that the formulated optimization problem is continuous, although the material selection from a database is an inherently discrete problem. A few illustrative examples are included. It is observed that the method is capable of determining the optimal topology in addition to optimal geometry when the assumed layout contains more links than are necessary for optimality.

A real coded genetic algorithm for data partitioning and scheduling in networks with arbitrary processor release time

The problem of scheduling divisible loads in distributed computing systems, in presence of processor release time is considered. The objective is to find the optimal sequence of load distribution and the optimal load fractions assigned to each processor in the system such that the processing time of the entire processing load is a minimum. This is a difficult combinatorial optimization problem and hence genetic algorithms approach is presented for its solution.

Pareto-optimal solutions for multi-objective optimization of fed-batch bioreactors using nondominated sorting genetic algorithm

Many optimal control problems are characterized by their multiple performance measures that are often noncommensurable and competing with each other. The presence of multiple objectives in a problem usually give rise to a set of optimal solutions, largely known as Pareto-optimal solutions. Evolutionary algorithms have been recognized to be well suited for multi-objective optimization because of their capability to evolve a set of nondominated solutions distributed along the Pareto front. This has led to the development of many evolutionary multi-objective optimization algorithms among which Nondominated Sorting Genetic Algorithm (NSGA and its enhanced version NSGA-II) has been found effective in solving a wide variety of problems. Recently, we reported a genetic algorithm based technique for solving dynamic single-objective optimization problems, with single as well as multiple control variables, that appear in fed-batch bioreactor applications. The purpose of this study is to extend this methodology for solution of multi-objective optimal control problems under the framework of NSGA-II. The applicability of the technique is illustrated by solving two optimal control problems, taken from literature, which have usually been solved by several methods as single-objective dynamic optimization problems. (C) 2004 Elsevier Ltd. All rights reserved.

Genetic algorithm for satellite customer assignment

The problem of assigning customers to satellite channels is considered. Finding an optimal allocation of customers to satellite channels is a difficult combinatorial optimization problem and is shown to be NP-complete in an earlier study. We propose a genetic algorithm (GA) approach to search for the best/optimal assignment of customers to satellite channels. Various issues related to genetic algorithms such as solution representation, selection methods, genetic operators and repair of invalid solutions are presented. A comparison of this approach with the standard optimization method is presented to show the advantages of this approach in terms of computation time