Dual Sequence Simulated Annealing with Round-Robin Approach for University Course Timetabling

The university course timetabling problem involves assigning a given number of events into a limited number of timeslots and rooms under a given set of constraints; the objective is to satisfy the hard constraints (essential requirements) and minimize the violation of soft constraints (desirable requirements). In this study we employed a Dual-sequence Simulated Annealing (DSA) algorithm as an improvement algorithm. The Round Robin (RR) algorithm is used to control the selection of neighbourhood structures within DSA. The performance of our approach is tested over eleven benchmark datasets. Experimental results show that our approach is able to generate competitive results when compared with other state-of-the-art techniques.

Multi-Objective Reactive Power Support from Wind farms for Network Performance Enhancement

This paper examines the ability of the doubly fed induction generator (DFIG) to deliver multiple reactive power objectives during variable wind conditions. The reactive power requirement is decomposed based on various control objectives (e.g. power factor control, voltage control, loss minimisation, and flicker mitigation) defined around different time frames (i.e. seconds, minutes, and hourly), and the control reference is generated by aggregating the individual reactive power requirement for each control strategy. A novel coordinated controller is implemented for the rotor-side converter and the grid-side converter considering their capability curves and illustrating that it can effectively utilise the aggregated DFIG reactive power capability for system performance enhancement. The performance of the multi-objective strategy is examined for a range of wind and network conditions, and it is shown that for the majority of the scenarios, more than 92% of the main control objective can be achieved while introducing the integrated flicker control scheme with the main reactive power control scheme. Therefore, optimal control coordination across the different control strategies can maximise the availability of ancillary services from DFIG-based wind farms without additional dynamic reactive power devices being installed in power networks.

Constrained Multi-Objective Aerofoil Design Using a Multi-Level Optimisation Strategy

A novel approach for the multi-objective design optimisation of aerofoil profiles is presented. The proposed method aims to exploit the relative strengths of global and local optimisation algorithms, whilst using surrogate models to limit the number of computationally expensive CFD simulations required. The local search stage utilises a re-parameterisation scheme that increases the flexibility of the geometry description by iteratively increasing the number of design variables, enabling superior designs to be generated with minimal user intervention. Capability of the algorithm is demonstrated via the conceptual design of aerofoil sections for use on a lightweight laminar flow business jet. The design case is formulated to account for take-off performance while reducing sensitivity to leading edge contamination. The algorithm successfully manipulates boundary layer transition location to provide a potential set of aerofoils that represent the trade-offs between drag at cruise and climb conditions in the presence of a challenging constraint set. Variations in the underlying flow physics between Pareto-optimal aerofoils are examined to aid understanding of the mechanisms that drive the trade-offs in objective functions.

Stochastic protein folding simulation in the three-dimensional HP-model

We present results from three-dimensional protein folding simulations in the HP-model on ten benchmark problems. The simulations are executed by a simulated annealing-based algorithm with a time-dependent cooling schedule. The neighbourhood relation is determined by the pull-move set. The results provide experimental evidence that the maximum depth D of local minima of the underlying energy landscape can be upper bounded by D < n(2/3). The local search procedure employs the stopping criterion (In/delta)(D/gamma) where m is an estimation of the average number of neighbouring conformations, gamma relates to the mean of non-zero differences of the objective function for neighbouring conformations, and 1-delta is the confidence that a minimum conformation has been found. The bound complies with the results obtained for the ten benchmark problems. (c) 2008 Elsevier Ltd. All rights reserved.

Population-based local search for protein folding simulation in the MJ energy model and cubic lattices

We present experimental results on benchmark problems in 3D cubic lattice structures with the Miyazawa-Jernigan energy function for two local search procedures that utilise the pull-move set: (i) population-based local search (PLS) that traverses the energy landscape with greedy steps towards (potential) local minima followed by upward steps up to a certain level of the objective function; (ii) simulated annealing with a logarithmic cooling schedule (LSA). The parameter settings for PLS are derived from short LSA-runs executed in pre-processing and the procedure utilises tabu lists generated for each member of the population. In terms of the total number of energy function evaluations both methods perform equally well, however. PLS has the potential of being parallelised with an expected speed-up in the region of the population size. Furthermore, both methods require a significant smaller number of function evaluations when compared to Monte Carlo simulations with kink-jump moves. (C) 2009 Elsevier Ltd. All rights reserved.

A Hybrid Evolutionary Approach to the Nurse Rostering Problem

Nurse rostering is a difficult search problem with many constraints. In the literature, a number of approaches have been investigated including penalty function methods to tackle these constraints within genetic algorithm frameworks. In this paper, we investigate an extension of a previously proposed stochastic ranking method, which has demonstrated superior performance to other constraint handling techniques when tested against a set of constrained optimisation benchmark problems. An initial experiment on nurse rostering problems demonstrates that the stochastic ranking method is better in finding feasible solutions but fails to obtain good results with regard to the objective function. To improve the performance of the algorithm, we hybridise it with a recently proposed simulated annealing hyper-heuristic within a local search and genetic algorithm framework. The hybrid algorithm shows significant improvement over both the genetic algorithm with stochastic ranking and the simulated annealing hyper-heuristic alone. The hybrid algorithm also considerably outperforms the methods in the literature which have the previously best known results.

Anisotropic seismic inversion using a multigrid Monte Carlo approach

We propose a new approach for the inversion of anisotropic P-wave data based on Monte Carlo methods combined with a multigrid approach. Simulated annealing facilitates objective minimization of the functional characterizing the misfit between observed and predicted traveltimes, as controlled by the Thomsen anisotropy parameters (epsilon, delta). Cycling between finer and coarser grids enhances the computational efficiency of the inversion process, thus accelerating the convergence of the solution while acting as a regularization technique of the inverse problem. Multigrid perturbation samples the probability density function without the requirements for the user to adjust tuning parameters. This increases the probability that the preferred global, rather than a poor local, minimum is attained. Undertaking multigrid refinement and Monte Carlo search in parallel produces more robust convergence than does the initially more intuitive approach of completing them sequentially. We demonstrate the usefulness of the new multigrid Monte Carlo (MGMC) scheme by applying it to (a) synthetic, noise-contaminated data reflecting an isotropic subsurface of constant slowness, horizontally layered geologic media and discrete subsurface anomalies; and (b) a crosshole seismic data set acquired by previous authors at the Reskajeage test site in Cornwall, UK. Inverted distributions of slowness (s) and the Thomson anisotropy parameters (epsilon, delta) compare favourably with those obtained previously using a popular matrix-based method. Reconstruction of the Thomsen epsilon parameter is particularly robust compared to that of slowness and the Thomsen delta parameter, even in the face of complex subsurface anomalies. The Thomsen epsilon and delta parameters have enhanced sensitivities to bulk-fabric and fracture-based anisotropies in the TI medium at Reskajeage. Because reconstruction of slowness (s) is intimately linked to that epsilon and delta in the MGMC scheme, inverted images of phase velocity reflect the integrated effects of these two modes of anisotropy. The new MGMC technique thus promises to facilitate rapid inversion of crosshole P-wave data for seismic slownesses and the Thomsen anisotropy parameters, with minimal user input in the inversion process.

Quantum annealing of an ising spin-glass by Green's function Monte Carlo

We present an implementation of quantum annealing (QA) via lattice Green's function Monte Carlo (GFMC), focusing on its application to the Ising spin glass in transverse field. In particular, we study whether or not such a method is more effective than the path-integral Monte Carlo- (PIMC) based QA, as well as classical simulated annealing (CA), previously tested on the same optimization problem. We identify the issue of importance sampling, i.e., the necessity of possessing reasonably good (variational) trial wave functions, as the key point of the algorithm. We performed GFMC-QA runs using such a Boltzmann-type trial wave function, finding results for the residual energies that are qualitatively similar to those of CA (but at a much larger computational cost), and definitely worse than PIMC-QA. We conclude that, at present, without a serious effort in constructing reliable importance sampling variational wave functions for a quantum glass, GFMC-QA is not a true competitor of PIMC-QA.

Optimization through quantum annealing: theory and some applications

Quantum annealing is a promising tool for solving optimization problems, similar in some ways to the traditional ( classical) simulated annealing of Kirkpatrick et al. Simulated annealing takes advantage of thermal fluctuations in order to explore the optimization landscape of the problem at hand, whereas quantum annealing employs quantum fluctuations. Intriguingly, quantum annealing has been proved to be more effective than its classical counterpart in many applications. We illustrate the theory and the practical implementation of both classical and quantum annealing - highlighting the crucial differences between these two methods - by means of results recently obtained in experiments, in simple toy-models, and more challenging combinatorial optimization problems ( namely, Random Ising model and Travelling Salesman Problem). The techniques used to implement quantum and classical annealing are either deterministic evolutions, for the simplest models, or Monte Carlo approaches, for harder optimization tasks. We discuss the pro and cons of these approaches and their possible connections to the landscape of the problem addressed.

Human behaviour recognition in data-scarce domains

This paper presents the novel theory for performing multi-agent activity recognition without requiring large training corpora. The reduced need for data means that robust probabilistic recognition can be performed within domains where annotated datasets are traditionally unavailable. Complex human activities are composed from sequences of underlying primitive activities. We do not assume that the exact temporal ordering of primitives is necessary, so can represent complex activity using an unordered bag. Our three-tier architecture comprises low-level video tracking, event analysis and high-level inference. High-level inference is performed using a new, cascading extension of the Rao–Blackwellised Particle Filter. Simulated annealing is used to identify pairs of agents involved in multi-agent activity. We validate our framework using the benchmarked PETS 2006 video surveillance dataset and our own sequences, and achieve a mean recognition F-Score of 0.82. Our approach achieves a mean improvement of 17% over a Hidden Markov Model baseline.