A common Tabu search algorithm for the global optimization of engineering problems

A novel common Tabu algorithm for global optimizations of engineering problems is presented. The robustness and efficiency of the presented method are evaluated by using standard mathematical functions and hy solving a practical engineering problem. The numerical results show that the proposed method is (i) superior to the conventional Tabu search algorithm in robustness, and (ii) superior to the simulated annealing algorithm in efficiency. (C) 2001 Elsevier B.V. B.V. All rights reserved.

Efficient robust optimization based on polynomial chaos and tabu search algorithm

The study of robust design methodologies and techniques has become a new topical area in design optimizations in nearly all engineering and applied science disciplines in the last 10 years due to inevitable and unavoidable imprecision or uncertainty which is existed in real word design problems. To develop a fast optimizer for robust designs, a methodology based on polynomial chaos and tabu search algorithm is proposed. In the methodology, the polynomial chaos is employed as a stochastic response surface model of the objective function to efficiently evaluate the robust performance parameter while a mechanism to assign expected fitness only to promising solutions is introduced in tabu search algorithm to minimize the requirement for determining robust metrics of intermediate solutions. The proposed methodology is applied to the robust design of a practical inverse problem with satisfactory results.

Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

SPECTRUM OF STOCHASTIC ADDING MACHINES AND FIBERED JULIA SETS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)