Predictive entropy search for efficient global optimization of black-box functions

We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the global maximum. PES codifies this intractable acquisition function in terms of the expected reduction in the differential entropy of the predictive distribution. This reformulation allows PES to obtain approximations that are both more accurate and efficient than other alternatives such as Entropy Search (ES). Furthermore, PES can easily perform a fully Bayesian treatment of the model hyperparameters while ES cannot. We evaluate PES in both synthetic and real-world applications, including optimization problems in machine learning, finance, biotechnology, and robotics. We show that the increased accuracy of PES leads to significant gains in optimization performance.

Optimization and comparison of single- and dual-pump fiber-optical parametric amplifiers with dispersion fluctuations

Solutions for fiber-optical parametric amplifiers (FOPAs) with dispersion fluctuations are derived using matrix operators. On the basis of the propagation matrix product and the hybrid genetic algorithm, we have optimized and compared single- and dual-pump FOPAs with zero-dispersion-wavelength variations. The simulations prove that the design of FOPAs involves multimodal function optimization problems. The numerical results show that dual-pump FOPAs are highly sensitive to dispersion fluctuations whereas dispersion variations have less impact on the gain of single-pump FOPAs. To increase signal gain and reduce ripple, dual-pump FOPAs, instead of single-pump FOPAs, have to be carefully optimized with a suitable multisegment fiber structure rather than a one-segment fiber structure. The different combinations of multisegment fibers can provide highly different gain properties. The increase in gain is at the cost of the ripple.

Viscoelastic flow through a planar contraction using a semi-Lagrangian finite volume method

A semi-Lagrangian finite volume scheme for solving viscoelastic flow problems is presented. A staggered grid arrangement is used in which the dependent variables are located at different mesh points in the computational domain. The convection terms in the momentum and constitutive equations are treated using a semi-Lagrangian approach in which particles on a regular grid are traced backwards over a single time-step. The method is applied to the 4 : 1 planar contraction problem for an Oldroyd B fluid for both creeping and inertial flow conditions. The development of vortex behaviour with increasing values of We is analyzed.

Distribution-based adaptive bounding genetic algorithm for continuous optimisation problems

A new search-space-updating technique for genetic algorithms is proposed for continuous optimisation problems. Other than gradually reducing the search space during the evolution process with a fixed reduction rate set ‘a priori’, the upper and the lower boundaries for each variable in the objective function are dynamically adjusted based on its distribution statistics. To test the effectiveness, the technique is applied to a number of benchmark optimisation problems in comparison with three other techniques, namely the genetic algorithms with parameter space size adjustment (GAPSSA) technique [A.B. Djurišic, Elite genetic algorithms with adaptive mutations for solving continuous optimization problems – application to modeling of the optical constants of solids, Optics Communications 151 (1998) 147–159], successive zooming genetic algorithm (SZGA) [Y. Kwon, S. Kwon, S. Jin, J. Kim, Convergence enhanced genetic algorithm with successive zooming method for solving continuous optimization problems, Computers and Structures 81 (2003) 1715–1725] and a simple GA. The tests show that for well-posed problems, existing search space updating techniques perform well in terms of convergence speed and solution precision however, for some ill-posed problems these techniques are statistically inferior to a simple GA. All the tests show that the proposed new search space update technique is statistically superior to its counterparts.

Comparisons of plankton at 59 degrees N and 37 degrees N during two Lagrangian drift experiments in the North Atlantic in June and July 1996

Data are summarised for two Lagrangian experiments in the North Atlantic in early summer 1996. At 59 degreesN 20 degreesW, plankton dynamics was studied in an SF, tracer release experiment within a mesoscale eddy over a 9-day period. At 37 degreesN 20 degreesW, a second experiment followed a drifting buoy for 7 days. The data obtained in these two experiments have been averaged for 3 depth strata; the euphotic zone, the surface mixed layer (SML), and the seasonal thermocline immediately beneath the surface mixed layer. At 59 degreesN, the euphotic zone was only marginally deeper than the SML, but at 37 degreesN the SML was ca 30 m and the euphotic depth was ca 110 m. At 37 degreesN, nutrient concentrations in the SML were low but significant new production occurred in the thermocline because of light penetration into the nutricline. The particulate organic carbon (POC) concentration of the SML at 59 degreesN was 13-15 mu mol C kg(-1), but at 37 degreesN POC concentrations were 4 mu mol C kg(-1). These POC measurements include biota and detritus. As a way of investigating latitudinal differences in the plankton communities, estimates have been made of the carbon and nitrogen content of phytoplankton, bacterioplankton, microzooplankton and mesozooplankton. At both 59 degreesN and 37 degreesN, phytoplankton was the largest component, accounting for ca 50% of the planktonic biomass in the SML. At 59 degreesN, microzooplankton was 16% of the planktonic carbon, but at 37 degreesN this reduced to 8% of the total. Mesozooplankton was a relatively constant proportion (ca 20%) of the planktonic carbon in the SML at both 59 degreesN and 37 degreesN. Bacterioplankton was 14% of the biomass at 59 degreesN, increasing to 24% in the microbial loop-dominated system at 37 degreesN. Mean carbon fixation rate in the oligotrophic southern station was 24% of that at the north, with more carbon fixation below the SML at 37 degreesN than at 59 degreesN. Respiration rates showed little variation with latitude, and the rates at 37 degreesN were 80% of those at 59 degreesN. Nitrate and ammonium uptake rates were very low in the oligotrophic conditions in the SML at 37 degreesN, but nitrate uptake in the euphotic zone was comparable to that at 59 degreesN. Ammonium uptake by phytoplankton was also significantly greater at 37 degreesN, in both the euphotic zone and thermocline, but uptake in the SML was only 20% of that in the SML at 59 degreesN. (C) 2001 Elsevier Science Ltd. All rights reserved.

Surrogate-Based Optimization Using Multifidelity Models with Variable Parameterization and Corrected Space Mapping

Surrogate-based-optimization methods provide a means to achieve high-fidelity design optimization at reduced computational cost by using a high-fidelity model in combination with lower-fidelity models that are less expensive to evaluate. This paper presents a provably convergent trust-region model-management methodology for variableparameterization design models: that is, models for which the design parameters are defined over different spaces. Corrected space mapping is introduced as a method to map between the variable-parameterization design spaces. It is then used with a sequential-quadratic-programming-like trust-region method for two aerospace-related design optimization problems. Results for a wing design problem and a flapping-flight problem show that the method outperforms direct optimization in the high-fidelity space. On the wing design problem, the new method achieves 76% savings in high-fidelity function calls. On a bat-flight design problem, it achieves approximately 45% time savings, although it converges to a different local minimum than did the benchmark.

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.

Majorantes para a ordem de subgrafos induzidos k-regulares

Muitos dos problemas de otimização em grafos reduzem-se à determinação de um subconjunto de vértices de cardinalidade máxima que induza um subgrafo k-regular. Uma vez que a determinação da ordem de um subgrafo induzido k-regular de maior ordem é, em geral, um problema NP-difícil, são deduzidos novos majorantes, a determinar em tempo polinomial, que em muitos casos constituam boas aproximações das respetivas soluções ótimas. Introduzem-se majorantes espetrais usando uma abordagem baseada em técnicas de programação convexa e estabelecem-se condições necessárias e suficientes para que sejam atingidos. Adicionalmente, introduzem-se majorantes baseados no espetro das matrizes de adjacência, laplaciana e laplaciana sem sinal. É ainda apresentado um algoritmo não polinomial para a determinação de umsubconjunto de vértices de umgrafo que induz umsubgrafo k-regular de ordem máxima para uma classe particular de grafos. Finalmente, faz-se um estudo computacional comparativo com vários majorantes e apresentam-se algumas conclusões.

IP/optical integration in access network infrastructures: key issues on resource provisioning

This thesis contributes to the advancement of Fiber-Wireless (FiWi) access technologies, through the development of algorithms for resource allocation and energy efficient routing. FiWi access networks use both optical and wireless/cellular technologies to provide high bandwidth and ubiquity, required by users and current high demanding services. FiWi access technologies are divided in two parts. In one of the parts, fiber is brought from the central office to near the users, while in the other part wireless routers or base stations take over and provide Internet access to users. Many technologies can be used at both the optical and wireless parts, which lead to different integration and optimization problems to be solved. In this thesis, the focus will be on FiWi access networks that use a passive optical network at the optical section and a wireless mesh network at the wireless section. In such networks, two important aspects that influence network performance are: allocation of resources and traffic routing throughout the mesh section. In this thesis, both problems are addressed. A fair bandwidth allocation algorithm is developed, which provides fairness in terms of bandwidth and in terms of experienced delays among all users. As for routing, an energy efficient routing algorithm is proposed that optimizes sleeping and productive periods throughout the wireless and optical sections. To develop the stated algorithms, game theory and networks formation theory were used. These are powerful mathematical tools that can be used to solve problems involving agents with conflicting interests. Since, usually, these tools are not common knowledge, a brief survey on game theory and network formation theory is provided to explain the concepts that are used throughout the thesis. As such, this thesis also serves as a showcase on the use of game theory and network formation theory to develop new algorithms.

Distributed energy resource short-term scheduling using signaled particle swarm optimization

Distributed Energy Resources (DER) scheduling in smart grids presents a new challenge to system operators. The increase of new resources, such as storage systems and demand response programs, results in additional computational efforts for optimization problems. On the other hand, since natural resources, such as wind and sun, can only be precisely forecasted with small anticipation, short-term scheduling is especially relevant requiring a very good performance on large dimension problems. Traditional techniques such as Mixed-Integer Non-Linear Programming (MINLP) do not cope well with large scale problems. This type of problems can be appropriately addressed by metaheuristics approaches. This paper proposes a new methodology called Signaled Particle Swarm Optimization (SiPSO) to address the energy resources management problem in the scope of smart grids, with intensive use of DER. The proposed methodology’s performance is illustrated by a case study with 99 distributed generators, 208 loads, and 27 storage units. The results are compared with those obtained in other methodologies, namely MINLP, Genetic Algorithm, original Particle Swarm Optimization (PSO), Evolutionary PSO, and New PSO. SiPSO performance is superior to the other tested PSO variants, demonstrating its adequacy to solve large dimension problems which require a decision in a short period of time.

Application of genetic algorithms in the design of an electrical potential of fractional order

Fractional calculus (FC) is currently being applied in many areas of science and technology. In fact, this mathematical concept helps the researches to have a deeper insight about several phenomena that integer order models overlook. Genetic algorithms (GA) are an important tool to solve optimization problems that occur in engineering. This methodology applies the concepts that describe biological evolution to obtain optimal solution in many different applications. In this line of thought, in this work we use the FC and the GA concepts to implement the electrical fractional order potential. The performance of the GA scheme, and the convergence of the resulting approximation, are analyzed. The results are analyzed for different number of charges and several fractional orders.

Modified Particle Swarm Optimization Applied to Integrated Demand Response and DG Resources Scheduling

The elastic behavior of the demand consumption jointly used with other available resources such as distributed generation (DG) can play a crucial role for the success of smart grids. The intensive use of Distributed Energy Resources (DER) and the technical and contractual constraints result in large-scale non linear optimization problems that require computational intelligence methods to be solved. This paper proposes a Particle Swarm Optimization (PSO) based methodology to support the minimization of the operation costs of a virtual power player that manages the resources in a distribution network and the network itself. Resources include the DER available in the considered time period and the energy that can be bought from external energy suppliers. Network constraints are considered. The proposed approach uses Gaussian mutation of the strategic parameters and contextual self-parameterization of the maximum and minimum particle velocities. The case study considers a real 937 bus distribution network, with 20310 consumers and 548 distributed generators. The obtained solutions are compared with a deterministic approach and with PSO without mutation and Evolutionary PSO, both using self-parameterization.

Particle swarm optimization for two-connected networks with bounded rings

The Two-Connected Network with Bounded Ring (2CNBR) problem is a network design problem addressing the connection of servers to create a survivable network with limited redirections in the event of failures. Particle Swarm Optimization (PSO) is a stochastic population-based optimization technique modeled on the social behaviour of flocking birds or schooling fish. This thesis applies PSO to the 2CNBR problem. As PSO is originally designed to handle a continuous solution space, modification of the algorithm was necessary in order to adapt it for such a highly constrained discrete combinatorial optimization problem. Presented are an indirect transcription scheme for applying PSO to such discrete optimization problems and an oscillating mechanism for averting stagnation.

A Study of Ordered Gene Problems Featuring DNA Error Correction and DNA Fragment Assembly with a Variety of Heuristics, Genetic Algorithm Variations, and Dynamic Representations

Ordered gene problems are a very common classification of optimization problems. Because of their popularity countless algorithms have been developed in an attempt to find high quality solutions to the problems. It is also common to see many different types of problems reduced to ordered gene style problems as there are many popular heuristics and metaheuristics for them due to their popularity. Multiple ordered gene problems are studied, namely, the travelling salesman problem, bin packing problem, and graph colouring problem. In addition, two bioinformatics problems not traditionally seen as ordered gene problems are studied: DNA error correction and DNA fragment assembly. These problems are studied with multiple variations and combinations of heuristics and metaheuristics with two distinct types or representations. The majority of the algorithms are built around the Recentering- Restarting Genetic Algorithm. The algorithm variations were successful on all problems studied, and particularly for the two bioinformatics problems. For DNA Error Correction multiple cases were found with 100% of the codes being corrected. The algorithm variations were also able to beat all other state-of-the-art DNA Fragment Assemblers on 13 out of 16 benchmark problem instances.

Characterizing Dynamic Optimization Benchmarks for the Comparison of Multi-Modal Tracking Algorithms

Population-based metaheuristics, such as particle swarm optimization (PSO), have been employed to solve many real-world optimization problems. Although it is of- ten sufficient to find a single solution to these problems, there does exist those cases where identifying multiple, diverse solutions can be beneficial or even required. Some of these problems are further complicated by a change in their objective function over time. This type of optimization is referred to as dynamic, multi-modal optimization. Algorithms which exploit multiple optima in a search space are identified as niching algorithms. Although numerous dynamic, niching algorithms have been developed, their performance is often measured solely on their ability to find a single, global optimum. Furthermore, the comparisons often use synthetic benchmarks whose landscape characteristics are generally limited and unknown. This thesis provides a landscape analysis of the dynamic benchmark functions commonly developed for multi-modal optimization. The benchmark analysis results reveal that the mechanisms responsible for dynamism in the current dynamic bench- marks do not significantly affect landscape features, thus suggesting a lack of representation for problems whose landscape features vary over time. This analysis is used in a comparison of current niching algorithms to identify the effects that specific landscape features have on niching performance. Two performance metrics are proposed to measure both the scalability and accuracy of the niching algorithms. The algorithm comparison results demonstrate the algorithms best suited for a variety of dynamic environments. This comparison also examines each of the algorithms in terms of their niching behaviours and analyzing the range and trade-off between scalability and accuracy when tuning the algorithms respective parameters. These results contribute to the understanding of current niching techniques as well as the problem features that ultimately dictate their success.