Contributions to exact approaches in combinatorial optimization

The focus of this thesis is to contribute to the development of new, exact solution approaches to different combinatorial optimization problems. In particular, we derive dedicated algorithms for a special class of Traveling Tournament Problems (TTPs), the Dial-A-Ride Problem (DARP), and the Vehicle Routing Problem with Time Windows and Temporal Synchronized Pickup and Delivery (VRPTWTSPD). Furthermore, we extend the concept of using dual-optimal inequalities for stabilized Column Generation (CG) and detail its application to improved CG algorithms for the cutting stock problem, the bin packing problem, the vertex coloring problem, and the bin packing problem with conflicts. In all approaches, we make use of some knowledge about the structure of the problem at hand to individualize and enhance existing algorithms. Specifically, we utilize knowledge about the input data (TTP), problem-specific constraints (DARP and VRPTWTSPD), and the dual solution space (stabilized CG). Extensive computational results proving the usefulness of the proposed methods are reported.

Parallel algorithm for solving integer linear programs

Linear programs, or LPs, are often used in optimization problems, such as improving manufacturing efficiency of maximizing the yield from limited resources. The most common method for solving LPs is the Simplex Method, which will yield a solution, if one exists, but over the real numbers. From a purely numerical standpoint, it will be an optimal solution, but quite often we desire an optimal integer solution. A linear program in which the variables are also constrained to be integers is called an integer linear program or ILP. It is the focus of this report to present a parallel algorithm for solving ILPs. We discuss a serial algorithm using a breadth-first branch-and-bound search to check the feasible solution space, and then extend it into a parallel algorithm using a client-server model. In the parallel mode, the search may not be truly breadth-first, depending on the solution time for each node in the solution tree. Our search takes advantage of pruning, often resulting in super-linear improvements in solution time. Finally, we present results from sample ILPs, describe a few modifications to enhance the algorithm and improve solution time, and offer suggestions for future work.

Noisy kriging-based optimization methods: A unified implementation within the DiceOptim package

Kriging-based optimization relying on noisy evaluations of complex systems has recently motivated contributions from various research communities. Five strategies have been implemented in the DiceOptim package. The corresponding functions constitute a user-friendly tool for solving expensive noisy optimization problems in a sequential framework, while offering some flexibility for advanced users. Besides, the implementation is done in a unified environment, making this package a useful device for studying the relative performances of existing approaches depending on the experimental setup. An overview of the package structure and interface is provided, as well as a description of the strategies and some insight about the implementation challenges and the proposed solutions. The strategies are compared to some existing optimization packages on analytical test functions and show promising performances.

Numerical solution of optimal control problems with constant control delays

We investigate a class of optimal control problems that exhibit constant exogenously given delays in the control in the equation of motion of the differential states. Therefore, we formulate an exemplary optimal control problem with one stock and one control variable and review some analytic properties of an optimal solution. However, analytical considerations are quite limited in case of delayed optimal control problems. In order to overcome these limits, we reformulate the problem and apply direct numerical methods to calculate approximate solutions that give a better understanding of this class of optimization problems. In particular, we present two possibilities to reformulate the delayed optimal control problem into an instantaneous optimal control problem and show how these can be solved numerically with a stateof- the-art direct method by applying Bock’s direct multiple shooting algorithm. We further demonstrate the strength of our approach by two economic examples.

PSO and neural networks: Optimal combination to solve non linear complex problems

Swarm colonies reproduce social habits. Working together in a group to reach a predefined goal is a social behaviour occurring in nature. Linear optimization problems have been approached by different techniques based on natural models. In particular, Particles Swarm optimization is a meta-heuristic search technique that has proven to be effective when dealing with complex optimization problems. This paper presents and develops a new method based on different penalties strategies to solve complex problems. It focuses on the training process of the neural networks, the constraints and the election of the parameters to ensure successful results and to avoid the most common obstacles when searching optimal solutions.

Thermal food processing optimization: Algorithms and software

The algorithms and graphic user interface software package ?OPT-PROx? are developed to meet food engineering needs related to canned food thermal processing simulation and optimization. The adaptive random search algorithm and its modification coupled with penalty function?s approach, and the finite difference methods with cubic spline approximation are utilized by ?OPT-PROx? package (http://tomakechoice. com/optprox/index.html). The diversity of thermal food processing optimization problems with different objectives and required constraints are solvable by developed software. The geometries supported by the ?OPT-PROx? are the following: (1) cylinder, (2) rectangle, (3) sphere. The mean square error minimization principle is utilized in order to estimate the heat transfer coefficient of food to be heated under optimal condition. The developed user friendly dialogue and used numerical procedures makes the ?OPT-PROx? software useful to food scientists in research and education, as well as to engineers involved in optimization of thermal food processing.

Distributed Estimation of Distribution Algorithms for continuous optimization: how does the exchanged information influence their behavior?

One of the most promising areas in which probabilistic graphical models have shown an incipient activity is the field of heuristic optimization and, in particular, in Estimation of Distribution Algorithms. Due to their inherent parallelism, different research lines have been studied trying to improve Estimation of Distribution Algorithms from the point of view of execution time and/or accuracy. Among these proposals, we focus on the so-called distributed or island-based models. This approach defines several islands (algorithms instances) running independently and exchanging information with a given frequency. The information sent by the islands can be either a set of individuals or a probabilistic model. This paper presents a comparative study for a distributed univariate Estimation of Distribution Algorithm and a multivariate version, paying special attention to the comparison of two alternative methods for exchanging information, over a wide set of parameters and problems ? the standard benchmark developed for the IEEE Workshop on Evolutionary Algorithms and other Metaheuristics for Continuous Optimization Problems of the ISDA 2009 Conference. Several analyses from different points of view have been conducted to analyze both the influence of the parameters and the relationships between them including a characterization of the configurations according to their behavior on the proposed benchmark.

NURBS-Based Geometry Parameterization for Aerodynamic Shape Optimization

La motivación de esta tesis es el desarrollo de una herramienta de optimización automática para la mejora del rendimiento de formas aerodinámicas enfocado en la industria aeronáutica. Este trabajo cubre varios aspectos esenciales, desde el empleo de Non-Uniform Rational B-Splines (NURBS), al cálculo de gradientes utilizando la metodología del adjunto continuo, el uso de b-splines volumétricas como parámetros de diseño, el tratamiento de la malla en las intersecciones, y no menos importante, la adaptación de los algoritmos de la dinámica de fluidos computacional (CFD) en arquitecturas hardware de alto paralelismo, como las tarjetas gráficas, para acelerar el proceso de optimización. La metodología adjunta ha posibilitado que los métodos de optimización basados en gradientes sean una alternativa prometedora para la mejora de la eficiencia aerodinámica de los aviones. La formulación del adjunto permite calcular los gradientes de una función de coste, como la resistencia aerodinámica o la sustentación, independientemente del número de variables de diseño, a un coste computacional equivalente a una simulación CFD. Sin embargo, existen problemas prácticos que han imposibilitado su aplicación en la industria, que se pueden resumir en: integrabilidad, rendimiento computacional y robustez de la solución adjunta. Este trabajo aborda estas contrariedades y las analiza en casos prácticos. Como resumen, las contribuciones de esta tesis son: • El uso de NURBS como variables de diseño en un bucle de automático de optimización, aplicado a la mejora del rendimiento aerodinámico de alas en régimen transónico. • El desarrollo de algoritmos de inversión de punto, para calcular las coordenadas paramétricas de las coordenadas espaciales, para ligar los vértices de malla a las NURBS. • El uso y validación de la formulación adjunta para el calculo de los gradientes, a partir de las sensibilidades de la solución adjunta, comparado con diferencias finitas. • Se ofrece una estrategia para utilizar la geometría CAD, en forma de parches NURBS, para tratar las intersecciones, como el ala-fuselaje. • No existen muchas alternativas de librerías NURBS viables. En este trabajo se ha desarrollado una librería, DOMINO NURBS, y se ofrece a la comunidad como código libre y abierto. • También se ha implementado un código CFD en tarjeta gráfica, para realizar una valoración de cómo se puede adaptar un código sobre malla no estructurada a arquitecturas paralelas. • Finalmente, se propone una metodología, basada en la función de Green, como una forma eficiente de paralelizar simulaciones numéricas. Esta tesis ha sido apoyada por las actividades realizadas por el Área de Dinámica da Fluidos del Instituto Nacional de Técnica Aeroespacial (INTA), a través de numerosos proyectos de financiación nacional: DOMINO, SIMUMAT, y CORESFMULAERO. También ha estado en consonancia con las actividades realizadas por el departamento de Métodos y Herramientas de Airbus España y con el grupo Investigación y Tecnología Aeronáutica Europeo (GARTEUR), AG/52. ABSTRACT The motivation of this work is the development of an automatic optimization strategy for large scale shape optimization problems that arise in the aeronautics industry to improve the aerodynamic performance; covering several aspects from the use of Non-Uniform Rational B-Splines (NURBS), the calculation of the gradients with the continuous adjoint formulation, the development of volumetric b-splines parameterization, mesh adaptation and intersection handling, to the adaptation of Computational Fluid Dynamics (CFD) algorithms to take advantage of highly parallel architectures in order to speed up the optimization process. With the development of the adjoint formulation, gradient-based methods for aerodynamic optimization become a promising approach to improve the aerodynamic performance of aircraft designs. The adjoint methodology allows the evaluation the gradients to all design variables of a cost function, such as drag or lift, at the equivalent cost of more or less one CFD simulation. However, some practical problems have been delaying its full implementation to the industry, which can be summarized as: integrability, computer performance, and adjoint robustness. This work tackles some of these issues and analyse them in well-known test cases. As summary, the contributions comprises: • The employment of NURBS as design variables in an automatic optimization loop for the improvement of the aerodynamic performance of aircraft wings in transonic regimen. • The development of point inversion algorithms to calculate the NURBS parametric coordinates from the space coordinates, to link with the computational grid vertex. • The use and validation of the adjoint formulation to calculate the gradients from the surface sensitivities in an automatic optimization loop and evaluate its reliability, compared with finite differences. • This work proposes some algorithms that take advantage of the underlying CAD geometry description, in the form of NURBS patches, to handle intersections and mesh adaptations. • There are not many usable libraries for NURBS available. In this work an open source library DOMINO NURBS has been developed and is offered to the community as free, open source code. • The implementation of a transonic CFD solver from scratch in a graphic card, for an assessment of the implementability of conventional CFD solvers for unstructured grids to highly parallel architectures. • Finally, this research proposes the use of the Green's function as an efficient paralellization scheme of numerical solvers. The presented work has been supported by the activities carried out at the Fluid Dynamics branch of the National Institute for Aerospace Technology (INTA) through national founding research projects: DOMINO, SIMUMAT, and CORESIMULAERO; in line with the activities carried out by the Methods and Tools and Flight Physics department at Airbus and the Group for Aeronautical Research and Technology in Europe (GARTEUR) action group AG/52.

Calmness modulus of linear semi-infinite programs

Our main goal is to compute or estimate the calmness modulus of the argmin mapping of linear semi-infinite optimization problems under canonical perturbations, i.e., perturbations of the objective function together with continuous perturbations of the right-hand side of the constraint system (with respect to an index ranging in a compact Hausdorff space). Specifically, we provide a lower bound on the calmness modulus for semi-infinite programs with unique optimal solution which turns out to be the exact modulus when the problem is finitely constrained. The relationship between the calmness of the argmin mapping and the same property for the (sub)level set mapping (with respect to the objective function), for semi-infinite programs and without requiring the uniqueness of the nominal solution, is explored, too, providing an upper bound on the calmness modulus of the argmin mapping. When confined to finitely constrained problems, we also provide a computable upper bound as it only relies on the nominal data and parameters, not involving elements in a neighborhood. Illustrative examples are provided.

New glimpses on convex infinite optimization duality

Given a convex optimization problem (P) in a locally convex topological vector space X with an arbitrary number of constraints, we consider three possible dual problems of (P), namely, the usual Lagrangian dual (D), the perturbational dual (Q), and the surrogate dual (Δ), the last one recently introduced in a previous paper of the authors (Goberna et al., J Convex Anal 21(4), 2014). As shown by simple examples, these dual problems may be all different. This paper provides conditions ensuring that inf(P)=max(D), inf(P)=max(Q), and inf(P)=max(Δ) (dual equality and existence of dual optimal solutions) in terms of the so-called closedness regarding to a set. Sufficient conditions guaranteeing min(P)=sup(Q) (dual equality and existence of primal optimal solutions) are also provided, for the nominal problems and also for their perturbational relatives. The particular cases of convex semi-infinite optimization problems (in which either the number of constraints or the dimension of X, but not both, is finite) and linear infinite optimization problems are analyzed. Finally, some applications to the feasibility of convex inequality systems are described.

Constraint qualifications in convex vector semi-infinite optimization

Convex vector (or multi-objective) semi-infinite optimization deals with the simultaneous minimization of finitely many convex scalar functions subject to infinitely many convex constraints. This paper provides characterizations of the weakly efficient, efficient and properly efficient points in terms of cones involving the data and Karush–Kuhn–Tucker conditions. The latter characterizations rely on different local and global constraint qualifications. The results in this paper generalize those obtained by the same authors on linear vector semi-infinite optimization problems.

Dynamic Models under Uncertainty for Large-Scale Enterprise Systems

Thesis (Ph.D.)--University of Washington, 2016-06

A cognitive genetic algorithm for power distribution system planning

Power systems are large scale nonlinear systems with high complexity. Various optimization techniques and expert systems have been used in power system planning. However, there are always some factors that cannot be quantified, modeled, or even expressed by expert systems. Moreover, such planning problems are often large scale optimization problems. Although computational algorithms that are capable of handling large dimensional problems can be used, the computational costs are still very high. To solve these problems, in this paper, investigation is made to explore the efficiency and effectiveness of combining mathematic algorithms with human intelligence. It had been discovered that humans can join the decision making progresses by cognitive feedback. Based on cognitive feedback and genetic algorithm, a new algorithm called cognitive genetic algorithm is presented. This algorithm can clarify and extract human's cognition. As an important application of this cognitive genetic algorithm, a practical decision method for power distribution system planning is proposed. By using this decision method, the optimal results that satisfy human expertise can be obtained and the limitations of human experts can be minimized in the mean time.

Modelling the dynamics of genetic algorithms using statistical mechanics

A formalism for modelling the dynamics of Genetic Algorithms (GAs) using methods from statistical mechanics, originally due to Prugel-Bennett and Shapiro, is reviewed, generalized and improved upon. This formalism can be used to predict the averaged trajectory of macroscopic statistics describing the GA's population. These macroscopics are chosen to average well between runs, so that fluctuations from mean behaviour can often be neglected. Where necessary, non-trivial terms are determined by assuming maximum entropy with constraints on known macroscopics. Problems of realistic size are described in compact form and finite population effects are included, often proving to be of fundamental importance. The macroscopics used here are cumulants of an appropriate quantity within the population and the mean correlation (Hamming distance) within the population. Including the correlation as an explicit macroscopic provides a significant improvement over the original formulation. The formalism is applied to a number of simple optimization problems in order to determine its predictive power and to gain insight into GA dynamics. Problems which are most amenable to analysis come from the class where alleles within the genotype contribute additively to the phenotype. This class can be treated with some generality, including problems with inhomogeneous contributions from each site, non-linear or noisy fitness measures, simple diploid representations and temporally varying fitness. The results can also be applied to a simple learning problem, generalization in a binary perceptron, and a limit is identified for which the optimal training batch size can be determined for this problem. The theory is compared to averaged results from a real GA in each case, showing excellent agreement if the maximum entropy principle holds. Some situations where this approximation brakes down are identified. In order to fully test the formalism, an attempt is made on the strong sc np-hard problem of storing random patterns in a binary perceptron. Here, the relationship between the genotype and phenotype (training error) is strongly non-linear. Mutation is modelled under the assumption that perceptron configurations are typical of perceptrons with a given training error. Unfortunately, this assumption does not provide a good approximation in general. It is conjectured that perceptron configurations would have to be constrained by other statistics in order to accurately model mutation for this problem. Issues arising from this study are discussed in conclusion and some possible areas of further research are outlined.