Design and analysis of an efficient neural network model for solving nonlinear optimization problems

This paper presents an efficient approach based on a recurrent neural network for solving constrained nonlinear optimization. More specifically, a modified Hopfield network is developed, and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the convergence of the network to the equilibrium points that represent an optimal feasible solution. The main advantage of the developed network is that it handles optimization and constraint terms in different stages with no interference from each other. Moreover, the proposed approach does not require specification for penalty and weighting parameters for its initialization. A study of the modified Hopfield model is also developed to analyse its stability and convergence. Simulation results are provided to demonstrate the performance of the proposed neural network.

Nonlinear optimization using a modified Hopfield model

Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements. Neural networks with feedback connections provide a computing model capable of solving a rich class of optimization problems. In this paper, a modified Hopfield network is developed for solving constrained nonlinear optimization problems. The internal parameters of the network are obtained using the valid-subspace technique. Simulated examples are presented as an illustration of the proposed approach.

A Chaotic Approach of Differential Evolution Optimization Applied to Loudspeaker Design Problem

Over the past few years, the field of global optimization has been very active, producing different kinds of deterministic and stochastic algorithms for optimization in the continuous domain. These days, the use of evolutionary algorithms (EAs) to solve optimization problems is a common practice due to their competitive performance on complex search spaces. EAs are well known for their ability to deal with nonlinear and complex optimization problems. Differential evolution (DE) algorithms are a family of evolutionary optimization techniques that use a rather greedy and less stochastic approach to problem solving, when compared to classical evolutionary algorithms. The main idea is to construct, at each generation, for each element of the population a mutant vector, which is constructed through a specific mutation operation based on adding differences between randomly selected elements of the population to another element. Due to its simple implementation, minimum mathematical processing and good optimization capability, DE has attracted attention. This paper proposes a new approach to solve electromagnetic design problems that combines the DE algorithm with a generator of chaos sequences. This approach is tested on the design of a loudspeaker model with 17 degrees of freedom, for showing its applicability to electromagnetic problems. The results show that the DE algorithm with chaotic sequences presents better, or at least similar, results when compared to the standard DE algorithm and other evolutionary algorithms available in the literature.

Sufficient Second Order Optimality Conditions for C^1 Multiobjective Optimization Problems

2000 Mathematics Subject Classification: Primary 90C29; Secondary 90C30.

Hybrid multi-objective optimization and hybridized self-organizing response surface method

Numerical optimization is a technique where a computer is used to explore design parameter combinations to find extremes in performance factors. In multi-objective optimization several performance factors can be optimized simultaneously. The solution to multi-objective optimization problems is not a single design, but a family of optimized designs referred to as the Pareto frontier. The Pareto frontier is a trade-off curve in the objective function space composed of solutions where performance in one objective function is traded for performance in others. A Multi-Objective Hybridized Optimizer (MOHO) was created for the purpose of solving multi-objective optimization problems by utilizing a set of constituent optimization algorithms. MOHO tracks the progress of the Pareto frontier approximation development and automatically switches amongst those constituent evolutionary optimization algorithms to speed the formation of an accurate Pareto frontier approximation. Aerodynamic shape optimization is one of the oldest applications of numerical optimization. MOHO was used to perform shape optimization on a 0.5-inch ballistic penetrator traveling at Mach number 2.5. Two objectives were simultaneously optimized: minimize aerodynamic drag and maximize penetrator volume. This problem was solved twice. The first time the problem was solved by using Modified Newton Impact Theory (MNIT) to determine the pressure drag on the penetrator. In the second solution, a Parabolized Navier-Stokes (PNS) solver that includes viscosity was used to evaluate the drag on the penetrator. The studies show the difference in the optimized penetrator shapes when viscosity is absent and present in the optimization. In modern optimization problems, objective function evaluations may require many hours on a computer cluster to perform these types of analysis. One solution is to create a response surface that models the behavior of the objective function. Once enough data about the behavior of the objective function has been collected, a response surface can be used to represent the actual objective function in the optimization process. The Hybrid Self-Organizing Response Surface Method (HYBSORSM) algorithm was developed and used to make response surfaces of objective functions. HYBSORSM was evaluated using a suite of 295 non-linear functions. These functions involve from 2 to 100 variables demonstrating robustness and accuracy of HYBSORSM.

Parallel Problem Solving from Nature – PPSN XIV:14th International Conference, Edinburgh, UK, September 17-21, 2016, Proceedings

This book constitutes the refereed proceedings of the 14th International Conference on Parallel Problem Solving from Nature, PPSN 2016, held in Edinburgh, UK, in September 2016. The total of 93 revised full papers were carefully reviewed and selected from 224 submissions. The meeting began with four workshops which offered an ideal opportunity to explore specific topics in intelligent transportation Workshop, landscape-aware heuristic search, natural computing in scheduling and timetabling, and advances in multi-modal optimization. PPSN XIV also included sixteen free tutorials to give us all the opportunity to learn about new aspects: gray box optimization in theory; theory of evolutionary computation; graph-based and cartesian genetic programming; theory of parallel evolutionary algorithms; promoting diversity in evolutionary optimization: why and how; evolutionary multi-objective optimization; intelligent systems for smart cities; advances on multi-modal optimization; evolutionary computation in cryptography; evolutionary robotics - a practical guide to experiment with real hardware; evolutionary algorithms and hyper-heuristics; a bridge between optimization over manifolds and evolutionary computation; implementing evolutionary algorithms in the cloud; the attainment function approach to performance evaluation in EMO; runtime analysis of evolutionary algorithms: basic introduction; meta-model assisted (evolutionary) optimization. The papers are organized in topical sections on adaption, self-adaption and parameter tuning; differential evolution and swarm intelligence; dynamic, uncertain and constrained environments; genetic programming; multi-objective, many-objective and multi-level optimization; parallel algorithms and hardware issues; real-word applications and modeling; theory; diversity and landscape analysis.

From efficiency to optimality in proportional reinsurance under group correlation

Based on our recent discovery of closed form formulae of efficient Mean Variance retentions in variable quota-share proportional reinsurance under group correlation, we analyzed the influence of different combination of correlation and safety loading levels on the efficient frontier, both in a single period stylized problem and in a multiperiod one.

Optimal controllers with complex order derivatives

This paper studies the optimization of complex-order algorithms for the discrete-time control of linear and nonlinear systems. The fundamentals of fractional systems and genetic algorithms are introduced. Based on these concepts, complexorder control schemes and their implementation are evaluated in the perspective of evolutionary optimization. The results demonstrate not only that complex-order derivatives constitute a valuable alternative for deriving control algorithms, but also the feasibility of the adopted optimization strategy.

A firefly dynamic penalty approach for solving engineering design problems

Firefly Algorithm is a recent swarm intelligence method, inspired by the social behavior of fireflies, based on their flashing and attraction characteristics [1, 2]. In this paper, we analyze the implementation of a dynamic penalty approach combined with the Firefly algorithm for solving constrained global optimization problems. In order to assess the applicability and performance of the proposed method, some benchmark problems from engineering design optimization are considered.

Evolutionäre Optimierung von Mensch-Maschine-Schnittstellen

Vorgestellt wird eine weltweit neue Methode, Schnittstellen zwischen Menschen und Maschinen für individuelle Bediener anzupassen. Durch Anwenden von Abstraktionen evolutionärer Mechanismen wie Selektion, Rekombination und Mutation in der EOGUI-Methodik (Evolutionary Optimization of Graphical User Interfaces) kann eine rechnergestützte Umsetzung der Methode für Graphische Bedienoberflächen, insbesondere für industrielle Prozesse, bereitgestellt werden. In die Evolutionäre Optimierung fließen sowohl die objektiven, d.h. messbaren Größen wie Auswahlhäufigkeiten und -zeiten, mit ein, als auch das anhand von Online-Fragebögen erfasste subjektive Empfinden der Bediener. Auf diese Weise wird die Visualisierung von Systemen den Bedürfnissen und Präferenzen einzelner Bedienern angepasst. Im Rahmen dieser Arbeit kann der Bediener aus vier Bedienoberflächen unterschiedlicher Abstraktionsgrade für den Beispielprozess MIPS ( MIschungsProzess-Simulation) die Objekte auswählen, die ihn bei der Prozessführung am besten unterstützen. Über den EOGUI-Algorithmus werden diese Objekte ausgewählt, ggf. verändert und in einer neuen, dem Bediener angepassten graphischen Bedienoberfläche zusammengefasst. Unter Verwendung des MIPS-Prozesses wurden Experimente mit der EOGUI-Methodik durchgeführt, um die Anwendbarkeit, Akzeptanz und Wirksamkeit der Methode für die Führung industrieller Prozesse zu überprüfen. Anhand der Untersuchungen kann zu großen Teilen gezeigt werden, dass die entwickelte Methodik zur Evolutionären Optimierung von Mensch-Maschine-Schnittstellen industrielle Prozessvisualisierungen tatsächlich an den einzelnen Bediener anpaßt und die Prozessführung verbessert.

Global minimization using an Augmented Lagrangian method with variable lower-level constraints

A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the epsilon(k)-global minimization of the Augmented Lagrangian with simple constraints, where epsilon(k) -> epsilon. Global convergence to an epsilon-global minimizer of the original problem is proved. The subproblems are solved using the alpha BB method. Numerical experiments are presented.

Implementation of two-stage Hopfield model and its application in nonlinear systems

This paper presents an efficient neural network for solving constrained nonlinear optimization problems. More specifically, a two-stage neural network architecture is developed and its internal parameters are computed using the valid-subspace technique. The main advantage of the developed network is that it treats optimization and constraint terms in different stages with no interference with each other. Moreover, the proposed approach does not require specification of penalty or weighting parameters for its initialization.

Invex nonsmooth alternative theorem and applications

An invex constrained nonsmooth optimization problem is considered, in which the presence of an abstract constraint set is possibly allowed. Necessary and sufficient conditions of optimality are provided and weak and strong duality results established. Following Geoffrion's approach an invex nonsmooth alternative theorem of Gordan type is then derived. Subsequently, some applications on multiobjective programming are then pursued. © 2000 OPA (Overseas Publishers Association) N.V. Published by license under the Gordon and Breach Science Publishers imprint.

A hybrid image restoration algorithm based on Projections onto Convex Sets and Harmony Search

Image restoration is a research field that attempts to recover a blurred and noisy image. Since it can be modeled as a linear system, we propose in this paper to use the meta-heuristics optimization algorithm Harmony Search (HS) to find out near-optimal solutions in a Projections Onto Convex Sets-based formulation to solve this problem. The experiments using HS and four of its variants have shown that we can obtain near-optimal and faster restored images than other evolutionary optimization approach. © 2013 IEEE.

Optimizing feature selection through binary charged system search

Feature selection aims to find the most important information from a given set of features. As this task can be seen as an optimization problem, the combinatorial growth of the possible solutions may be inviable for a exhaustive search. In this paper we propose a new nature-inspired feature selection technique based on the Charged System Search (CSS), which has never been applied to this context so far. The wrapper approach combines the power of exploration of CSS together with the speed of the Optimum-Path Forest classifier to find the set of features that maximizes the accuracy in a validating set. Experiments conducted in four public datasets have demonstrated the validity of the proposed approach can outperform some well-known swarm-based techniques. © 2013 Springer-Verlag.