A novel approach based on recurrent neural networks applied to nonlinear systems optimization

This paper presents an efficient approach based on recurrent neural network for solving 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 treats optimization and constraint terms in different stages with no interference with each other. Moreover, the proposed approach does not require specification of penalty and weighting parameters for its initialization. A study of the modified Hopfield model is also developed to analyze its stability and convergence. Simulation results are provided to demonstrate the performance of the proposed neural network. (c) 2005 Elsevier B.V. All rights reserved.

Stability and convergence analysis of a neural model applied in nonlinear systems optimization

A neural model for solving nonlinear optimization problems is presented in this paper. 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 network is shown to be completely stable and globally convergent to the solutions of nonlinear optimization problems. A study of the modified Hopfield model is also developed to analyze its stability and convergence. Simulation results are presented to validate the developed methodology.

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.

Studying properties of Lagrangian bounds for many-to-many assignment problems

Classical and modified Lagrangian bounds for the optimal value of optimization problems with a double decomposable structure are studied. For the class of many-to-many assignment problems, this property of constraints is used to design a subgradient algorithm for solving the modified dual problem. Numerical results are presented to compare the quality of classical and modified bounds, as well as the properties of the corresponding Lagrangian solutions.

Comparison of Lagrangian Bounds for One Class of Generalized Assignment Problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A note on KKT-invexity in nonsmooth continuous-time optimization

We introduce the notion of KKT-inverity for nonsmooth continuous-time nonlinear optimization problems and prove that this notion is a necessary and sufficient condition for every KKT solution to be a global optimal solution.

Application of an iterative method and an evolutionary algorithm in fuzzy optimization

This work develops two approaches based on the fuzzy set theory to solve a class of fuzzy mathematical optimization problems with uncertainties in the objective function and in the set of constraints. The first approach is an adaptation of an iterative method that obtains cut levels and later maximizes the membership function of fuzzy decision making using the bound search method. The second one is a metaheuristic approach that adapts a standard genetic algorithm to use fuzzy numbers. Both approaches use a decision criterion called satisfaction level that reaches the best solution in the uncertain environment. Selected examples from the literature are presented to compare and to validate the efficiency of the methods addressed, emphasizing the fuzzy optimization problem in some import-export companies in the south of Spain. © 2012 Brazilian Operations Research Society.

Global optimization using a genetic algorithm with hierarchically structured population

This paper applies a genetic algorithm with hierarchically structured population to solve unconstrained optimization problems. The population has individuals distributed in several overlapping clusters, each one with a leader and a variable number of support individuals. The hierarchy establishes that leaders must be fitter than its supporters with the topological organization of the clusters following a tree. Computational tests evaluate different population structures, population sizes and crossover operators for better algorithm performance. A set of known benchmark test problems is solved and the results found are compared with those obtained from other methods described in the literature, namely, two genetic algorithms, a simulated annealing, a differential evolution and a particle swarm optimization. The results indicate that the method employed is capable of achieving better performance than the previous approaches in regard as the two criteria usually employed for comparisons: the number of function evaluations and rate of success. The method also has a superior performance if the number of problems solved is taken into account. (C) 2013 Elsevier B.V. All rights reserved.

Discovering promising regions to help global numerical optimization algorithms

We have developed an algorithm using a Design of Experiments technique for reduction of search-space in global optimization problems. Our approach is called Domain Optimization Algorithm. This approach can efficiently eliminate search-space regions with low probability of containing a global optimum. The Domain Optimization Algorithm approach is based on eliminating non-promising search-space regions, which are identifyed using simple models (linear) fitted to the data. Then, we run a global optimization algorithm starting its population inside the promising region. The proposed approach with this heuristic criterion of population initialization has shown relevant results for tests using hard benchmark functions.

A smooth evolutionary structural optimization procedure applied to plane stress problem

Topological optimization problems based on stress criteria are solved using two techniques in this paper. The first technique is the conventional Evolutionary Structural Optimization (ESO), which is known as hard kill, because the material is discretely removed; that is, the elements under low stress that are being inefficiently utilized have their constitutive matrix has suddenly reduced. The second technique, proposed in a previous paper, is a variant of the ESO procedure and is called Smooth ESO (SESO), which is based on the philosophy that if an element is not really necessary for the structure, its contribution to the structural stiffness will gradually diminish until it no longer influences the structure; its removal is thus performed smoothly. This procedure is known as "soft-kill"; that is, not all of the elements removed from the structure using the ESO criterion are discarded. Thus, the elements returned to the structure must provide a good conditioning system that will be resolved in the next iteration, and they are considered important to the optimization process. To evaluate elasticity problems numerically, finite element analysis is applied, but instead of using conventional quadrilateral finite elements, a plane-stress triangular finite element was implemented with high-order modes for solving complex geometric problems. A number of typical examples demonstrate that the proposed approach is effective for solving problems of bi-dimensional elasticity. (C) 2014 Elsevier Ltd. All rights reserved.

Saddle Point and Second Order Optimality in Nondifferentiable Nonlinear Abstract Multiobjective Optimization

This article deals with a vector optimization problem with cone constraints in a Banach space setting. By making use of a real-valued Lagrangian and the concept of generalized subconvex-like functions, weakly efficient solutions are characterized through saddle point type conditions. The results, jointly with the notion of generalized Hessian (introduced in [Cominetti, R., Correa, R.: A generalized second-order derivative in nonsmooth optimization. SIAM J. Control Optim. 28, 789–809 (1990)]), are applied to achieve second order necessary and sufficient optimality conditions (without requiring twice differentiability for the objective and constraining functions) for the particular case when the functionals involved are defined on a general Banach space into finite dimensional ones.

Generalized interval vector spaces and interval optimization

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A comparison of deterministic, reliability-based and risk-based structural optimization under uncertainty

In this paper, the effects of uncertainty and expected costs of failure on optimum structural design are investigated, by comparing three distinct formulations of structural optimization problems. Deterministic Design Optimization (DDO) allows one the find the shape or configuration of a structure that is optimum in terms of mechanics, but the formulation grossly neglects parameter uncertainty and its effects on structural safety. Reliability-based Design Optimization (RBDO) has emerged as an alternative to properly model the safety-under-uncertainty part of the problem. With RBDO, one can ensure that a minimum (and measurable) level of safety is achieved by the optimum structure. However, results are dependent on the failure probabilities used as constraints in the analysis. Risk optimization (RO) increases the scope of the problem by addressing the compromising goals of economy and safety. This is accomplished by quantifying the monetary consequences of failure, as well as the costs associated with construction, operation and maintenance. RO yields the optimum topology and the optimum point of balance between economy and safety. Results are compared for some example problems. The broader RO solution is found first, and optimum results are used as constraints in DDO and RBDO. Results show that even when optimum safety coefficients are used as constraints in DDO, the formulation leads to configurations which respect these design constraints, reduce manufacturing costs but increase total expected costs (including expected costs of failure). When (optimum) system failure probability is used as a constraint in RBDO, this solution also reduces manufacturing costs but by increasing total expected costs. This happens when the costs associated with different failure modes are distinct. Hence, a general equivalence between the formulations cannot be established. Optimum structural design considering expected costs of failure cannot be controlled solely by safety factors nor by failure probability constraints, but will depend on actual structural configuration. (c) 2011 Elsevier Ltd. All rights reserved.

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.

Bat-Inspired Optimization Approach for the Brushless DC Wheel Motor Problem

This paper presents a metaheuristic algorithm inspired in evolutionary computation and swarm intelligence concepts and fundamentals of echolocation of micro bats. The aim is to optimize the mono and multiobjective optimization problems related to the brushless DC wheel motor problems, which has 5 design parameters and 6 constraints for the mono-objective problem and 2 objectives, 5 design parameters, and 5 constraints for multiobjective version. Furthermore, results are compared with other optimization approaches proposed in the recent literature, showing the feasibility of this newly introduced technique to high nonlinear problems in electromagnetics.