Simulated Annealing: Rigorous finite-time guarantees for optimization on continuous domains

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.

A preliminary study of a new multi-objective optimization algorithm

This paper presents a preliminary study which describes and evaluates a multi-objective (MO) version of a recently created single objective (SO) optimization algorithm called the "Alliance Algorithm" (AA). The algorithm is based on the metaphorical idea that several tribes, with certain skills and resource needs, try to conquer an environment for their survival and to ally together to improve the likelihood of conquest. The AA has given promising results in several fields to which has been applied, thus the development of a MO variant (MOAA) is a natural extension. Here the MOAA's performance is compared with two well-known MO algorithms: NSGA-II and SPEA-2. The performance measures chosen for this study are the convergence and diversity metrics. The benchmark functions chosen for the comparison are from the ZDT and OKA families and the main classical MO problems. The results show that the three algorithms have similar overall performance. Thus, it is not possible to identify a best algorithm for all the problems; the three algorithms show a certain complementarity because they offer superior performance for different classes of problems. © 2012 IEEE.

Multi-objective optimization for multiphase orbital rendezvous missions

A multi-objective optimization approach was proposed for multiphase orbital rendezvous missions and validated by application to a representative numerical problem. By comparing the Pareto fronts obtained using the proposed method, the relationships between the three objectives considered are revealed, and the influences of other mission parameters, such as the sensors' field of view, can also be analyzed effectively. For multiphase orbital rendezvous missions, the tradeoff relationships between the total velocity increment and the trajectory robustness index as well as between the total velocity increment and the time of flight are obvious and clear. However, the tradeoff relationship between the time of flight and the trajectory robustness index is weak, especially for the four- and five-phase missions examined. The proposed approach could be used to reorganize a stable rendezvous profile for an engineering rendezvous mission, when there is a failure that prevents the completion of the nominal mission.

Multi-objective optimization of a fluid structure interaction benchmarking

The integration and application of a new multi-objective tabu search optimization algorithm for Fluid Structure Interaction (FSI) problems are presented. The aim is to enhance the computational design process for real world applications and to achieve higher performance of the whole system for the four considered objectives. The described system combines the optimizer with a well established FSI solver which is based on the fully implicit, monolithic formuFlation of the problem in the Arbitrary Lagrangian-Eulerian FEM approach. The proposed solver resolves the proposed uid-structure interaction benchmark which describes the self-induced elastic deformation of a beam attached to a cylinder in laminar channel ow. The optimized ow characteristics of the aforementioned geometrical arrangement illustrate the performance of the system in two dimensions. Special emphasis is given to the analysis of the simulation package, which is of high accuracy and is the core of application. The design process identifies the best combination of ow features for optimal system behavior and the most important objectives. In addition, the presented methodology has the potential to run in parallel, which will significantly speed-up the elapsed time. Finite Element Method (FEM), Fluid-Structure Interaction (FSI), Multi-Ojective Tabu search (MOTS2). Copyright © 2013 Tech Science Press.

An investigation of higher-order multi-objective optimisation for 3D aerodynamic shape design

We investigate the performance of different variants of a suitably tailored Tabu Search optimisation algorithm on a higher-order design problem. We consider four objective func- tions to describe the performance of a compressor stator row, subject to a number of equality and inequality constraints. The same design problem has been previously in- vestigated through single-, bi- and three-objective optimisation studies. However, in this study we explore the capabilities of enhanced variants of our Multi-objective Tabu Search (MOTS) optimisation algorithm in the context of detailed 3D aerodynamic shape design. It is shown that with these enhancements to the local search of the MOTS algorithm we can achieve a rapid exploration of complicated design spaces, but there is a trade-off be- tween speed and the quality of the trade-off surface found. Rapidly explored design spaces reveal the extremes of the objective functions, but the compromise optimum areas are not very well explored. However, there are ways to adapt the behaviour of the optimiser and maintain both a very efficient rate of progress towards the global optimum Pareto front and a healthy number of design configurations lying on the trade-off surface and exploring the compromise optimum regions. These compromise solutions almost always represent the best qualitative balance between the objectives under consideration. Such enhancements to the effectiveness of design space exploration make engineering design optimisation with multiple objectives and robustness criteria ever more practicable and attractive for modern advanced engineering design. Finally, new research questions are addressed that highlight the trade-offs between intelligence in optimisation algorithms and acquisition of qualita- tive information through computational engineering design processes that reveal patterns and relations between design parameters and objective functions, but also speed versus optimum quality. © 2012 AIAA.

Interactive multi-objective particle swarm optimisation using decision space interaction

The most common approach to decision making in multi-objective optimisation with metaheuristics is a posteriori preference articulation. Increased model complexity and a gradual increase of optimisation problems with three or more objectives have revived an interest in progressively interactive decision making, where a human decision maker interacts with the algorithm at regular intervals. This paper presents an interactive approach to multi-objective particle swarm optimisation (MOPSO) using a novel technique to preference articulation based on decision space interaction and visual preference articulation. The approach is tested on a 2D aerofoil design case study and comparisons are drawn to non-interactive MOPSO. © 2013 IEEE.