On the stability of the optimal value and the optimal set in optimization problems

The paper develops a stability theory for the optimal value and the optimal set mapping of optimization problems posed in a Banach space. The problems considered in this paper have an arbitrary number of inequality constraints involving lower semicontinuous (not necessarily convex) functions and one closed abstract constraint set. The considered perturbations lead to problems of the same type as the nominal one (with the same space of variables and the same number of constraints), where the abstract constraint set can also be perturbed. The spaces of functions involved in the problems (objective and constraints) are equipped with the metric of the uniform convergence on the bounded sets, meanwhile in the space of closed sets we consider, coherently, the Attouch-Wets topology. The paper examines, in a unified way, the lower and upper semicontinuity of the optimal value function, and the closedness, lower and upper semicontinuity (in the sense of Berge) of the optimal set mapping. This paper can be seen as a second part of the stability theory presented in [17], where we studied the stability of the feasible set mapping (completed here with the analysis of the Lipschitz-like property).

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.

Well-Posedness and Conditioning of Optimization Problems

AMS subject classification: 49K40, 90C31.

Social interaction as a heuristic for combinatorial optimization problems

We investigate the performance of a variant of Axelrod's model for dissemination of culture-the Adaptive Culture Heuristic (ACH)-on solving an NP-Complete optimization problem, namely, the classification of binary input patterns of size F by a Boolean Binary Perceptron. In this heuristic, N agents, characterized by binary strings of length F which represent possible solutions to the optimization problem, are fixed at the sites of a square lattice and interact with their nearest neighbors only. The interactions are such that the agents' strings (or cultures) become more similar to the low-cost strings of their neighbors resulting in the dissemination of these strings across the lattice. Eventually the dynamics freezes into a homogeneous absorbing configuration in which all agents exhibit identical solutions to the optimization problem. We find through extensive simulations that the probability of finding the optimal solution is a function of the reduced variable F/N(1/4) so that the number of agents must increase with the fourth power of the problem size, N proportional to F(4), to guarantee a fixed probability of success. In this case, we find that the relaxation time to reach an absorbing configuration scales with F(6) which can be interpreted as the overall computational cost of the ACH to find an optimal set of weights for a Boolean binary perceptron, given a fixed probability of success.

Genetic algorithms for continuous optimization problems - a concept of parameter-space size adjustment

The concept of parameter-space size adjustment is pn,posed in order to enable successful application of genetic algorithms to continuous optimization problems. Performance of genetic algorithms with six different combinations of selection and reproduction mechanisms, with and without parameter-space size adjustment, were severely tested on eleven multiminima test functions. An algorithm with the best performance was employed for the determination of the model parameters of the optical constants of Pt, Ni and Cr.

Web-based application programming interface to solve nonlinear optimization problems

Nonlinear Optimization Problems are usual in many engineering fields. Due to its characteristics the objective function of some problems might not be differentiable or its derivatives have complex expressions. There are even cases where an analytical expression of the objective function might not be possible to determine either due to its complexity or its cost (monetary, computational, time, ...). In these cases Nonlinear Optimization methods must be used. An API, including several methods and algorithms to solve constrained and unconstrained optimization problems was implemented. This API can be accessed not only as traditionally, by installing it on the developer and/or user computer, but it can also be accessed remotely using Web Services. As long as there is a network connection to the server where the API is installed, applications always access to the latest API version. Also an Web-based application, using the proposed API, was developed. This application is to be used by users that do not want to integrate methods in applications, and simply want to have a tool to solve Nonlinear Optimization Problems.

A parameter-free approach for solving combinatorial optimization problems through biased randomization of efficient heuristics

This paper discusses the use of probabilistic or randomized algorithms for solving combinatorial optimization problems. Our approach employs non-uniform probability distributions to add a biased random behavior to classical heuristics so a large set of alternative good solutions can be quickly obtained in a natural way and without complex conguration processes. This procedure is especially useful in problems where properties such as non-smoothness or non-convexity lead to a highly irregular solution space, for which the traditional optimization methods, both of exact and approximate nature, may fail to reach their full potential. The results obtained are promising enough to suggest that randomizing classical heuristics is a powerful method that can be successfully applied in a variety of cases.

An Analysis of black-box optimization problems in reinsurance: evolutionary-based approaches

Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.

A benchmark method for global optimization problems in structure determination from powder diffraction data

Quasi-Newton-Raphson minimization and conjugate gradient minimization have been used to solve the crystal structures of famotidine form B and capsaicin from X-ray powder diffraction data and characterize the chi(2) agreement surfaces. One million quasi-Newton-Raphson minimizations found the famotidine global minimum with a frequency of ca 1 in 5000 and the capsaicin global minimum with a frequency of ca 1 in 10 000. These results, which are corroborated by conjugate gradient minimization, demonstrate the existence of numerous pathways from some of the highest points on these chi(2) agreement surfaces to the respective global minima, which are passable using only downhill moves. This important observation has significant ramifications for the development of improved structure determination algorithms.

A novel approach for solving constrained nonlinear optimization problems using neurofuzzy systems

A neural network model for solving constrained nonlinear optimization problems with bounded variables is presented in this paper. More specifically, a modified Hopfield network is developed and its internal parameters are completed using the valid-subspace technique. These parameters guarantee the convergence of the network to the equilibrium points. The network is shown to be completely stable and globally convergent to the solutions of constrained nonlinear optimization problems. A fuzzy logic controller is incorporated in the network to minimize convergence time. Simulation results are presented to validate the proposed approach.

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.

Imposing Radiality Constraints in Distribution System Optimization Problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Nonsmooth continuous-time optimization problems: Necessary conditions

We consider Lipschitz continuous-time nonlinear optimization problems and provide first-order necessary optimality conditions of both Fritz John and Karush-Kuhn-Tucker types. (C) 2001 Elsevier B.V. Ltd. All rights reserved.

Nonsmooth continuous-time optimization problems: Sufficient conditions

We discuss sufficient conditions of optimality for nonsmooth continuous-time nonlinear optimization problems under generalized convexity assumptions. These include both first-order and second-order criteria. (C) 1998 Academic Press.