An Approximate Gradient Algorithm for Constrained Distributed Convex Optimization

In this paper, we propose an approximate gradient algorithm for the multi-agent convex optimization problem with constraints. The agents cooperatively compute the minimum of the sum of the local objective functions which are subject to a global inequality constraint and a global constraint set. Instead of each agent can get exact gradient, as discussed in the literature, we only use approximate gradient with some computation or measurement errors. The gradient accuracy conditions are presented to ensure the convergence of the approximate gradient algorithm. Finally, simulation results demonstrate good performance of the approximate algorithm.      

Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions

This paper presents a new algorithm for derivative-free optimization of expensive black-box objective functions subject to expensive black-box inequality constraints. The proposed algorithm, called ConstrLMSRBF, uses radial basis function (RBF) surrogate models and is an extension of the Local Metric Stochastic RBF (LMSRBF) algorithm by Regis and Shoemaker (2007a) [1] that can handle black-box inequality constraints. Previous algorithms for the optimization of expensive functions using surrogate models have mostly dealt with bound constrained problems where only the objective function is expensive, and so, the surrogate models are used to approximate the objective function only. In contrast, ConstrLMSRBF builds RBF surrogate models for the objective function and also for all the constraint functions in each iteration, and uses these RBF models to guide the selection of the next point where the objective and constraint functions will be evaluated. Computational results indicate that ConstrLMSRBF is better than alternative methods on 9 out of 14 test problems and on the MOPTA08 problem from the automotive industry (Jones, 2008 [2]). The MOPTA08 problem has 124 decision variables and 68 inequality constraints and is considered a large-scale problem in the area of expensive black-box optimization. The alternative methods include a Mesh Adaptive Direct Search (MADS) algorithm (Abramson and Audet, 2006 [3]; Audet and Dennis, 2006 [4]) that uses a kriging-based surrogate model, the Multistart LMSRBF algorithm by Regis and Shoemaker (2007a) [1] modified to handle black-box constraints via a penalty approach, a genetic algorithm, a pattern search algorithm, a sequential quadratic programming algorithm, and COBYLA (Powell, 1994 [5]), which is a derivative-free trust-region algorithm. Based on the results of this study, the results in Jones (2008) [2] and other approaches presented at the ISMP 2009 conference, ConstrLMSRBF appears to be among the best, if not the best, known algorithm for the MOPTA08 problem in the sense of providing the most improvement from an initial feasible solution within a very limited number of objective and constraint function evaluations.     

Newton-conjugate gradient （CG） augmented Lagrangian method for path constrained dynamic process optimization

In this paper, a Newton-conjugate gradient (CG) augmented Lagrangian method is proposed for solving the path constrained dynamic process optimization problems. The path constraints are simplified as a single final time constraint by using a novel constraint aggregation function. Then, a control vector parameterization (CVP) approach is applied to convert the constraints simplified dynamic optimization problem into a nonlinear programming (NLP) problem with inequality constraints. By constructing an augmented Lagrangian function, the inequality constraints are introduced into the augmented objective function, and a box constrained NLP problem is generated. Then, a linear search Newton-CG approach, also known as truncated Newton (TN) approach, is applied to solve the problem. By constructing the Hamiltonian functions of objective and constraint functions, two adjoint systems are generated to calculate the gradients which are needed in the process of NLP solution. Simulation examples demonstrate the effectiveness of the algorithm.     

基于混合粒子群算法的烧结配料优化

在引入惩罚函数和对目标函数进行适当修改的前提下,充分利用粒子群优化算法的全局搜索能力和约束条件下共轭梯度法的局部搜索能力,设计了烧结配料优化算法．利用惩罚函数方法将约束条件优化问题转化为无约束条件优化问题,然后利用粒子群优化算法进行寻优．当群体最优信息陷入停滞时将目标函数进行适当变化,继续利用共轭梯度法进行寻优．计算结果表明,采用该方法能够在提高混合料中的有用成分、降低有害成分的前提下,更多地降低生产成本．     

基于事件触发的分布式优化算法

本文研究了一类分布式优化问题,其目标是通过局部信息交换使由局部成本函数之和构成的全局成本函数最小.针对无向连通图,我们提出了两种基于比例积分策略的分布式优化算法.在局部成本函数可微且凸的条件下,证明了所提算法渐近收敛到全局最小值点.更进一步,在局部成本函数具有局部Lipschitz梯度和全局成本函数关于全局最小值点是有...     

基于鞍点法的自适应分布式资源分配算法

研究一类带有不等式约束为凸函数的多智能体系统分布式资源分配问题.在资源分配问题中,各智能体拥有仅自身可知的局部成本函数和局部凸不等式约束.分布式资源分配旨在如何利用智能体间的信息交互设计一种分布式优化算法,完成定量资源分配的同时还保证最小化全局成本函数.针对该问题,基于卡罗需-库恩-塔克条件和比例积分控制思想,首先提出一种自适应分布式优化算法,其中凸不等式约束的对偶变量可实现自适应获取;然后,为了降低系统的通信资源消耗,设计一种动态事件触发控制策略以实现离散时间通信的分布式资源分配算法;最后,通过数值仿真验证所设计算法的有效性.     

超导MRI主磁体优化设计的模拟退火算法

在进行MRI(magneticresonanceimaging)超导主磁体的设计时常采用优化设计的方法,将各设计参数看作连续变量处理,但实际上很多参数是离散变量,为了更符合工程实际,将超导MRI主磁体的设计作为一个含有离散变量的全局优化问题。建立了适用于多种超导MRI主磁体结构的数学模型,包括设计变量、目标函数、约束条件等,选用了适用于MRI超导主磁体优化设计的含有离散变量的模拟退火算法进行设计。算例结果表明,本文选取的数学模型和优化算法是有效的,能够达到超导MRI主磁体设计的要求。     

具有局部和全局QoS约束的Web服务选择

提出一种具有局部和全局QoS约束的Web服务选择算法.将基于QoS的Web服务选择问题建模为带QoS约束的多目标组合优化问题,使用局部QoS约束过滤不满足约束条件的候选服务,通过归档式多目标模拟退火(AMOSA)算法同时优化多个QoS目标函数以产生一组Pareto优化解,利用全局QoS约束筛选出满足约束条件的Pareto最优解集.实验结果证明了该算法的有效性.     

A constrained, globalized, and bounded Nelder–Mead method for engineering optimization

One of the fundamental difficulties in engineering design is the multiplicity of local solutions. This has triggered much effort in the development of global search algorithms. Globality, however, often has a prohibitively high numerical cost for real problems. A fixed cost local search, which sequentially becomes global, is developed in this work. Globalization is achieved by probabilistic restarts. A spacial probability of starting a local search is built based on past searches. An improved Nelder–Mead algorithm is the local optimizer. It accounts for variable bounds and nonlinear inequality constraints. It is additionally made more robust by reinitializing degenerated simplexes. The resulting method, called the Globalized Bounded Nelder–Mead (GBNM) algorithm, is particularly adapted to tackling multimodal, discontinuous, constrained optimization problems, for which it is uncertain that a global optimization can be afforded. Numerical experiments are given on two analytical test functions and two composite laminate design problems. The GBNM method compares favorably with an evolutionary algorithm, both in terms of numerical cost and accuracy.     

SOMS: SurrOgate MultiStart algorithm for use with nonlinear programming for global optimization

SOMS is a general surrogate‐based multistart algorithm, which is used in combination with any local optimizer to find global optima for computationally expensive functions with multiple local minima. SOMS differs from previous multistart methods in that a surrogate approximation is used by the multistart algorithm to help reduce the number of function evaluations necessary to identify the most promising points from which to start each nonlinear programming local search. SOMS's numerical results are compared with four well‐known methods, namely, Multi‐Level Single Linkage (MLSL), MATLAB's MultiStart, MATLAB's GlobalSearch, and GLOBAL. In addition, we propose a class of wavy test functions that mimic the wavy nature of objective functions arising in many black‐box simulations. Extensive comparisons of algorithms on the wavy test functions and on earlier standard global‐optimization test functions are done for a total of 19 different test problems. The numerical results indicate that SOMS performs favorably in comparison to alternative methods and does especially well on wavy functions when the number of function evaluations allowed is limited.     

Solving generalized Nash equilibrium problems through stochastic global optimization

Generalized Nash equilibrium problems address extensions of the well-known standard Nash equilibrium concept, making it possible to model and study more general settings. The main difference lies in that they allow both objective functions and constraints of each player to depend on the strategies of other players. The study of such problems has numerous applications in many fields, including engineering, economics, or management science, for instance. In this work we introduce a solution algorithm based on the Fuzzy Adaptive Simulated Annealing global optimization method (Fuzzy ASA, for short), demonstrating that it is possible to transform the original task into a constrained global optimization problem, which can be solved, in principle, by any effective global optimization algorithm, but in this paper our main tool will be the cited paradigm (Fuzzy ASA). We believe that the main merit of the proposed approach is to offer a simpler alternative for solving this important class of problems, in a less restrictive way in the sense of not demanding very strong conditions on the defining functions. Several case studies are presented for the sake of exemplifying the proposal's efficacy.     

基于改进细菌菌落优化算法的PID参数整定

针对经典智能优化算法在PID参数整定时存在早熟收敛及陷入无效循环的问题,提出一种改进细菌菌落优化算法。在个体位置更新时引入收缩因子和有指导的随机搜索策略,以平衡算法的全局搜索能力和局部搜索能力,在全局最优位置附近进行动态随机搜索,以提高算法的局部收敛精度。选取ITAE指标作为优化目标构建目标函数和约束条件。以时滞非线性湿度PID控制器为例,仿真结果表明,该算法在提高收敛精度的同时具有自我结束的能力,能够有效抑制超调量。     

Fixed-time distributed optimization for multi-agent systems with external disturbances over directed networks

This article considers the fixed-time distributed optimization problem of multi-agent systems with external disturbances, in which the global optimization objective is a convex combination of local objective functions. To solve this issue, a directed communication network is carefully designed, and an integral sliding mode control protocol is proposed based on the gradient of global objective function first. Moreover, two distributed optimal protocols are designed by using the gradient and the Hessian matrix of local objective function, respectively. By employing Lyapunov stability theory, graph theory, convex analysis, and inequality techniques, we prove that all proposed protocols can make agents achieve consensus and converge accurately to the optimal solution of the considered problem in some fixed-time intervals. Finally, some numerical simulations are given to verify the feasibility of the theoretical results.     

基于改进萤火虫优化算法的视频监控图像增强

针对视频图像增强问题中连续多帧图像序列中的像素相关性,建立了一种有效的视频图像增强模型,将视频连续图像增强问题转化为从原始低质量图像像素序列到高质量增强图像像素序列的寻优问题。基本萤火虫(GSO)算法具有容易陷入极值振荡和局部最优的缺陷,为了解决这个问题,在位置更新策略中引入了全局最优个体影响因子与局部最优个体影响因子,同时为了保证迭代过程中荧光素更新的多样性,对萤火虫荧光素的挥发及增益系数进行改进,提出了改进萤火虫(IGSO)算法。结合视频图像增强问题特性,重新定义了算法的群体的输入、萤火虫的荧光素和位置更新运动方程,设定了优化目标函数准则。最后典型的道路和室内监控视频图像增强实例验证了所提出的模型和算法的可行性。     

Minimization of sound radiation in fully coupled structural-acoustic systems using FEM-BEM based topology optimization

This paper presents a method to locally constrain multiple material volume domains for structural optimization with the Level Set Method (LSM). Two different Lagrangian formulations and multiplier update methods are used, for both the global and local problem. The local volume domains can be constrained by both equality and inequality constraints. The optimization objective is compliance minimization for well-posed statically loaded structures. For validation, several example problems are established and solved using the proposed method. Results show that the volume ratios for user established sub-domains can be controlled successfully. The local constraint values are met accurately in the case of equality constraints and remain in their feasible domain in the case of inequality constraints. Optimization results are not significantly hindered by the introduction of local volume constraints for comparable problems.     

用于一类函数全局优化问题的混合遗传算法

为了克服传统遗传算法收敛速度缓慢且易于收敛到局部最优解的缺点,该文将遗传算法与传统的局部搜索方法相结合,采用新的交叉变异准则,提出一种新型的混合遗传算法。该算法可以很好地处理一类带上下界约束的全局优化问题,具有很强的全局寻优能力。数值实验表明,该算法的计算结果明显优于传统遗传算法。     

A RBF-based constrained global optimization algorithm for problems with computationally expensive objective and constraints

This paper presents a metamodel-based constrained optimization method, called Radial basis function-based Constrained Global Optimization (RCGO), to solve optimization problems involving computationally expensive objective function and inequality constraints. RCGO is an extension of the adaptive metamodel-based global optimization (AMGO) algorithm which can handle unconstrained black-box optimization problems. Firstly, a sequential sampling method is implemented to obtain the initial points for building the radial basis function (RBF) approximations to all computational expensive functions while enforcing a feasible solution. Then, an auxiliary objective function subject to the approximate constraints is constructed to determine the next iterative point and further improve the solution. During the process, a distance function with a group of exponents is introduced in the auxiliary function to balance the local exploitation and the global exploration. The RCGO method is tested on a series of benchmark problems, and the results demonstrate that RCGO needs fewer costly evaluations and can be applied for costly constrained problems with all infeasible start points. And the test results on the 30D problems demonstrate that RCGO has advantages in solving the problems. The proposed method is then applied to the design of a cycloid gear pump and desirable results are obtained.     

Nonconvex/nonsmooth economic load dispatch using modified time‐varying particle swarm optimization

In this paper, a modified time‐varying particle swarm optimization (MTVPSO) is proposed for solving nonconvex economic load dispatch problems. It is a variant of the traditional particle swarm optimization (PSO) algorithm. In an MTVPSO, novel acceleration coefficients for cognitive and social components are presented as linear time‐varying parameters in the velocity update equation of the PSO algorithm. In the early stages of the optimization process, it improves the global search capability of particles and directs the global optima at the end stage. Additionally, a linearly decreased inertia weight is introduced in an MTVPSO, instead of a fixed constant value, which helps improve the diversity of the population. Through this modification mechanism in PSO, the proposed algorithm has a higher probability of avoiding local optima, and it is likely to find global optima more quickly. Six complex benchmark functions have been used to validate the effectiveness of the proposed algorithm. Furthermore, to demonstrate its efficiency, feasibility, and fastness, six different cases (3‐, 6‐, 13‐, 15‐, and 40‐unit systems and one large‐scale Korean power 140‐unit system) of the economic load dispatch problem are solved by an MTVPSO. The results of the proposed algorithm have been compared with state‐of‐the‐art algorithms. It was found that the proposed MTVPSO can deliver better results in terms of solution quality, convergence characteristics, and robustness.     

A Dual‐Type Method Based Algorithm for Nonlinear Large Network Optimization Problems

In previous research, we have proposed a Dual Projected Pseudo Quasi Newton (DPPQN) method which differs from the conventional Lagrange relaxation method by treating the inequality constraints as the domain of the primal variables in the dual function and using Projection Theory to handle the inequality constraints. We have combined this dual‐type method with a Projected Jacobi (PJ) method to solve nonlinear large network optimization problems with decomposable inequality constraints, and have achieved several attractive features. To retain the attractive features and to remedy the flaw of the previous method, in the current paper, we propose an active set strategy based DPPQN method to solve the projection problem formed by coupling functional inequality constraints. This method associated with the DPPQN method and the PJ method can be used to solve general nonlinear large network optimization problems. We present this algorithm, demonstrate its computational efficiency through numerical simulations and compare it with the previous method.