direct is a popular deterministic algorithm for global optimization problems. It can find the basins of attraction for global or local optima efficiently, especially when dimension is small. Recently, we have proposed...
详细信息
ISBN:
(纸本)9783319083773;9783319083766
direct is a popular deterministic algorithm for global optimization problems. It can find the basins of attraction for global or local optima efficiently, especially when dimension is small. Recently, we have proposed a class of modified direct algorithms to eliminate the sensitivities of the original direct to linear scaling of the objective function. In this paper, we devote to find a specific algorithm with best performance among this class. We compare the performance of the modified direct algorithms on the GKLS test set. Numerical results show that direct-median performs outstanding among this class. What is more, numerical results also show that direct-median can find solutions with high accuracy much more efficiently than the original direct.
The most common approach for solving constrained optimization problems is based on penalty functions, where the constrained problem is transformed into an unconstrained problem by penalizing the objective function whe...
详细信息
ISBN:
(纸本)9783642396373
The most common approach for solving constrained optimization problems is based on penalty functions, where the constrained problem is transformed into an unconstrained problem by penalizing the objective function when constraints are violated. In this paper, we analyze the implementation of penalty functions, within the direct algorithm. In order to assess the applicability and performance of the proposed approaches, some benchmark problems from engineering design optimization are considered.
In the paper, the widely used numerical optimization method for linear frequency modulated (LFM) signal parameters estimation is modified. To this purpose, an improved Dividing RECTangles (direct) algorithm is propose...
详细信息
ISBN:
(纸本)9781479948086
In the paper, the widely used numerical optimization method for linear frequency modulated (LFM) signal parameters estimation is modified. To this purpose, an improved Dividing RECTangles (direct) algorithm is proposed to substitute for the commonly used grid search method. The proposed global optimization algorithm can provide initial estimates for local optimization algorithms such as Newton and Simplex. Based on classical direct algorithm, the improved version, called Lipschitz constant assisted direct (L-direct) algorithm, eliminates hopeless areas, suspends unlikely areas, and concentrates on more promising areas in search space, finding the range of attraction (ROA) with lower SNR threshold or less computational burden for local optimization algorithms. The effect of the modification is validated by simulation results.
In this paper, we discuss the performance of the direct global optimization algorithm on problems with linear scaling. We show with computations that the performance of direct can be affected by linear scaling of the ...
详细信息
In this paper, we discuss the performance of the direct global optimization algorithm on problems with linear scaling. We show with computations that the performance of direct can be affected by linear scaling of the objective function. We also provide a theoretical result which shows that direct does not perform well when the absolute value of the objective function is large enough. Then we present direct-a, a modification of direct, to eliminate the sensitivity to linear scaling of the objective function. We prove theoretically that linear scaling of the objective function does not affect the performance of direct-a. Similarly, we prove that some modifications of direct are also unaffected by linear scaling of the objective function, while the original direct algorithm is sensitive to linear scaling. Numerical results in this paper show that direct-a is more robust than the original direct algorithm, which support the theoretical results. Numerical results also show that careful choices of the parameter epsilon can help direct perform well when the objective function is poorly linearly scaled.
The direct (DIviding RECTangles) algorithm of Jones, Perttunen, and Stuckman (Journal of Optimization Theory and Applications, vol. 79, no. 1, pp. 157-181, 1993), a variant of Lipschitzian methods for bound constraine...
详细信息
The direct (DIviding RECTangles) algorithm of Jones, Perttunen, and Stuckman (Journal of Optimization Theory and Applications, vol. 79, no. 1, pp. 157-181, 1993), a variant of Lipschitzian methods for bound constrained global optimization, has proved effective even in higher dimensions. However, the performance of a direct implementation in real applications depends on the characteristics of the objective function, the problem dimension, and the desired solution accuracy. Implementations with static data structures often fail in practice, since it is difficult to predict memory resource requirements in advance. This is especially critical in multidisciplinary engineering design applications, where the direct optimization is just one small component of a much larger computation, and any component failure aborts the entire design process. To make the direct global optimization algorithm efficient and robust on large-scale, multidisciplinary engineering problems, a set of dynamic data structures is proposed here to balance the memory requirements with execution time, while simultaneously adapting to arbitrary problem size. The focus of this paper is on design issues of the dynamic data structures, and related memory management strategies. Numerical computing techniques and modifications of Jones' original direct algorithm in terms of stopping rules and box selection rules are also explored. Performance studies are done for synthetic test problems with multiple local optima. Results for application to a site-specific system simulator for wireless communications systems ((SW)-W-4) are also presented to demonstrate the effectiveness of the proposed dynamic data structures for an implementation of direct.
A performance and time efficient 2.1D sketch extraction from a given monocular image is proposed in a global optimization framework that exploits the divided rectangles (directs) but otherwise extracted by heuristic g...
详细信息
ISBN:
(纸本)9781509015603
A performance and time efficient 2.1D sketch extraction from a given monocular image is proposed in a global optimization framework that exploits the divided rectangles (directs) but otherwise extracted by heuristic global optimization methods, like genetic algorithms, particle swarm evolution algorithms, and simulated annealing. An appeal of these algorithms is that they are guaranteed to yield the global minimum in probability one sense. The flip side of these algorithms is that they are usually time consuming and also may not reproduce the results consistently. Contrastingly, the currently proposed in this paper, we formulate 2.1D sketch extraction using direct algorithm, which not only apparently aims at providing the better global minimum but as a deterministic approach. Further, the extraction of 2.1D sketch are found to yield comparatively better than the results obtained by the hybrid differential evolution algorithm [1]. Interestingly, the proposed algorithm is superior since it takes far less computations in converging to either same global minimum or far better global minimum value that gives a 2.1 D sketch extraction.
This paper focuses on the development of a methodology for sizing and optimization of four hybrid systems (PV/wind/diesel/battery, PV/wind/diesel, PV/diesel/battery and wind/diesel/battery). This approach makes use of...
详细信息
ISBN:
(纸本)9781467319720
This paper focuses on the development of a methodology for sizing and optimization of four hybrid systems (PV/wind/diesel/battery, PV/wind/diesel, PV/diesel/battery and wind/diesel/battery). This approach makes use of the Dividing RECTangles (direct) algorithm to suggest, among a list of commercially available system devices, the optimal numbers and types of system components ensuring that the total cost objective function is minimized. These four hybrid systems are assumed to be installed at the city of Le Havre (France), with the collection of hourly environment data (solar radiation, wind speed and ambient temperature) for a period of 5-year. Finally, an impact of optimum system configuration on system performance are compared and discussed in the case studied.
This paper focuses on the development of a methodology for sizing and optimization of four hybrid systems (PV/wind/diesel/battery, PV/wind/diesel, PV/diesel/battery and wind/diesel/battery). This approach makes use of...
详细信息
ISBN:
(纸本)9781467319706
This paper focuses on the development of a methodology for sizing and optimization of four hybrid systems (PV/wind/diesel/battery, PV/wind/diesel, PV/diesel/battery and wind/diesel/battery). This approach makes use of the Dividing RECTangles (direct) algorithm to suggest, among a list of commercially available system devices, the optimal numbers and types of system components ensuring that the total cost objective function is minimized. These four hybrid systems are assumed to be installed at the city of Le Havre (France), with the collection of hourly environment data (solar radiation, wind speed and ambient temperature) for a period of 5-year. Finally, an impact of optimum system configuration on system performance are compared and discussed in the case studied.
In this paper, two direct algorithms for solving the two-sided obstacle problem with an M-matrix are presented. The algorithms are well defined and have polynomial computational complexity. Copyright (C) 2006 John Wil...
详细信息
In this paper, two direct algorithms for solving the two-sided obstacle problem with an M-matrix are presented. The algorithms are well defined and have polynomial computational complexity. Copyright (C) 2006 John Wiley & Sons, Ltd.
暂无评论