This article considers the optimization and optimality of single-item/location, infinite-horizon, (s, S) inventory models. Departing from the conventional approach, we do not assume the loss function describing holdin...
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This article considers the optimization and optimality of single-item/location, infinite-horizon, (s, S) inventory models. Departing from the conventional approach, we do not assume the loss function describing holding and shortage costs per period to be quasiconvex. As the existing optimization algorithms have been established on the condition of quasiconvexity, our goal in this article is to develop a computational procedure for obtaining optimal (s,S) policies for models with general loss functions. Our algorithm is based on the parametric method commonly used in fractional programming and is intuitive, exact, and efficient. Moreover, this method allows us to extend the optimality of (s, S) policies to a broader class of loss functions that can be non-quasiconvex.
In recent years, stochastic gradient descent (SGD) becomes one of the most important optimization algorithms in many fields, such as deep learning and reinforcement learning. However, the computation of full gradient ...
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In recent years, stochastic gradient descent (SGD) becomes one of the most important optimization algorithms in many fields, such as deep learning and reinforcement learning. However, the computation of full gradient in SGD is prohibitive when dealing with high-dimensional vectors. For this reason, we propose a randomized block-coordinate Adam (RBC-Adam) online learning optimization algorithm. At each round, RBC-Adam randomly chooses a variable from a subset of parameters to compute the gradient and updates the parameters along the negative gradient direction. Moreover, this paper analyzes the convergence of RBC-Adam and obtains the regret bound,O(T) whereTis a time horizon. The theoretical results are verified by simulated experiments on four public datasets. Moreover, the simulated experiment results show that the computational cost of RBC-Adam is lower than the variants of Adam.
A simple and fast method to accelerate the global optimization approaches used in array thinning is described. This method tabulates the contribution of every array element to the far-field pattern in order to improve...
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A simple and fast method to accelerate the global optimization approaches used in array thinning is described. This method tabulates the contribution of every array element to the far-field pattern in order to improve the numerical efficiency of the optimization algorithm employed. Experiments using our proposal alongside with a genetic algorithm reduce the search computation time about 90%. Simulation results for both linear and planar arrays are shown.
Support Vector Machine (SVM) parameters such as kernel parameter and penalty parameter (C) have a great impact on the complexity and accuracy of predicting model. In this paper, Bat algorithm (BA) has been proposed to...
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Support Vector Machine (SVM) parameters such as kernel parameter and penalty parameter (C) have a great impact on the complexity and accuracy of predicting model. In this paper, Bat algorithm (BA) has been proposed to optimize the parameters of SVM, so that the classification error can be reduced. To evaluate the proposed model (BA-SVM), the experiment adopted nine standard datasets which are obtained from UCI machine learning data repository. For verification, the results of the BA-SVM algorithm are compared with grid search, which is a conventional method of searching parameter values, and two well-known optimization algorithms: Genetic Algorithm (GA) and Particle Swarm optimization (PSO). The experimental results proved that the proposed model is capable to find the optimal values of the SVM parameters and avoids the local optima problem. The results also demonstrated lower classification error rates compared with PSO and GA algorithms. (C) 2016 Elsevier B.V. All rights reserved.
The ECG (electrocardiogram) signals are an indicator of the electrical activity of the heart. Given its noninvasive nature ECG are an extremely popular medium for heart checkups. With the advent of modern technology, ...
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The ECG (electrocardiogram) signals are an indicator of the electrical activity of the heart. Given its noninvasive nature ECG are an extremely popular medium for heart checkups. With the advent of modern technology, the world is moving toward a connected environment, and with the availability of wearable devices, there is an exponential increase in the transmission and storage of ECG and other physiological signals. It becomes necessary to compress the ECG signals for storage and transmission. Therefore, this paper presents an ECG compression algorithm based on discrete wavelet transform (DWT) and several nature-inspired optimization techniques. The ECG compression method uses optimization techniques to find the optimal values of wavelet design parameters and optimal threshold levels. In the proposed work, DWT is used to decompose the signal into sub-bands, and coefficients are obtained. Then, threshold values for each sub-band are selected using the optimization algorithms. After thresholding, the coefficients are further compressed using the modified run-length encoding (MRLE). The proposed work shows promising results and the original signal features are well preserved after reconstruction. The performance of this algorithm is tested by calculating different parameters such as percentage root-mean-square difference (PRD), quality score (QS), signal-to-noise ratio (SNR), and compression ratio (CR). This method is capable of providing a higher compression ratio with minimum distortion in ECG signal.
Discarding the less informative and redundant features helps to reduce the time required to train a learning algorithm and the amount of storage required, improving the learning accuracy as well as the quality of resu...
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Discarding the less informative and redundant features helps to reduce the time required to train a learning algorithm and the amount of storage required, improving the learning accuracy as well as the quality of results. In this study, we present different feature selection approaches to address the problem of disease classification based on the Parkinson and Cardiac Arrhythmia datasets. For this purpose, first we utilize three filtering algorithms including the Pearson correlation coefficient, Spearman correlation coefficient, and relief. Second, metaheuristic algorithms are compared to find the most informative subset of the features to obtain better classification accuracy. As a final method, a hybrid model involving filtering algorithms is applied to the datasets to eliminate half of the features, and then a metaheuristic algorithm based on a proposed genetic algorithm is applied to the rest of the datasets. With all three methods, we use three classification algorithms: support vector machine, K-nearest neighbor, and random forest. The results show that the best scores are obtained from the metaheuristic algorithm based on the proposed genetic algorithm for both datasets. This comparative study contributes to the literature by increasing the accuracy of classification for both datasets and presenting a hybrid model with filtering and a metaheuristic algorithm.
optimization problems emerging in most of the real-world applications are dynamic, where either the objective function or the constraints change continuously over time. This article proposes projected primal-dual dyna...
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optimization problems emerging in most of the real-world applications are dynamic, where either the objective function or the constraints change continuously over time. This article proposes projected primal-dual dynamical system approaches to track the primal and dual optimizer trajectories of an inequality constrained time-varying (TV) convex optimization problem with a strongly convex objective function. First, we present a dynamical system that asymptotically tracks the optimizer trajectory of an inequality constrained TV optimization problem. Later, we modify the proposed dynamics to achieve the convergence to the optimizer trajectory within a fixed time. The asymptotic and fixed-time convergence of the proposed dynamical systems to the optimizer trajectory is shown via the Lyapunov-based analysis. Finally, we consider the TV extended Fermat-Torricelli problem of minimizing the sum-of-squared distances to a finite number of nonempty, closed, and convex TV sets, to illustrate the applicability of the projected dynamical systems proposed in this article.
This paper introduces Gnowee, a modular, Python-based, open-source hybrid metaheuristic optimization algorithm (available from https://***/SlaybaughLab/Gnowee) . Gnowee is designed for rapid convergence to nearly glob...
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This paper introduces Gnowee, a modular, Python-based, open-source hybrid metaheuristic optimization algorithm (available from https://***/SlaybaughLab/Gnowee) . Gnowee is designed for rapid convergence to nearly globally optimum solutions for complex, constrained nuclear engineering problems with mixed-integer (MI) and combinatorial design vectors and high-cost, noisy, discontinuous, black box objective function evaluations. Gnowee's hybrid metaheuristic framework is a new combination of a set of diverse, robust heuristics that appropriately balance diversification and intensification strategies across a wide range of optimization problems. There are many potential applications for this novel algorithm both within the nuclear community and beyond. Given that a set of well-known and studied nuclear benchmarks does not exist for the purpose of testing optimization algorithms, comparisons between Gnowee and several well-established metaheuristic algorithms are made for a set of 18 established continuous, MI, and combinatorial benchmarks representing a wide range of types of engineering problems and solution space behaviors. These results demonstrate Gnoweee to have superior flexibility and convergence characteristics over this diverse set of design spaces. We anticipate this wide range of applicability will make this algorithm desirable for many complex engineering applications.
New algorithms are developed to adapt the convergence tolerances for the constraint and adjoint equations for practical engineering optimization problems solved using the discrete adjoint approach. The algorithms are ...
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New algorithms are developed to adapt the convergence tolerances for the constraint and adjoint equations for practical engineering optimization problems solved using the discrete adjoint approach. The algorithms are designed to achieve design order convergence of the optimization algorithm at reduced computational cost. We have found based on analysis and supported by numerical experimentation that adapting both the constraint and adjoint equation tolerances based on the norm of the gradient is sufficient to achieve design order convergence. We have also found that adapting the constraint equation tolerance is necessary, though we were not able to show analytically that adapting the adjoint equation tolerance is necessary. Based on the numerical experimentation, it appears that design order convergence can be achieved without adapting the adjoint equation in some cases but not others. The gain in computational efficiency using the new algorithms over using fixed tolerances is demonstrated through three numerical test problems.
Particle Swarm optimization (PSO) is a stochastic population based optimization algorithm which has attracted attentions of many researchers. This method has great potentials to be applied to many optimization problem...
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Particle Swarm optimization (PSO) is a stochastic population based optimization algorithm which has attracted attentions of many researchers. This method has great potentials to be applied to many optimization problems. Despite its robustness the standard version of PSO has some drawbacks that may reduce its performance in optimization of complex structures such as laminated composites. In this paper by suggesting a new variation scheme for acceleration parameters and inertial weight factors of PSO a novel optimization algorithm is developed to enhance the basic version's performance in optimization of laminated composite structures. To verify the performance of the new proposed method, it is applied in two multi-objective design optimization problems of laminated cylindrical. The numerical results from the proposed method are compared with those from two other conventional versions of PSO-based algorithms. The convergancy of the new algorithms is also compared with the other two versions. The results reveal that the new modifications in the basic forms of particle swarm optimization method can increase its convergence speed and evade it from local optima traps. It is shown that the parameter variation scheme as presented in this paper is successful and can evenfind more preferable optimum results in design of laminated composite structures.
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