Solving the G-problems in less than 500 iterations: Improved efficient constrained optimization by surrogate modeling and adaptive parameter control

Constrained optimization of high-dimensional numerical problems plays an important role in many scientific and industrial applications. Function evaluations in many industrial applications are severely limited and no analytical information about objective function and constraint functions is available. For such expensive black-box optimization tasks, the constraint optimization algorithm COBRA was proposed, making use of RBF surrogate modeling for both the objective and the constraint functions. COBRA has shown remarkable success in solving reliably complex benchmark problems in less than 500 function evaluations. Unfortunately, COBRA requires careful adjustment of parameters in order to do so. In this work we present a new self-adjusting algorithm SACOBRA, which is based on COBRA and capable to achieve high-quality results with very few function evaluations and no parameter tuning. It is shown with the help of performance profiles on a set of benchmark problems (G-problems, MOPTA08) that SACOBRA consistently outperforms any COBRA algorithm with fixed parameter setting. We analyze the importance of the several new elements in SACOBRA and find that each element of SACOBRA plays a role to boost up the overall optimization performance. We discuss the reasons behind and get in this way a better understanding of high-quality RBF surrogate modeling

Adaptive Ranking Based Constraint Handling for Explicitly Constrained Black-Box Optimization

A novel explicit constraint handling technique for the covariance matrix adaptation evolution strategy (CMA-ES) is proposed. The proposed constraint handling exhibits two invariance properties. One is the invariance to arbitrary element-wise increasing transformation of the objective and constraint functions. The other is the invariance to arbitrary affine transformation of the search space. The proposed technique virtually transforms a constrained optimization problem into an unconstrained optimization problem by considering an adaptive weighted sum of the ranking of the objective function values and the ranking of the constraint violations that are measured by the Mahalanobis distance between each candidate solution to its projection onto the boundary of the constraints. Simulation results are presented and show that the CMA-ES with the proposed constraint handling exhibits the affine invariance and performs similarly to the CMA-ES on unconstrained counterparts.Comment: 9 page

Ortalama-varyans portföy optimizasyonunda genetik algoritma uygulamaları üzerine bir literatür araştırması

Mean-variance portfolio optimization model, introduced by Markowitz, provides a fundamental answer to the problem of portfolio management. This model seeks an efficient frontier with the best trade-offs between two conflicting objectives of maximizing return and minimizing risk. The problem of determining an efficient frontier is known to be NP-hard. Due to the complexity of the problem, genetic algorithms have been widely employed by a growing number of researchers to solve this problem. In this study, a literature review of genetic algorithms implementations on mean-variance portfolio optimization is examined from the recent published literature. Main specifications of the problems studied and the specifications of suggested genetic algorithms have been summarized

A reusable iterative optimization software library to solve combinatorial problems with approximate reasoning

Real world combinatorial optimization problems such as scheduling are typically too complex to solve with exact methods. Additionally, the problems often have to observe vaguely specified constraints of different importance, the available data may be uncertain, and compromises between antagonistic criteria may be necessary. We present a combination of approximate reasoning based constraints and iterative optimization based heuristics that help to model and solve such problems in a framework of C++ software libraries called StarFLIP++. While initially developed to schedule continuous caster units in steel plants, we present in this paper results from reusing the library components in a shift scheduling system for the workforce of an industrial production plant.Comment: 33 pages, 9 figures; for a project overview see http://www.dbai.tuwien.ac.at/proj/StarFLIP

Multi-objective model for optimizing railway infrastructure asset renewal

Trabalho inspirado num problema real da empresa Infraestruturas de Portugal, EP.A multi-objective model for managing railway infrastructure asset renewal is presented. The model aims to optimize three objectives, while respecting operational constraints: levelling investment throughout multiple years, minimizing total cost and minimizing work start postponements. Its output is an optimized intervention schedule. The model is based on a case study from a Portuguese infrastructure management company, which specified the objectives and constraints, and reflects management practice on railway infrastructure. The results show that investment levelling greatly influences the other objectives and that total cost fluctuations may range from insignificant to important, depending on the condition of the infrastructure. The results structure is argued to be general and suggests a practical methodology for analysing trade-offs and selecting a solution for implementation.info:eu-repo/semantics/publishedVersio

A knowledge-based geometry repair system for robust parametric CAD models

In modern multi-objective design optimization (MDO) an effective geometry engine is becoming an essential tool and its performance has a significant impact on the entire MDO process. Building a parametric geometry requires difficult compromises between the conflicting goals of robustness and flexibility. This article presents a method of improving the robustness of parametric geometry models by capturing and modeling engineering knowledge with a support vector regression surrogate, and deploying it automatically for the search of a more robust design alternative while trying to maintain the original design intent. Design engineers are given the opportunity to choose from a range of optimized designs that balance the ‘health’ of the repaired geometry and the original design intent. The prototype system is tested on a 2D intake design repair example and shows the potential to reduce the reliance on human design experts in the conceptual design phase and improve the stability of the optimization cycle. It also helps speed up the design process by reducing the time and computational power that could be wasted on flawed geometries or frequent human intervention

Improving the resilience of post-disaster water distribution systems using a dynamic optimization framework

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.Improving the resilience of water distribution systems (WDSs) to handle natural disasters (e.g., earthquakes) is a critical step towards sustainable urban water management. This requires the water utility to be able to respond quickly to such disaster events and in an organized manner, to prioritize the use of available resources to restore service rapidly whilst minimizing the negative impacts. Many methods have been developed to evaluate the WDS resilience, but few efforts are made so far to improve resilience of a post-disaster WDS through identifying optimal sequencing of recovery actions. To address this gap, a new dynamic optimization framework is proposed here where the resilience of a post-disaster WDS is evaluated using six different metrics. A tailored Genetic Algorithm is developed to solve the complex optimization problem driven by these metrics. The proposed framework is demonstrated using a real-world WDS with 6,064 pipes. Results obtained show that the proposed framework successfully identifies near-optimal sequencing of recovery actions for this complex WDS. The gained insights, conditional on the specific attributes of the case study, include: (i) the near-optimal sequencing of recovery strategy heavily depends on the damage properties of the WDS, (ii) replacements of damaged elements tend to be scheduled at the intermediate-late stages of the recovery process due to their long operation time, and (iii) interventions to damaged pipe elements near critical facilities (e.g., hospitals) should not be necessarily the first priority to recover due to complex hydraulic interactions within the WDS