14,002 research outputs found
Utilization of the discrete differential evolution for optimization in multidimensional point clouds
The Differential Evolution (DE) is a widely used bioinspired optimization algorithm developed by Storn and Price. It is popular for its simplicity and robustness. This algorithm was primarily designed for real-valued problems and continuous functions, but several modified versions optimizing both integer and discrete-valued problems have been developed. The discrete-coded DE has been mostly used for combinatorial problems in a set of enumerative variants. However, the DE has a great potential in the spatial data analysis and pattern recognition. This paper formulates the problem as a search of a combination of distinct vertices which meet the specified conditions. It proposes a novel approach called the Multidimensional Discrete Differential Evolution (MDDE) applying the principle of the discrete-coded DE in discrete point clouds (PCs). The paper examines the local searching abilities of the MDDE and its convergence to the global optimum in the PCs. The multidimensional discrete vertices cannot be simply ordered to get a convenient course of the discrete data, which is crucial for good convergence of a population. A novel mutation operator utilizing linear ordering of spatial data based on the space filling curves is introduced. The algorithm is tested on several spatial datasets and optimization problems. The experiments show that the MDDE is an efficient and fast method for discrete optimizations in the multidimensional point clouds.Web of Scienceart. no. 632953
A competitive comparison of different types of evolutionary algorithms
This paper presents comparison of several stochastic optimization algorithms
developed by authors in their previous works for the solution of some problems
arising in Civil Engineering. The introduced optimization methods are: the
integer augmented simulated annealing (IASA), the real-coded augmented
simulated annealing (RASA), the differential evolution (DE) in its original
fashion developed by R. Storn and K. Price and simplified real-coded
differential genetic algorithm (SADE). Each of these methods was developed for
some specific optimization problem; namely the Chebychev trial polynomial
problem, the so called type 0 function and two engineering problems - the
reinforced concrete beam layout and the periodic unit cell problem
respectively. Detailed and extensive numerical tests were performed to examine
the stability and efficiency of proposed algorithms. The results of our
experiments suggest that the performance and robustness of RASA, IASA and SADE
methods are comparable, while the DE algorithm performs slightly worse. This
fact together with a small number of internal parameters promotes the SADE
method as the most robust for practical use.Comment: 25 pages, 8 figures, 5 table
A Global Optimisation Toolbox for Massively Parallel Engineering Optimisation
A software platform for global optimisation, called PaGMO, has been developed
within the Advanced Concepts Team (ACT) at the European Space Agency, and was
recently released as an open-source project. PaGMO is built to tackle
high-dimensional global optimisation problems, and it has been successfully
used to find solutions to real-life engineering problems among which the
preliminary design of interplanetary spacecraft trajectories - both chemical
(including multiple flybys and deep-space maneuvers) and low-thrust (limited,
at the moment, to single phase trajectories), the inverse design of
nano-structured radiators and the design of non-reactive controllers for
planetary rovers. Featuring an arsenal of global and local optimisation
algorithms (including genetic algorithms, differential evolution, simulated
annealing, particle swarm optimisation, compass search, improved harmony
search, and various interfaces to libraries for local optimisation such as
SNOPT, IPOPT, GSL and NLopt), PaGMO is at its core a C++ library which employs
an object-oriented architecture providing a clean and easily-extensible
optimisation framework. Adoption of multi-threaded programming ensures the
efficient exploitation of modern multi-core architectures and allows for a
straightforward implementation of the island model paradigm, in which multiple
populations of candidate solutions asynchronously exchange information in order
to speed-up and improve the optimisation process. In addition to the C++
interface, PaGMO's capabilities are exposed to the high-level language Python,
so that it is possible to easily use PaGMO in an interactive session and take
advantage of the numerous scientific Python libraries available.Comment: To be presented at 'ICATT 2010: International Conference on
Astrodynamics Tools and Techniques
Efficient Algorithms for Solving Size-Shape-Topology Truss Optimization and Shortest Path Problems
Efficient numerical algorithms for solving structural and Shortest Path (SP) problems are proposed and explained in this study. A variant of the Differential Evolution (DE) algorithm for optimal (minimum) design of 2-D and 3-D truss structures is proposed. This proposed DE algorithm can handle size-shape-topology structural optimization. The design variables can be mixed continuous, integer/or discrete values. Constraints are nodal displacement, element stresses and buckling limitations.
For dynamic (time dependent) networks, two additional algorithms are also proposed in this study. A heuristic algorithm to find the departure time (at a specified source node) for a given (or specified) arrival time (at a specified destination node) of a given dynamic network. Finally, an efficient bidirectional Dijkstra shortest path (SP) heuristic algorithm is also proposed. Extensive numerical examples have been conducted in this study to validate the effectiveness and the robustness of the proposed three numerical algorithms
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
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