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

Deadline Constrained Cloud Computing Resources Scheduling through an Ant Colony System Approach

Cloud computing resources scheduling is essential for executing workflows in the cloud platform because it relates to both execution time and execution cost. In this paper, we adopt a model that optimizes the execution cost while meeting deadline constraints. In solving this problem, we propose an Improved Ant Colony System (IACS) approach featuring two novel strategies. Firstly, a dynamic heuristic strategy is used to calculate a heuristic value during an evolutionary process by taking the workflow topological structure into consideration. Secondly, a double search strategy is used to initialize the pheromone and calculate the heuristic value according to the execution time at the beginning and to initialize the pheromone and calculate heuristic value according to the execution cost after a feasible solution is found. Therefore, the proposed IACS is adaptive to the search environment and to different objectives. We have conducted extensive experiments based on workflows with different scales and different cloud resources. We compare the result with a particle swarm optimization (PSO) approach and a dynamic objective genetic algorithm (DOGA) approach. Experimental results show that IACS is able to find better solutions with a lower cost than both PSO and DOGA do on various scheduling scales and deadline conditions

A mixed integer quadratic programming formulation for the economic dispatch of generators with prohibited operating zones

In this paper, an optimisation-based approach is proposed using a mixed integer quadratic programming model for the economic dispatch of electrical power generators with prohibited zones of operation. The main advantage of the proposed approach is its capability to solve case studies from the literature to global optimality quickly and without any targeting of solution procedures. (c) 2006 Elsevier B.V. All rights reserved