Extensions of firefly algorithm for nonsmooth nonconvex constrained optimization problems

Publicado em: "Computational science and its applications – ICCSA 2016: 16th International Conference, Beijing, China, July 4-7, 2016, Proceedings, Part I". ISBN 978-3-319-42084-4Firefly Algorithm (FA) is a stochastic population-based algorithm based on the flashing patterns and behavior of fireflies. Original FA was created and successfully applied to solve bound constrained optimization problems. In this paper we present extensions of FA for solving nonsmooth nonconvex constrained global optimization problems. To handle the constraints of the problem, feasibility and dominance rules and a fitness function based on the global competitive ranking, are proposed. To enhance the speed of convergence, the proposed extensions of FA invoke a stochastic local search procedure. Numerical experiments to validate the proposed approaches using a set of well know test problems are presented. The results show that the proposed extensions of FA compares favorably with other stochastic population-based methods.COMPETE: POCI-01-0145- FEDER-007043FCT – Fundação para a Ciência e Tecnologia within the projects UID/CEC/00319/2013 and UID/MAT/00013/201

A modified differential evolution based solution technique for economic dispatch problems

Economic dispatch (ED) plays one of the major roles in power generation systems. The objective of economic dispatch problem is to find the optimal combination of power dispatches from different power generating units in a given time period to minimize the total generation cost while satisfying the specified constraints. Due to valve-point loading effects the objective function becomes nondifferentiable and has many local minima in the solution space. Traditional methods may fail to reach the global solution of ED problems. Most of the existing stochastic methods try to make the solution feasible or penalize an infeasible solution with penalty function method. However, to find the appropriate penalty parameter is not an easy task. Differential evolution is a population-based heuristic approach that has been shown to be very efficient to solve global optimization problems with simple bounds. In this paper, we propose a modified differential evolution based solution technique along with a tournament selection that makes pair-wise comparison among feasible and infeasible solutions based on the degree of constraint violation for economic dispatch problems. We reformulate the nonsmooth objective function to a smooth one and add nonlinear inequality constraints to original ED problems. We consider five ED problems and compare the obtained results with existing standard deterministic NLP solvers as well as with other stochastic techniques available in literature.Fundação para a Ciência e a Tecnologia (FCT

Minimum Density Hyperplanes

Associating distinct groups of objects (clusters) with contiguous regions of high probability density (high-density clusters), is central to many statistical and machine learning approaches to the classification of unlabelled data. We propose a novel hyperplane classifier for clustering and semi-supervised classification which is motivated by this objective. The proposed minimum density hyperplane minimises the integral of the empirical probability density function along it, thereby avoiding intersection with high density clusters. We show that the minimum density and the maximum margin hyperplanes are asymptotically equivalent, thus linking this approach to maximum margin clustering and semi-supervised support vector classifiers. We propose a projection pursuit formulation of the associated optimisation problem which allows us to find minimum density hyperplanes efficiently in practice, and evaluate its performance on a range of benchmark datasets. The proposed approach is found to be very competitive with state of the art methods for clustering and semi-supervised classification

Derivative-free methods for mixed-integer nonsmooth constrained optimization

In this paper, we consider mixed-integer nonsmooth constrained optimization problems whose objective/constraint functions are available only as the output of a black-box zeroth-order oracle (i.e., an oracle that does not provide derivative information) and we propose a new derivative-free linesearch-based algorithmic framework to suitably handle those problems. We first describe a scheme for bound constrained problems that combines a dense sequence of directions (to handle the nonsmoothness of the objective function) with primitive directions (to handle discrete variables). Then, we embed an exact penalty approach in the scheme to suitably manage nonlinear (possibly nonsmooth) constraints. We analyze the global convergence properties of the proposed algorithms toward stationary points and we report the results of an extensive numerical experience on a set of mixed-integer test problems

Deflation for semismooth equations

Variational inequalities can in general support distinct solutions. In this paper we study an algorithm for computing distinct solutions of a variational inequality, without varying the initial guess supplied to the solver. The central idea is the combination of a semismooth Newton method with a deflation operator that eliminates known solutions from consideration. Given one root of a semismooth residual, deflation constructs a new problem for which a semismooth Newton method will not converge to the known root, even from the same initial guess. This enables the discovery of other roots. We prove the effectiveness of the deflation technique under the same assumptions that guarantee locally superlinear convergence of a semismooth Newton method. We demonstrate its utility on various finite- and infinite-dimensional examples drawn from constrained optimization, game theory, economics and solid mechanics.Comment: 24 pages, 3 figure