2,174 research outputs found
MGA trajectory planning with an ACO-inspired algorithm
Given a set of celestial bodies, the problem of finding an optimal sequence of gravity assist manoeuvres, deep space manoeuvres (DSM) and transfer arcs connecting two or more bodies in the set is combinatorial in nature. The number of possible paths grows exponentially with the number of celestial bodies. Therefore, the design of an optimal multiple gravity assist (MGA) trajectory is a NP-hard mixed combinatorial-continuous problem, and its automated solution would greatly improve the assessment of multiple alternative mission options in a shorter time. This work proposes to formulate the complete automated design of a multiple gravity assist trajectory as an autonomous planning and scheduling problem. The resulting scheduled plan will provide the planetary sequence for a multiple gravity assist trajectory and a good estimation of the optimality of the associated trajectories. We propose the use of a two-dimensional trajectory model in which pairs of celestial bodies are connected by transfer arcs containing one DSM. The problem of matching the position of the planet at the time of arrival is solved by varying the pericentre of the preceding swing-by, or the magnitude of the launch excess velocity, for the first arc. By using this model, for each departure date we can generate a full tree of possible transfers from departure to destination. Each leaf of the tree represents a planetary encounter and a possible way to reach that planet. An algorithm inspired by Ant Colony Optimization (ACO) is devised to explore the space of possible plans. The ants explore the tree from departure to destination adding one node at the time: every time an ant is at a node, a probability function is used to select one of the remaining feasible directions. This approach to automatic trajectory planning is applied to the design of optimal transfers to Saturn and among the Galilean moons of Jupiter, and solutions are compared to those found through traditional genetic-algorithm-based techniques
Computing Star Discrepancies with Numerical Black-Box Optimization Algorithms
The star discrepancy is a measure for the regularity of a finite
set of points taken from . Low discrepancy point sets are highly
relevant for Quasi-Monte Carlo methods in numerical integration and several
other applications. Unfortunately, computing the star discrepancy
of a given point set is known to be a hard problem, with the best exact
algorithms falling short for even moderate dimensions around 8. However,
despite the difficulty of finding the global maximum that defines the
star discrepancy of the set, local evaluations at selected points
are inexpensive. This makes the problem tractable by black-box optimization
approaches.
In this work we compare 8 popular numerical black-box optimization algorithms
on the star discrepancy computation problem, using a wide set of
instances in dimensions 2 to 15. We show that all used optimizers perform very
badly on a large majority of the instances and that in many cases random search
outperforms even the more sophisticated solvers. We suspect that
state-of-the-art numerical black-box optimization techniques fail to capture
the global structure of the problem, an important shortcoming that may guide
their future development.
We also provide a parallel implementation of the best-known algorithm to
compute the discrepancy.Comment: To appear in the Proceedings of GECCO 202
Exact and non-exact procedures for solving the response time variability problem (RTVP)
Premi extraordinari doctorat curs 2009-2010, à mbit d’Enginyeria IndustrialCuando se ha de compartir un recurso entre demandas (de productos, clientes, tareas, etc.) competitivas que requieren una atención regular, es importante programar el derecho al acceso del recurso de alguna forma justa de manera que cada producto, cliente o tarea reciba un acceso al recurso proporcional a su demanda relativa al total de las demandas competitivas. Este tipo de problemas de secuenciación pueden ser generalizados bajo el siguiente esquema. Dados n sÃmbolos, cada uno con demanda di (i = 1,...,n), se ha de generar una secuencia justa o regular donde cada sÃmbolo aparezca di veces. No existe una definición universal de justicia, ya que puede haber varias métricas razonables para medirla según el problema especÃfico considerado. En el Problema de Variabilidad en el Tiempo de Respuesta, o Response Time Variability Problem (RTVP) en inglés, la injusticia o irregularidad de una secuencia es medida como la suma, para todos los sÃmbolos, de sus variabilidades en las distancias en que las copias de cada sÃmbolo son secuenciados. AsÃ, el objetivo del RTVP es encontrar la secuencia que minimice la variabilidad total. En otras palabras, el objetivo del RTVP es minimizar la variabilidad de los instantes en que los productos, clientes o trabajos reciben el recurso necesario. Este problema aparece en una amplia variedad de situaciones de la vida real; entre otras, secuenciación en lÃneas de modelo-mixto bajo just-in-time (JIT), en asignación de recursos en sistemas computacionales multi-hilo como sistemas operativos, servidores de red y aplicaciones mutimedia, en el mantenimiento periódico de maquinaria, en la recolección de basura, en la programación de comerciales en televisión y en el diseño de rutas para agentes comerciales con múltiples visitas a un mismo cliente. En algunos de estos problemas la regularidad no es una propiedad deseable por sà misma, si no que ayuda a minimizar costes. De hecho, cuando los costes son proporcionales al cuadrado de las distancias, el problema de minimizar costes y el RTVP son equivalentes. El RTVP es muy difÃcil de resolver (se ha demostrado que es NP-hard). El tamaño de las instancias del RTVP que pueden ser resueltas óptimamente con el mejor método exacto existente en la literatura tiene un lÃmite práctico de 40 unidades. Por otro lado, los métodos no exactos propuestos en la literatura para resolver instancias mayores consisten en heurÃsticos simples que obtienen soluciones rápidamente, pero cuya calidad puede ser mejorada. Por tanto, los métodos de resolución existentes en la literatura son insuficientes. El principal objetivo de esta tesis es mejorar la resolución del RTVP. Este objetivo se divide en los dos siguientes subobjetivos : 1) aumentar el tamaño de las instancias del RTVP que puedan ser resueltas de forma óptima en un tiempo de computación práctico, y 2) obtener de forma eficiente soluciones lo más cercanas a las óptimas para instancias mayores. Además, la tesis tiene los dos siguientes objetivos secundarios: a) investigar el uso de metaheurÃsticos bajo el esquema de los hiper-heurÃsticos, y b) diseñar un procedimiento sistemático y automático para fijar los valores adecuados a los parámetros de los algoritmos. Se han desarrollado diversos métodos para alcanzar los objetivos anteriormente descritos. Para la resolución del RTVP se ha diseñado un método exacto basado en la técnica branch and bound y el tamaño de las instancias que pueden resolverse en un tiempo práctico se ha incrementado a 55 unidades. Para instancias mayores, se han diseñado métodos heurÃsticos, metaheurÃsticos e hiper-heurÃsticos, los cuales pueden obtener soluciones óptimas o casi óptimas rápidamente. Además, se ha propuesto un procedimiento sistemático y automático para tunear parámetros que aprovecha las ventajas de dos procedimientos existentes (el algoritmo Nelder & Mead y CALIBRA).When a resource must be shared between competing demands (of products, clients, jobs, etc.) that require regular attention, it is important to schedule the access right to the resource in some fair manner so that each product, client or job receives a share of the resource that is proportional to its demand relative to the total of the competing demands. These types of sequencing problems can be generalized under the following scheme. Given n symbols, each one with demand di (i = 1,...,n), a fair or regular sequence must be built in which each symbol appears di times. There is not a universal definition of fairness, as several reasonable metrics to measure it can be defined according to the specific considered problem. In the Response Time Variability Problem (RTVP), the unfairness or the irregularity of a sequence is measured by the sum, for all symbols, of their variabilities in the positions at which the copies of each symbol are sequenced. Thus, the objective of the RTVP is to find the sequence that minimises the total variability. In other words, the RTVP objective is to minimise the variability in the instants at which products, clients or jobs receive the necessary resource. This problem appears in a broad range of real-world areas. Applications include sequencing of mixed-model assembly lines under just-in-time (JIT), resource allocation in computer multi-threaded systems such as operating systems, network servers and media-based applications, periodic machine maintenance, waste collection, scheduling commercial videotapes for television and designing of salespeople's routes with multiple visits, among others. In some of these problems the regularity is not a property desirable by itself, but it helps to minimise costs. In fact, when the costs are proportional to the square of the distances, the problem of minimising costs and the RTVP are equivalent. The RTVP is very hard to be solved (it has been demonstrated that it is NP-hard). The size of the RTVP instances that can be solved optimally with the best exact method existing in the literature has a practical limit of 40 units. On the other hand, the non-exact methods proposed in the literature to solve larger instances are simple heuristics that obtains solutions quickly, but the quality of the obtained solutions can be improved. Thus, the solution methods existing in the literature are not enough to solve the RTVP. The main objective of this thesis is to improve the resolution of the RTVP. This objective is split in the two following sub-objectives: 1) to increase the size of the RTVP instances that can be solved optimally in a practical computing time; and 2) to obtain efficiently near-optimal solutions for larger instances. Moreover, the thesis has the following two secondary objectives: a) to research the use of metaheuristics under the scheme of hyper-heuristics, and b) to design a systematic, hands-off procedure to set the suitable values of the algorithm parameters. To achieve the aforementioned objectives, several procedures have been developed. To solve the RTVP an exact procedure based on the branch and bound technique has been designed and the size of the instances that can be solved in a practical time has been increased to 55 units. For larger instances, heuristic, heuristic, metaheuristic and hyper-heuristic procedures have been designed, which can obtain optimal or near-optimal solutions quickly. Moreover, a systematic, hands-off fine-tuning method that takes advantage of the two existing ones (Nelder & Mead algorithm and CALIBRA) has been proposed.Award-winningPostprint (published version
Offline Learning for Sequence-based Selection Hyper-heuristics
This thesis is concerned with finding solutions to discrete NP-hard problems. Such problems occur in a wide range of real-world applications, such as bin packing, industrial flow shop problems, determining Boolean satisfiability, the traveling salesman and vehicle routing problems, course timetabling, personnel scheduling, and the optimisation of water distribution networks. They are typically represented as optimisation problems where the goal is to find a ``best'' solution from a given space of feasible solutions. As no known polynomial-time algorithmic solution exists for NP-hard problems, they are usually solved by applying heuristic methods. Selection hyper-heuristics are algorithms that organise and combine a number of individual low level heuristics into a higher level framework with the objective of improving optimisation performance. Many selection hyper-heuristics employ learning algorithms in order to enhance optimisation performance by improving the selection of single heuristics, and this learning may be classified as either online or offline. This thesis presents a novel statistical framework for the offline learning of subsequences of low level heuristics in order to improve the optimisation performance of sequenced-based selection hyper-heuristics. A selection hyper-heuristic is used to optimise the HyFlex set of discrete benchmark problems. The resulting sequences of low level heuristic selections and objective function values are used to generate an offline learning database of heuristic selections. The sequences in the database are broken down into subsequences and the mathematical concept of a logarithmic return is used to discriminate between ``effective'' subsequences, that tend to lead to improvements in optimisation performance, and ``disruptive'' subsequences that tend to lead to worsening performance. Effective subsequences are used to improve hyper-heuristics performance directly, by embedding them in a simple hyper-heuristic design, and indirectly as the inputs to an appropriate hyper-heuristic learning algorithm. Furthermore, by comparing effective subsequences across different problem domains it is possible to investigate the potential for cross-domain learning. The results presented here demonstrates that the use of well chosen subsequences of heuristics can lead to small, but statistically significant, improvements in optimisation performance
Adaptive Search and Constraint Optimisation in Engineering Design
The dissertation presents the investigation and development of novel adaptive
computational techniques that provide a high level of performance when searching
complex high-dimensional design spaces characterised by heavy non-linear constraint
requirements. The objective is to develop a set of adaptive search engines that will allow
the successful negotiation of such spaces to provide the design engineer with feasible high
performance solutions.
Constraint optimisation currently presents a major problem to the engineering designer and
many attempts to utilise adaptive search techniques whilst overcoming these problems are
in evidence. The most widely used method (which is also the most general) is to
incorporate the constraints in the objective function and then use methods for
unconstrained search. The engineer must develop and adjust an appropriate penalty
function. There is no general solution to this problem neither in classical numerical
optimisation nor in evolutionary computation. Some recent theoretical evidence suggests
that the problem can only be solved by incorporating a priori knowledge into the search
engine.
Therefore, it becomes obvious that there is a need to classify constrained optimisation
problems according to the degree of available or utilised knowledge and to develop search
techniques applicable at each stage. The contribution of this thesis is to provide such a
view of constrained optimisation, starting from problems that handle the constraints on the
representation level, going through problems that have explicitly defined constraints (i.e.,
an easily computed closed form like a solvable equation), and ending with heavily
constrained problems with implicitly defined constraints (incorporated into a single
simulation model). At each stage we develop applicable adaptive search techniques that
optimally exploit the degree of available a priori knowledge thus providing excellent
quality of results and high performance. The proposed techniques are tested using both well
known test beds and real world engineering design problems provided by industry.British Aerospace,
Rolls Royce and Associate
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