1,548 research outputs found
Cuckoo Search Inspired Hybridization of the Nelder-Mead Simplex Algorithm Applied to Optimization of Photovoltaic Cells
A new hybridization of the Cuckoo Search (CS) is developed and applied to
optimize multi-cell solar systems; namely multi-junction and split spectrum
cells. The new approach consists of combining the CS with the Nelder-Mead
method. More precisely, instead of using single solutions as nests for the CS,
we use the concept of a simplex which is used in the Nelder-Mead algorithm.
This makes it possible to use the flip operation introduces in the Nelder-Mead
algorithm instead of the Levy flight which is a standard part of the CS. In
this way, the hybridized algorithm becomes more robust and less sensitive to
parameter tuning which exists in CS. The goal of our work was to optimize the
performance of multi-cell solar systems. Although the underlying problem
consists of the minimization of a function of a relatively small number of
parameters, the difficulty comes from the fact that the evaluation of the
function is complex and only a small number of evaluations is possible. In our
test, we show that the new method has a better performance when compared to
similar but more compex hybridizations of Nelder-Mead algorithm using genetic
algorithms or particle swarm optimization on standard benchmark functions.
Finally, we show that the new method outperforms some standard meta-heuristics
for the problem of interest
Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
In this paper, we consider comparison-based adaptive stochastic algorithms
for solving numerical optimisation problems. We consider a specific subclass of
algorithms that we call comparison-based step-size adaptive randomized search
(CB-SARS), where the state variables at a given iteration are a vector of the
search space and a positive parameter, the step-size, typically controlling the
overall standard deviation of the underlying search distribution.We investigate
the linear convergence of CB-SARS on\emph{scaling-invariant} objective
functions. Scaling-invariantfunctions preserve the ordering of points with
respect to their functionvalue when the points are scaled with the same
positive parameter (thescaling is done w.r.t. a fixed reference point). This
class offunctions includes norms composed with strictly increasing functions
aswell as many non quasi-convex and non-continuousfunctions. On
scaling-invariant functions, we show the existence of ahomogeneous Markov
chain, as a consequence of natural invarianceproperties of CB-SARS (essentially
scale-invariance and invariance tostrictly increasing transformation of the
objective function). We thenderive sufficient conditions for \emph{global
linear convergence} ofCB-SARS, expressed in terms of different stability
conditions of thenormalised homogeneous Markov chain (irreducibility,
positivity, Harrisrecurrence, geometric ergodicity) and thus define a general
methodologyfor proving global linear convergence of CB-SARS algorithms
onscaling-invariant functions. As a by-product we provide aconnexion between
comparison-based adaptive stochasticalgorithms and Markov chain Monte Carlo
algorithms.Comment: SIAM Journal on Optimization, Society for Industrial and Applied
Mathematics, 201
Application of flexible recipes for model building, batch process optimization and control
Unlike the traditionally fixed recipes in batch process operation, flexible recipes allow the adjustment of some of its relevant recipe items. These adjustments can either be predefined in cases of planned experimentation, or suggested by a formal process optimization or control algorithm on the basis of actual information. In both the response surface methodology and the simplex evolutionary operation (EVOP), some well-known methods for empirical model building and process optimization, flexible recipes are involved. Another application of flexible recipes arises in a feedforward quality control strategy of batch processes when variations in market or process conditions are known a priori. The experimental results of these strategies are presented for the batchwise production of benzylalcohol on a pilotplant scale. Experiments have been performed to obtain a reliable model of the yield. On the basis of this model, better process conditions have been suggested, which substantially deviate from the final simplex resulted from experiments within simplex EVOP. Finally, an adaptive feedforward control strategy has been applied for a priori known disturbances in the process inputs
Technical note: relating to the parameter values given by Nelder and Mead in their algorithm
The popular Nelder and Mead (NM) algorithm has four parameters associated to the operations known as reflection, expansion, contraction and shrinkage. The authors set their values to 1, 2, 0.5 and 0.5, respectively, which have been universally used. Here, we propose to use NM to calibrate itself. A computational experiment is carried out and results show that the parameter values originally proposed by NM are better than those obtained with more sophisticated ways.Postprint (published version
Shuffled Complex-Self Adaptive Hybrid EvoLution (SC-SAHEL) optimization framework
Simplicity and flexibility of meta-heuristic optimization algorithms have attracted lots of attention in the field of optimization. Different optimization methods, however, hold algorithm-specific strengths and limitations, and selecting the best-performing algorithm for a specific problem is a tedious task. We introduce a new hybrid optimization framework, entitled Shuffled Complex-Self Adaptive Hybrid EvoLution (SC-SAHEL), which combines the strengths of different evolutionary algorithms (EAs) in a parallel computing scheme. SC-SAHEL explores performance of different EAs, such as the capability to escape local attractions, speed, convergence, etc., during population evolution as each individual EA suits differently to various response surfaces. The SC-SAHEL algorithm is benchmarked over 29 conceptual test functions, and a real-world hydropower reservoir model case study. Results show that the hybrid SC-SAHEL algorithm is rigorous and effective in finding global optimum for a majority of test cases, and that it is computationally efficient in comparison to algorithms with individual EA
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