Automated, Parallel Optimization Algorithms for Stochastic Functions

The optimization algorithms for stochastic functions are desired specifically for real-world and simulation applications where results are obtained from sampling, and contain experimental error or random noise. We have developed a series of stochastic optimization algorithms based on the well-known classical down hill simplex algorithm. Our parallel implementation of these optimization algorithms, using a framework called MW, is based on a master-worker architecture where each worker runs a massively parallel program. This parallel implementation allows the sampling to proceed independently on many processors as demonstrated by scaling up to more than 100 vertices and 300 cores. This framework is highly suitable for clusters with an ever increasing number of cores per node. The new algorithms have been successfully applied to the reparameterization of a model for liquid water, achieving thermodynamic and structural results for liquid water that are better than a standard model used in molecular simulations, with the the advantage of a fully automated parameterization process

Bio-inspired optimization in integrated river basin management

Water resources worldwide are facing severe challenges in terms of quality and quantity. It is essential to conserve, manage, and optimize water resources and their quality through integrated water resources management (IWRM). IWRM is an interdisciplinary field that works on multiple levels to maximize the socio-economic and ecological benefits of water resources. Since this is directly influenced by the river’s ecological health, the point of interest should start at the basin-level. The main objective of this study is to evaluate the application of bio-inspired optimization techniques in integrated river basin management (IRBM). This study demonstrates the application of versatile, flexible and yet simple metaheuristic bio-inspired algorithms in IRBM. In a novel approach, bio-inspired optimization algorithms Ant Colony Optimization (ACO) and Particle Swarm Optimization (PSO) are used to spatially distribute mitigation measures within a basin to reduce long-term annual mean total nitrogen (TN) concentration at the outlet of the basin. The Upper Fuhse river basin developed in the hydrological model, Hydrological Predictions for the Environment (HYPE), is used as a case study. ACO and PSO are coupled with the HYPE model to distribute a set of measures and compute the resulting TN reduction. The algorithms spatially distribute nine crop and subbasin-level mitigation measures under four categories. Both algorithms can successfully yield a discrete combination of measures to reduce long-term annual mean TN concentration. They achieved an 18.65% reduction, and their performance was on par with each other. This study has established the applicability of these bio-inspired optimization algorithms in successfully distributing the TN mitigation measures within the river basin. Stakeholder involvement is a crucial aspect of IRBM. It ensures that researchers and policymakers are aware of the ground reality through large amounts of information collected from the stakeholder. Including stakeholders in policy planning and decision-making legitimizes the decisions and eases their implementation. Therefore, a socio-hydrological framework is developed and tested in the Larqui river basin, Chile, based on a field survey to explore the conditions under which the farmers would implement or extend the width of vegetative filter strips (VFS) to prevent soil erosion. The framework consists of a behavioral, social model (extended Theory of Planned Behavior, TPB) and an agent-based model (developed in NetLogo) coupled with the results from the vegetative filter model (Vegetative Filter Strip Modeling System, VFSMOD-W). The results showed that the ABM corroborates with the survey results and the farmers are willing to extend the width of VFS as long as their utility stays positive. This framework can be used to develop tailor-made policies for river basins based on the conditions of the river basins and the stakeholders' requirements to motivate them to adopt sustainable practices. It is vital to assess whether the proposed management plans achieve the expected results for the river basin and if the stakeholders will accept and implement them. The assessment via simulation tools ensures effective implementation and realization of the target stipulated by the decision-makers. In this regard, this dissertation introduces the application of bio-inspired optimization techniques in the field of IRBM. The successful discrete combinatorial optimization in terms of the spatial distribution of mitigation measures by ACO and PSO and the novel socio-hydrological framework using ABM prove the forte and diverse applicability of bio-inspired optimization algorithms

Reservoir Flooding Optimization by Control Polynomial Approximations

In this dissertation, we provide novel parametrization procedures for water-flooding production optimization problems, using polynomial approximation techniques. The methods project the original infinite dimensional controls space into a polynomial subspace. Our contribution includes new parameterization formulations using natural polynomials, orthogonal Chebyshev polynomials and Cubic spline interpolation. We show that the proposed methods are well suited for black-box approach with stochastic global-search method as they tend to produce smooth control trajectories, while reducing the solution space size. We demonstrate their efficiency on synthetic two-dimensional problems and on a realistic 3-dimensional problem. By contributing with a new adjoint method formulation for polynomial approximation, we implemented the methods also with gradient-based algorithms. In addition to fine-scale simulation, we also performed reduced order modeling, where we demonstrated a synergistic effect when combining polynomial approximation with model order reduction, that leads to faster optimization with higher gains in terms of Net Present Value. Finally, we performed gradient-based optimization under uncertainty. We proposed a new multi-objective function with three components, one that maximizes the expected value of all realizations, and two that maximize the averages of distribution tails from both sides. The new objective provides decision makers with the flexibility to choose the amount of risk they are willing to take, while deciding on production strategy or performing reserves estimation (P10;P50;P90)

Uncertainty evaluation of reservoir simulation models using particle swarms and hierarchical clustering

History matching production data in finite difference reservoir simulation models has been and always will be a challenge for the industry. The principal hurdles that need to be overcome are finding a match in the first place and more importantly a set of matches that can capture the uncertainty range of the simulation model and to do this in as short a time as possible since the bottleneck in this process is the length of time taken to run the model. This study looks at the implementation of Particle Swarm Optimisation (PSO) in history matching finite difference simulation models. Particle Swarms are a class of evolutionary algorithms that have shown much promise over the last decade. This method draws parallels from the social interaction of swarms of bees, flocks of birds and shoals of fish. Essentially a swarm of agents are allowed to search the solution hyperspace keeping in memory each individual’s historical best position and iteratively improving the optimisation by the emergent interaction of the swarm. An intrinsic feature of PSO is its local search capability. A sequential niching variation of the PSO has been developed viz. Flexi-PSO that enhances the exploration and exploitation of the hyperspace and is capable of finding multiple minima. This new variation has been applied to history matching synthetic reservoir simulation models to find multiple distinct history 3 matches to try to capture the uncertainty range. Hierarchical clustering is then used to post-process the history match runs to reduce the size of the ensemble carried forward for prediction. The success of the uncertainty modelling exercise is then assessed by checking whether the production profile forecasts generated by the ensemble covers the truth case

Comprehensive Taxonomies of Nature- and Bio-inspired Optimization: Inspiration versus Algorithmic Behavior, Critical Analysis and Recommendations

In recent years, a great variety of nature- and bio-inspired algorithms has been reported in the literature. This algorithmic family simulates different biological processes observed in Nature in order to efficiently address complex optimization problems. In the last years the number of bio-inspired optimization approaches in literature has grown considerably, reaching unprecedented levels that dark the future prospects of this field of research. This paper addresses this problem by proposing two comprehensive, principle-based taxonomies that allow researchers to organize existing and future algorithmic developments into well-defined categories, considering two different criteria: the source of inspiration and the behavior of each algorithm. Using these taxonomies we review more than three hundred publications dealing with nature-inspired and bio-inspired algorithms, and proposals falling within each of these categories are examined, leading to a critical summary of design trends and similarities between them, and the identification of the most similar classical algorithm for each reviewed paper. From our analysis we conclude that a poor relationship is often found between the natural inspiration of an algorithm and its behavior. Furthermore, similarities in terms of behavior between different algorithms are greater than what is claimed in their public disclosure: specifically, we show that more than one-third of the reviewed bio-inspired solvers are versions of classical algorithms. Grounded on the conclusions of our critical analysis, we give several recommendations and points of improvement for better methodological practices in this active and growing research field.Comment: 76 pages, 6 figure

Machine learning assisted optimization with applications to diesel engine optimization with the particle swarm optimization algorithm

A novel approach to incorporating Machine Learning into optimization routines is presented. An approach which combines the benefits of ML, optimization, and meta-model searching is developed and tested on a multi-modal test problem; a modified Rastragin\u27s function. An enhanced Particle Swarm Optimization method was derived from the initial testing. Optimization of a diesel engine was carried out using the modified algorithm demonstrating an improvement of 83% compared with the unmodified PSO algorithm. Additionally, an approach to enhancing the training of ML models by leveraging Virtual Sensing as an alternative to standard multi-layer neural networks is presented. Substantial gains were made in the prediction of Particulate matter, reducing the MMSE by 50% and improving the correlation R^2 from 0.84 to 0.98. Improvements were made in models of PM, NOx, HC, CO, and Fuel Consumption using the method, while training times and convergence reliability were simultaneously improved over the traditional approach

Transversely Isotropic Viscoelastic Biphasic Model of Articular Cartilage in Unconfined Compression

Articular cartilage is a connective tissue found in diarthrodial joints such as the knee, elbow or wrist. It is composed of collagen fibers, chondrocytes, interstitial fluid, and other non-collagenous proteins. During locomotion, the articular cartilage of the knee is primarily subjected to compressive stress caused by the upper body weight of the host. It is of great interest to investigate the mechanical behavior of this specialized connective tissue in compression and understand its ability to withstand high stresses without any damage. In recent years, unconfined compression experiments and biphasic numerical models have been widely used for this purpose.The primary goal of this thesis was to develop an improved biphasic constitutive model for the mechanical behavior of cartilage in unconfined compression. For this purpose, the tissue was assumed to be composed of a transversely isotropic viscoelastic solid phase and an incompressible fluid phase. Using this premise, along with the classical biphasic material model assumptions, it was shown that the governing equilibrium equations can be simplified to two partial differential equations for the radial displacement of the solid phase and the pressure of the fluid phase. These coupled differential equations were solved and a numerical solution for the axial load intensity was obtained. The results of this computational model were then used to analyze previous experimental studies on articular cartilage. To this end, an optimization algorithm was used to conduct a non-linear least squares regression analysis and find the material parameters of the proposed model. It was observed that the proposed model could successfully predict the mechanical response of the tissue in high strain rate compression experiments with much greater accuracy as compared to most of the currently existing models in literature. For low strain rate compression experiments, although the model was able to represent the stress-relaxation behavior fairly accurately, higher residuals were obtained. This suggests that the solid phase viscoelasticity may play an important role in the overall stress relaxation mechanism of the tissue at high compressive strain rates. In conclusion, this research study provided a new analytic tool to investigate the mechanical stresses generated in an articular cartilage sample during unconfined compression.Mechanical & Aerospace Engineerin

A Metaheuristic-Based Simulation Optimization Framework For Supply Chain Inventory Management Under Uncertainty

The need for inventory control models for practical real-world applications is growing with the global expansion of supply chains. The widely used traditional optimization procedures usually require an explicit mathematical model formulated based on some assumptions. The validity of such models and approaches for real world applications depend greatly upon whether the assumptions made match closely with the reality. The use of meta-heuristics, as opposed to a traditional method, does not require such assumptions and has allowed more realistic modeling of the inventory control system and its solution. In this dissertation, a metaheuristic-based simulation optimization framework is developed for supply chain inventory management under uncertainty. In the proposed framework, any effective metaheuristic can be employed to serve as the optimizer to intelligently search the solution space, using an appropriate simulation inventory model as the evaluation module. To be realistic and practical, the proposed framework supports inventory decision-making under supply-side and demand-side uncertainty in a supply chain. The supply-side uncertainty specifically considered includes quality imperfection. As far as demand-side uncertainty is concerned, the new framework does not make any assumption on demand distribution and can process any demand time series. This salient feature enables users to have the flexibility to evaluate data of practical relevance. In addition, other realistic factors, such as capacity constraints, limited shelf life of products and type-compatible substitutions are also considered and studied by the new framework. The proposed framework has been applied to single-vendor multi-buyer supply chains with the single vendor facing the direct impact of quality deviation and capacity constraint from its supplier and the buyers facing demand uncertainty. In addition, it has been extended to the supply chain inventory management of highly perishable products. Blood products with limited shelf life and ABO compatibility have been examined in detail. It is expected that the proposed framework can be easily adapted to different supply chain systems, including healthcare organizations. Computational results have shown that the proposed framework can effectively assess the impacts of different realistic factors on the performance of a supply chain from different angles, and to determine the optimal inventory policies accordingly

Bat echolocation-inspired algorithms for global optimisation problems

Optimisation according to the definition of Merriam-Webster Dictionary is an act, process, or methodology of making something (as a design, system, or decision) as fully perfect, functional, or effective as possible. In general, optimisation is the process of obtaining either the best minimum or maximum result under specific circumstance. The optimisation process engages with defining and examining objective or fitness function that suits some parameters and constraints. Nowadays, a vast range of business, management and engineering applications utilise the optimisation approach to save time, cost and resources while gaining better profit, output, performance and efficienc