Global competitive ranking for constraints handling with modified differential evolution

Constrained nonlinear programming problems involving a nonlinear objective function with inequality and/or equality constraints introduce the possibility of multiple local optima. The task of global optimization is to find a solution where the objective function obtains its most extreme value while satisfying the constraints. Depending on the nature of the involved functions many solution methods have been proposed. Most of the existing population-based stochastic methods try to make the solution feasible by using a penalty function method. However, to find the appropriate penalty parameter is not an easy task. Population-based differential evolution is shown to be very efficient to solve global optimization problems with simple bounds. To handle the constraints effectively, in this paper, we propose a modified constrained differential evolution that uses self-adaptive control parameters, a mixed modified mutation, the inversion operation, a modified selection and the elitism in order to progress efficiently towards a global solution. In the modified selection, we propose a fitness function based on the global competitive ranking technique for handling the constraints. We test 13 benchmark problems. We also compare the results with the results found in literature. It is shown that our method is rather effective when solving constrained problemsFundação para a Ciência e a Tecnologia (FCT

An inexact Newton-Krylov algorithm for constrained diffeomorphic image registration

We propose numerical algorithms for solving large deformation diffeomorphic image registration problems. We formulate the nonrigid image registration problem as a problem of optimal control. This leads to an infinite-dimensional partial differential equation (PDE) constrained optimization problem. The PDE constraint consists, in its simplest form, of a hyperbolic transport equation for the evolution of the image intensity. The control variable is the velocity field. Tikhonov regularization on the control ensures well-posedness. We consider standard smoothness regularization based on $H^1$- or $H^2$-seminorms. We augment this regularization scheme with a constraint on the divergence of the velocity field rendering the deformation incompressible and thus ensuring that the determinant of the deformation gradient is equal to one, up to the numerical error. We use a Fourier pseudospectral discretization in space and a Chebyshev pseudospectral discretization in time. We use a preconditioned, globalized, matrix-free, inexact Newton-Krylov method for numerical optimization. A parameter continuation is designed to estimate an optimal regularization parameter. Regularity is ensured by controlling the geometric properties of the deformation field. Overall, we arrive at a black-box solver. We study spectral properties of the Hessian, grid convergence, numerical accuracy, computational efficiency, and deformation regularity of our scheme. We compare the designed Newton-Krylov methods with a globalized preconditioned gradient descent. We study the influence of a varying number of unknowns in time. The reported results demonstrate excellent numerical accuracy, guaranteed local deformation regularity, and computational efficiency with an optional control on local mass conservation. The Newton-Krylov methods clearly outperform the Picard method if high accuracy of the inversion is required.Comment: 32 pages; 10 figures; 9 table

A Comprehensive Survey on Particle Swarm Optimization Algorithm and Its Applications

Particle swarm optimization (PSO) is a heuristic global optimization method, proposed originally by Kennedy and Eberhart in 1995. It is now one of the most commonly used optimization techniques. This survey presented a comprehensive investigation of PSO. On one hand, we provided advances with PSO, including its modifications (including quantum-behaved PSO, bare-bones PSO, chaotic PSO, and fuzzy PSO), population topology (as fully connected, von Neumann, ring, star, random, etc.), hybridization (with genetic algorithm, simulated annealing, Tabu search, artificial immune system, ant colony algorithm, artificial bee colony, differential evolution, harmonic search, and biogeography-based optimization), extensions (to multiobjective, constrained, discrete, and binary optimization), theoretical analysis (parameter selection and tuning, and convergence analysis), and parallel implementation (in multicore, multiprocessor, GPU, and cloud computing forms). On the other hand, we offered a survey on applications of PSO to the following eight fields: electrical and electronic engineering, automation control systems, communication theory, operations research, mechanical engineering, fuel and energy, medicine, chemistry, and biology. It is hoped that this survey would be beneficial for the researchers studying PSO algorithms

Passive Target Localization Problem Based on Improved Hybrid Adaptive Differential Evolution and Nelder-Mead Algorithm

This paper considers a passive target localization problem in Wireless Sensor Networks (WSNs) using the noisy time of arrival (TOA) measurements, obtained from multiple receivers and a single transmitter. The objective function is formulated as a maximum likelihood (ML) estimation problem under the Gaussian noise assumption. Consequently, the objective function of the ML estimator is a highly nonlinear and nonconvex function, where conventional optimization methods are not suitable for this type of problem. Hence, an improved algorithm based on the hybridization of an adaptive differential evolution (ADE) and Nelder-Mead (NM) algorithms, named HADENM, is proposed to find the estimated position of a passive target. In this paper, the control parameters of the ADE algorithm are adaptively updated during the evolution process. In addition, an adaptive adjustment parameter is designed to provide a balance between the global exploration and the local exploitation abilities. Furthermore, the exploitation is strengthened using the NM method by improving the accuracy of the best solution obtained from the ADE algorithm. Statistical analysis has been conducted, to evaluate the benefits of the proposed modifications on the optimization performance of the HADENM algorithm. The comparison results between HADENM algorithm and its versions indicate that the modifications proposed in this paper can improve the overall optimization performance. Furthermore, the simulation shows that the proposed HADENM algorithm can attain the Cramer-Rao lower bound (CRLB) and outperforms the constrained weighted least squares (CWLS) and differential evolution (DE) algorithms. The obtained results demonstrate the high accuracy and robustness of the proposed algorithm for solving the passive target localization problem for a wide range of measurement noise levels

Differential evolution with an evolution path: a DEEP evolutionary algorithm

Utilizing cumulative correlation information already existing in an evolutionary process, this paper proposes a predictive approach to the reproduction mechanism of new individuals for differential evolution (DE) algorithms. DE uses a distributed model (DM) to generate new individuals, which is relatively explorative, whilst evolution strategy (ES) uses a centralized model (CM) to generate offspring, which through adaptation retains a convergence momentum. This paper adopts a key feature in the CM of a covariance matrix adaptation ES, the cumulatively learned evolution path (EP), to formulate a new evolutionary algorithm (EA) framework, termed DEEP, standing for DE with an EP. Without mechanistically combining two CM and DM based algorithms together, the DEEP framework offers advantages of both a DM and a CM and hence substantially enhances performance. Under this architecture, a self-adaptation mechanism can be built inherently in a DEEP algorithm, easing the task of predetermining algorithm control parameters. Two DEEP variants are developed and illustrated in the paper. Experiments on the CEC'13 test suites and two practical problems demonstrate that the DEEP algorithms offer promising results, compared with the original DEs and other relevant state-of-the-art EAs

Optimization of force-limiting seismic devices connecting structural subsystems

This paper is focused on the optimum design of an original force-limiting floor anchorage system for the seismic protection of reinforced concrete (RC) dual wall-frame buildings. This protection strategy is based on the interposition of elasto-plastic links between two structural subsystems, namely the lateral force resisting system (LFRS) and the gravity load resisting system (GLRS). The most efficient configuration accounting for the optimal position and mechanical characteristics of the nonlinear devices is obtained numerically by means of a modified constrained differential evolution algorithm. A 12-storey prototype RC dual wall-frame building is considered to demonstrate the effectiveness of the seismic protection strategy