3 research outputs found
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
Constructive approaches to quasi-Monte Carlo methods for multiple integration
Recently, quasi-Monte Carlo methods have been successfully used for approximating multiple integrals in hundreds of dimensions in mathematical finance, and were significantly more efficient than Monte Carlo methods.
To understand the apparent success of quasi-Monte Carlo methods for multiple integration, one popular approach is to study worst-case error bounds in weighted function spaces in which the importance of the variables is moderated by some sequences of weights. Ideally, a family of quasi-Monte Carlo methods in some weighted function space should be strongly tractable. Strong tractability means that the minimal number of quadrature points n needed to reduce the initial error by a factor of Īµ is bounded by a polynomial in Īµā»Ā¹ independently of the dimension d. Several recent publications show the existence of lattice rules that satisfy the strong tractability error bounds in weighted Korobov spaces of periodic integrands and weighted Sobolev spaces of non-periodic integrands. However, those results were non-constructive and thus give no clues as to how to actually construct these lattice rules.
In this thesis, we focus on the construction of quasi-Monte Carlo methods that are strongly tractable. We develop and justify algorithms for the construction of lattice rules that achieve strong tractability error bounds in weighted Korobov and Sobolev spaces. The parameters characterizing these lattice rules are found ācomponent-by-componentā: the (d + 1)-th components are obtained by successive 1-dimensional searches, with the previous d components kept unchanged. The cost of these algorithms vary from O(ndĀ²) to O(nĀ³dĀ²) operations. With currently available technology, they allow construction of rules easily with values of n up to several million and dimensions d up to several hundred