Fresh views on some recent developments in the simplex algorithm

First, the main procedures and the distinctive features of the most-obtuse-angle（MOA）row or column pivot rules are introduced for achieving primal or dual feasibility in linear programming. Then, two special auxiliary problems are constructed to prove that each of the rules can be actually considered as a simplex approach for solving the corresponding auxiliary problem. In addition, the nested pricing rule is also reviewed and its geometric interpretation is offered based on the heuristic characterization of an optimal solution.

Structural physical parameter identification based on evolutionary-simplex algorithm and structural dynamic response

Evolutionary computation based on the idea of biologic evolution is one type of global optimization algorithm that uses self-adaptation,self-organization and random searching to solve optimization problems.The evolutionary-simplex algorithm is introduced in this paper.It contains floating encoding which combines the evolutionary computation and the simplex algorithm to overcome the problems encountered in the genetic algorithm and evolutionary strategy methods. Numerical experiments are performed using seven typical functions to verify the algorithm.An inverse analysis method to identify structural physical parameters based on incomplete dynamic responses obtained from the analysis in the time domain is presented by using the evolutionary-simplex algorithm.The modal evolutionary-simplex algorithm converted from the time domain to the modal domain is proposed to improve the inverse efficiency.Numerical calculations for a 50-DOF system show that when compared with other methods,the evolutionary-simplex algorithm offers advantages of high precision, efficient searching ability,strong ability to resist noise,independence of initial value,and good adaptation to incomplete information conditions.

New Optimal Pivot Rule for the Simplex Algorithm

The purpose of this paper is to introduce a new pivot rule of the simplex algorithm. The simplex algorithm first presented by George B. Dantzig, is a widely used method for solving a linear programming problem (LP). One of the important steps of the simplex algorithm is applying an appropriate pivot rule to select the basis-entering variable corresponding to the maximum reduced cost. Unfortunately, this pivot rule not only can lead to a critical cycling (solved by Bland’s rules), but does not improve efficiently the objective function. Our new pivot rule 1) solves the cycling problem in the original Dantzig’s simplex pivot rule, and 2) leads to an optimal improvement of the objective function at each iteration. The new pivot rule can lead to the optimal solution of LP with a lower number of iterations. In a maximization problem, Dantzig’s pivot rule selects a basis-entering variable corresponding to the most positive reduced cost;in some problems, it is well-known that Dantzig’s pivot rule, before reaching the optimal solution, may visit a large number of extreme points. Our goal is to improve the simplex algorithm so that the number of extreme points to visit is reduced;we propose an optimal improvement in the objective value per unit step of the basis-entering variable. In this paper, we propose a pivot rule that can reduce the number of such iterations over the Dantzig’s pivot rule and prevent cycling in the simplex algorithm. The idea is to have the maximum improvement in the objective value function: from the set of basis-entering variables with positive reduced cost, the efficient basis-entering variable corresponds to an optimal improvement of the objective function. Using computational complexity arguments and some examples, we prove that our optimal pivot rule is very effective and solves the cycling problem in LP. We test and compare the efficiency of this new pivot rule with Dantzig’s original pivot rule and the simplex algorithm in MATLAB environment.

A Primal-Dual Simplex Algorithm for Solving Linear Programming Problems with Symmetric Trapezoidal Fuzzy Numbers

Two existing methods for solving a class of fuzzy linear programming (FLP) problems involving symmetric trapezoidal fuzzy numbers without converting them to crisp linear programming problems are the fuzzy primal simplex method proposed by Ganesan and Veeramani [1] and the fuzzy dual simplex method proposed by Ebrahimnejad and Nasseri [2]. The former method is not applicable when a primal basic feasible solution is not easily at hand and the later method needs to an initial dual basic feasible solution. In this paper, we develop a novel approach namely the primal-dual simplex algorithm to overcome mentioned shortcomings. A numerical example is given to illustrate the proposed approach.

A Computational Comparison of Basis Updating Schemes for the Simplex Algorithm on a CPU-GPU System

The computation of the basis inverse is the most time-consuming step in simplex type algorithms. This inverse does not have to be computed from scratch at any iteration, but updating schemes can be applied to accelerate this calculation. In this paper, we perform a computational comparison in which the basis inverse is computed with five different updating schemes. Then, we propose a parallel implementation of two updating schemes on a CPU-GPU System using MATLAB and CUDA environment. Finally, a computational study on randomly generated full dense linear programs is preented to establish the practical value of GPU-based implementation.

PRIMAL PERTURBATION SIMPLEX ALGORITHMS FOR LINEAR PROGRAMMING

In this paper, we propose two new perturbation simplex variants. Solving linear programming problems without introducing artificial variables, each of the two uses the dual pivot rule to achieve primal feasibility, and then the primal pivot rule to achieve optimality. The second algorithm, a modification of the first, is designed to handle highly degenerate problems more efficiently. Some interesting results concerning merit of the perturbation are established. Numerical results from preliminary tests are also reported. [ABSTRACT FROM AUTHOR]

A FAST SIMPLEX ALGORITHM FOR LINEAR PROGRAMMING

Recently, computational results demonstrated remarkable superiority of a so-called ＂largest-distance＂ rule and ＂nested pricing＂ rule to other major rules commonly used in practice, such as Dantzig＇s original rule, the steepest-edge rule and Devex rule. Our computational experiments show that the simplex algorithm using a combination of these rules turned out to be even more efficient.

Objective Variation Simplex Algorithm for Continuous Piecewise Linear Programming

This paper works on a modified simplex algorithm for the local optimization of Continuous Piece Wise Linear（CPWL） programming with generalization of hinging hyperplane objective and linear constraints. CPWL programming is popular since it can be equivalently transformed into difference of convex functions programming or concave optimization. Inspired by the concavity of the concave CPWL functions, we propose an Objective Variation Simplex Algorithm（OVSA）, which is able to find a local optimum in a reasonable time. Computational results are presented for further insights into the performance of the OVSA compared with two other algorithms on random test problems.

Practical Application of Out-of-Kilter Algorithm

The algorithm under this name, together with the variants, is a method that solves the problems of optimal flow and costs. Examples of such problems are planning and procurement, scheduling by contractors, distribution and supply systems, transport on the road or rail network, electricity transmission, computer and telecommunications networks, pipe transmission systems (water, oil, …), and the like. The main goal of any business organization is to increase profits and satisfy its customers. Because business is an integral part of our environment, their goals will be limited by certain environmental factors and economic conditions. The out-of-kilter algorithm is used to solve a complex allocation problem involving interactive and conflicting personal choices subject to interactive resource constraints. The paper presents an example of successful use of this algorithm and proposes an extension to the areas of corporate and social planning. Customer demand, warehousing, and factory capacity were used as input for the model. First, we propose a linear programming approach to determine the optimal distribution pattern to reduce overall distribution costs. The proposed model of linear programming is solved by the standard simplex algorithm and the Excel-solver program. It is noticed that the proposed model of linear programming is suitable for finding the optimal distribution pattern and total minimum costs.

Hybrid Simplex-improved Genetic Algorithm for Global Numerical Optimization

In this paper, a hybrid simplex-improved genetic algorithm (HSIGA) which combines simplex method (SM) and genetic algorithm (GA) is proposed to solve global numerical optimization problems. In this hybrid algorithm some improved genetic mechanisms, for example, non-linear ranking selection, competition and selection among several crossover offspring, adaptive change of mutation scaling and stage evolution, are adopted; and new population is produced through three ap-proaches, i.e. elitist strategy, modified simplex strategy and improved genetic algorithm (IGA) strategy. Numerical experi-ments are included to demonstrate effectiveness of the proposed algorithm.

Easy Simplex (AHA Simplex) Algorithm

The purpose of this research paper is to introduce Easy Simplex Algorithm which is developed by author. The simplex algorithm first presented by G. B. Dantzing, is generally used for solving a Linear programming problem (LPP). One of the important steps of the simplex algorithm is to convert all unequal constraints into equal form by adding slack variables then proceeds to basic solution. Our new algorithm i) solves the LPP without equalize the constraints and ii) leads to optimal solution definitely in lesser time. The goal of suggested algorithm is to improve the simplex algorithm so that the time of solving an LPP will be definitely lesser than the simplex algorithm. According to this Easy Simplex (AHA Simplex) Algorithm the use of Big M method is not required.

融合历史记忆的单纯形引导鲸鱼优化算法

针对鲸鱼优化算法存在易陷入局部最优、收敛速度慢等缺点,提出一种融合历史记忆的单纯形引导鲸鱼优化算法。首先,为了避免初始化种群过于集中而陷入局部最优,提出了使用混沌映射对初始化种群进行改进,增加了种群多样性;其次,为了解决算法收敛精度低和收敛速度慢的问题,提出了融合历史记忆的单纯形引导策略,利用单纯形法和构建的历史记忆表求解出一个虚拟最优解作为下次随机搜索阶段的引导者,帮助种群在前期的勘探过程中进行细致地搜索;最后提出一种新的非线性参数策略,平衡算法的开发和勘探能力。将算法应用于12个典型的复杂函数优化问题,并与其他5种智能算法比较,实验结果表明,改进后的算法在收敛精度与速度方面均为第一,具有良好的全局搜索能力和局部开发能力。

单纯形法的复杂性与计算效率

给出了三个线性规划例子,及用单纯形法求解的过程,解释了求解线性规划的单纯形法为什么属于指数算法.

基于Simplex算法的高压直流输电分段变速率VDCOL研究

为了改善高压直流系统的故障后的恢复性能,在研究低压限流单元(voltage dependent current order limiter,VDCOL)对直流系统无功功率消耗和电压稳定性影响的基础上,提出了一种分段变速率低压限流单元(piecewise-variable-rate VDCOL,PVR-VDCOL)的控制方法,该方法通过将电压下降或恢复过程划分为几个不同的阶段,并在每个阶段根据电压水平的不同而设置不同的功率恢复速率。推导了控制器初值的计算公式,制定了利用Simplex算法优化控制器参数的流程,并重点分析了分段数目对控制器性能的影响及其确定方法。在PSCAD/EMTDC中对提出的PVR-VDCOL和传统线性VDCOL的控制效果进行了对比仿真,并对不同分段数目下的仿真结果进行了对比分析,仿真结果表明提出的PVR-VDCOL能够有效改善直流系统的恢复性能。

改进麻雀搜索算法的入侵检测特征选择

针对网络入侵检测所处理数据存在特征维数高、检测效率低、准确率不高的问题,提出一种改进麻雀搜索算法的特征选择方法,旨在减少特征冗余的同时提高分类准确率。利用改进Circle映射初始化种群;结合秃鹰搜索算法中的螺旋搜索方式更新发现者位置;采用单纯形法和小孔成像法优化适应度较差和最优麻雀的位置,提升算法的寻优能力。将该算法与其它算法在6个经典基准函数上进行对比测试,其在收敛速度、精度等方面均有提升。使用数据集CIC-IDS2017进行特征选择实验,平均保留了7.6个特征,准确率达到了99.5%,结果表明,该算法可以在保证准确率的同时有效降低特征维度。

基于Downhill-Simplex算法的观测数据与作物生长模型同化方法研究

以夏玉米叶面积指数(LAI)、贮存器官干重(WSO)、地上总干重(TAGP)以及土壤水分含量(SM)为结合点,建立了基于Downhill-Simplex算法的作物生长模型WOFOST同化多种地面观测数据的一般方法或流程:开展观测数据与作物生长模型同化方法的正确性验证→利用Downhill-Simplex算法进行WOFOST模型的敏感性分析→选择敏感参数组合→通过优化效果确定待优化参数→利用新的观测数据对待优化参数进行优化,从而实现了观测数据与作物生长模型的同化,提升了模型的模拟能力。同化过程中遴选出的WOFOST模型的待优化参数主要包括比叶面积、最大CO2同化速率、初始地上部总干物重、根深最大日增量和初始土壤有效水等。

基于Simplex算法的VSC-HVDC控制参数优化

以电压源换流器高压直流输电(VSC-HVDC)的稳态模型为基础,根据VSC功率传输方程的直角坐标形式,采用逆系统方法和PI控制相结合的方法设计了VSC的有功功率和无功功率独立调节的VSC-HVDC控制系统。基于非线性单纯形Simplex算法,对PI控制参数进行优化。PSCAD/EMTDC下的仿真结果表明,通过参数优化,VSC-HVDC控制目标的最大误差百分比低于1.5%;同时也证明所设计的控制系统能独立控制有功功率和无功功率。

基于Simplex算法对马奶啤酒发酵控制优化及品质分析

以马奶啤酒为考察对象,通过控制单因素实验确定四个单因素,判断步长,利用Simplex算法确定马奶啤酒发酵控制参数,结果表明:接种总量8%(干酪乳杆菌∶马克思克鲁维酵母菌=1∶2),发酵温度35℃,发酵时间48 h,蔗糖添加量9%及麦芽汁添加量30%为最佳发酵参数,此条件下的综合p H为3.30±0.02,酒精度为5.4%±0.2%vol,感官评分为79±1.4。感官指标,理化指标及卫生指标均符合《GB 19302-2010发酵乳》国标。马奶啤酒发酵控制的研究为新疆地区马乳及其制品的多样性提供了理论与实践基础。

A Hybrid Algorithm for Optimizing Multi-Modal Functions

A new genetic algorithm is presented based on the musical performance. The novelty of this algorithm is that a new genetic algorithm, mimicking the musical process of searching for a perfect state of harmony, which increases the robustness of it greatly and gives a new meaning of it in the meantime, has been developed, Combining the advantages of the new genetic algorithm, simplex algorithm and tabu search, a hybrid algorithm is proposed. In order to verify the effectiveness of the hybrid algorithm, it is applied to solving some typical numerical function optimization problems which are poorly solved by traditional genetic algorithms. The experimental results show that the hybrid algorithm is fast and reliable.

A ROBUST PHASE-ONLY DIRECT DATA DOMAIN ALGORITHM BASED ON GENERALIZED RAYLEIGH QUOTIENT OPTIMIZATION USING HYBRID GENETIC ALGORITHM

A robust phase-only Direct Data Domain Least Squares (D3LS) algorithm based on gen- eralized Rayleigh quotient optimization using hybrid Genetic Algorithm (GA) is presented in this letter. The optimization efficiency and computational speed are improved via the hybrid GA com- posed of standard GA and Nelder-Mead simplex algorithms. First, the objective function, with a form of generalized Rayleigh quotient, is derived via the standard D3LS algorithm. It is then taken as a fitness function and the unknown phases of all adaptive weights are taken as decision variables. Then, the nonlinear optimization is performed via the hybrid GA to obtain the optimized solution of phase-only adaptive weights. As a phase-only adaptive algorithm, the proposed algorithm is sim- pler than conventional algorithms when it comes to hardware implementation. Moreover, it proc- esses only a single snapshot data as opposed to forming sample covariance matrix and operating matrix inversion. Simulation results show that the proposed algorithm has a good signal recovery and interferences nulling performance, which are superior to that of the phase-only D3LS algorithm based on standard GA.