NEW LIMITED MEMORY SYMMETRIC RANK ONE ALGORITHM FOR LARGE-SCALE UNCONSTRAINED OPTIMIZATION

A new limited memory symmetric rank one algorithm is proposed. It combines a modified self-scaled symmetric rank one （SSR1） update with the limited memory and nonmonotone line search technique. In this algorithm, the descent search direction is generated by inverse limited memory SSR1 update, thus simplifying the computation. Numerical comparison of the algorithm and the famous limited memory BFGS algorithm is given. Comparison results indicate that the new algorithm can process a kind of large-scale unconstrained optimization problems.

An adaptive ant colony system algorithm for continuous-space optimization problems

Ant colony algorithms comprise a novel category of evolutionary computation methods for optimization problems, especially for sequencing-type combinatorial optimization problems. An adaptive ant colony algorithm is proposed in this paper to tackle continuous-space optimization problems, using a new objective-function-based heuristic pheromone assignment approach for pheromone update to filtrate solution candidates.Global optimal solutions can be reached more rapidly by self-adjusting the path searching behaviors of the ants according to objective values. The performance of the proposed algorithm is compared with a basic ant colony algorithm and a Square Quadratic Programming approach in solving two benchmark problems with multiple extremes. The results indicated that the efficiency and reliability of the proposed algorithm were greatly improved.

A novel stabilization approach for small signal disturbance of power system with time-varying delay

Small signal instability may cause severe accidents for power system if it can not be dear correctly and timely. How to maintain power system stable under small signal disturbance is a big challenge for power system operators and dispatchers. Time delay existing in signal transmission process makes the problem more complex. Conventional eigenvalue analysis method neglects time delay influence and can not precisely describe power system dynamic behaviors. In this work, a modified small signal stability model considering time varying delay influence was constructed and a new time delay controller was proposed to stabilize power system under disturbance. By Lyapunov-Krasovskii function, the control law in the form of nonlinear matrix inequality （NLMI） was derived. Considering synthesis method limitation for time delay controller at present, both parameter adjustment method by using linear matrix inequality （LMI） solver and iteration searching method by solving nonlinear minimization problem were suggested to design the controller. Simulation tests were carried out on synchronous-machine infinite-bus power system. Satisfactory test results verify the correctness of the proposed model and the feasibility of the stabilization approach.

An extended particle swarm optimization algorithm based on coarse-grained and fine-grained criteria and its application

In order to study the problem that particle swarm optimization (PSO) algorithm can easily trap into local mechanism when analyzing the high dimensional complex optimization problems, the optimization calculation using the information in the iterative process of more particles was analyzed and the optimal system of particle swarm algorithm was improved. The extended particle swarm optimization algorithm (EPSO) was proposed. The coarse-grained and fine-grained criteria that can control the selection were given to ensure the convergence of the algorithm. The two criteria considered the parameter selection mechanism under the situation of random probability. By adopting MATLAB7.1, the extended particle swarm optimization algorithm was demonstrated in the resource leveling of power project scheduling. EPSO was compared with genetic algorithm (GA) and common PSO, the result indicates that the variance of the objective function of resource leveling is decreased by 7.9%, 18.2%, respectively, certifying the effectiveness and stronger global convergence ability of the EPSO.

A novel hybrid algorithm based on a harmony search and artificial bee colony for solving a portfolio optimization problem using a mean-semi variance approach

Portfolio selection is one of the major capital allocation and budgeting issues in financial management, and a variety of models have been presented for optimal selection. Semi-variance is usually considered as a risk factor in drawing up an efficient frontier and the optimal portfolio. Since semi-variance offers a better estimation of the actual risk portfolio, it was used as a measure to approximate the risk of investment in this work. The optimal portfolio selection is one of the non-deterministic polynomial(NP)-hard problems that have not been presented in an exact algorithm, which can solve this problem in a polynomial time. Meta-heuristic algorithms are usually used to solve such problems. A novel hybrid harmony search and artificial bee colony algorithm and its application were introduced in order to draw efficient frontier portfolios. Computational results show that this algorithm is more successful than the harmony search method and genetic algorithm. In addition, it is more accurate in finding optimal solutions at all levels of risk and return.

A Comparison of Arithmetic Operations for Dynamic Process Optimization Approach

A comparison of arithmetic operations of two dynamic process optimization approaches called quasi-sequential approach and reduced Sequential Quadratic Programming(rSQP)simultaneous approach with respect to equality constrained optimization problems is presented.Through the detail comparison of arithmetic operations,it is concluded that the average iteration number within differential algebraic equations(DAEs)integration of quasi-sequential approach could be regarded as a criterion.One formula is given to calculate the threshold value of average iteration number.If the average iteration number is less than the threshold value,quasi-sequential approach takes advantage of rSQP simultaneous approach which is more suitable contrarily.Two optimal control problems are given to demonstrate the usage of threshold value.For optimal control problems whose objective is to stay near desired operating point,the iteration number is usually small.Therefore,quasi-sequential approach seems more suitable for such problems.

Hierarchical multicast with inter-layer random network coding

To maximize the aggregate throughput achieved in heterogeneous networks, this paper investigates inter-session network coding for the distribution of layered source data. We define inter-layer hierarchical random linear network codes （IHRLNC）, which not only take the flexibility of intersession network coding for layer mixing but also consider the strict priority inherent in the layered source data. Furthermore, we propose the inter-layer hierarchical multicast （IHM）, which performs IHRLNC in the network such that each sink can recover some source layers according to its individu- al capacity. To determine the optimal type of IHRLNC that should be performed on each edge in IHM, we formulate an optimization problem based on 0-1 integer linear programming, and propose a heuristic approach to approximate the optimal solution in polynomial time. Simulation results show that the proposed IHM can achieve throughput gains over the layered muhicast schemes.

A genetic algorithm for the pareto optimal solution set of multi-objective shortest path problem

Unlike the shortest path problem that has only one optimal solution and can be solved in polynomial time, the muhi-objective shortest path problem （ MSPP ） has a set of pareto optimal solutions and cannot be solved in polynomial time. The present algorithms focused mainly on how to obtain a precisely pareto optimal solution for MSPP resulting in a long time to obtain multiple pareto optimal solutions with them. In order to obtain a set of satisfied solutions for MSPP in reasonable time to meet the demand of a decision maker, a genetic algo- rithm MSPP-GA is presented to solve the MSPP with typically competing objectives, cost and time, in this pa- per. The encoding of the solution and the operators such as crossover, mutation and selection are developed. The algorithm introduced pareto domination tournament and sharing based selection operator, which can not only directly search the pareto optimal frontier but also maintain the diversity of populations in the process of evolutionary computation. Experimental results show that MSPP-GA can obtain most efficient solutions distributed all along the pareto frontier in less time than an exact algorithm. The algorithm proposed in this paper provides a new and effective method of how to obtain the set of pareto optimal solutions for other multiple objective optimization problems in a short time.

Application of a Derivative-Free Method with Projection Skill to Solve an Optimization Problem

Improving numerical forecasting skill in the atmospheric and oceanic sciences by solving optimization problems is an important issue. One such method is to compute the conditional nonlinear optimal perturbation(CNOP), which has been applied widely in predictability studies. In this study, the Differential Evolution(DE) algorithm, which is a derivative-free algorithm and has been applied to obtain CNOPs for exploring the uncertainty of terrestrial ecosystem processes, was employed to obtain the CNOPs for finite-dimensional optimization problems with ball constraint conditions using Burgers' equation. The aim was first to test if the CNOP calculated by the DE algorithm is similar to that computed by traditional optimization algorithms, such as the Spectral Projected Gradient(SPG2) algorithm. The second motive was to supply a possible route through which the CNOP approach can be applied in predictability studies in the atmospheric and oceanic sciences without obtaining a model adjoint system, or for optimization problems with non-differentiable cost functions. A projection skill was first explanted to the DE algorithm to calculate the CNOPs. To validate the algorithm, the SPG2 algorithm was also applied to obtain the CNOPs for the same optimization problems. The results showed that the CNOPs obtained by the DE algorithm were nearly the same as those obtained by the SPG2 algorithm in terms of their spatial distributions and nonlinear evolutions. The implication is that the DE algorithm could be employed to calculate the optimal values of optimization problems, especially for non-differentiable and nonlinear optimization problems associated with the atmospheric and oceanic sciences.

A Multi-Objective Genetic Algorithm for Optimal Portfolio Problems

This paper concerns with modeling and design of an algorithm for the portfolio selection problems with fixed transaction costs and minimum transaction lots. A mean-variance model for the portfolio selection problem is proposed, and the model is formulated as a non-smooth and nonlinear integer programming problem with multiple objective functions. As it has been proven that finding a feasible solution to the problem only is already NP-hard, based on NSGA-II and genetic algorithm for numerical optimization of constrained problems (Genocop), a multi-objective genetic algorithm (MOGA) is designed to solve the model. Its features comprise integer encoding and corresponding operators, and special treatment of constraints conditions. It is illustrated via a numerical example that the genetic algorithm can efficiently solve portfolio selection models proposed in this paper. This approach offers promise for the portfolio problems in practice.

Evolution Handoff Strategy for Real-Time Video Transmission over Practical Cognitive Radio Networks

The transmission delay of realtime video packet mainly depends on the sensing time delay(short-term factor) and the entire frame transmission delay(long-term factor).Therefore,the optimization problem in the spectrum handoff process should be formulated as the combination of microscopic optimization and macroscopic optimization.In this paper,we focus on the issue of combining these two optimization models,and propose a novel Evolution Spectrum Handoff(ESH)strategy to minimize the expected transmission delay of real-time video packet.In the microoptimized model,considering the tradeoff between Primary User's(PU's) allowable collision percentage of each channel and transmission delay of video packet,we propose a mixed integer non-linear programming scheme.The scheme is able to achieve the minimum sensing time which is termed as an optimal stopping time.In the macro-optimized model,using the optimal stopping time as reward function within the partially observable Markov decision process framework,the EHS strategy is designed to search an optimal target channel set and minimize the expected delay of packet in the long-term real-time video transmission.Meanwhile,the minimum expected transmission delay is obtained under practical cognitive radio networks' conditions,i.e.,secondary user's mobility,PU's random access,imperfect sensing information,etc..Theoretical analysis and simulation results show that the ESH strategy can effectively reduce the transmission delay of video packet in spectrum handoff process.

Layout problem of multi-component systems arising for improving maintainability

To improve the mainlainability design efficiency and quality, a layout optimization method for maintainability of multi-component systems was proposed. The impact of the component layout design on system maintainability was analyzed, and the layout problem for maintainability was presented. It was formulated as an optimization problem, where maintainability, layout space and distance requirement were formulated as objective functions. A multi-objective particle swarm optimization algorithm, in which the constrained-domination relationship and the update strategy of the global best were simply modified, was then used to obtain Pareto optimal solutions for the maintainability layout design problem. Finally, application in oxygen generation system of a spacecraft was studied in detail to illustrate the effectiveness and usefulness of the proposed method. The results show that the concurrent maintainability design can be carried out during the layout design process by solving the layout optimization problem for maintainability.

Neural network method for solving elastoplastic finite element problems

A basic optimization principle of Artificial Neural Network—the Lagrange Programming Neural Network (LPNN) model for solving elastoplastic finite element problems is presented. The nonlinear problems of mechanics are represented as a neural network based optimization problem by adopting the nonlinear function as nerve cell transfer function. Finally, two simple elastoplastic problems are numerically simulated. LPNN optimization results for elastoplastic problem are found to be comparable to traditional Hopfield neural network optimization model.

Greedy Algorithm in m-Term Approximation for Periodic Besov Class with Mixed Smoothness

Nonlinear m-term approximation plays an important role in machine learning, signal processing and statistical estimating. In this paper by means of a nondecreasing dominated function, a greedy adaptive compression numerical algorithm in the best m -term approximation with regard to tensor product wavelet-type basis is pro-posed. The algorithm provides the asymptotically optimal approximation for the class of periodic functions with mixed Besov smoothness in the L q norm. Moreover, it depends only on the expansion of function f by tensor pro-duct wavelet-type basis, but neither on q nor on any special features of f.

Optimal design of coordination control strategy for distributed generation system

This paper presents a novel design procedure for optimizing the power distribution strategy in distributed generation system. A coordinating controller, responsible to distribute the total load power request among multiple DG units, is suggested based on the conception of hierarchical control structure in the dynamic system. The optimal control problem was formulated as a nonlinear optimization problem subject to set of constraints. The resulting problem was solved using the Kuhn-Tucker method. Computer simulation results demonstrate that the proposed method can provide better efficiency in terms of reducing total costs compared to existing methods. In addition, the proposed optimal load distribution strategy can be easily implemented in real-time thanks to the simplicity of closed-form solutions.

Nonlinear optimal control for robotic yoyo playing

A general approach for controlling of periodical dynamic systems was presented by taking robotic yoyo as an example. The height of the robot arm when the yoyo arrives at the bottom was chosen as virtual control. The initial amplitude of yoyo could be mapped to the desired final amplitude by adjusting the virtual control. First,the yoyo motion was formulated into a nonlinear optimal control problem which contained the virtual control. The reference trajectory of robot could be obtained by solving the optimal problem with analytic method or more general numerical approach. Then,both PI and deadbeat control methods were used to control the yoyo system. The simulation results show that the analytic solution of the reference trajectory is identical to the numerical solution,which mutually validates the correctness of the two solution methods. In simulation,the initial amplitude of yoyo is set to be 0.22 m which is 10% higher than the desired final amplitude of 0.2 m. It can be seen that the amplitude achieves the desired value asymptotically in about five periods when using PI control,while it needs only one period with deadbeat control. The reference trajectory of robot is generated by optimizing a certain performance index; therefore,it is globally optimal. This is essentially different from those traditional control methods,in which the reference trajectories are empirically imposed on robot. What's more,by choosing the height of the robot arm when the yoyo arrives at the bottom as the virtual control,the motion of the robot arm may not be out of its stroke limitation. The proposed approach may also be used in the control of other similar periodical dynamic systems.

Improvement of Lagrangian relaxation performance for open pit mines constrained long-term production scheduling problem

Constrained long-term production scheduling problem(CLTPSP) of open pit mines has been extensively studied in the past few decades due to its wide application in mining projects and the computational challenges it poses become an NP-hard problem.This problem has major practical significance because the effectiveness of the schedules obtained has strong economical impact for any mining project.Despite of the rapid theoretical and technical advances in this field,heuristics is still the only viable approach for large scale industrial applications.This work presents an approach combining genetic algorithms(GAs) and Lagrangian relaxation(LR) to optimally determine the CLTPSP of open pit mines.GAs are stochastic,parallel search algorithms based on the natural selection and the process of evolution.LR method is known for handling large-scale separable problems; however,the convergence to the optimal solution can be slow.The proposed Lagrangian relaxation and genetic algorithms(LR-GAs) combines genetic algorithms into Lagrangian relaxation method to update the Lagrangian multipliers.This approach leads to improve the performance of Lagrangian relaxation method in solving CLTPSP.Numerical results demonstrate that the LR method using GAs to improve its performance speeding up the convergence.Subsequently,highly near-optimal solution to the CLTPSP can be achieved by the LR-GAs.

Rate Allocation Scheme for Machine-to-Machine Service Based on 3GPP in Heterogeneous Wireless Networks

In this study,an explicit adaptive traffic allocation scheme for Machine-to-Machine(M2M)service is proposed to achieve optimum distribution in heterogeneous networks.Based on the characteristics of M2M services,the presented scheme is formulated as a convex optimization problem that maximises the utility of the M2M service,and then determines how to allocate the total rate among the multiple access networks.The analysis and numerical simulations indicate that the proposed scheme makes a significant improvement in performance compared with the traditional schemes.

Solving Hitchcock’s transportation problem by a genetic algorithm

Genetic algorithms (GAs) employ the evolutionary process of Darwin’s nature selection theory to find the solutions of optimization problems. In this paper, an implementation of genetic algorithm is put forward to solve a classical transportation problem, namely the Hitchcock’s Transportation Problem (HTP), and the GA is improved to search for all optimal solutions and identify them automatically. The algorithm is coded with C++ and validated by numerical examples. The computational results show that the algorithm is efficient for solving the Hitchcock’s transportation problem.