Exponential distribution-based genetic algorithm for solving mixed-integer bilevel programming problems

Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower＇s functions are separable with respect to the follower＇s variables, and the other is that the follower＇s functions are convex if the follower＇s variables are not restricted to integers. A genetic algorithm based on an exponential distribution is proposed for the aforementioned problems. First, for each fixed leader＇s variable x, it is proved that the optimal solution y of the follower＇s mixed-integer programming can be obtained by solving associated relaxed problems, and according to the convexity of the functions involved, a simplified branch and bound approach is given to solve the follower＇s programming for the second class of problems. Furthermore, based on an exponential distribution with a parameter λ, a new crossover operator is designed in which the best individuals are used to generate better offspring of crossover. The simulation results illustrate that the proposed algorithm is efficient and robust.

Improved genetic algorithm for nonlinear programming problems

An improved genetic algorithm（IGA） based on a novel selection strategy to handle nonlinear programming problems is proposed.Each individual in selection process is represented as a three-dimensional feature vector which is composed of objective function value,the degree of constraints violations and the number of constraints violations.It is easy to distinguish excellent individuals from general individuals by using an individuals＇ feature vector.Additionally,a local search（LS） process is incorporated into selection operation so as to find feasible solutions located in the neighboring areas of some infeasible solutions.The combination of IGA and LS should offer the advantage of both the quality of solutions and diversity of solutions.Experimental results over a set of benchmark problems demonstrate that IGA has better performance than other algorithms.

Filter-sequence of quadratic programming method with nonlinear complementarity problem function

A mechanism for proving global convergence in filter-SQP （sequence of quadratic programming） method with the nonlinear complementarity problem （NCP） function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.

Nonlinear Model-Based Process Operation under UncertaintyUsing Exact Parametric Programming

In the present work, two new, （multi-）parametric programming （mp-P）-inspired algorithms for the solutionof mixed-integer nonlinear programming （MINLP） problems are developed, with their main focus being onprocess synthesis problems. The algorithms are developed for the special case in which the nonlinearitiesarise because of logarithmic terms, with the first one being developed for the deterministic case, and thesecond for the parametric case （p-MINLP）. The key idea is to formulate and solve the square system of thefirst-order Karush-Kuhn-Tucker （KKT） conditions in an analytical way, by treating the binary variables and/or uncertain parameters as symbolic parameters. To this effect, symbolic manipulation and solution tech-niques are employed. In order to demonstrate the applicability and validity of the proposed algorithms, twoprocess synthesis case studies are examined. The corresponding solutions are then validated using state-of-the-art numerical MINLP solvers. For p-MINLP, the solution is given by an optimal solution as an explicitfunction of the uncertain parameters.

An efficient algorithm for multi-dimensional nonlinear knapsack problems

Multi-dimensional nonlinear knapsack problem is a bounded nonlinear integer programming problem that maximizes a separable nondecreasing function subject to multiple separable nondecreasing constraints. This problem is often encountered in resource allocation, industrial planning and computer network. In this paper, a new convergent Lagrangian dual method was proposed for solving this problem. Cutting plane method was used to solve the dual problem and to compute the Lagrangian bounds of the primal problem. In order to eliminate the duality gap and thus to guarantee the convergence of the algorithm, domain cut technique was employed to remove certain integer boxes and partition the revised domain to a union of integer boxes. Extensive computational results show that the proposed method is efficient for solving large-scale multi-dimensional nonlinear knapsack problems. Our numerical results also indicate that the cutting plane method significantly outperforms the subgradient method as a dual search procedure.

Unsupervised neural network model optimized with evolutionary computations for solving variants of nonlinear MHD Jeffery-Hamel problem

A heuristic technique is developed for a nonlinear magnetohydrodynamics （MHD） Jeffery-Hamel problem with the help of the feed-forward artificial neural net- work （ANN） optimized with the genetic algorithm （GA） and the sequential quadratic programming （SQP） method. The twodimensional （2D） MHD Jeffery-Hamel problem is transformed into a higher order boundary value problem （BVP） of ordinary differential equations （ODEs）. The mathematical model of the transformed BVP is formulated with the ANN in an unsupervised manner. The training of the weights of the ANN is carried out with the evolutionary calculation based on the GA hybridized with the SQP method for the rapid local convergence. The proposed scheme is evaluated on the variants of the Jeffery-Hamel flow by varying the Reynold number, the Hartmann number, and the an- gles of the walls. A large number of simulations are performed with an extensive analysis to validate the accuracy, convergence, and effectiveness of the scheme. The comparison of the standard numerical solution and the analytic solution establishes the correctness of the proposed designed methodologies.

到达时间服从泊松分布的平行机队列的最优随机排序问题

论文考虑多个分布下,根据每类加工时间函数最小化目标函数的不同类别的随机排序问题。这个问题常出现在分布式系统、网络和应用程序方面。模型中,最优排序策略在每台机器上是一个简单的静态优先策略。在这种排序策略下,排序问题可以寻找到最佳路径矩阵。考虑一个非线性规划问题,证明了任何局部最优即为全局最优,大大简化了,优化问题的解决方案。在到达时间为泊松分布的情形下,论文提供了一个最佳的排序策略,能够最小化每类时间函数。对一般各种静态实例应用此方法,可得到简单的近似算法。

基于混合遗传算法的可变尺寸货物装箱问题研究

目的针对冷链运输中的生鲜打包及装载优化问题,提出一种允许货物以体积恒定为前提进行尺寸变化的包装装载方案,以最大化集装箱的空间利用率。方法基于上述问题,构建非线性混合整数规划模型,为了方便CPLEX或LINGO等求解器对该非线性混合整数规划模型进行求解,采用一种分段线性化方法,将该非线性模型进行线性化处理。由于所研究问题具有NP-hard属性,无论是CPLEX还是LINGO都无法有效求解大规模算例,因此设计一种有效结合遗传算法与深度、底部、左部方向优先装载(Deepest bottom left with fill,DBLF)的算法。结果大小规模算例实验验证结果表明,混合遗传算法能够在合理时间内获得最优解或近似最优解。结论所提出的可变尺寸包装方案有效提高了装载率,有益于客户和物流公司。

A UV-decomposed method for solving an MPEC problem

uv-decomposition method for solving a mathematical program with equilibrium constraints （MPEC） problem with linear complementarity constraints is presented. The problem is first converted into a nonlinear programming one. The structure of subdifferential a corresponding penalty function and results of its uv-decomposition are given. A conceptual algorithm for solving this problem with a superUnear convergence rate is then constructed in terms of the obtained results.

GLOBAL CONVERGENCE AND IMPLEMENTATION OF NGTN METHOD FOR SOLVING LARGE-SCALE SMARSE NONLINEAR PROGRAMMING PROBLEMS

An NGTN method was proposed for solving large-scale sparse nonlinear programming (NLP) problems. This is a hybrid method of a truncated Newton direction and a modified negative gradient direction, which is suitable for handling sparse data structure and pos sesses Q-quadratic convergence rate. The global convergence of this new method is proved, the convergence rate is further analysed, and the detailed implementation is discussed in this paper. Some numerical tests for solving truss optimization and large sparse problems are reported. The theoretical and numerical results show that the new method is efficient for solving large-scale sparse NLP problems.

The Best Piecewise Linearization of Nonlinear Functions

In this paper, we propose a method for finding the best piecewise linearization of nonlinear functions. For this aim, we try to obtain the best approximation of a nonlinear function as a piecewise linear function. Our method is based on an optimization problem. The optimal solution of this optimization problem is the best piecewise linear approximation of nonlinear function. Finally, we examine our method to some examples.

The Capacitated Location-Allocation Problem in the Presence of <i>k</i>Connections

We consider a capacitated location-allocation problem in the presence of k connections on the horizontal line barrier. The objective is to locate a set of new facilities among a set of existing facilities and to allocate an optimal number of existing facilities to each new facility in order to satisfy their demands such that the summation of the weighted rectilinear barrier distances from new facilities to existing facilities is minimized. The proposed problem is designed as a mixed-integer nonlinear programming model. To show the efficiency of the model, a numerical example is provided. It is worth noting that the global optimal solution is obtained.

Duality for a Control Problem Involving Support Functions

Mond-Weir type duality for control problem with support functions is investigated under generalized convexity conditions. Special cases are derived. A relationship between our results and those of nonlinear programming problem containing support functions is outlined.

On the Solution of the Eigenvalue Complementarity Problem by a Line Search Filter-SQP Algorithm

In this paper, the Eigenvalue Complementarity Problem (EiCP) with real symmetric matrices is addressed, which appears in the study of contact problem in mechanics. We discuss a quadratic programming formulation to the problem. The resulting problems are nonlinear programs that can be solved by a line search filter-SQP algorithm.

Multiobjective Duality in Variational Problems with Higher Order Derivatives

A multiobjective variational problem involving higher order derivatives is considered and optimality condi-tions for this problem are derived. A Mond-Weir type dual to this problem is constructed and various duality results are validated under generalized invexity. Some special cases are mentioned and it is also pointed out that our results can be considered as a dynamic generalization of the already existing results in nonlinear programming.

On a Control Problem Containing Support Functions

A control problem containing support functions in the integrand of the objective of the functional as well as in the inequality constraint function is considered. For this problem, Fritz John and Karush-Kuhn-Tucker type necessary optimality conditions are derived. Using Karush-Kuhn-Tucker type optimality conditions, Wolfe type dual is formulated and usual duality theorems are established under generalized convexity conditions. Special cases are generated. It is also shown that our duality results have linkage with those of nonlinear programming problems involving support functions.

存零约束优化问题的对偶问题

本文研究了近年提出的一类新优化问题存零约束优化问题,因存零约束的存在,使得求解最优解较困难.因此,本文针对存零约束优化问题,利用对偶理论提出了问题的Wolfe型对偶模型.在凸性和严格凸性假设下,获得了Wolfe对偶的弱、强、逆、限制逆和严格逆对偶结果.并进行了实例论证.

一个通用的混合非线性规划问题的演化算法

提出了一种新的求解非线性规划问题的演化算法 .它是在郭涛算法的基础上提出来的 ,新算法的主要特点是引入了变维子空间 ,加入了子空间搜索过程和规范化约束条件以及增加了处理带等式约束的实数规划、整数规划、0 - 1规划和混合整数规划问题的功能 ,使之成为一种求解非线性规划 (NL P)问题的通用算法 .数值实验表明 ,新算法不仅是一种通用的算法 ,而且与已有算法的计算结果相比 ,其解的精确度也最好 .

不等式约束的非线性规划混合遗传算法

针对带不等式约束的非线性规划问题,提出了一个混合遗传算法。该算法分为全局探测和局部开采两个阶段,全局探测阶段是通过在有潜力的小生境内嵌入单纯形搜索,快速确定有前景的区域;而局部开采阶段则是在最有前景的区域进行单纯形搜索。该算法增强了局部搜索能力并同时保持种群的多样性,有效地解决了遗传算法的过早收敛和局部搜索能力弱的问题。典型非线性规划算例验证了混合算法的效率、精度和可靠性。

求解一类非线性规划问题的混合遗传算法

提出了一种求解目标函数和约束条件均二阶可导的非线性规划问题的混合计算智能算法.该算法是把一种浮点数编码遗传算法和约束变尺度法相结合提高求取全局解的速度和概率.在该算法中,选择、交叉和变异等遗传操作算子是以非线性规划问题的一个惩罚函数为求解对象,目的是把解引向全局解附近,为约束变尺度算子提供初值;而约束变尺度算子直接以原非线性规划问题为求解对象,以发挥其局部搜索能力强的优点.数值实验表明,混合算法是一种可靠、高效的全局优化算法.