Constraint Importance Mode Pursuing Sampling for Continuous Global Optimization

2010 ◽  
Author(s):  
Moslem Kazemi ◽  
G. Gary Wang ◽  
Shahryar Rahnamayan ◽  
Kamal Gupta
Keyword(s):  
Global Optimization ◽  
Optimization Problems ◽  
Sampling Technique ◽  
Search Space ◽  
Optimization Method ◽  
Mps Method ◽  
Engineering Design Problems ◽  
Forbidden Regions ◽  
Sample Points ◽  
Continuous Global Optimization

Many engineering design problems deal with global optimization of constrained black-box problems which is usually computation-intensive. Ref. [1] proposed a Mode-Pursuing Sampling (MPS) method for global optimization based on a sampling technique which systematically generates more sample points in the neighborhood of the function mode while statistically covering the entire problem domain. In this paper, we propose a novel and more efficient sampling technique which greatly enhances the performance of the MPS method, especially in the presence of expensive constraints. The effective sampling of the search space is attained via biasing the sample points towards feasible regions and being away from the forbidden regions. This is achieved by utilizing the incrementally obtained information about the constraints, hence, it is called Constraint-importance Mode Pursuing Sampling (CiMPS). According to intensive comparisons and experimental verifications, the new sampling technique is found to be more efficient in solving constrained optimization problems compared to the original MPS method. To the best of our knowledge, this is the first metamodel-based global optimization method that directly aims at reducing the number of function evaluations for both expensive objective functions and constraints.

A New Global Optimization Method for Simultaneous Computation on Expensive Black-Box Functions

2003 ◽  
Author(s):  
Liqun Wang ◽  
Songqing Shan ◽  
G. Gary Wang
Keyword(s):  
Global Optimization ◽  
Optimization Problems ◽  
Optimization Methods ◽  
Search Space ◽  
Optimization Method ◽  
Global Optimum ◽  
Black Box ◽  
Efficient Global Optimization ◽  
Global Optimization Method ◽  
Global Optimization Methods

The presence of black-box functions in engineering design, which are usually computation-intensive, demands efficient global optimization methods. This work proposes a new global optimization method for black-box functions. The global optimization method is based on a novel mode-pursuing sampling (MPS) method which systematically generates more sample points in the neighborhood of the function mode while statistically covers the entire search space. Quadratic regression is performed to detect the region containing the global optimum. The sampling and detection process iterates until the global optimum is obtained. Through intensive testing, this method is found to be effective, efficient, robust, and applicable to both continuous and discontinuous functions. It supports simultaneous computation and applies to both unconstrained and constrained optimization problems. Because it does not call any existing global optimization tool, it can be used as a standalone global optimization method for inexpensive problems as well. Limitation of the method is also identified and discussed.

scholarly journals An improved hybrid Aquila Optimizer and Harris Hawks Optimization for global optimization

2021 ◽  
Vol 18 (6) ◽  
pp. 7076-7109
Author(s):  
Shuang Wang ◽  
◽  
Heming Jia ◽  
Qingxin Liu ◽  
Rong Zheng ◽  
...  
Keyword(s):  
Global Optimization ◽  
Heuristic Algorithms ◽  
Optimization Problems ◽  
Search Space ◽  
Search Performance ◽  
Exploration And Exploitation ◽  
Design Problems ◽  
Local Optima ◽  
Opposition Based Learning ◽  
Engineering Design Problems

<abstract> <p>This paper introduces an improved hybrid Aquila Optimizer (AO) and Harris Hawks Optimization (HHO) algorithm, namely IHAOHHO, to enhance the searching performance for global optimization problems. In the IHAOHHO, valuable exploration and exploitation capabilities of AO and HHO are retained firstly, and then representative-based hunting (RH) and opposition-based learning (OBL) strategies are added in the exploration and exploitation phases to effectively improve the diversity of search space and local optima avoidance capability of the algorithm, respectively. To verify the optimization performance and the practicability, the proposed algorithm is comprehensively analyzed on standard and CEC2017 benchmark functions and three engineering design problems. The experimental results show that the proposed IHAOHHO has more superior global search performance and faster convergence speed compared to the basic AO and HHO and selected state-of-the-art meta-heuristic algorithms.</p> </abstract>

Improved Particle Swarm Optimizer with Dynamically Adjusted Search Space and Velocity Limits for Global Optimization

2015 ◽  
Vol 24 (05) ◽  
pp. 1550017 ◽  
Author(s):  
Aderemi Oluyinka Adewumi ◽  
Akugbe Martins Arasomwan
Keyword(s):  
Global Optimization ◽  
Optimization Problems ◽  
Particle Swarm ◽  
Pso Algorithm ◽  
Search Space ◽  
Particle Swarm Optimizer ◽  
Search Range ◽  
Original Algorithm ◽  
Inertia Weight ◽  
And Performance

This paper presents an improved particle swarm optimization (PSO) technique for global optimization. Many variants of the technique have been proposed in literature. However, two major things characterize many of these variants namely, static search space and velocity limits, which bound their flexibilities in obtaining optimal solutions for many optimization problems. Furthermore, the problem of premature convergence persists in many variants despite the introduction of additional parameters such as inertia weight and extra computation ability. This paper proposes an improved PSO algorithm without inertia weight. The proposed algorithm dynamically adjusts the search space and velocity limits for the swarm in each iteration by picking the highest and lowest values among all the dimensions of the particles, calculates their absolute values and then uses the higher of the two values to define a new search range and velocity limits for next iteration. The efficiency and performance of the proposed algorithm was shown using popular benchmark global optimization problems with low and high dimensions. Results obtained demonstrate better convergence speed and precision, stability, robustness with better global search ability when compared with six recent variants of the original algorithm.

scholarly journals Ls-II: An Improved Locust Search Algorithm for Solving Optimization Problems

2018 ◽  
Vol 2018 ◽  
pp. 1-15 ◽  
Author(s):  
Octavio Camarena ◽  
Erik Cuevas ◽  
Marco Pérez-Cisneros ◽  
Fernando Fausto ◽  
Adrián González ◽  
...  
Keyword(s):  
Optimization Problems ◽  
Search Algorithm ◽  
Search Space ◽  
Optimization Method ◽  
Superior Performance ◽  
Solution Quality ◽  
Original Algorithm ◽  
Motion Models ◽  
Search Mechanism ◽  
Solitary Phase

The Locust Search (LS) algorithm is a swarm-based optimization method inspired in the natural behavior of the desert locust. LS considers the inclusion of two distinctive nature-inspired search mechanism, namely, their solitary phase and social phase operators. These interesting search schemes allow LS to overcome some of the difficulties that commonly affect other similar methods, such as premature convergence and the lack of diversity on solutions. Recently, computer vision experiments in insect tracking methods have conducted to the development of more accurate locust motion models than those produced by simple behavior observations. The most distinctive characteristic of such new models is the use of probabilities to emulate the locust decision process. In this paper, a modification to the original LS algorithm, referred to as LS-II, is proposed to better handle global optimization problems. In LS-II, the locust motion model of the original algorithm is modified incorporating the main characteristics of the new biological formulations. As a result, LS-II improves its original capacities of exploration and exploitation of the search space. In order to test its performance, the proposed LS-II method is compared against several the state-of-the-art evolutionary methods considering a set of benchmark functions and engineering problems. Experimental results demonstrate the superior performance of the proposed approach in terms of solution quality and robustness.

scholarly journals A New Optimization Algorithm Based on Search and Rescue Operations

2019 ◽  
Vol 2019 ◽  
pp. 1-23 ◽  
Author(s):  
Amir Shabani ◽  
Behrouz Asgarian ◽  
Saeed Asil Gharebaghi ◽  
Miguel A. Salido ◽  
Adriana Giret
Keyword(s):  
Optimization Algorithm ◽  
Real World ◽  
Optimization Problems ◽  
Optimization Algorithms ◽  
Continuous Optimization ◽  
Optimization Method ◽  
Search And Rescue ◽  
Rank Test ◽  
Engineering Design Problems ◽  
Continuous Optimization Problems

In this paper, a new optimization algorithm called the search and rescue optimization algorithm (SAR) is proposed for solving single-objective continuous optimization problems. SAR is inspired by the explorations carried out by humans during search and rescue operations. The performance of SAR was evaluated on fifty-five optimization functions including a set of classic benchmark functions and a set of modern CEC 2013 benchmark functions from the literature. The obtained results were compared with twelve optimization algorithms including well-known optimization algorithms, recent variants of GA, DE, CMA-ES, and PSO, and recent metaheuristic algorithms. The Wilcoxon signed-rank test was used for some of the comparisons, and the convergence behavior of SAR was investigated. The statistical results indicated SAR is highly competitive with the compared algorithms. Also, in order to evaluate the application of SAR on real-world optimization problems, it was applied to three engineering design problems, and the results revealed that SAR is able to find more accurate solutions with fewer function evaluations in comparison with the other existing algorithms. Thus, the proposed algorithm can be considered an efficient optimization method for real-world optimization problems.

scholarly journals On the Performance of Linear Decreasing Inertia Weight Particle Swarm Optimization for Global Optimization

2013 ◽  
Vol 2013 ◽  
pp. 1-12 ◽  
Author(s):  
Martins Akugbe Arasomwan ◽  
Aderemi Oluyinka Adewumi
Keyword(s):  
Global Optimization ◽  
Particle Swarm Optimization ◽  
Optimization Problems ◽  
Particle Swarm ◽  
Pso Algorithm ◽  
Search Space ◽  
Terminal Point ◽  
Simulation Experiments ◽  
Swarm Optimization ◽  
Inertia Weight

Linear decreasing inertia weight (LDIW) strategy was introduced to improve on the performance of the original particle swarm optimization (PSO). However, linear decreasing inertia weight PSO (LDIW-PSO) algorithm is known to have the shortcoming of premature convergence in solving complex (multipeak) optimization problems due to lack of enough momentum for particles to do exploitation as the algorithm approaches its terminal point. Researchers have tried to address this shortcoming by modifying LDIW-PSO or proposing new PSO variants. Some of these variants have been claimed to outperform LDIW-PSO. The major goal of this paper is to experimentally establish the fact that LDIW-PSO is very much efficient if its parameters are properly set. First, an experiment was conducted to acquire a percentage value of the search space limits to compute the particle velocity limits in LDIW-PSO based on commonly used benchmark global optimization problems. Second, using the experimentally obtained values, five well-known benchmark optimization problems were used to show the outstanding performance of LDIW-PSO over some of its competitors which have in the past claimed superiority over it. Two other recent PSO variants with different inertia weight strategies were also compared with LDIW-PSO with the latter outperforming both in the simulation experiments conducted.

scholarly journals Design of dimensionally stable composites using efficient global optimization method

2016 ◽  
Vol 233 (2) ◽  
pp. 156-168 ◽  
Author(s):  
Levent Aydin ◽  
Olgun Aydin ◽  
H Seçil Artem ◽  
Ali Mert
Keyword(s):  
Global Optimization ◽  
Communication Systems ◽  
Optimization Problems ◽  
Material Design ◽  
Optimization Method ◽  
Pattern Search ◽  
Efficient Global Optimization ◽  
Global Optimization Method ◽  
Moisture Expansion ◽  
Design And Optimization

Dimensionally stable material design is an important issue for space structures such as space laser communication systems, telescopes, and satellites. Suitably designed composite materials for this purpose can meet the functional and structural requirements. In this paper, it is aimed to design the dimensionally stable laminated composites by using efficient global optimization method. For this purpose, the composite plate optimization problems have been solved for high stiffness and low coefficients of thermal and moisture expansion. Some of the results based on efficient global optimization solution have been verified by genetic algorithm, simulated annealing, and generalized pattern search solutions from the previous studies. The proposed optimization algorithm is also validated experimentally. After completing the design and optimization process, failure analysis of the optimized composites has been performed based on Tsai–Hill, Tsai–Wu, Hoffman, and Hashin–Rotem criteria.

scholarly journals An analytical framework for consensus-based global optimization method

2018 ◽  
Vol 28 (06) ◽  
pp. 1037-1066 ◽  
Author(s):  
José A. Carrillo ◽  
Young-Pil Choi ◽  
Claudia Totzeck ◽  
Oliver Tse
Keyword(s):  
Global Optimization ◽  
Optimization Problems ◽  
Mean Field ◽  
Optimization Method ◽  
Analytical Framework ◽  
Global Minimizer ◽  
Global Optimization Method ◽  
The Mean ◽  
Class Of Functions ◽  
Theoretical Results

In this paper, we provide an analytical framework for investigating the efficiency of a consensus-based model for tackling global optimization problems. This work justifies the optimization algorithm in the mean-field sense showing the convergence to the global minimizer for a large class of functions. Theoretical results on consensus estimates are then illustrated by numerical simulations where variants of the method including nonlinear diffusion are introduced.

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