scholarly journals A Branch-and-Bound Algorithm Embedded with DCA for DC Programming

2012 ◽  
Vol 2012 ◽  
pp. 1-16 ◽  
Author(s):  
Meihua Wang ◽  
Fengmin Xu ◽  
Chengxian Xu
Keyword(s):  
Branch And Bound ◽  
Large Scale ◽  
Optimization Problems ◽  
Optimal Solution ◽  
Dc Programming ◽  
Computational Time ◽  
Special Importance ◽  
Branch Number ◽  
Dc Algorithm ◽  
Computational Performance

The special importance of Difference of Convex (DC) functions programming has been recognized in recent studies on nonconvex optimization problems. In this work, a class of DC programming derived from the portfolio selection problems is studied. The most popular method applied to solve the problem is the Branch-and-Bound (B&B) algorithm. However, “the curse of dimensionality” will affect the performance of the B&B algorithm. DC Algorithm (DCA) is an efficient method to get a local optimal solution. It has been applied to many practical problems, especially for large-scale problems. A B&B-DCA algorithm is proposed by embedding DCA into the B&B algorithms, the new algorithm improves the computational performance and obtains a global optimal solution. Computational results show that the proposed B&B-DCA algorithm has the superiority of the branch number and computational time than general B&B. The nice features of DCA (inexpensiveness, reliability, robustness, globality of computed solutions, etc.) provide crucial support to the combined B&B-DCA for accelerating the convergence of B&B.

scholarly journals Safe Sample Screening for Robust Support Vector Machine

2020 ◽  
Vol 34 (04) ◽  
pp. 6981-6988
Author(s):  
Zhou Zhai ◽  
Bin Gu ◽  
Xiang Li ◽  
Heng Huang
Keyword(s):  
Support Vector Machine ◽  
Convex Optimization ◽  
Large Scale ◽  
Optimization Problems ◽  
Dc Programming ◽  
Computational Time ◽  
Support Vector ◽  
Training Samples ◽  
Convex Problem ◽  
Benchmark Datasets

Robust support vector machine (RSVM) has been shown to perform remarkably well to improve the generalization performance of support vector machine under the noisy environment. Unfortunately, in order to handle the non-convexity induced by ramp loss in RSVM, existing RSVM solvers often adopt the DC programming framework which is computationally inefficient for running multiple outer loops. This hinders the application of RSVM to large-scale problems. Safe sample screening that allows for the exclusion of training samples prior to or early in the training process is an effective method to greatly reduce computational time. However, existing safe sample screening algorithms are limited to convex optimization problems while RSVM is a non-convex problem. To address this challenge, in this paper, we propose two safe sample screening rules for RSVM based on the framework of concave-convex procedure (CCCP). Specifically, we provide screening rule for the inner solver of CCCP and another rule for propagating screened samples between two successive solvers of CCCP. To the best of our knowledge, this is the first work of safe sample screening to a non-convex optimization problem. More importantly, we provide the security guarantee to our sample screening rules to RSVM. Experimental results on a variety of benchmark datasets verify that our safe sample screening rules can significantly reduce the computational time.

Application of High-Performance Computing to Numerical Simulation of Human Movement

1995 ◽  
Vol 117 (1) ◽  
pp. 155-157 ◽  
Author(s):  
F. C. Anderson ◽  
J. M. Ziegler ◽  
M. G. Pandy ◽  
R. T. Whalen
Keyword(s):  
Computer Architecture ◽  
High Performance ◽  
Large Scale ◽  
Optimization Problems ◽  
Optimal Solution ◽  
Human Movement ◽  
Parallel Machine ◽  
Optimal Controls ◽  
Processing Machine ◽  
Vector Processing

We have examined the feasibility of using massively-parallel and vector-processing supercomputers to solve large-scale optimization problems for human movement. Specifically, we compared the computational expense of determining the optimal controls for the single support phase of gait using a conventional serial machine (SGI Iris 4D25), a MIMD parallel machine (Intel iPSC/860), and a parallel-vector-processing machine (Cray Y-MP 8/864). With the human body modeled as a 14 degree-of-freedom linkage actuated by 46 musculotendinous units, computation of the optimal controls for gait could take up to 3 months of CPU time on the Iris. Both the Cray and the Intel are able to reduce this time to practical levels. The optimal solution for gait can be found with about 77 hours of CPU on the Cray and with about 88 hours of CPU on the Intel. Although the overall speeds of the Cray and the Intel were found to be similar, the unique capabilities of each machine are better suited to different portions of the computational algorithm used. The Intel was best suited to computing the derivatives of the performance criterion and the constraints whereas the Cray was best suited to parameter optimization of the controls. These results suggest that the ideal computer architecture for solving very large-scale optimal control problems is a hybrid system in which a vector-processing machine is integrated into the communication network of a MIMD parallel machine.

Genetic Algorithm and Other Meta-Heuristics

2005 ◽  
pp. 144-173 ◽  
Author(s):  
Bernard K.S. Cheung
Keyword(s):  
Genetic Algorithm ◽  
Large Scale ◽  
Optimization Problems ◽  
Optimal Solution ◽  
Schema Theory ◽  
Heuristic Methods ◽  
Optimal Solutions ◽  
Corporate Globalization ◽  
Global Optimal ◽  
Mutation And Selection

Genetic algorithms have been applied in solving various types of large-scale, NP-hard optimization problems. Many researchers have been investigating its global convergence properties using Schema Theory, Markov Chain, etc. A more realistic approach, however, is to estimate the probability of success in finding the global optimal solution within a prescribed number of generations under some function landscapes. Further investigation reveals that its inherent weaknesses that affect its performance can be remedied, while its efficiency can be significantly enhanced through the design of an adaptive scheme that integrates the crossover, mutation and selection operations. The advance of Information Technology and the extensive corporate globalization create great challenges for the solution of modern supply chain models that become more and more complex and size formidable. Meta-heuristic methods have to be employed to obtain near optimal solutions. Recently, a genetic algorithm has been reported to solve these problems satisfactorily and there are reasons for this.

Multiagent Coordination Optimization Based Model Predictive Control Strategy With Application to Balanced Resource Allocation

2014 ◽  
Author(s):  
Haopeng Zhang ◽  
Qing Hui
Keyword(s):  
Model Predictive Control ◽  
Predictive Control ◽  
Control Strategy ◽  
Large Scale ◽  
Optimization Problems ◽  
Optimal Solution ◽  
Nonlinear Problems ◽  
Pso Algorithm ◽  
Network Resource ◽  
Multiagent Coordination

Model predictive control (MPC) is a heuristic control strategy to find a consequence of best controllers during each finite-horizon regarding to certain performance functions of a dynamic system. MPC involves two main operations: estimation and optimization. Due to high complexity of the performance functions, such as, nonlinear, non-convex, large-scale objective functions, the optimization algorithms for MPC must be capable of handling those problems with both computational efficiency and accuracy. Multiagent coordination optimization (MCO) is a recently developed heuristic algorithm by embedding multiagent coordination into swarm intelligence to accelerate the searching process for the optimal solution in the particle swarm optimization (PSO) algorithm. With only some elementary operations, the MCO algorithm can obtain the best solution extremely fast, which is especially necessary to solve the online optimization problems in MPC. Therefore, in this paper, we propose an MCO based MPC strategy to enhance the performance of the MPC controllers when addressing non-convex large-scale nonlinear problems. Moreover, as an application, the network resource balanced allocation problem is numerically illustrated by the MCO based MPC strategy.

scholarly journals Benchmarks for Current Linear and Mixed Integer Optimization Solvers

2015 ◽  
Vol 63 (6) ◽  
pp. 1923-1928 ◽  
Author(s):  
Josef Jablonský
Keyword(s):  
Linear Programming ◽  
Mixed Integer Linear Programming ◽  
Large Scale ◽  
Optimization Problems ◽  
Academic Research ◽  
Mixed Integer ◽  
Important Class ◽  
Integer Optimization ◽  
Computational Performance ◽  
Optimization Solvers

Linear programming (LP) and mixed integer linear programming (MILP) problems belong among very important class of problems that find their applications in various managerial consequences. The aim of the paper is to discuss computational performance of current optimization packages for solving large scale LP and MILP optimization problems. Current market with LP and MILP solvers is quite extensive. Probably among the most powerful solvers GUROBI 6.0, IBM ILOG CPLEX 12.6.1, and XPRESS Optimizer 27.01 belong. Their attractiveness for academic research is given, except their computational performance, by their free availability for academic purposes. The solvers are tested on the set of selected problems from MIPLIB 2010 library that contains 361 test instances of different hardness (easy, hard, and not solved).

A Kind of New Immune Genetic Algorithm and its Application

2011 ◽  
Vol 48-49 ◽  
pp. 25-28
Author(s):  
Wei Jian Ren ◽  
Yuan Jun Qi ◽  
Wei Lv ◽  
Cheng Da Li
Keyword(s):  
Genetic Algorithm ◽  
Large Scale ◽  
Optimization Problems ◽  
Logistic Map ◽  
Optimal Solution ◽  
Optimization Method ◽  
Local Optimum ◽  
Immune Genetic Algorithm ◽  
Chaos Optimization ◽  
Scale Optimization

According to the phenomenon of falling into local optimum during solving large-scale optimization problems and the shortcomings of poor convergence of Immune Genetic Algorithm, a new kind of probability selection method based on the concentration for the genetic operation is presented. Considering the features of chaos optimization method, such like not requiring the solved problems with continuity or differentiability, which is unlike the conventional method, and also with a solving process within a certain range traverse in order to find the global optimal solution, a kind of Chaos Immune Genetic Algorithm based on Logistic map and Hénon map is proposed. Through the application to TSP problem, the results have showed the superior to other algorithms.

Metaheuristics Applied to Biorefinery Supply Chain Problems

2015 ◽  
pp. 23-46
Author(s):  
Krystel K. Castillo-Villar
Keyword(s):  
Supply Chain ◽  
Large Scale ◽  
Optimization Problems ◽  
Optimal Solution ◽  
Large Scale Optimization ◽  
Alternative Source ◽  
Daunting Task ◽  
Mathematical Problems ◽  
To Come ◽  
Scale Optimization

Bioenergy has been recognized as an important alternative source of energy. The production of bioenergy is expected to increase in the years to come, and one of the most important obstacles in increased bioenergy utilization are the logistics problems, which involve complex and large-scale optimization problems. Solving these problems constitutes a daunting task, and often, traditional mathematical approaches fail to converge to the optimal solution within a reasonable time. Thus, more robust methods are required in order to overcome complexity. Metaheuristics are strategies for solving complex and large-scale optimization problems, which provide a near-optimal or practically useful solution. The aim of this chapter is to present a survey of metaheuristics and the available literature regarding the application of metaheuristics in the bioenergy supply chain field as well as the uniqueness and challenges of the mathematical problems applied to bioenergy.

scholarly journals Optimization of Traveling Salesman Problem Using Affinity Propagation Clustering and Genetic Algorithm

2015 ◽  
Vol 5 (4) ◽  
pp. 239-245 ◽  
Author(s):  
Ahmad Fouad El-Samak ◽  
Wesam Ashour
Keyword(s):  
Genetic Algorithm ◽  
Optimization Problems ◽  
Optimal Solution ◽  
Solution Space ◽  
Affinity Propagation ◽  
Computational Time ◽  
Combinatorial Optimization Problems ◽  
Affinity Propagation Clustering ◽  
Core Idea ◽  
Computation Algorithms

Abstract Combinatorial optimization problems, such as travel salesman problem, are usually NP-hard and the solution space of this problem is very large. Therefore the set of feasible solutions cannot be evaluated one by one. The simple genetic algorithm is one of the most used evolutionary computation algorithms, that give a good solution for TSP, however, it takes much computational time. In this paper, Affinity Propagation Clustering Technique (AP) is used to optimize the performance of the Genetic Algorithm (GA) for solving TSP. The core idea, which is clustering cities into smaller clusters and solving each cluster using GA separately, thus the access to the optimal solution will be in less computational time. Numerical experiments show that the proposed algorithm can give a good results for TSP problem more than the simple GA.

Fast sparse image reconstruction method in through-the-wall radars using limited memory Broyden–Fletcher–Goldfarb–Shanno algorithm

2021 ◽  
pp. 1-11
Author(s):  
Candida Mwisomba ◽  
Abdi T. Abdalla ◽  
Idrissa Amour ◽  
Florian Mkemwa ◽  
Baraka Maiseli
Keyword(s):  
Image Reconstruction ◽  
Large Scale ◽  
Optimization Problems ◽  
Classical Method ◽  
Computational Cost ◽  
Least Square ◽  
Computational Time ◽  
Reconstruction Method ◽  
Nonlinear Methods ◽  
Limited Memory

Abstract Compressed sensing allows recovery of image signals using a portion of data – a technique that has drastically revolutionized the field of through-the-wall radar imaging (TWRI). This technique can be accomplished through nonlinear methods, including convex programming and greedy iterative algorithms. However, such (nonlinear) methods increase the computational cost at the sensing and reconstruction stages, thus limiting the application of TWRI in delicate practical tasks (e.g. military operations and rescue missions) that demand fast response times. Motivated by this limitation, the current work introduces the use of a numerical optimization algorithm, called Limited Memory Broyden–Fletcher–Goldfarb–Shanno (LBFGS), to the TWRI framework to lower image reconstruction time. LBFGS, a well-known Quasi-Newton algorithm, has traditionally been applied to solve large scale optimization problems. Despite its potential applications, this algorithm has not been extensively applied in TWRI. Therefore, guided by LBFGS and using the Euclidean norm, we employed the regularized least square method to solve the cost function of the TWRI problem. Simulation results show that our method reduces the computational time by 87% relative to the classical method, even under situations of increased number of targets or large data volume. Moreover, the results show that the proposed method remains robust when applied to noisy environment.

scholarly journals Discrete self-organizing migration algorithm and p-location problems

2020 ◽  
Vol 11 (2) ◽  
pp. 241-248
Author(s):  
Jaroslav Janacek ◽  
Marek Kvet
Keyword(s):  
Optimization Problems ◽  
Computational Study ◽  
Human Life ◽  
Optimal Solution ◽  
Location Problems ◽  
Computational Time ◽  
Exact Methods ◽  
Practical Applications ◽  
Special Adaptation ◽  
Self Organizing

Mathematical modelling, and integer programming generally, has many practical applications in different areas of human life. Effective and fast solving approaches for various optimization problems play an important role in the decision-making process and therefore, big attention is paid to the development of many exact and approximate algorithms. This paper deals only with a special class of location problems in which given number of facilities are to be chosen to minimize the objective function value. Since the exact methods are not suitable for their unpredictable computational time or memory demands, we focus here on possible usage of a special type of a particle swarm optimization algorithm transformed by discretization and meme usage into so-called discrete self-organizing migrating algorithm. In the paper, there is confirmed that it is possible to suggest a sophisticated heuristic for zero-one programming problem, which can produce near-to-optimal solution in much smaller time than the time demanded by exact methods. We introduce a special adaptation of the discrete self-organizing migration algorithm to the $p$-location problem making use of the path-relinking method. In the theoretical part of this paper, we introduce several strategies of the migration process. To verify their features and effectiveness, a computational study with real-sized benchmarks was performed. The main goal of the experiments was to find the most efficient version of the suggested solving tool.

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