Solution Of Optimization Problem Research Articles

Multiobjective optimal control problems. Stationary Navier–Stokes equations

This paper deals with the solution of some multi-objective optimal control problems for stationary Navier–Stokes equations. More precisely, we look for Pareto and Nash equilibria associated to standard cost functionals. First, we prove the existence of equilibria and we deduce appropriate optimality systems. Then, we analyse the existence and characterization of Pareto and Nash equilibria for the Navier–Stokes equations. Here, we use the formalism of Dubovitskii and Milyoutin., see [Girsanov FV. Lectures on mathematical theory of extremum problems. Berlin: Springer-Verlag; 1972. (Notes in economics and mathematical systems; vol. 67)]. Finally, we also present a finite element approximation of the bi-objective problem, we illustrate the techniques with several numerical experiments and we compare the Pareto and Nash equilibria.

Optimal Solutions for a Class of Impulsive Differential Problems with Feedback Controls and Volterra-Type Distributed Delay: A Topological Approach

In this paper, the existence of optimal solutions for problems governed by differential equations involving feedback controls is established for when the problem must account for a Volterra-type distributed delay and is subject to the action of impulsive external forces. The problem is reformulated within the class of impulsive semilinear integro-differential inclusions in Banach spaces and is studied by using topological methods and multivalued analysis. The paper concludes with an application to a population dynamics model.

A new diagonalization based method for parallel-in-time solution of linear-quadratic optimal control problems

A new diagonalization technique for the parallel-in-time solution of linear-quadratic optimal control problems with time-invariant system matrices is introduced. The target problems are often derived from a semi-discretization of a Partial Differential Equation (PDE)-constrained optimization problem. The solution of large-scale time dependent optimal control problems is computationally challenging as the states, controls, and adjoints are coupled to each other throughout the whole time domain. This computational difficulty motivates the use of parallel-in-time methods. For time-periodic problems our diagonalization efficiently transforms the discretized optimality system into K (=number of time steps) decoupled complex valued 2n y by 2n y systems, where n y is the dimension of the state space. These systems resemble optimality systems corresponding to a steady-state version of the optimal control problem and they can be solved in parallel across the time steps, but are complex valued. For optimal control problems with initial value state equations a direct solution via diagonalization is not possible, but an efficient preconditioner can be constructed from the corresponding time periodic optimal control problem. The preconditioner can be efficiently applied parallel-in-time using the diagonalization technique. The observed number of preconditioned GMRES iterations is small and insensitive to the size of the problem discretization.

The effect of classical optimizers and Ansatz depth on QAOA performance in noisy devices

The Quantum Approximate Optimization Algorithm (QAOA) is a variational quantum algorithm for Near-term Intermediate-Scale Quantum computers (NISQ) providing approximate solutions for combinatorial optimization problems. The QAOA utilizes a quantum-classical loop, consisting of a quantum ansatz and a classical optimizer, to minimize some cost function, computed on the quantum device. This paper presents an investigation into the impact of realistic noise on the classical optimizer and the determination of optimal circuit depth for the Quantum Approximate Optimization Algorithm (QAOA) in the presence of noise. We find that, while there is no significant difference in the performance of classical optimizers in a state vector simulation, the Adam and AMSGrad optimizers perform best in the presence of shot noise. Under the conditions of real noise, the SPSA optimizer, along with ADAM and AMSGrad, emerge as the top performers. The study also reveals that the quality of solutions to some 5 qubit minimum vertex cover problems increases for up to around six layers in the QAOA circuit, after which it begins to decline. This analysis shows that increasing the number of layers in the QAOA in an attempt to increase accuracy may not work well in a noisy device.

Optimality analysis for $$\epsilon $$-quasi solutions of optimization problems via $$\epsilon $$-upper convexificators: a dual approach

Optimality analysis for $$\epsilon $$-quasi solutions of optimization problems via $$\epsilon $$-upper convexificators: a dual approach

Optimal Neumann control of the wave equation with L 1-control cost: the finite-time turnpike property

The finite-time turnpike property describes a situation where the optimal state reaches a steady state after finite time. The steady state is a solution of a static optimal control problem. We study an optimal control problem where the objective functional is the sum of an L 1 -norm control cost with a weight γ > 0 and a differentiable tracking term. We consider a vibrating string with homogeneous Dirichlet conditions at one end and Neumann control action at the other end. The tracking term is defined by the squared L 2 -norm of a non-collocated Neumann-observation. We show that the problem has a unique solution and that due to the non-smoothness of the L 1 -norm for sufficiently large T the optimal state reaches the desired state after a finite time that is equal to the minimal time where exact controllability holds. We also study the effect of smoothing of the control cost on the structure of the optimal control and show that the finite-time turnpike property also holds in the smoothing limit in a strong L 2 -sense.

Exponential stabilization of linear systems with feedback optimization and its application to microgrids control

This paper proposes a feedback-optimization-based control method for linear time-invariant systems, which is aimed to exponentially stabilize the system and, meanwhile, drive the system output to an approximate solution of an optimization problem with convex set constraints and affine inequality constraints. To ensure the exponential stability of the closed-loop system, the original optimization problem is first reformulated into a counterpart that has only convex set constraints. It is shown that the optimal solution of the new optimization problem is an approximate optimal solution of the original problem. Then, based on this new optimization problem, the projected primal–dual gradient dynamics algorithm is used to design the controller. By using the singular perturbation method, sufficient conditions are provided to ensure the exponential stability of the closed-loop system. The proposed method is also applied to microgrid control.

Intuitionistic fuzzy generalized eigenvalue proximal support vector machine

Generalized eigenvalue proximal support vector machine (GEPSVM) has attracted widespread attention due to its simple architecture, rapid execution, and commendable performance. GEPSVM gives equal significance to all samples, thereby diminishing its robustness and efficacy when confronted with real-world datasets containing noise and outliers. In order to reduce the impact of noises and outliers, we propose a novel intuitionistic fuzzy generalized eigenvalue proximal support vector machine (IF-GEPSVM). The proposed IF-GEPSVM assigns the intuitionistic fuzzy score to each training sample based on its location and surroundings in the high-dimensional feature space by using a kernel function. The solution of the IF-GEPSVM optimization problem is obtained by solving a generalized eigenvalue problem. Further, we propose an intuitionistic fuzzy improved generalized eigenvalue proximal support vector machine (IF-IGEPSVM) by solving the standard eigenvalue decomposition resulting in simpler optimization problems with less computation cost which leads to an efficient intuitionistic fuzzy-based model. We conduct a comprehensive evaluation of the proposed IF-GEPSVM and IF-IGEPSVM models on UCI and KEEL benchmark datasets. Moreover, to evaluate the robustness of the proposed IF-GEPSVM and IF-IGEPSVM models, label noise is introduced into some UCI and KEEL datasets. The experimental findings showcase the superior generalization performance of the proposed IF-GEPSVM and IF-IGEPSVM models when compared to the existing baseline models, both with and without label noise. Our experimental results, supported by rigorous statistical analyses, confirm the superior generalization abilities of the proposed IF-GEPSVM and IF-IGEPSVM models over the baseline models. Furthermore, we implement the proposed IF-GEPSVM and IF-IGEPSVM models on the USPS recognition dataset, yielding promising results that underscore the models’ effectiveness in practical and real-world applications. The source code of the proposed IF-GEPSVM and IF-IGEPSVM models are available at https://github.com/mtanveer1/IF-GEPSVM.

Multi‐objective terminal trajectory optimization based on hybrid genetic algorithm pseudospectral method

AbstractDuring terminal guidance, the attack platform is provided with a high‐resolution image of the target area through the application of synthetic aperture radar. Additionally, the stealth trajectory with low observability can significantly impact mission success. This paper considers both the performance of missile‐borne synthetic aperture radar imaging and stealth performance as influencing factors for terminal trajectory optimization, which is modelled as a constrained multi‐objective optimization problem. The application of the pseudospectral method in the solution of optimal control problems has led to the proposal of the hybrid genetic algorithm pseudospectral optimization framework. The problem is decomposed into several single‐objective optimal control problems, which can generate a specific initial population for the genetic algorithm to obtain a set of Pareto‐optimal solutions. Finally, the numerical simulations demonstrate the effectiveness of the proposed optimization approach compared with the benchmark scheme.

Development of a method for managing technical systems using a bio-inspired algorithm

Today’s management solutions depend precisely on the successful solution of optimization problems, which are discontinuous, undifferentiated and multimodal. One of the approaches to increase the efficiency of solving optimization problems is bio-inspired algorithms. The object of the study is complex dynamic objects. The subject of the study is the decision-making process in the problems of managing complex dynamic objects. A management method using a bio-inspired algorithm is proposed. The research is based on the goose algorithm – for finding a solution to the state of dynamic objects with a hierarchical structure. Evolving artificial neural networks are used to train goose agents (GA) and an advanced genetic algorithm is used to select the best ones in the combined swarm algorithm. The originality of the proposed method lies in setting GA taking into account the uncertainty of the initial data, improved global and local search procedures. Also, the originality of the study lies in determining GA food locations, which allows choosing the priority of search in a given direction. The next element in the originality of the study is the ability to determine the indicators of guard GA, which allows adjusting the amount of time during which the GA flock will be located. Another original element of the study is the determination of the initial velocity of each GA. This makes it possible to optimize the speed of conducting exploration by each GA in a certain research direction. The method allows increasing the efficiency of data processing at the level of 10–12 % by using additional improved procedures. The proposed method should be used to solve problems of evaluating complex dynamic objects

Optimality conditions and duality analysis via generalized subdifferentials for $$\epsilon $$-quasi solutions of vector optimization problems

Optimality conditions and duality analysis via generalized subdifferentials for $$\epsilon $$-quasi solutions of vector optimization problems

Co-Frequency Interference Suppression of Integrated Detection and Jamming System Based on 2D Sparse Recovery

The integrated detection and jamming system employs integrated signals devoid of typical radar signal characteristics for detection and jamming. This allows for the sharing of resources such as waveform, frequency, time, and aperture, significantly enhancing the overall utilization rate of system resources. However, to achieve effective interference, the integrated waveform must overlap with the adversary radar signal within the frequency band. Consequently, the detection echoes are susceptible to the strong co-frequency direct wave generated by the adversary signals. This paper proposes a co-frequency direct wave interference suppression algorithm based on 2D generalized smoothed-l0 norm sparse recovery. The algorithm exploits a joint dictionary comprising our integrated signals and adversary signals, along with the sparsity of 2D range-Doppler maps. The direct solution of the sparse decomposition optimization problem, formulated for the entire echo matrix, enhances the target detection performance for integrated signals even in the presence of robust co-frequency direct wave interference. Furthermore, the proposed method achieves robustness to interference of varying intensities through the adaptive updating and adjustment of relevant parameters. The effectiveness of the proposed method is validated through simulation and experimental results.

Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment

Motivated by the current global high inflation scenario, we aim to discover a dynamic multi-period allocation strategy to optimally outperform a passive benchmark while adhering to a bounded leverage limit. We formulate an optimal control problem to outperform a benchmark portfolio throughout the investment horizon. To obtain strategies under the bounded leverage constraint among other realistic constraints, we propose a novel leverage-feasible neural network (LFNN) to represent the control, which converts the original constrained optimization problem into an unconstrained optimization problem that is computationally feasible with gradient descent, without dynamic programming. We establish mathematically that the LFNN approximation can yield a solution that is arbitrarily close to the solution of the original optimal control problem with bounded leverage. We further validate the performance of the LFNN empirically by deriving a closed-form solution under jump-diffusion asset price models and show that a shallow LFNN model achieves comparable results on synthetic data. In the case study, we apply the LFNN approach to a four-asset investment scenario with bootstrap-resampled asset returns from the filtered high inflation regimes. The LFNN strategy is shown to consistently outperform the passive benchmark strategy by about 200 bps (median annualized return), with a greater than 90% probability of outperforming the benchmark at the end of the investment horizon.

Multiobjective Evolutionary Component Effect on Algorithm Behaviour

The performance of multiobjective evolutionary algorithms (MOEAs) varies across problems, making it hard to develop new algorithms or apply existing ones to new problems. To simplify the development and application of new multiobjective algorithms, there has been an increasing interest in their automatic design from their components. These automatically designed metaheuristics can outperform their human-developed counterparts. However, it is still unknown what are the most influential components that lead to performance improvements. This study specifies a new methodology to investigate the effects of the final configuration of an automatically designed algorithm. We apply this methodology to a tuned Multiobjective Evolutionary Algorithm based on Decomposition (MOEA/D) designed by the iterated racing (irace) configuration package on constrained problems of 3 groups: (1) analytical real-world problems, (2) analytical artificial problems and (3) simulated real-world. We then compare the impact of the algorithm components in terms of their Search Trajectory Networks (STNs), the diversity of the population, and the anytime hypervolume values. Looking at the objective space behavior, the MOEAs studied converged before half of the search to generally good HV values in the analytical artificial problems and the analytical real-world problems. For the simulated problems, the HV values are still improving at the end of the run. In terms of decision space behavior, we see a diverse set of the trajectories of the STNs in the analytical artificial problems. These trajectories are more similar and frequently reach optimal solutions in the other problems.

Merging preferences into the best solution seeking for many-objective optimization problems

Finding out a best solution of the multi-objective optimization problem (MOP) or many-objective optimization problem (MaOP) in the user’s view, is a significant and practical problem. The multi-objective evolutionary algorithms (MOEAs) are applied to solve the MaOPs. Considering many conflicting objectives, they would generate numerous nondominated solutions. Merging the preferences from the user to objectives is an effective way to measure the nondominated solutions and find out the best one (a posterior approach). But the preference relations may be contradictory and highly sparse. In this paper, we propose a process of finding out a best solution with preference relations among attributes (BSPA). In which, we emphasize to test the contradiction and ease the high sparsity of preference relations, then an available preference degree matrix is obtained and merged into the selection of best solution. Based on the proposed process, three methods of NSGA-II-BSPA, P-NSGA-II and P-GA are proposed to solve the best solution of an MOP or MaOP. The experiments are conducted, and the metrics of contradiction probability, feasibility and availability are proposed to measure the BSPA and the vigorous results are obtained. At last, three case studies are adopted to verify the proposed methods’ effectiveness and efficiency. Meanwhile, the hypothesis tests are conducted and the results indicate that the obtained best solutions of proposed methods are satisfiable.

Distributed power system coordination via parametric optimization and ADMM

In this paper we present an efficient model predictive control algorithm for distributed coordination of an electrical power system comprising many spatially distributed controllable units. The coordination problem is formulated using parametric solutions of local optimization problems corresponding to individual subsystems leading to favorable problem structure which can be split across all subsystems and nodes in the network. The structure of the obtained coordination problem is exploited to develop a very efficient solution algorithm based on an ADMM technique. The key features of the overall approach are: (i) private data of individual subsystems are protected, (ii) simple and efficient on-line computations, (iii) parallelization of computation across all subsystems and all nodes in the network. Efficiency of the proposed control strategy is demonstrated on a number of numerical case studies of varying size.

Hybridization of Social Group Optimization and Differential Evolution Algorithm for Solving Speed Reducer Design Problem

Objectives: The objective of this study is to present a hybrid approach named SGO-DE, which combines the Social Group Optimization (SGO) algorithm and differential evolution (DE), aiming to balance exploration and exploitation capacities to improve the accuracy of the optimization algorithm in finding optimal solution for speed reducer design problem. This hybrid approach is simulated for a speed reducer mechanical engineering design problem and the results are compared to several other state-of-the-art optimization algorithms. Method: To improve the exploration and exploitation of SGO, in its acquiring phase Differential Evolution (DE) is introduced. The individual candidate solutions derived from the Improving phase of SGO tries to acquire better values using DE. This helps in striking a better balance between exploration and exploitation, there by achieving improved optimal values and not getting trapped in local optima. The performance of the SGO-DE method is then evaluated and compared to other optimization algorithms through experimentation on the speed reducer design challenge. Findings: The findings of this study indicate that the SGO-DE hybrid approach outperforms other state-of-the-art algorithms by a significant margin in terms of optimization results. The numbers of function evaluations (FEs) significantly go low as less as 6000 compared to other state-of-the algorithms. The comparison demonstrates the efficacy of the SGO-DE method in enhancing solution quality and speeding up execution. Novelty: The novelty of this study lies in the development a hybrid approach of SGO and DE which is efficient in achieving competitive performance in less numbers of function evaluation in speed reducer design problem. This hybridization can strike a better balance between exploration and exploitations. Keywords: SGO, DE, Hybridization, Nature-inspired, Optimization algorithm

Multi-objective topology optimization method for multi-axis random vibration based on hybrid cellular automata

Considering the lack of effective solutions for multi-axis random vibration topology optimization problems, and recognizing that multi-axis random vibration excitation is the most common loading conditions experienced by structures during their operational life, this paper proposes a multi-objective topology optimization method for multi-axis random vibration. By combining Hybrid Cellular Automata (HCA) and Analytic Hierarchy Process (AHP), this method aims to enhance the vibration resistance of structures and extend their fatigue life during the topology optimization phase. To validate the effectiveness and engineering practicality of this method, two engineering cases were designed: a cantilever beam case and an automotive steering knuckle case. Multi-objective topology optimization were conducted with objectives including mass, stiffness, and vibration intensity metric (root-mean-square stress). The two cases demonstrate that the control group's topology model exhibits weaker resistance to random vibrations and shorter fatigue life. In contrast, the validation group's topology model introduces an additional load path near the excitation point, effectively dissipating the impact of vibration excitation. This enhances the structure's vibration resistance and significantly extends its fatigue life.

Recurrent dynamic message passing with loops for epidemics on networks

Several theoretical methods have been developed to approximate the prevalence and threshold of epidemics in networks. Among them, the recurrent dynamic message-passing (rDMP) theory offers state-of-the-art performance by preventing the echo chamber effect at network edges. However, the rDMP theory was derived intuitively in an ad-hoc manner, lacking a solid theoretical foundation, resulting in a probabilistic inconsistency flaw. Furthermore, real-world networks are clustered and full of local loops, such as triangles, while rDMP is based on the assumption of a locally tree-like network structure, potentially making rDMP inefficient in real-world applications. In this work, we first show for recurrent state epidemics that the echo chamber effect exists not only at edges but also in local loops, which rDMP-like methods cannot avoid. We then correct the rDMP deficiency in a principled way, naturally introducing new higher-order dynamic messages, thereby extending rDMP to handle local loops. By linearizing the extended message-passing equations, a new epidemic threshold estimation is provided by the inverse of the leading eigenvalue of a matrix called the triangular non-backtracking matrix. Numerical experiments have been conducted on synthetic and real networks to evaluate our method, whose effectiveness is validated in epidemic prevalence and threshold prediction tasks. In addition, our method has the potential to speed up the solution of immunization, influence maximization, and robustness optimization problems in networks.

Generation of genetic codes with 2-adic codon algebra and adaptive dynamics

This is a brief review on modeling genetic codes with the aid of 2-adic dynamical systems. In this model amino acids are encoded by the attractors of such dynamical systems. Each genetic code is coupled to the special class of 2-adic dynamics. We consider the discrete dynamical systems, These are the iterations of a function F:Z2→Z2, where Z2 is the ring of 2-adic numbers (2-adic tree). A genetic code is characterized by the set of attractors of a function belonging to the code generating functional class. The main mathematical problem is to reduce degeneration of dynamic representation and select the optimal generating function. Here optimality can be treated in many ways. One possibility is to consider the Lipschitz functions playing the crucial role in general theory of iterations. Then we minimize the Lip-constant. The main issue is to find the proper biological interpretation of code-functions. One can speculate that the evolution of the genetic codes can be described in information space of the nucleotide-strings endowed with ultrametric (treelike) geometry. A code-function is a fitness function; the solutions of the genetic code optimization problem are attractors of the code-function. We illustrate this approach by generation of the standard nuclear and (vertebrate) mitochondrial genetics codes.