Solution Of Optimization Problem Research Articles

The Multiobjective Control Based on Tolerance Optimization in a Multienergy System

To address the issue of multiobjective control in multienergy systems with diverse operational objectives, a two-stage optimization framework based on expected point tolerance has been proposed in this paper. In the first stage, a single objective function is used for optimization control to obtain the expected point of the multiobjective optimization problem. Then, in the second stage, by defining the allowable deviation between each optimization objective and the expected point, the original multiobjective optimization problem is transformed into a single objective optimization problem solution with tolerance measurement. Finally, in the simulation scene of a multienergy system, it is demonstrated that compared with the optimal results under each single objective method, the proposed method increases power line loss, maximum voltage deviation, new energy consumption, and economy by 2.22, 2.30, 1.02, and 2.45 times, respectively. Compared with the suboptimal results, the proposed method reduces power line loss by 22.26, 1.74, 1.09, and 0.97 times, respectively. Combining the shape of the Pareto frontier, it is demonstrated that the proposed method can comprehensively consider the needs of multiple power optimization objectives for forming a more reasonable and effective system optimization scheduling and also provide a new approach for solving multiobjective optimization problems.

Higher-order KKT optimality conditions through contingent derivatives for constrained nonsmooth vector equilibrium problems

In this paper, we deal with some higher-order optimality conditions for local strict efficient solutions to a nonsmooth vector equilibrium problem with set, cone and equality constraints. For this aim, the concept of m−stable and m−steady functions (m≥2 and integer) for single-valued functions and some constraint qualifications of higher order in terms of contingent derivatives are proposed accordingly. We analyze the sum calculus rule of mth-order adjacent set, mth-order interior set, asymptotic mth-order tangent cone and asymptotic mth-order adjacent cone. Subsequently, we employ the obtained calculus rules to treat KKT necessary and sufficient optimality conditions of higher order in terms of contingent derivatives for the mth-order (local) strict efficient solutions to such problem. Simultaneously, we employ these rules to study KKT higher-order optimality conditions for such efficient solutions for a nonsmooth vector optimization problem with constraints. Some illustrative examples are provided to demonstrate the main results of the literature.

Taking the human out of decomposition-based optimization via artificial intelligence, Part II: Learning to initialize

The repeated solution of large-scale optimization problems arises frequently in process systems engineering tasks. Decomposition-based solution methods have been widely used to reduce the corresponding computational time, yet their implementation has multiple steps that are difficult to configure. We propose a machine learning approach to learn the optimal initialization of such algorithms which minimizes the computational time. Active and supervised learning is used to learn a surrogate model that predicts the computational performance for a given initialization. We apply this approach to the initialization of Generalized Benders Decomposition for the solution of mixed-integer model predictive control problems. The surrogate models are used to find the optimal initialization, which corresponds to the number of initial cuts that should be added in the master problem. The results show that the proposed approach can lead to a significant reduction in solution time, and active learning can reduce the data required for learning.

Bearing Fault Diagnosis via Stepwise Sparse Regularization with an Adaptive Sparse Dictionary.

Vibration monitoring is one of the most effective approaches for bearing fault diagnosis. Within this category of techniques, sparsity constraint-based regularization has received considerable attention for its capability to accurately extract repetitive transients from noisy vibration signals. The optimal solution of a sparse regularization problem is determined by the regularization term and the data fitting term in the cost function according to their weights, so a tradeoff between sparsity and data fidelity has to be made inevitably, which restricts conventional regularization methods from maintaining strong sparsity-promoting capability and high fitting accuracy at the same time. To address the limitation, a stepwise sparse regularization (SSR) method with an adaptive sparse dictionary is proposed. In this method, the bearing fault diagnosis is modeled as a multi-parameter optimization problem, including time indexes of the sparse dictionary and sparse coefficients. Firstly, sparsity-enhanced optimization is conducted by amplifying the regularization parameter, making the time indexes and the number of atoms adaptively converge to the moments when impulses occur and the number of impulses, respectively. Then, fidelity-enhanced optimization is carried out by removing the regularization term, thereby obtaining the high-precision reconstruction amplitudes. Simulations and experiments verify that the reconstruction accuracy of the SSR method outperforms other sparse regularization methods under most noise conditions, and thus the proposed method can provide more accurate results for bearing fault diagnosis.

Optimal solution of nonlinear 2D variable-order fractional optimal control problems using generalized Bessel polynomials

This study aims to propose a new optimization method based on the generalized Bessel polynomials (GBPs) as a class of basis functions for a category of nonlinear two-dimensional variable-order fractional optimal control problems (N-2D-VOFOCPs) involved in fractional-order dynamical systems and Caputo derivatives. For the optimal solution of such problems, the optimization method is developed on the basis of operational matrices (OMs) scheme of derivatives, 2D Gauss–Legendre quadrature rule, and Lagrange multiplier technique. The state and control functions are expanded in terms of the GBPs to reduce the complexity of these problems. The proposed method focuses on a system of nonlinear algebraic equations in the process of finding solution to the problems. The convergence of the method based on GBPs is proved, and the accuracy of the method is analyzed by solving several examples.

General spatial photonic Ising machine based on the interaction matrix eigendecomposition method

The spatial photonic Ising machine has achieved remarkable advancements in solving combinatorial optimization problems. However, it still remains a huge challenge to flexibly map an arbitrary problem to the Ising model. In this paper, we propose a general spatial photonic Ising machine based on the interaction matrix eigendecomposition method. The arbitrary interaction matrix can be configured in the two-dimensional Fourier transformation based spatial photonic Ising model by using values generated by matrix eigendecomposition. The error in the structural representation of the Hamiltonian decreases substantially with the growing number of eigenvalues utilized to form the Ising machine. In combination with the optimization algorithm, as low as ∼65% of the eigenvalues are required by intensity modulation to guarantee the best probability of optimal solution for a 20-vertex graph Max-cut problem, and this percentage decreases to below ∼20% for near-zero probability. The 4-spin experiments and error analysis demonstrate the Hamiltonian linear mapping and ergodic optimization. Our work provides a viable approach for spatial photonic Ising machines to solve arbitrary combinatorial optimization problems with the help of the multi-dimensional optical property.

A cooperative neural dynamic model for solving general convex nonlinear optimization problems with fuzzy parameters and an application in manufacturing systems

SummaryIn the presented study, the solution of the fuzzy nonlinear optimization problems (FNLOPs) is calculated using a recurrent neural network (RNN) model. Since there is a few research for solving FNLOP by RNN's, we give a new approach to solve the problem. By reducing the original program to an interval problem and then weighting problem, the Karush–Kuhn–Tucker (KKT) conditions are given. Moreover, we use the KKT conditions into a RNN as an important tool to solve the problem. Besides, the global convergence properties and the Lyapunov stability of the dynamic model are studied in this study. In the final step, some illustrative examples are considered to establish the obtained results. Reported results are compared with some others network models.

Computationally efficient solution of mixed integer model predictive control problems via machine learning aided Benders Decomposition

Mixed integer Model Predictive Control (MPC) problems arise in the operation of systems where discrete and continuous decisions must be taken simultaneously to compensate for disturbances. The efficient solution of mixed integer MPC problems requires the computationally efficient online solution of mixed integer optimization problems, which are generally difficult to solve. In this paper, we propose a machine learning-based branch and check Generalized Benders Decomposition algorithm for the efficient solution of such problems. We use machine learning to approximate the effect of the complicating variables on the subproblem by approximating the Benders cuts without solving the subproblem, therefore, alleviating the need to solve the subproblem multiple times. The proposed approach is applied to a mixed integer economic MPC case study on the operation of chemical processes. We show that the proposed algorithm always finds feasible solutions to the optimization problem, given that the mixed integer MPC problem is feasible, and leads to a significant reduction in solution time (up to 97% or 50×) while incurring small error (in the order of 1%) compared to the application of standard and accelerated Generalized Benders Decomposition.

WOA: Wombat Optimization Algorithm for Solving Supply Chain Optimization Problems

Supply Chain (SC) Optimization is a key activity in today’s industry with the goal of increasing operational efficiency, reducing costs, and improving customer satisfaction. Traditional optimization methods often struggle to effectively use resources while handling complex and dynamic Supply chain networks. This paper introduces a novel biomimetic metaheuristic algorithm called the Wombat Optimization Algorithm (WOA) for supply chain optimization. This algorithm replicates the natural behaviors observed in wombats living in the wild, particularly focusing on their foraging tactics and evasive maneuvers towards predators. The theory of WOA is described and then mathematically modeled in two phases: (i) exploration based on the simulation of wombat movements during foraging and trying to find food and (ii) exploitation based on simulating wombat movements when diving towards nearby tunnels to defend against its predators. The effectiveness of WOA in addressing optimization challenges is assessed by handling the CEC 2017 test suite across various problem dimensions, including 10, 30, 50, and 100. The findings of the optimization indicate that WOA demonstrates a strong ability to effectively manage exploration and exploitation, and maintains a balance between them throughout the search phase to deliver optimal solutions for optimization problems. A total of twelve well-known metaheuristic algorithms are called upon to test their performance against WOA in the optimization process. The outcomes of the simulations reveal that WOA outperforms the other algorithms, achieving superior results across most benchmark functions and securing the top ranking as the most efficient optimizer. Using a Wilcoxon rank sum test statistical analysis, it has been proven that WOA outperforms other algorithms significantly. WOA is put to the test with twenty-two constrained optimization problems from the CEC 2011 test suite and four engineering design problems to showcase its ability to solve real-world optimization problems. The results of the simulations demonstrate that WOA excels in real-world applications by delivering superior solutions and outperforming its competitors.

Optimization of Problems with Multi-Objective Functions and their Applications in Engineering

Many real-world optimization issues typically have multiple competing goals. There is generally no solution in those multi-objective optimization problems that optimizes all objective functions at the same time. Rather, "efficient" in terms of all objective function’s solutions known as Pareto optimum solutions are presented. We typically have a large number of Pareto-optimal options. As a result, we must choose a final solution from among Pareto optimal solutions while considering the objective function balance; this process is known as "trade-off analysis." It is not hyperbole to state that trade-off analysis is the most crucial task in multi-objective optimization. As a result, the methodology's ease of use and comprehension for trade-off analysis should be highlighted. The set of Pareto optimal solutions in the objective function space, or Pareto frontier, can be represented somewhat simply in circumstances when there are two or three objective functions. We can fully understand the trade-off relationship between objectives when we see Pareto boundaries. Thus, in scenarios with two or three objectives, it would be the most appropriate technique to represent Pareto borders. Reading the trade-off relationship between objectives with three dimensions, however, may be challenging. Nonetheless, Pareto frontier cannot be represented in situations where there are more than three objectives. In this case, interactive techniques can assist us in performing a local trade-off analysis that reveals a "certain" Pareto optimal option. Many techniques have been devised, with variations in which the Pareto optimal solution is displayed. The main concerns of such multi-objective optimization techniques, especially as they relate to engineering design problems, are covered in this study.

Unbalanced penalization: a new approach to encode inequality constraints of combinatorial problems for quantum optimization algorithms

Solving combinatorial optimization problems of the kind that can be codified by quadratic unconstrained binary optimization (QUBO) is a promising application of quantum computation. Some problems of this class suitable for practical applications such as the traveling salesman problem (TSP), the bin packing problem (BPP), or the knapsack problem (KP) have inequality constraints that require a particular cost function encoding. The common approach is the use of slack variables to represent the inequality constraints in the cost function. However, the use of slack variables considerably increases the number of qubits and operations required to solve these problems using quantum devices. In this work, we present an alternative method that does not require extra slack variables and consists of using an unbalanced penalization function to represent the inequality constraints in the QUBO. This function is characterized by larger penalization when the inequality constraint is not achieved than when it is. We evaluate our approach on the TSP, BPP, and KP, successfully encoding the optimal solution of the original optimization problem near the ground state cost Hamiltonian. Additionally, we employ D-Wave Advantage and D-Wave hybrid solvers to solve the BPP, surpassing the performance of the slack variables approach by achieving solutions for up to 29 items, whereas the slack variables approach only handles up to 11 items. This new approach can be used to solve combinatorial problems with inequality constraints with a reduced number of resources compared to the slack variables approach using quantum annealing or variational quantum algorithms.

On $$\varepsilon $$-quasi efficient solutions for fractional infinite multiobjective optimization problems with locally Lipschitz data

On $$\varepsilon $$-quasi efficient solutions for fractional infinite multiobjective optimization problems with locally Lipschitz data

HPB3C-3PG algorithm: A new hybrid global optimization algorithm and its application to plant classification

This paper proposes a hybrid bio-inspired search and optimization algorithm that combines the strengths of the PB3C (Parallel Big Bang Big Crunch) and 3PGA (3 Parent Genetic Algorithm) algorithms. The hybrid algorithm employs a single population-based evolutionary search coupled with multi-population parallel processing techniques to address optimization problems. The proposed algorithm is implemented in MATLAB software. We evaluate the performance of the proposed algorithm on the CEC2021 standard test bench suite. The performance of the proposed approach is compared with that of the other nine algorithms. The comparative analysis shows that the proposed hybrid PB3C and 3PGA algorithms performed better than the other nine optimization algorithms. Furthermore, this chapter proposes an HPB3C-3PGA-based approach to evolve the near-optimal architecture of CNN. The proposed plant image classification approach is implemented in Python and compared with 12 other approaches. The proposed approach achieved an accuracy of 98.96% on the Mendeley dataset and 98.97% on the CVIP100 dataset. The proposed approach outperforms all other approaches for the plant leaf classification problem. This research significantly contributes to overcoming limitations in existing approaches, providing a robust solution for optimization problems and image classification tasks.

Pricing European call options with interval-valued volatility and interest rate

We propose a novel approach to pricing European call options when both of the volatility of the underlying asset and interest are uncertain. In this approach, we formulate the option pricing problem with uncertain parameters as a partial-differential inequality constrained interval optimization problem. An interior penalty method is then developed for the numerical solution of the finite-dimensional optimization problem arising from the discretization of the continuous pricing problem by a finite difference scheme. A convergence theory for the penalty method is established. An algorithm based on Newton's iterative method is also proposed for solving the penalty equation. Numerical results are presented to demonstrate the effectiveness and usefulness of this approach and the numerical methods.

Optimal control for a nonlinear Schrödinger problem perturbed by multiplicative fractional noise

The aim of this paper is to investigate the existence of optimal solutions for control problems involving nonlinear stochastic Schrödinger equations perturbed by a multiplicative fractional Brownian motion. Finite-dimensional approximations and a linearization method are employed and lead to ε-optimal solutions for the considered problems.

Learning to Build Solutions in Stochastic Matching Problems Using Flows (Student Abstract)

Generative Flow Networks, known as GFlowNets, have been introduced in recent times, presenting an exciting possibility for neural networks to model distributions across various data structures. In this paper, we broaden their applicability to encompass scenarios where the data structures are optimal solutions of a combinatorial problem. Concretely, we propose the use of GFlowNets to learn the distribution of optimal solutions for kidney exchange problems (KEPs), a generalized form of matching problems involving cycles.

Inexact direct-search methods for bilevel optimization problems

In this work, we introduce new direct-search schemes for the solution of bilevel optimization (BO) problems. Our methods rely on a fixed accuracy blackbox oracle for the lower-level problem, and deal both with smooth and potentially nonsmooth true objectives. We thus analyze for the first time in the literature direct-search schemes in these settings, giving convergence guarantees to approximate stationary points, as well as complexity bounds in the smooth case. We also propose the first adaptation of mesh adaptive direct-search schemes for BO. Some preliminary numerical results on a standard set of bilevel optimization problems show the effectiveness of our new approaches.

Bi-Basis Function Second Derivative Block Method for the Solution of Optimal Control Problems

This paper determines the state trajectory of a dynamic system over a period to optimize a given performance index. A one-step second derivative hybrid method based on the combination of Lucas and first Boubaker polynomials as basis functions is formulated for the solution of optimal control problems via the forward-backward sweep method. The technique is used to generate a set of hybrid schemes at selected grid and off-grid points with implementation in block form. The stability and convergence of the new method is discussed and the accuracy of the method is tested on some numerical examples. The results obtained correspond to a large extent with the results obtained by the exact solution. Bi-bases function, Block method, First Boubaker polynomials, Lucas polynomial, Optimal control problem

Parameterized complexity for iterated type partitions and modular-width

This paper deals with the complexity of some natural graph problems parameterized by some measures that are restrictions of clique-width, such as modular-width and neighborhood diversity. We introduce a novel parameter, called iterated type partition number, that can be computed in linear time and nicely places between modular-width and neighborhood diversity. We prove that the Equitable Coloring problem is W[1]-hard when parameterized by the iterated type partition number. This result extends to modular-width, answering an open question on the complexity of Equitable Coloring when parameterized by modular-width. On the contrary, we show that the Equitable Coloring problem is FPT when parameterized by neighborhood diversity.Furthermore, we present a scheme for devising FPT algorithms parameterized by iterated type partition number, which enables us to find optimal solutions for several graph problems. As an example, in this paper, we present algorithms parameterized by the iterated type partition number of the input graph for some generalized versions of the Maximum Clique, Minimum Graph Coloring, (Total) Minimum Dominating Set, Minimum Vertex Cover and Maximum Independent Set problems. Each algorithm outputs not only the optimal value but also the optimal solution. We stress that while the considered problems are already known to be FPT with respect to modular-width, the novel algorithms are both simpler and more efficient. We finally show that the proposed scheme can be used to devise polynomial kernels, with respect to iterated type partition number, for the decisional version of most of the problems mentioned above.

Separable programming problem with bipolar max-T fuzzy relation equation constraints

One of the most important classes of nonlinear programming problems is separable programming problem due to its applications in theory and practice. This paper studies this class of the problems subject to a system of bipolar fuzzy relation equations using the max-T composition operator, where T is a continuous and Archimedean t-norm. Its feasible solution set structure is determined by two vectors called lower and upper bound vector of its feasible domain. It is shown that there exists an optimal solution for the problem with max-continuous and Archimedean t-norm such that its components are the corresponding components of either the lower or upper bound vector. Based on the interesting property, some sufficient conditions are proposed to detect some of its optimal components or one of its optimal solutions. These conditions can reduce the dimensions of the original problem when some its optimal components are determined. The objective function of the reduced problem is equivalently rewritten in a specific form. This form guides us to design a value matrix based on the characteristic matrix and ascending or descending of univariate functions constituting the objective function. An approach is extended on the matrix to find the optimal solution of the (reduced) problem. It is important to note that a number of problems can completely be solved using the sufficient conditions.