• Title/Summary/Keyword: global optimization

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A Robust Optimization Using the Statistics Based on Kriging Metamodel

  • Lee Kwon-Hee;Kang Dong-Heon
    • Journal of Mechanical Science and Technology
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    • v.20 no.8
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    • pp.1169-1182
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    • 2006
  • Robust design technology has been applied to versatile engineering problems to ensure consistency in product performance. Since 1980s, the concept of robust design has been introduced to numerical optimization field, which is called the robust optimization. The robustness in the robust optimization is determined by a measure of insensitiveness with respect to the variation of a response. However, there are significant difficulties associated with the calculation of variations represented as its mean and variance. To overcome the current limitation, this research presents an implementation of the approximate statistical moment method based on kriging metamodel. Two sampling methods are simultaneously utilized to obtain the sequential surrogate model of a response. The statistics such as mean and variance are obtained based on the reliable kriging model and the second-order statistical approximation method. Then, the simulated annealing algorithm of global optimization methods is adopted to find the global robust optimum. The mathematical problem and the two-bar design problem are investigated to show the validity of the proposed method.

Optimal design of truss structures using a new optimization algorithm based on global sensitivity analysis

  • Kaveh, A.;Mahdavi, V.R.
    • Structural Engineering and Mechanics
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    • v.60 no.6
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    • pp.1093-1117
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    • 2016
  • Global sensitivity analysis (GSA) has been widely used to investigate the sensitivity of the model output with respect to its input parameters. In this paper a new single-solution search optimization algorithm is developed based on the GSA, and applied to the size optimization of truss structures. In this method the search space of the optimization is determined using the sensitivity indicator of variables. Unlike the common meta-heuristic algorithms, where all the variables are simultaneously changed in the optimization process, in this approach the sensitive variables of solution are iteratively changed more rapidly than the less sensitive ones in the search space. Comparisons of the present results with those of some previous population-based meta-heuristic algorithms demonstrate its capability, especially for decreasing the number of fitness functions evaluations, in solving the presented benchmark problems.

Multi-objective optimization of foundation using global-local gravitational search algorithm

  • Khajehzadeh, Mohammad;Taha, Mohd Raihan;Eslami, Mahdiyeh
    • Structural Engineering and Mechanics
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    • v.50 no.3
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    • pp.257-273
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    • 2014
  • This paper introduces a novel optimization technique based on gravitational search algorithm (GSA) for numerical optimization and multi-objective optimization of foundation. In the proposed method, a chaotic time varying system is applied into the position updating equation to increase the global exploration ability and accurate local exploitation of the original algorithm. The new algorithm called global-local GSA (GLGSA) is applied for optimization of some well-known mathematical benchmark functions as well as two design examples of spread foundation. In the foundation optimization, two objective functions include total cost and $CO_2$ emissions of the foundation subjected to geotechnical and structural requirements are considered. From environmental point of view, minimization of embedded $CO_2$ emissions that quantifies the total amount of carbon dioxide emissions resulting from the use of materials seems necessary to include in the design criteria. The experimental results demonstrate that, the proposed GLGSA remarkably improves the accuracy, stability and efficiency of the original algorithm.

Simulation Optimization with Statistical Selection Method

  • Kim, Ju-Mi
    • Management Science and Financial Engineering
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    • v.13 no.1
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    • pp.1-24
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    • 2007
  • I propose new combined randomized methods for global optimization problems. These methods are based on the Nested Partitions(NP) method, a useful method for simulation optimization which guarantees global optimal solution but has several shortcomings. To overcome these shortcomings I hired various statistical selection methods and combined with NP method. I first explain the NP method and statistical selection method. And after that I present a detail description of proposed new combined methods and show the results of an application. As well as, I show how these combined methods can be considered in case of computing budget limit problem.

Global Optimization Using Kriging Metamodel and DE algorithm (크리깅 메타모델과 미분진화 알고리듬을 이용한 전역최적설계)

  • Lee, Chang-Jin;Jung, Jae-Jun;Lee, Kwang-Ki;Lee, Tae-Hee
    • Proceedings of the KSME Conference
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    • 2001.06c
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    • pp.537-542
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    • 2001
  • In recent engineering, the designer has become more and more dependent on computer simulation. But defining exact model using computer simulation is too expensive and time consuming in the complicate systems. Thus, designers often use approximation models, which express the relation between design variables and response variables. These models are called metamodel. In this paper, we introduce one of the metamodel, named Kriging. This model employs an interpolation scheme and is developed in the fields of spatial statistics and geostatistics. This class of interpolating model has flexibility to model response data with multiple local extreme. By reason of this multi modality, we can't use any gradient-based optimization algorithm to find global extreme value of this model. Thus we have to introduce global optimization algorithm. To do this, we introduce DE(Differential Evolution). DE algorithm is developed by Ken Price and Rainer Storn, and it has recently proven to be an efficient method for optimizing real-valued multi-modal objective functions. This algorithm is similar to GA(Genetic Algorithm) in populating points, crossing over, and mutating. But it introduces vector concept in populating process. So it is very simple and easy to use. Finally, we show how we determine Kriging metamodel and find global extreme value through two mathematical examples.

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Learning an Artificial Neural Network Using Dynamic Particle Swarm Optimization-Backpropagation: Empirical Evaluation and Comparison

  • Devi, Swagatika;Jagadev, Alok Kumar;Patnaik, Srikanta
    • Journal of information and communication convergence engineering
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    • v.13 no.2
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    • pp.123-131
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    • 2015
  • Training neural networks is a complex task with great importance in the field of supervised learning. In the training process, a set of input-output patterns is repeated to an artificial neural network (ANN). From those patterns weights of all the interconnections between neurons are adjusted until the specified input yields the desired output. In this paper, a new hybrid algorithm is proposed for global optimization of connection weights in an ANN. Dynamic swarms are shown to converge rapidly during the initial stages of a global search, but around the global optimum, the search process becomes very slow. In contrast, the gradient descent method can achieve faster convergence speed around the global optimum, and at the same time, the convergence accuracy can be relatively high. Therefore, the proposed hybrid algorithm combines the dynamic particle swarm optimization (DPSO) algorithm with the backpropagation (BP) algorithm, also referred to as the DPSO-BP algorithm, to train the weights of an ANN. In this paper, we intend to show the superiority (time performance and quality of solution) of the proposed hybrid algorithm (DPSO-BP) over other more standard algorithms in neural network training. The algorithms are compared using two different datasets, and the results are simulated.

An Efficient Heuristic Algorithm of Surrogate-Based Optimization for Global Optimal Design Problems (전역 최적화 문제의 효율적인 해결을 위한 근사최적화 기법)

  • Lee, Se-Jung
    • Korean Journal of Computational Design and Engineering
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    • v.17 no.5
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    • pp.375-386
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    • 2012
  • Most engineering design problems require analyses or simulations to evaluate objective functions. However, a single simulation can take many hours or even days to finish for many real world problems. As a result, design optimization becomes impossible since they require hundreds or thousands of simulation evaluations. The surrogate-based optimization (SBO) strategy became a remedy for such computationally expensive analyses and simulations. A surrogate-based optimization strategy has been developed in this study in order to improve global optimization performance. The strategy is a heuristic algorithm and it exploits not only multiple surrogates, but also multiple optimizers. Multiple optimizations of multiple surrogate models yield multiple candidate design points of optima. During the sequential sampling process, the algorithm ranks candidate design points, selects the points as many as specified, and builds the improved surrogate model. Various mathematical functions with different numbers of design variables are chosen to compare the proposed method with the other most recent algorithm, MSEGO. The proposed method shows superior performance to the other method.

Service ORiented Computing EnviRonment (SORCER) for deterministic global and stochastic aircraft design optimization: part 1

  • Raghunath, Chaitra;Watson, Layne T.;Jrad, Mohamed;Kapania, Rakesh K.;Kolonay, Raymond M.
    • Advances in aircraft and spacecraft science
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    • v.4 no.3
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    • pp.297-316
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    • 2017
  • With rapid growth in the complexity of large scale engineering systems, the application of multidisciplinary analysis and design optimization (MDO) in the engineering design process has garnered much attention. MDO addresses the challenge of integrating several different disciplines into the design process. Primary challenges of MDO include computational expense and poor scalability. The introduction of a distributed, collaborative computational environment results in better utilization of available computational resources, reducing the time to solution, and enhancing scalability. SORCER, a Java-based network-centric computing platform, enables analyses and design studies in a distributed collaborative computing environment. Two different optimization algorithms widely used in multidisciplinary engineering design-VTDIRECT95 and QNSTOP-are implemented on a SORCER grid. VTDIRECT95, a Fortran 95 implementation of D. R. Jones' algorithm DIRECT, is a highly parallelizable derivative-free deterministic global optimization algorithm. QNSTOP is a parallel quasi-Newton algorithm for stochastic optimization problems. The purpose of integrating VTDIRECT95 and QNSTOP into the SORCER framework is to provide load balancing among computational resources, resulting in a dynamically scalable process. Further, the federated computing paradigm implemented by SORCER manages distributed services in real time, thereby significantly speeding up the design process. Part 1 covers SORCER and the algorithms, Part 2 presents results for aircraft panel design with curvilinear stiffeners.

Service ORiented Computing EnviRonment (SORCER) for deterministic global and stochastic aircraft design optimization: part 2

  • Raghunath, Chaitra;Watson, Layne T.;Jrad, Mohamed;Kapania, Rakesh K.;Kolonay, Raymond M.
    • Advances in aircraft and spacecraft science
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    • v.4 no.3
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    • pp.317-334
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    • 2017
  • With rapid growth in the complexity of large scale engineering systems, the application of multidisciplinary analysis and design optimization (MDO) in the engineering design process has garnered much attention. MDO addresses the challenge of integrating several different disciplines into the design process. Primary challenges of MDO include computational expense and poor scalability. The introduction of a distributed, collaborative computational environment results in better utilization of available computational resources, reducing the time to solution, and enhancing scalability. SORCER, a Java-based network-centric computing platform, enables analyses and design studies in a distributed collaborative computing environment. Two different optimization algorithms widely used in multidisciplinary engineering design-VTDIRECT95 and QNSTOP-are implemented on a SORCER grid. VTDIRECT95, a Fortran 95 implementation of D. R. Jones' algorithm DIRECT, is a highly parallelizable derivative-free deterministic global optimization algorithm. QNSTOP is a parallel quasi-Newton algorithm for stochastic optimization problems. The purpose of integrating VTDIRECT95 and QNSTOP into the SORCER framework is to provide load balancing among computational resources, resulting in a dynamically scalable process. Further, the federated computing paradigm implemented by SORCER manages distributed services in real time, thereby significantly speeding up the design process. Part 1 covers SORCER and the algorithms, Part 2 presents results for aircraft panel design with curvilinear stiffeners.

Economic Power Dispatch with Valve Point Effects Using Bee Optimization Algorithm

  • Kumar, Rajesh;Sharma, Devendra;Kumar, Anupam
    • Journal of Electrical Engineering and Technology
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    • v.4 no.1
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    • pp.19-27
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    • 2009
  • This paper presents a newly developed optimization algorithm, the Bee Optimization Algorithm (BeeOA), to solve the economic power dispatch (EPD) problem. The authors have developed a derivative free and global optimization technique based on the working of the honey bee. The economic power dispatch problem is a nonlinear constrained optimization problem. Classical optimization techniques fail to provide a global solution and evolutionary algorithms provide only a good enough solution. The proposed approach has been examined and tested on two test systems with different objectives. A simple power dispatch problem is tested first on 6 generators and then the algorithm is demonstrated on 13 thermal unit systems whose incremental fuel cost function takes into account the value point loading effect. The results are promising and show the effectiveness and robustness of the proposed approach over recently reported methods.