Grasp-based Heuristics for Continuous Global Optimization Problems

Grasp-based Heuristics for Continuous Global Optimization Problems PDF Author: Michael J. Hirsch
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description
ABSTRACT: In almost all areas of the applied sciences, optimization problems abound. An optimization problem can be defined as optimizing a function of several variables subject to some constraints that limit the feasible region. These problems can be defined over discrete or continuous spaces (or some combination thereof). In global optimization, it is reasonable to assume that multiple local optima exist, different from the global optimum. Solution techniques for global optimization problems attempt to overcome locally optimal solutions in the search for a globally optimal solution. The general global optimization problem is known to be NP-hard. Thus, there has been significant research directed towards finding heuristics to solve global optimization problems. When very little is known about the problem structure, i.e., little or no a priori information, the problem can be called a black-box optimization problem. This research introduces a new heuristic for continuous black-box global optimization problems. This heuristic is named C-GRASP, for Continuous Greedy Random Adaptive Search Procedures. In addition to fully detailing this new heuristic, we apply C-GRASP to standard global optimization test problems, as well as several challenging real-world problems.

Grasp-based Heuristics for Continuous Global Optimization Problems

Grasp-based Heuristics for Continuous Global Optimization Problems PDF Author: Michael J. Hirsch
Publisher:
ISBN:
Category :
Languages : en
Pages :

Get Book Here

Book Description
ABSTRACT: In almost all areas of the applied sciences, optimization problems abound. An optimization problem can be defined as optimizing a function of several variables subject to some constraints that limit the feasible region. These problems can be defined over discrete or continuous spaces (or some combination thereof). In global optimization, it is reasonable to assume that multiple local optima exist, different from the global optimum. Solution techniques for global optimization problems attempt to overcome locally optimal solutions in the search for a globally optimal solution. The general global optimization problem is known to be NP-hard. Thus, there has been significant research directed towards finding heuristics to solve global optimization problems. When very little is known about the problem structure, i.e., little or no a priori information, the problem can be called a black-box optimization problem. This research introduces a new heuristic for continuous black-box global optimization problems. This heuristic is named C-GRASP, for Continuous Greedy Random Adaptive Search Procedures. In addition to fully detailing this new heuristic, we apply C-GRASP to standard global optimization test problems, as well as several challenging real-world problems.

Optimization by GRASP

Optimization by GRASP PDF Author: Mauricio G.C. Resende
Publisher: Springer
ISBN: 1493965301
Category : Mathematics
Languages : en
Pages : 323

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Book Description
This is the first book to cover GRASP (Greedy Randomized Adaptive Search Procedures), a metaheuristic that has enjoyed wide success in practice with a broad range of applications to real-world combinatorial optimization problems. The state-of-the-art coverage and carefully crafted pedagogical style lends this book highly accessible as an introductory text not only to GRASP, but also to combinatorial optimization, greedy algorithms, local search, and path-relinking, as well as to heuristics and metaheuristics, in general. The focus is on algorithmic and computational aspects of applied optimization with GRASP with emphasis given to the end-user, providing sufficient information on the broad spectrum of advances in applied optimization with GRASP. For the more advanced reader, chapters on hybridization with path-relinking and parallel and continuous GRASP present these topics in a clear and concise fashion. Additionally, the book offers a very complete annotated bibliography of GRASP and combinatorial optimization. For the practitioner who needs to solve combinatorial optimization problems, the book provides a chapter with four case studies and implementable templates for all algorithms covered in the text. This book, with its excellent overview of GRASP, will appeal to researchers and practitioners of combinatorial optimization who have a need to find optimal or near optimal solutions to hard combinatorial optimization problems.

Handbook of Metaheuristics

Handbook of Metaheuristics PDF Author: Michel Gendreau
Publisher: Springer
ISBN: 3319910868
Category : Business & Economics
Languages : en
Pages : 611

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Book Description
The third edition of this handbook is designed to provide a broad coverage of the concepts, implementations, and applications in metaheuristics. The book’s chapters serve as stand-alone presentations giving both the necessary underpinnings as well as practical guides for implementation. The nature of metaheuristics invites an analyst to modify basic methods in response to problem characteristics, past experiences, and personal preferences, and the chapters in this handbook are designed to facilitate this process as well. This new edition has been fully revised and features new chapters on swarm intelligence and automated design of metaheuristics from flexible algorithm frameworks. The authors who have contributed to this volume represent leading figures from the metaheuristic community and are responsible for pioneering contributions to the fields they write about. Their collective work has significantly enriched the field of optimization in general and combinatorial optimization in particular.Metaheuristics are solution methods that orchestrate an interaction between local improvement procedures and higher level strategies to create a process capable of escaping from local optima and performing a robust search of a solution space. In addition, many new and exciting developments and extensions have been observed in the last few years. Hybrids of metaheuristics with other optimization techniques, like branch-and-bound, mathematical programming or constraint programming are also increasingly popular. On the front of applications, metaheuristics are now used to find high-quality solutions to an ever-growing number of complex, ill-defined real-world problems, in particular combinatorial ones. This handbook should continue to be a great reference for researchers, graduate students, as well as practitioners interested in metaheuristics.

Optimization, Simulation and Control

Optimization, Simulation and Control PDF Author: Rentsen Enkhbat
Publisher: Springer Nature
ISBN: 303141229X
Category : Mathematics
Languages : en
Pages : 202

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Book Description
This volume gathers selected, peer-reviewed works presented at the 7th International Conference on Optimization, Simulation and Control, ICOSC 2022, held at the National University of Mongolia, Ulaanbaatar, June 20–22, 2022. Topics covered include (but are not limited to) mathematical programming; network, global, linear, nonlinear, parametric, stochastic, and multi-objective optimization; control theory; biomathematics; and deep and machine learning, to name a few. Held every three years since 2002, the ICOSC conference has become a traditional gathering for experienced and young researchers in optimization and control to share recent findings in these fields and discuss novel applications in myriad sectors. Researchers and graduate students in the fields of mathematics, engineering, and computer science can greatly benefit from this book, which can also be enjoyed by advanced practitioners in research laboratories and the industry. The 2022 edition of the ICOSC conference was sponsored by the Mongolian Academy of Sciences, the National University of Mongolia and the German-Mongolian Institute for Resources and Technology.

Handbook of Global Optimization

Handbook of Global Optimization PDF Author: Panos M. Pardalos
Publisher: Springer Science & Business Media
ISBN: 1475753624
Category : Mathematics
Languages : en
Pages : 571

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Book Description
In 1995 the Handbook of Global Optimization (first volume), edited by R. Horst, and P.M. Pardalos, was published. This second volume of the Handbook of Global Optimization is comprised of chapters dealing with modern approaches to global optimization, including different types of heuristics. Topics covered in the handbook include various metaheuristics, such as simulated annealing, genetic algorithms, neural networks, taboo search, shake-and-bake methods, and deformation methods. In addition, the book contains chapters on new exact stochastic and deterministic approaches to continuous and mixed-integer global optimization, such as stochastic adaptive search, two-phase methods, branch-and-bound methods with new relaxation and branching strategies, algorithms based on local optimization, and dynamical search. Finally, the book contains chapters on experimental analysis of algorithms and software, test problems, and applications.

Optimization and Logistics Challenges in the Enterprise

Optimization and Logistics Challenges in the Enterprise PDF Author: Wanpracha Chaovalitwongse
Publisher: Springer Science & Business Media
ISBN: 0387886176
Category : Mathematics
Languages : en
Pages : 434

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Book Description
In a world with highly competitive markets and economic instability due to capitalization, industrial competition has increasingly intensified. In order for many industries to survive and succeed, they need to develop highly effective coordination between supply chain partners, dynamic collaborative and strategic alliance relationships, and efficient logistics and supply chain network designs. Consequently, in the past decade, there has been an explosion of interest among academic researchers and industrial practitioners in innovative supply chain and logistics models, algorithms, and coordination policies. Mathematically distinct from classical supply chain management, this emerging research area has been proven to be useful and applicable to a wide variety of industries. This book brings together recent advances in supply chain and logistics research and computational optimization that apply to a collaborative environment in the enterprise.

Search Methodologies

Search Methodologies PDF Author: Edmund K. Burke
Publisher: Springer Science & Business Media
ISBN: 1461469406
Category : Business & Economics
Languages : en
Pages : 715

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Book Description
The first edition of Search Methodologies: Introductory Tutorials in Optimization and Decision Support Techniques was originally put together to offer a basic introduction to the various search and optimization techniques that students might need to use during their research, and this new edition continues this tradition. Search Methodologies has been expanded and brought completely up to date, including new chapters covering scatter search, GRASP, and very large neighborhood search. The chapter authors are drawn from across Computer Science and Operations Research and include some of the world’s leading authorities in their field. The book provides useful guidelines for implementing the methods and frameworks described and offers valuable tutorials to students and researchers in the field. “As I embarked on the pleasant journey of reading through the chapters of this book, I became convinced that this is one of the best sources of introductory material on the search methodologies topic to be found. The book’s subtitle, “Introductory Tutorials in Optimization and Decision Support Techniques”, aptly describes its aim, and the editors and contributors to this volume have achieved this aim with remarkable success. The chapters in this book are exemplary in giving useful guidelines for implementing the methods and frameworks described.” Fred Glover, Leeds School of Business, University of Colorado Boulder, USA “[The book] aims to present a series of well written tutorials by the leading experts in their fields. Moreover, it does this by covering practically the whole possible range of topics in the discipline. It enables students and practitioners to study and appreciate the beauty and the power of some of the computational search techniques that are able to effectively navigate through search spaces that are sometimes inconceivably large. I am convinced that this second edition will build on the success of the first edition and that it will prove to be just as popular.” Jacek Blazewicz, Institute of Computing Science, Poznan University of Technology and Institute of Bioorganic Chemistry, Polish Academy of Sciences

Foundations of Computational Intelligence Volume 3

Foundations of Computational Intelligence Volume 3 PDF Author: Ajith Abraham
Publisher: Springer Science & Business Media
ISBN: 3642010849
Category : Computers
Languages : en
Pages : 531

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Book Description
Global optimization is a branch of applied mathematics and numerical analysis that deals with the task of finding the absolutely best set of admissible conditions to satisfy certain criteria / objective function(s), formulated in mathematical terms. Global optimization includes nonlinear, stochastic and combinatorial programming, multiobjective programming, control, games, geometry, approximation, algorithms for parallel architectures and so on. Due to its wide usage and applications, it has gained the attention of researchers and practitioners from a plethora of scientific domains. Typical practical examples of global optimization applications include: Traveling salesman problem and electrical circuit design (minimize the path length); safety engineering (building and mechanical structures); mathematical problems (Kepler conjecture); Protein structure prediction (minimize the energy function) etc. Global Optimization algorithms may be categorized into several types: Deterministic (example: branch and bound methods), Stochastic optimization (example: simulated annealing). Heuristics and meta-heuristics (example: evolutionary algorithms) etc. Recently there has been a growing interest in combining global and local search strategies to solve more complicated optimization problems. This edited volume comprises 17 chapters, including several overview Chapters, which provides an up-to-date and state-of-the art research covering the theory and algorithms of global optimization. Besides research articles and expository papers on theory and algorithms of global optimization, papers on numerical experiments and on real world applications were also encouraged. The book is divided into 2 main parts.

Global Optimization in Action

Global Optimization in Action PDF Author: János D. Pintér
Publisher: Springer Science & Business Media
ISBN: 1475725027
Category : Mathematics
Languages : en
Pages : 481

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Book Description
In science, engineering and economics, decision problems are frequently modelled by optimizing the value of a (primary) objective function under stated feasibility constraints. In many cases of practical relevance, the optimization problem structure does not warrant the global optimality of local solutions; hence, it is natural to search for the globally best solution(s). Global Optimization in Action provides a comprehensive discussion of adaptive partition strategies to solve global optimization problems under very general structural requirements. A unified approach to numerous known algorithms makes possible straightforward generalizations and extensions, leading to efficient computer-based implementations. A considerable part of the book is devoted to applications, including some generic problems from numerical analysis, and several case studies in environmental systems analysis and management. The book is essentially self-contained and is based on the author's research, in cooperation (on applications) with a number of colleagues. Audience: Professors, students, researchers and other professionals in the fields of operations research, management science, industrial and applied mathematics, computer science, engineering, economics and the environmental sciences.

Recent Advances in Global Optimization

Recent Advances in Global Optimization PDF Author: Christodoulos A. Floudas
Publisher: Princeton University Press
ISBN: 1400862523
Category : Mathematics
Languages : en
Pages : 644

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Book Description
This book will present the papers delivered at the first U.S. conference devoted exclusively to global optimization and will thus provide valuable insights into the significant research on the topic that has been emerging during recent years. Held at Princeton University in May 1991, the conference brought together an interdisciplinary group of the most active developers of algorithms for global optimization in order to focus the attention of the mathematical programming community on the unsolved problems and diverse applications of this field. The main subjects addressed at the conference were advances in deterministic and stochastic methods for global optimization, parallel algorithms for global optimization problems, and applications of global optimization. Although global optimization is primarily a mathematical problem, it is relevant to several other disciplines, including computer science, applied mathematics, physical chemistry, molecular biology, statistics, physics, engineering, operations research, communication theory, and economics. Global optimization problems originate from a wide variety of mathematical models of real-world systems. Some of its applications are allocation and location problems and VLSI and data-base design problems. Originally published in 1991. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.