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This paper aims to solve a class of CEC benchmark constrained optimization problems that have been widely studied by nature-inspired optimization algorithms. Global optimality condition based on canonical duality theory is derived. Integrating the dual solutions with the KKT conditions, we are able to obtain the approximate solutions or global solutions easily.

Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover, a type of integer programming (IP) problem. A lattice-gas model on the Erd\"os-R\'enyi random graphs of $\alpha$-uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical-mechanical model with a one-parameter family. Statistical-mechanical analyses reveal for $\alpha=2$ that the LP optimal solution is typically equal to that given by the IP below the critical average degree $c=e$ in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result $c=1$, and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with $\alpha\geq 3$, minimum vertex covers on $\alpha$-uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree $c=e/(\alpha-1)$ where the replica symmetry is broken.

Shortest path problem has emerged to be one of the significant areas of research and there are various algorithms involved in it. One of the successful optimization techniques is genetic algorithm (GA). This paper proposes an efficient hybrid genetic algorithm where initially we use a map reduction technique to the graph and then find the shortest path using the conventional genetic algorithm with an improved crossover operator. On comparing this hybrid algorithm with other algorithms, it has been detected that the performance of the modified genetic algorithm is better as comparison to the other methods in terms of various metrics used for the evaluation.

An efficient gradient-based method to solve the volume constrained topology optimization problems is presented. Each iterate of this algorithm is obtained by the projection of a Barzilai-Borwein step onto the feasible set consisting of box and one linear constraints (volume constraint). To ensure the global convergence, an adaptive nonmonotone line search is performed along the direction that is given by the current and projection point. The adaptive cyclic reuse of the Barzilai-Borwein step is applied as the initial stepsize. The minimum memory requirement, the guaranteed convergence property, and almost only one function and gradient evaluations per iteration make this new method very attractive within common alternative methods to solve large-scale optimal design problems. Efficiency and feasibility of the presented method are supported by numerical experiments.

Variable order setting models situations in which the comparison between two points depends on a point-to-cone application. In this paper, an inexact projected method for solving smooth constrained vector optimization problems on variable ordered spaces is presented. It is shown that every accumulation point of the generated sequence satisfies the first order necessary optimality condition. The behavior of this approach is also studied under $K$--convexity of the objective function where the convergence is established to a weakly efficient point. Moreover, the convergence results are derived in the particular case in which the problem is unconstrained and if exact directions are taken as descend directions. Furthermore, we investigate the proposed method to optimization models in which the domain of the variable order application and the objective function are the same. In this case, similar concepts and convergence results are presented. Some computational experiments designed to illustrate the behavior of the proposed methods are also presented.

A genetic-algorithm-based optimization approach is described and evaluated using a simple hill-climbing model problem. The model problem utilized herein allows for the broad specification of a large number of search spaces including spaces with an arbitrary number of genes or decision variables and an arbitrary number hills or modes. In the present study, only single objective problems are considered. Results indicate that the genetic algorithm optimization approach is flexible in application and extremely reliable, providing optimal results for all problems attempted. The most difficult problems - those with large hyper-volumes and multi-mode search spaces containing a large number of genes - require a large number of function evaluations for GA convergence, but they always converge.

Nowadays, Cellular Neural Networks (CNN) are practically implemented in parallel, analog computers, showing a fast developing trend. Physicist must be aware that such computers are appropriate for solving in an elegant manner practically important problems, which are extremely slow on the classical digital architecture. Here, CNN is used for solving NP-hard optimization problems on lattices. It is proved, that a CNN in which the parameters of all cells can be separately controlled, is the analog correspondent of a two-dimensional Ising type (Edwards-Anderson) spin-glass system. Using the properties of CNN computers a fast optimization method can be built for such problems. Estimating the simulation time needed for solving such NP-hard optimization problems on CNN based computers, and comparing it with the time needed on normal digital computers using the simulated annealing algorithm, the results are astonishing: CNN computers would be faster than digital computers already at 10*10 lattice sizes. Hardwares realized nowadays are of 176*144 size. Also, there seems to be no technical difficulties adapting CNN chips for such problems and the needed local control is expected to be fully developed in the near future.

We present an implementation of a recent algorithm to compute shortest-path trees in unit disk graphs in $O(n\log n)$ worst-case time, where $n$ is the number of disks. In the minimum-separation problem, we are given $n$ unit disks and two points $s$ and $t$, not contained in any of the disks, and we want to compute the minimum number of disks one needs to retain so that any curve connecting $s$ to $t$ intersects some of the retained disks. We present a new algorithm solving this problem in $O(n^2\log^3 n)$ worst-case time and its implementation.

Let $\xx_n=(x_1,\ldots,x_n)$ and $f\in \R[\xx_n,k]$. The problem of finding all $k_0$ such that $f(\xx_n,k_0)\ge 0$ on $\mathbb{R}^n$ is considered in this paper, which obviously takes as a special case the problem of computing the global infimum or proving the semi-definiteness of a polynomial. For solving the problems, we propose a simplified Brown's CAD projection operator, \Nproj, of which the projection scale is always no larger than that of Brown's. For many problems, the scale is much smaller than that of Brown's. As a result, the lifting phase is also simplified. Some new algorithms based on \Nproj\ for solving those problems are designed and proved to be correct. Comparison to some existing tools on some examples is reported to illustrate the effectiveness of our new algorithms.

There are numerous applications which require the ability to take certain actions (e.g. distribute money, medicines, people etc.) over a geographic region. A disaster relief organization must allocate people and supplies to parts of a region after a disaster. A public health organization must allocate limited vaccine to people across a region. In both cases, the organization is trying to optimize something (e.g. minimize expected number of people with a disease). We introduce "geospatial optimization problems" (GOPs) where an organization has limited resources and budget to take actions in a geographic area. The actions result in one or more properties changing for one or more locations. There are also certain constraints on the combinations of actions that can be taken. We study two types of GOPs - goal-based and benefit-maximizing (GBGOP and BMGOP respectively). A GBGOP ensures that certain properties must be true at specified locations after the actions are taken while a BMGOP optimizes a linear benefit function. We show both problems to be NP-hard (with membership in NP for the associated decision problems). Additionally, we prove limits on approximation for both problems. We present integer programs for both GOPs that provide exact solutions. We also correctly reduce the number of variables in for the GBGOP integer constraints. For BMGOP, we present the BMGOP-Compute algorithm that runs in PTIME and provides a reasonable approximation guarantee in most cases.

The ambition constrained validity and the model witness problems in the logic UCL, for reasoning about circuits with unreliable gates, are analyzed. Moreover, two additional problems, motivated by the applications, are studied. One consists of finding bounds on the reliability rate of the gates that ensure that a given circuit has an intended success rate. The other consists of finding a reliability rate of the gates that maximizes the success rate of a given circuit. Sound and complete algorithms are developed for these problems and their computational complexity is studied.

Our concern is the computation of optimal shapes in problems involving $(-\Delta)^{1/2}$. We focus on the energy $J(\Omega)$ associated to the solution $u_\Omega$ of the basic Dirichlet problem $(-\Delta)^{1/2} u_\Omega = 1$ in $\Omega$, $ u = 0$ in $\Omega^c$. We show that regular minimizers $\Omega$ of this energy under a volume constraint are disks. Our proof goes through the explicit computation of the shape derivative (that seems to be completely new in the fractional context), and a refined adaptation of the moving plane method.

Dynamic resource allocation (DRA) problems constitute an important class of dynamic stochastic optimization problems that arise in a variety of important real-world applications. DRA problems are notoriously difficult to solve to optimality since they frequently combine stochastic elements with intractably large state and action spaces. Although the artificial intelligence and operations research communities have independently proposed two successful frameworks for solving dynamic stochastic optimization problems Monte Carlo tree search (MCTS) and rolling horizon optimization (RHO), respectively the relative merits of these two approaches are not well understood. In this paper, we adapt both MCTS and RHO to two problems a problem inspired by tactical wildlife management and a classical problem involving the control of queueing networks and undertake an extensive computational study comparing the two methods on large scale instances of both problems in terms of both the state and the action spaces. We show that both methods are able to greatly improve on a baseline, problem-specific heuristic. On smaller instances, the MCTS and RHO approaches perform comparably, but the RHO approach outperforms MCTS as the size of the problem increases for a fixed computational budget.

This paper proposes different methods for finding the global minimum of concave function subject to quadratic separable constraints. THe first method is of the branch and bound type, and is based on rectangular partitions to obtain upper and lower bounds. Convergence of the proposed algorithm is also proved. For computational purposes, different procedures that accelerate the convergence of the proposed algorithm are analysed. The second method is based on piecewise linear approximations of the constraint functions. When the constraints are convex the problem is reduced to global concave minimization subject to linear constraints. In the case of non-convex constraints we use zero-one integer variables to linearize the constraints. The number of integer variables depends only on the concave parts of the constraint functions.

Convex optimization problems arise naturally in quantum information theory, often in terms of minimizing a convex function over a convex subset of the space of hermitian matrices. In most cases, finding exact solutions to these problems is usually impossible. As inspired by earlier investigations into the relative entropy of entanglement [Phys. Rev. A 78 032310 (2008)], we introduce a general method to solve the converse problem rather than find explicit solutions. That is, given a matrix in a convex set, we determine a family of convex functions that are minimized at this point. This method allows us find explicit formulae for the relative entropy of entanglement and the Rains bound, two well-known upper bounds on the distillable entanglement, and yields interesting information about these quantities, such as the fact that they coincide in the case where at least one subsystem of a multipartite state is a qubit.

This invention is a novel high-speed neural network based processor for solving the 'traveling salesman' and other global optimization problems. It comprises a novel hybrid architecture employing a binary synaptic array whose embodiment incorporates the fixed rules of the problem, such as the number of cities to be visited. The array is prompted by analog voltages representing variables such as distances. The processor incorporates two interconnected feedback networks, each of which solves part of the problem independently and simultaneously, yet which exchange information dynamically.

It has been recently argued that adiabatic quantum optimization would fail in solving NP-complete problems because of the occurrence of exponentially small gaps due to crossing of local minima of the final Hamiltonian with its global minimum near the end of the adiabatic evolution. Using perturbation expansion, we analytically show that for the NP-hard problem of maximum independent set there always exist adiabatic paths along which no such crossings occur. Therefore, in order to prove that adiabatic quantum optimization fails for any NP-complete problem, one must prove that it is impossible to find any such path in polynomial time.

It has been recently argued that adiabatic quantum optimization would fail in solving NP-complete problems because of the occurrence of exponentially small gaps due to crossing of local minima of the final Hamiltonian with its global minimum near the end of the adiabatic evolution. Using perturbation expansion, we analytically show that for the NP-hard problem of maximum independent set there always exist adiabatic paths along which no such crossings occur. Therefore, in order to prove that adiabatic quantum optimization fails for any NP-complete problem, one must prove that it is impossible to find any such path in polynomial time.

The Fletcher-Powell version of the Davidon variable metric unconstrained minimization technique is described. Equations that have been used successfully with the Davidon-Fletcher-Powell penalty function technique for solving constrained minimization problems and the advantages and disadvantages of using them are discussed. The experience gained in the behavior of the method while iterating is also related.

Work accomplished over the first three years (1972-75) may be summarized as follows: (1) An extensive study of models for optimally scheduling lots of N products on a single processor under various demand process structures. (2) Solution of a problem of scheduling N jobs on parallel processors to minimize a penalty function based on job due dates when there are no precedence relations among jobs. (3) Two studies treating the efficient solution of minimum cost flow problems. (4) Research on methodologies for discrete optimization related to (a) Tree search in methods of implicit enumeration, (b) Circumventing the 'curse of dimensionality' in dynamic programming, and (c) The reduction method of integer programming for a specialized version of the generalized assignment problem. (5) Surveys of past and current research in (a) Scheduling multiple processors, (b) Flow networks, (c) Project planning networks, (d) Basic concepts used in branch-and-bound, and (e) Production planning.

Work accomplished over the first three years (1972-75) may be summarized as follows: (1) An extensive study of models for optimally scheduling lots of N products on a single processor under various demand process structures. (2) Solution of a problem of scheduling N jobs on parallel processors to minimize a penalty function based on job due dates when there are no precedence relations among jobs. (3) Two studies treating the efficient solution of minimum cost flow problems. (4) Research on methodologies for discrete optimization related to (a) Tree search in methods of implicit enumeration, (b) Circumventing the 'curse of dimensionality' in dynamic programming, and (c) The reduction method of integer programming for a specialized version of the generalized assignment problem. (5) Surveys of past and current research in (a) Scheduling multiple processors, (b) Flow networks, (c) Project planning networks, (d) Basic concepts used in branch-and-bound, and (e) Production planning.

This paper presents an innovative approach in finding an optimal solution of multi-modal and multivariable function for global optimization problems that involve complex and inefficient second derivatives. Artificial bees colony (ABC) algorithm possessed good exploration search, but the major weakness at its exploitation stage. The proposed algorithms improved the weakness of ABC algorithm by hybridizing with the most effective gradient based methods which are Davidon-Flecher-Powell (DFP) and Broyden-Flecher-Goldfarb-Shanno (BFGS) algorithms. Its distinguished features include maximizing the employment of possible information related to the objective function obtained at previous iterations. The proposed algorithms have been tested on a large set of benchmark global optimization problems and it has shown a satisfactory computational behaviour and it has succeeded in enhancing the algorithm to obtain the solution for global optimization problems. 

Recent years have witnessed an increasing interest in Wireless Sensor Networks (WSNs) for various applications such as environmental monitoring and military field surveillance. WSN have a number of sensor nodes that communicate wirelessly and it deployed to gather data for various environments. But it has issue with the energy efficiency of sensor nodes and network lifetime along with packet scheduling. The target coverage problem is another problem hence the overall network performance is reduced significantly. In this research, new Markov Chain Monte Carlo (MCMC) is introduced which solves the energy efficiency of sensor nodes in HWSN. At initially graph model is modeled to represent distributed and heterogeneous (HWSNs) with each vertex representing the assignment of a sensor nodes in a subset. Modified Bat Optimization (MBAT) is proposed to maximize the number of Disjoint Connected Covers (DCC) and K Coverage (KC) known as MBAT-MDCCKC. Based on echolocation capability from the MBAT, the bat seeks an optimal path on the construction routing for packet transmission that maximizes the MDCCKC. MBAT bats thus focus on finding one more connected covers and avoids creating subsets particularly. It designed to increase the search efficiency and hence energy efficiency is improved prominently. The proposed MBAT-MDCCKC approach has been applied to a variety of HWSNs. The results show that the MBAT-MDCCKC approach is efficient and successful in finding optimal results for maximizing the lifetime of HWSNs. Experimental results show that, proposed MBAT-MDCCKC approach performs better than, TFMGA, Bacteria Foraging Optimization (BFO) based approach, Ant Colony Optimization (ACO) method, and the performance of the MBAT-MDCCKC approach is closer to the energy conserving strategy. P. V. Ravindranath | Dr. D. Maheswari"Optimal Energy and Network Lifetime Maximization using a Modified Bat Optimization Algorithm (MBAT) under Coverage Constrained Problems over Heterogeneous Wireless Sensor Networks" Published in International Journal of Trend in Scientific Research and Development (ijtsrd), ISSN: 2456-6470, Volume-1 | Issue-6 , October 2017, URL: http://www.ijtsrd.com/papers/ijtsrd4731.pdf Article URL: http://www.ijtsrd.com/computer-science/computer-network/4731/optimal-energy-and-network-lifetime-maximization-using-a-modified-bat-optimization-algorithm-mbat-under-coverage-constrained-problems-over-heterogeneous-wireless-sensor-networks/p-v-ravindranath

Recent years have witnessed an increasing interest in Wireless Sensor Networks (WSNs) for various applications such as environmental monitoring and military field surveillance. WSN have a number of sensor nodes that communicate wirelessly and it deployed to gather data for various environments. But it has issue with the energy efficiency of sensor nodes and network lifetime along with packet scheduling. The target coverage problem is another problem hence the overall network performance is reduced significantly. In this research, new Markov Chain Monte Carlo (MCMC) is introduced which solves the energy efficiency of sensor nodes in HWSN. At initially graph model is modeled to represent distributed and heterogeneous (HWSNs) with each vertex representing the assignment of a sensor nodes in a subset. Modified Bat Optimization (MBAT) is proposed to maximize the number of Disjoint Connected Covers (DCC) and K Coverage (KC) known as MBAT-MDCCKC. Based on echolocation capability from the MBAT, the bat seeks an optimal path on the construction routing for packet transmission that maximizes the MDCCKC. MBAT bats thus focus on finding one more connected covers and avoids creating subsets particularly. It designed to increase the search efficiency and hence energy efficiency is improved prominently. The proposed MBAT-MDCCKC approach has been applied to a variety of HWSNs. The results show that the MBAT-MDCCKC approach is efficient and successful in finding optimal results for maximizing the lifetime of HWSNs. Experimental results show that, proposed MBAT-MDCCKC approach performs better than, TFMGA, Bacteria Foraging Optimization (BFO) based approach, Ant Colony Optimization (ACO) method, and the performance of the MBAT-MDCCKC approach is closer to the energy conserving strategy. P. V. Ravindranath | Dr. D. Maheswari"Optimal Energy and Network Lifetime Maximization using a Modified Bat Optimization Algorithm (MBAT) under Coverage Constrained Problems over Heterogeneous Wireless Sensor Networks" Published in International Journal of Trend in Scientific Research and Development (ijtsrd), ISSN: 2456-6470, Volume-1 | Issue-6 , October 2017, URL: http://www.ijtsrd.com/papers/ijtsrd4731.pdf Article URL: http://www.ijtsrd.com/computer-science/computer-network/4731/optimal-energy-and-network-lifetime-maximization-using-a-modified-bat-optimization-algorithm-mbat-under-coverage-constrained-problems-over-heterogeneous-wireless-sensor-networks/p-v-ravindranath

In this letter we propose the use of physics techniques for entropy determination on constrained parameter optimization problems. The main feature of such techniques, the construction of an unbiased walk on energy space, suggests their use on the quest for optimal solutions of an optimization problem. Moreover, the entropy, and its associated density of states, give us information concerning the feasibility of solutions.

We present an algorithm for a class of statistical inference problems. The main idea is to reformulate the inference problem as an optimization procedure, based on the generation of surrogate (auxiliary) functions. This approach is motivated by the MM algorithm, combined with the systematic and iterative structure of the Expectation-Maximization algorithm. The resulting algorithm can deal with hidden variables in Maximum Likelihood and Maximum a Posteriori estimation problems, Instrumental Variables, Regularized Optimization and Constrained Optimization problems. The advantage of the proposed algorithm is to provide a systematic procedure to build surrogate functions for certain kind of systems typically arising in communication and quantization applications, where hidden variables are usually involved. Numerical examples show the benefits of the proposed approach.

A significant progress has been made in the past three decades over the study of combinatorial NP optimization problems and their associated optimization and approximate classes, such as NPO, PO, APX (or APXP), and PTAS. Unfortunately, a collection of problems that are simply placed inside the P-solvable optimization class PO never have been studiously analyzed regarding their exact computational complexity. To improve this situation, the existing framework based on polynomial-time computability needs to be expanded and further refined for an insightful analysis of various approximation algorithms targeting optimization problems within PO. In particular, we deal with those problems characterized in terms of logarithmic-space computations and uniform-circuit computations. We are focused on nondeterministic logarithmic-space (NL) optimization problems or NPO problems. Our study covers a wide range of optimization and approximation classes, dubbed as, NLO, LO, APXL, and LSAS as well as new classes NC1O, APXNC1, NC1AS, and AC0O, which are founded on uniform families of Boolean circuits. Although many NL decision problems can be naturally converted into NL optimization (NLO) problems, few NLO problems have been studied vigorously. We thus provide a number of new NLO problems falling into those low-complexity classes. With the help of NC1 or AC0 approximation-preserving reductions, we also identify the most difficult problems (known as complete problems) inside those classes. Finally, we demonstrate a number of collapses and separations among those refined optimization and approximation classes with or without unproven complexity-theoretical assumptions.

Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterparts in several sparse learning settings. However, solving the non-convex optimization problems associated with non-convex penalties remains a big challenge. A commonly used approach is the Multi-Stage (MS) convex relaxation (or DC programming), which relaxes the original non-convex problem to a sequence of convex problems. This approach is usually not very practical for large-scale problems because its computational cost is a multiple of solving a single convex problem. In this paper, we propose a General Iterative Shrinkage and Thresholding (GIST) algorithm to solve the nonconvex optimization problem for a large class of non-convex penalties. The GIST algorithm iteratively solves a proximal operator problem, which in turn has a closed-form solution for many commonly used penalties. At each outer iteration of the algorithm, we use a line search initialized by the Barzilai-Borwein (BB) rule that allows finding an appropriate step size quickly. The paper also presents a detailed convergence analysis of the GIST algorithm. The efficiency of the proposed algorithm is demonstrated by extensive experiments on large-scale data sets.

Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterparts in several sparse learning settings. However, solving the non-convex optimization problems associated with non-convex penalties remains a big challenge. A commonly used approach is the Multi-Stage (MS) convex relaxation (or DC programming), which relaxes the original non-convex problem to a sequence of convex problems. This approach is usually not very practical for large-scale problems because its computational cost is a multiple of solving a single convex problem. In this paper, we propose a General Iterative Shrinkage and Thresholding (GIST) algorithm to solve the nonconvex optimization problem for a large class of non-convex penalties. The GIST algorithm iteratively solves a proximal operator problem, which in turn has a closed-form solution for many commonly used penalties. At each outer iteration of the algorithm, we use a line search initialized by the Barzilai-Borwein (BB) rule that allows finding an appropriate step size quickly. The paper also presents a detailed convergence analysis of the GIST algorithm. The efficiency of the proposed algorithm is demonstrated by extensive experiments on large-scale data sets.

Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterparts in several sparse learning settings. However, solving the non-convex optimization problems associated with non-convex penalties remains a big challenge. A commonly used approach is the Multi-Stage (MS) convex relaxation (or DC programming), which relaxes the original non-convex problem to a sequence of convex problems. This approach is usually not very practical for large-scale problems because its computational cost is a multiple of solving a single convex problem. In this paper, we propose a General Iterative Shrinkage and Thresholding (GIST) algorithm to solve the nonconvex optimization problem for a large class of non-convex penalties. The GIST algorithm iteratively solves a proximal operator problem, which in turn has a closed-form solution for many commonly used penalties. At each outer iteration of the algorithm, we use a line search initialized by the Barzilai-Borwein (BB) rule that allows finding an appropriate step size quickly. The paper also presents a detailed convergence analysis of the GIST algorithm. The efficiency of the proposed algorithm is demonstrated by extensive experiments on large-scale data sets.

We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only those agents connected by an edge can directly communicate. The objective is to minimize the sum of agent-specific composite convex functions over agent-specific private conic constraint sets; hence, the optimal consensus decision should lie in the intersection of these private sets. We provide convergence rates both in sub-optimality, infeasibility and consensus violation; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithms; and show how to extend these methods to handle time-varying communications networks and to solve problems with resource sharing constraints.

Recent developments in mathematical optimization are substantially enhancing the scope and power of logistics planning systems. Based on these advances, successful applications of sophisticated mathematical optimization logistics systems are occurring worldwide. This paper briefly discusses some of these applications and advances. (Author)

We approach a class of discrete event simulation-based optimization problems using optimality in probability, an approach which yields what is termed a "champion solution". Compared to the traditional optimality in expectation, this approach favors the solution whose actual performance is more likely better than that of any other solution; this is an effective alternative to the traditional optimality sense, especially when facing a dynamic and nonstationary environment. Moreover, using optimality in probability is computationally promising for a class of discrete event simulation-based optimization problems, since it can reduce computational complexity by orders of magnitude compared to general simulation-based optimization methods using optimality in expectation. Accordingly, we have developed an "Omega Median Algorithm" in order to effectively obtain the champion solution and to fully utilize the efficiency of well-developed off-line algorithms to further facilitate timely decision making. An inventory control problem with nonstationary demand is included to illustrate and interpret the use of the Omega Median Algorithm, whose performance is tested using simulations.

Recent developments in mathematical optimization are substantially enhancing the scope and power of logistics planning systems. Based on these advances, successful applications of sophisticated mathematical optimization logistics systems are occurring worldwide. This paper briefly discusses some of these applications and advances. (Author)

Recent developments in mathematical optimization are substantially enhancing the scope and power of logistics planning systems. Based on these advances, successful applications of sophisticated mathematical optimization logistics systems are occurring worldwide. This paper briefly discusses some of these applications and advances. (Author)

We will survey recent work in the design of approximation algorithms for several discrete stochastic optimization problems, with a particular focus on 2-stage problems with recourse. In each of the problems we discuss, we are given a probability distribution over inputs, and the aim is to find a feasible solution that minimizes the expected cost of the solution found (with respect to the input distribution); an approximation algorithm finds a solution that is guaranteed to be nearly optimal. Among the specific problems that we shall discuss are stochastic generalizations of the traditional deterministic facility location problem, a simple single-machine scheduling problem, and the traveling salesman problem.These results build on techniques initially developed in the context of deterministic approximation, including rounding approaches, primal-dual algorithms, as well as a simple random sampling technique. Furthermore, although the focus of this stream of work was for discrete optimization problems, new insights for solving 2-stage stochastic linear programming problems were gained along the way. ©2008 Microsoft Corporation. All rights reserved.

Decomposition of large problems into a hierarchic pyramid of subproblems was proposed in the literature as a means for optimization of engineering systems too large for all-in-one optimization. This decomposition was established heuristically. The dynamic programming (DP) method due to Bellman was augmented with an optimum sensitivity analysis that provides a mathematical basis for the above decomposition, and overcomes the curse of dimensionality that limited the original formulation of DP. Numerical examples are cited.

The application of genetic algorithms (GAs) to many optimization problems in organizations often results in good performance and high quality solutions. For successful and efficient use of GAs, it is not enough to simply apply simple GAs (SGAs). In addition, it is necessary to find a proper representation for the problem and to develop appropriate search operators that fit well to the properties of the genotype encoding. The representation must at least be able to encode all possible solutions of an optimization problem, and genetic operators such as crossover and mutation should be applicable to it. In this paper, serial alternation strategies between two codings are formulated in the framework of dynamic change of genotype encoding in GAs for function optimization. Likewise, a new variant of GAs for difficult optimization problems denoted {\it Split-and-Merge} GA (SM-GA) is developed using a parallel implementation of an SGA and evolving a dynamic exchange of individual representation in the context of Dual Coding concept. Numerical experiments show that the evolved SM-GA significantly outperforms an SGA with static single coding.

The application of genetic algorithms (GAs) to many optimization problems in organizations often results in good performance and high quality solutions. For successful and efficient use of GAs, it is not enough to simply apply simple GAs (SGAs). In addition, it is necessary to find a proper representation for the problem and to develop appropriate search operators that fit well to the properties of the genotype encoding. The representation must at least be able to encode all possible solutions of an optimization problem, and genetic operators such as crossover and mutation should be applicable to it. In this paper, serial alternation strategies between two codings are formulated in the framework of dynamic change of genotype encoding in GAs for function optimization. Likewise, a new variant of GAs for difficult optimization problems denoted {\it Split-and-Merge} GA (SM-GA) is developed using a parallel implementation of an SGA and evolving a dynamic exchange of individual representation in the context of Dual Coding concept. Numerical experiments show that the evolved SM-GA significantly outperforms an SGA with static single coding.

In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper and the lower level problems are polynomials. We present methods for finding its global minimizers and global minimum using a sequence of semidefinite programming (SDP) relaxations and provide convergence results for the methods. Our scheme for problems with a convex lower-level problem involves solving a transformed equivalent single-level problem by a sequence of SDP relaxations; whereas our approach for general problems involving a non-convex polynomial lower-level problem solves a sequence of approximation problems via another sequence of SDP relaxations.

We propose techniques for approximating bilevel optimization problems with non-smooth lower level problems that can have a non-unique solution. To this end, we substitute the expression of a minimizer of the lower level minimization problem with an iterative algorithm that is guaranteed to converge to a minimizer of the problem. Using suitable non-linear proximal distance functions, the update mappings of such an iterative algorithm can be differentiable, notwithstanding the fact that the minimization problem is non-smooth.

We study the statistical mechanics of a class of problems whose phase space is the set of permutations of an ensemble of quenched random positions. Specific examples analyzed are the finite temperature traveling salesman problem on several different domains and various problems in one dimension such as the so called descent problem. We first motivate our method by analyzing these problems using the annealed approximation, then the limit of a large number of points we develop a formalism to carry out the quenched calculation. This formalism does not require the replica method and its predictions are found to agree with Monte Carlo simulations. In addition our method reproduces an exact mathematical result for the Maximum traveling salesman problem in two dimensions and suggests its generalization to higher dimensions. The general approach may provide an alternative method to study certain systems with quenched disorder.

[CITATION] Solving combinatorial optimization problems by simulated annealing, genetic algorithms, and neural networks Y Lu - 1991 - University of Minnesota Cited by 4

Recent developments in mathematical optimization are substantially enhancing the scope and power of logistics planning systems. Based on these advances, successful applications of sophisticated mathematical optimization logistics systems are occurring worldwide. This paper briefly discusses some of these applications and advances. (Author)

Recent developments in mathematical optimization are substantially enhancing the scope and power of logistics planning systems. Based on these advances, successful applications of sophisticated mathematical optimization logistics systems are occurring worldwide. This paper briefly discusses some of these applications and advances. (Author)

Recent developments in mathematical optimization are substantially enhancing the scope and power of logistics planning systems. Based on these advances, successful applications of sophisticated mathematical optimization logistics systems are occurring worldwide. This paper briefly discusses some of these applications and advances. (Author)

The paper formulates models of defense problems which are convex programs having the mathematical properties treated in previous papers. The models include several strategic forces planning models and two general purpose forces planning models.

The conjugate gradient (CG) method is an optimization technique known for its rapid convergence; it has blossomed into significant developments and applications. Numerous variations of CG methods have emerged to en-hance computational efficiency and address real-world challenges. In this work, a novel conjugate gradient method is introduced to solve nonlinear unconstrained optimization problems. Based on the combination of PRP (Polak–Ribière–Polyak), HRM (Hamoda–Rivaie–Mamat) and NMFR (new modified Fletcher–Reeves) algorithms, our method produces a descent di-rection without depending on any line search. Moreover, it enjoys global convergence under mild assumptions and is applied successfully on various standard test problems as well as image processing. The numerical results indicate that the proposed method outperforms several existing methods in terms of efficiency.

The conjugate gradient (CG) method is an optimization technique known for its rapid convergence; it has blossomed into significant developments and applications. Numerous variations of CG methods have emerged to en-hance computational efficiency and address real-world challenges. In this work, a novel conjugate gradient method is introduced to solve nonlinear unconstrained optimization problems. Based on the combination of PRP (Polak–Ribière–Polyak), HRM (Hamoda–Rivaie–Mamat) and NMFR (new modified Fletcher–Reeves) algorithms, our method produces a descent di-rection without depending on any line search. Moreover, it enjoys global convergence under mild assumptions and is applied successfully on various standard test problems as well as image processing. The numerical results indicate that the proposed method outperforms several existing methods in terms of efficiency.

This paper presents a new algorithm for solving large scale global optimization problems based on hybridization of simulated annealing and Nelder-Mead algorithm. The new algorithm is called simulated Nelder-Mead algorithm with random variables updating (SNMRVU). SNMRVU starts with an initial solution, which is generated randomly and then the solution is divided into partitions. The neighborhood zone is generated, random number of partitions are selected and variables updating process is starting in order to generate a trail neighbor solutions. This process helps the SNMRVU algorithm to explore the region around a current iterate solution. The Nelder- Mead algorithm is used in the final stage in order to improve the best solution found so far and accelerates the convergence in the final stage. The performance of the SNMRVU algorithm is evaluated using 27 scalable benchmark functions and compared with four algorithms. The results show that the SNMRVU algorithm is promising and produces high quality solutions with low computational costs.