for Journals by Title or ISSN
for Articles by Keywords
help
  Subjects -> ENGINEERING (Total: 2235 journals)
    - CHEMICAL ENGINEERING (188 journals)
    - CIVIL ENGINEERING (178 journals)
    - ELECTRICAL ENGINEERING (102 journals)
    - ENGINEERING (1194 journals)
    - ENGINEERING MECHANICS AND MATERIALS (374 journals)
    - HYDRAULIC ENGINEERING (54 journals)
    - INDUSTRIAL ENGINEERING (60 journals)
    - MECHANICAL ENGINEERING (85 journals)

ENGINEERING (1194 journals)            First | 2 3 4 5 6 7 8 9 | Last

International Journal of Environmental Engineering     Hybrid Journal   (Followers: 5)
International Journal of Experimental Design and Process Optimisation     Hybrid Journal   (Followers: 4)
International Journal of Fatigue     Hybrid Journal   (Followers: 36)
International Journal of Flow Control     Full-text available via subscription   (Followers: 4)
International Journal of Foresight and Innovation Policy     Hybrid Journal   (Followers: 8)
International Journal of Fracture     Hybrid Journal   (Followers: 9)
International Journal of Geotechnical Engineering     Full-text available via subscription   (Followers: 5)
International Journal of Grid and Utility Computing     Hybrid Journal   (Followers: 1)
International Journal of Heat and Fluid Flow     Hybrid Journal   (Followers: 24)
International Journal of Heat and Mass Transfer     Hybrid Journal   (Followers: 116)
International Journal of Heavy Vehicle Systems     Hybrid Journal   (Followers: 8)
International Journal of Hypersonics     Full-text available via subscription   (Followers: 4)
International Journal of Imaging Systems and Technology     Hybrid Journal   (Followers: 1)
International Journal of Impact Engineering     Hybrid Journal   (Followers: 9)
International Journal of Information Acquisition     Hybrid Journal   (Followers: 1)
International Journal of Innovation and Applied Studies     Open Access   (Followers: 5)
International Journal of Innovation Science     Full-text available via subscription   (Followers: 8)
International Journal of Innovative Technology and Research     Open Access   (Followers: 1)
International Journal of Integrated Engineering     Open Access  
International Journal of Intelligent Engineering Informatics     Hybrid Journal  
International Journal of Intelligent Systems and Applications in Engineering     Open Access   (Followers: 1)
International Journal of Lifecycle Performance Engineering     Hybrid Journal   (Followers: 1)
International Journal of Machine Tools and Manufacture     Hybrid Journal   (Followers: 6)
International Journal of Manufacturing Research     Hybrid Journal   (Followers: 7)
International Journal of Manufacturing Technology and Management     Hybrid Journal   (Followers: 9)
International Journal of Materials and Product Technology     Hybrid Journal   (Followers: 4)
International Journal of Mathematical Education in Science and Technology     Hybrid Journal   (Followers: 8)
International Journal of Mathematics in Operational Research     Hybrid Journal   (Followers: 1)
International Journal of Medical Engineering and Informatics     Hybrid Journal   (Followers: 5)
International Journal of Micro Air Vehicles     Full-text available via subscription   (Followers: 5)
International Journal of Microwave and Wireless Technologies     Hybrid Journal   (Followers: 1)
International Journal of Microwave Science and Technology     Open Access   (Followers: 4)
International Journal of Mobile Network Design and Innovation     Hybrid Journal   (Followers: 2)
International Journal of Multiphase Flow     Hybrid Journal   (Followers: 4)
International Journal of Nanomanufacturing     Hybrid Journal  
International Journal of Nanoscience     Hybrid Journal  
International Journal of Nanotechnology     Hybrid Journal   (Followers: 6)
International Journal of Nanotechnology and Molecular Computation     Full-text available via subscription   (Followers: 3)
International Journal of Navigation and Observation     Open Access   (Followers: 13)
International Journal of Network Management     Hybrid Journal   (Followers: 1)
International Journal of Nonlinear Sciences and Numerical Simulation     Hybrid Journal  
International Journal of Numerical Methods for Heat & Fluid Flow     Hybrid Journal   (Followers: 8)
International Journal of Optics     Open Access   (Followers: 1)
International Journal of Organisational Design and Engineering     Hybrid Journal   (Followers: 6)
International Journal of Pattern Recognition and Artificial Intelligence     Hybrid Journal   (Followers: 7)
International Journal of Pavement Engineering     Hybrid Journal   (Followers: 3)
International Journal of Physical Modelling in Geotechnics     Hybrid Journal   (Followers: 3)
International Journal of Plasticity     Hybrid Journal   (Followers: 7)
International Journal of Plastics Technology     Hybrid Journal   (Followers: 1)
International Journal of Polymer Analysis and Characterization     Hybrid Journal   (Followers: 6)
International Journal of Polymer Science     Open Access   (Followers: 22)
International Journal of Precision Engineering and Manufacturing     Hybrid Journal   (Followers: 6)
International Journal of Precision Engineering and Manufacturing-Green Technology     Hybrid Journal  
International Journal of Precision Technology     Hybrid Journal  
International Journal of Pressure Vessels and Piping     Hybrid Journal   (Followers: 4)
International Journal of Production Economics     Hybrid Journal   (Followers: 14)
International Journal of Quality and Innovation     Hybrid Journal   (Followers: 5)
International Journal of Quality Assurance in Engineering and Technology Education     Full-text available via subscription   (Followers: 2)
International Journal of Quality Engineering and Technology     Hybrid Journal   (Followers: 2)
International Journal of Quantum Information     Hybrid Journal  
International Journal of Rapid Manufacturing     Hybrid Journal   (Followers: 4)
International Journal of Reliability, Quality and Safety Engineering     Hybrid Journal   (Followers: 9)
International Journal of Renewable Energy Technology     Hybrid Journal   (Followers: 10)
International Journal of Robust and Nonlinear Control     Hybrid Journal   (Followers: 3)
International Journal of Science Engineering and Advance Technology     Open Access  
International Journal of Sediment Research     Full-text available via subscription   (Followers: 2)
International Journal of Self-Propagating High-Temperature Synthesis     Hybrid Journal   (Followers: 2)
International Journal of Signal and Imaging Systems Engineering     Hybrid Journal  
International Journal of Six Sigma and Competitive Advantage     Hybrid Journal   (Followers: 1)
International Journal of Social Robotics     Hybrid Journal   (Followers: 2)
International Journal of Software Engineering and Knowledge Engineering     Hybrid Journal   (Followers: 2)
International Journal of Space Science and Engineering     Hybrid Journal   (Followers: 2)
International Journal of Speech Technology     Hybrid Journal   (Followers: 6)
International Journal of Spray and Combustion Dynamics     Full-text available via subscription   (Followers: 7)
International Journal of Surface Engineering and Interdisciplinary Materials Science     Full-text available via subscription   (Followers: 3)
International Journal of Surface Science and Engineering     Hybrid Journal   (Followers: 8)
International Journal of Sustainable Engineering     Hybrid Journal   (Followers: 7)
International Journal of Sustainable Manufacturing     Hybrid Journal   (Followers: 5)
International Journal of Systems and Service-Oriented Engineering     Full-text available via subscription  
International Journal of Systems Assurance Engineering and Management     Hybrid Journal  
International Journal of Systems, Control and Communications     Hybrid Journal   (Followers: 2)
International Journal of Technoethics     Full-text available via subscription   (Followers: 1)
International Journal of Technology Management and Sustainable Development     Hybrid Journal   (Followers: 1)
International Journal of Technology Policy and Law     Hybrid Journal   (Followers: 6)
International Journal of Telemedicine and Applications     Open Access   (Followers: 2)
International Journal of Thermal Sciences     Hybrid Journal   (Followers: 8)
International Journal of Thermodynamics     Open Access   (Followers: 4)
International Journal of Turbo & Jet-Engines     Hybrid Journal   (Followers: 2)
International Journal of Ultra Wideband Communications and Systems     Hybrid Journal  
International Journal of Vehicle Autonomous Systems     Hybrid Journal   (Followers: 1)
International Journal of Vehicle Design     Hybrid Journal   (Followers: 8)
International Journal of Vehicle Information and Communication Systems     Hybrid Journal   (Followers: 2)
International Journal of Vehicle Noise and Vibration     Hybrid Journal   (Followers: 3)
International Journal of Vehicle Safety     Hybrid Journal   (Followers: 5)
International Journal of Vehicular Technology     Open Access   (Followers: 5)
International Journal of Virtual Technology and Multimedia     Hybrid Journal   (Followers: 3)
International Journal of Wavelets, Multiresolution and Information Processing     Hybrid Journal  
International Journal on Artificial Intelligence Tools     Hybrid Journal   (Followers: 5)
International Nano Letters     Open Access   (Followers: 6)
International Review of Applied Sciences     Open Access  

  First | 2 3 4 5 6 7 8 9 | Last

Journal Cover Journal of Global Optimization
  [SJR: 0.919]   [H-I: 51]   [3 followers]  Follow
    
   Hybrid Journal Hybrid journal (It can contain Open Access articles)
   ISSN (Print) 1573-2916 - ISSN (Online) 0925-5001
   Published by Springer-Verlag Homepage  [2280 journals]
  • Non polyhedral convex envelopes for 1-convex functions
    • Abstract: In this paper we discuss how to derive the non polyhedral convex envelopes for some functions, called 1-convex throughout the paper, over boxes. The main result is about n-dimensional 1-convex functions, but we get to it by first discussing in detail some special cases, namely functions \(xyz^\delta \) , \(\delta >1\) , and, next, more general trivariate functions. The relation between the class of functions investigated in this paper and other classes investigated in the existing literature is discussed.
      PubDate: 2016-02-08
       
  • Sufficient conditions for error bounds of difference functions and
           applications
    • Abstract: This paper establishes verifiable sufficient conditions for the existence of error bounds for the sub-level set of a difference function over an abstract constraint by applying a technique used by A. D. Ioffe. As a consequence, error bounds for constraint systems defined by d.c. inequalities and their applications in studying of exactness of the associated \(\ell _1\) penalty function and existence of Lagrange multipliers as necessary optimality conditions are also investigated.
      PubDate: 2016-02-08
       
  • SOP: parallel surrogate global optimization with Pareto center selection
           for computationally expensive single objective problems
    • Abstract: This paper presents a parallel surrogate-based global optimization method for computationally expensive objective functions that is more effective for larger numbers of processors. To reach this goal, we integrated concepts from multi-objective optimization and tabu search into, single objective, surrogate optimization. Our proposed derivative-free algorithm, called SOP, uses non-dominated sorting of points for which the expensive function has been previously evaluated. The two objectives are the expensive function value of the point and the minimum distance of the point to previously evaluated points. Based on the results of non-dominated sorting, P points from the sorted fronts are selected as centers from which many candidate points are generated by random perturbations. Based on surrogate approximation, the best candidate point is subsequently selected for expensive evaluation for each of the P centers, with simultaneous computation on P processors. Centers that previously did not generate good solutions are tabu with a given tenure. We show almost sure convergence of this algorithm under some conditions. The performance of SOP is compared with two RBF based methods. The test results show that SOP is an efficient method that can reduce time required to find a good near optimal solution. In a number of cases the efficiency of SOP is so good that SOP with 8 processors found an accurate answer in less wall-clock time than the other algorithms did with 32 processors.
      PubDate: 2016-02-02
       
  • New multi-commodity flow formulations for the pooling problem
    • Abstract: The pooling problem is a nonconvex nonlinear programming problem with numerous applications. The nonlinearities of the problem arise from bilinear constraints that capture the blending of raw materials. Bilinear constraints are well-studied and significant progress has been made in solving large instances of the pooling problem to global optimality. This is due in no small part to reformulations of the problem. Recently, Alfaki and Haugland proposed a multi-commodity flow formulation of the pooling problem based on input commodities. The authors proved that the new formulation has a stronger linear relaxation than previously known formulations. They also provided computational results which show that the new formulation outperforms previously known formulations when used in a global optimization solver. In this paper, we generalize their ideas and propose new multi-commodity flow formulations based on output, input and output and (input, output)-commodities. We prove the equivalence of formulations, and we study the partial order of formulations with respect to the strength of their LP relaxations. In an extensive computational study, we evaluate the performance of the new formulations. We study the trade-off between disaggregating commodities and therefore increasing the size of formulations versus strengthening the relaxed linear programs and improving the computational performance of the nonlinear programs. We provide computational results which show that output commodities often outperform input commodities, and that disaggregating commodities further only marginally strengthens the linear relaxations. In fact, smaller formulations often show a significantly better performance when used in a global optimization solver.
      PubDate: 2016-02-02
       
  • The extended supporting hyperplane algorithm for convex mixed-integer
           nonlinear programming
    • Abstract: A new deterministic algorithm for solving convex mixed-integer nonlinear programming (MINLP) problems is presented in this paper: The extended supporting hyperplane (ESH) algorithm uses supporting hyperplanes to generate a tight overestimated polyhedral set of the feasible set defined by linear and nonlinear constraints. A sequence of linear or quadratic integer-relaxed subproblems are first solved to rapidly generate a tight linear relaxation of the original MINLP problem. After an initial overestimated set has been obtained the algorithm solves a sequence of mixed-integer linear programming or mixed-integer quadratic programming subproblems and refines the overestimated set by generating more supporting hyperplanes in each iteration. Compared to the extended cutting plane algorithm ESH generates a tighter overestimated set and unlike outer approximation the generation point for the supporting hyperplanes is found by a simple line search procedure. In this paper it is proven that the ESH algorithm converges to a global optimum for convex MINLP problems. The ESH algorithm is implemented as the supporting hyperplane optimization toolkit (SHOT) solver, and an extensive numerical comparison of its performance against other state-of-the-art MINLP solvers is presented.
      PubDate: 2016-02-01
       
  • Design of space thrusters: a topology optimization problem solved via a
           Branch and Bound method
    • Abstract: In this paper, an exact Branch and Bound Algorithm has been developed to solve a difficult global optimization problem concerning the design of space thrusters. This optimization problem is hard to solve mainly because the objective function to be minimized is implicit and must be computed by using a Finite Element method code. In a previous paper, we implement a method based on local search algorithms and we then proved that this problem is non convex yielding a strong dependency between the obtained local solution and the starting points. In this paper, by taking into account a monotonicity hypothesis that we validated numerically, we provide properties making it possible the computation of bounds. This yields the development of a topology optimization Branch and Bound code. Some numerical examples show the efficiency of this new approach.
      PubDate: 2016-02-01
       
  • The computational complexity of the pooling problem
    • Abstract: The pooling problem is an extension of the minimum cost flow problem defined on a directed graph with three layers of nodes, where quality constraints are introduced at each terminal node. Flow entering the network at the source nodes has a given quality, at the internal nodes (pools) the entering flow is blended, and then sent to the terminal nodes where all entering flow streams are blended again. The resulting flow quality at the terminals has to satisfy given bounds. The objective is to find a cost-minimizing flow assignment that satisfies network capacities and the terminals’ quality specifications. Recently, it was proved that the pooling problem is NP-hard, and that the hardness persists when the network has a unique pool. In contrast, instances with only one source or only one terminal can be formulated as compact linear programs, and thereby solved in polynomial time. In this work, it is proved that the pooling problem remains NP-hard even if there is only one quality constraint at each terminal. Further, it is proved that the NP-hardness also persists if the number of sources and the number of terminals are no more than two, and it is proved that the problem remains hard if all in-degrees or all out-degrees are at most two. Examples of special cases in which the problem is solvable by linear programming are also given. Finally, some open problems, which need to be addressed in order to identify more closely the borderlines between polynomially solvable and NP-hard variants of the pooling problem, are pointed out.
      PubDate: 2016-02-01
       
  • Maximizing the sum of a generalized Rayleigh quotient and another Rayleigh
           quotient on the unit sphere via semidefinite programming
    • Abstract: The problem is a type of “sum-of-ratios” fractional programming and is known to be NP-hard. Due to many local maxima, finding the global maximizer is in general difficult. The best attempt so far is a critical point approach based on a necessary optimality condition. The problem therefore has not been completely solved. Our novel idea is to replace the generalized Rayleigh quotient by a parameter \(\mu \) and generate a family of quadratic subproblems \((\hbox {P}_{\mu })'s\) subject to two quadratic constraints. Each \((\hbox {P}_{\mu })\) , if the problem dimension \(n\ge 3\) , can be solved in polynomial time by incorporating a version of S-lemma; a tight SDP relaxation; and a matrix rank-one decomposition procedure. Then, the difficulty of the problem is largely reduced to become a one-dimensional maximization problem over an interval of parameters \([\underline{\mu },\bar{\mu }]\) . We propose a two-stage scheme incorporating the quadratic fit line search algorithm to find \(\mu ^*\) numerically. Computational experiments show that our method solves the problem correctly and efficiently.
      PubDate: 2016-02-01
       
  • On refinement of the unit simplex using regular simplices
    • Abstract: A natural way to define branching in branch and bound (B&B) for blending problems is bisection. The consequence of using bisection is that partition sets are in general irregular. The question is how to use regular simplices in the refinement of the unit simplex. A regular simplex with fixed orientation can be represented by its center and size, facilitating storage of the search tree from a computational perspective. The problem is that a simplex defined in a space with dimension \(n>3\) cannot be subdivided into regular subsimplices without overlapping. We study the characteristics of the refinement by regular simplices. The main challenge is to find a refinement with a good convergence ratio which allows discarding simplices in an overlapped and already evaluated region. As the efficiency of the division rule in B&B algorithms is instance dependent, we focus on the worst case behaviour, i.e. none of the branches are pruned. This paper shows that for this case surprisingly an overlapping regular refinement may generate less simplices to be evaluated than longest edge bisection. On the other hand, the number of evaluated vertices may be larger.
      PubDate: 2016-02-01
       
  • An extension of the $$\alpha \hbox {BB}$$ α BB -type underestimation
           to linear parametric Hessian matrices
    • Abstract: The classical \(\alpha \hbox {BB}\) method is a global optimization method the important step of which is to determine a convex underestimator of an objective function on an interval domain. Its particular point is to enclose the range of a Hessian matrix in an interval matrix. To have a tighter estimation of the Hessian matrices, we investigate a linear parametric form enclosure in this paper. One way to obtain this form is by using a slope extension of the Hessian entries. Numerical examples indicate that our approach can sometimes significantly reduce overestimation on the objective function. However, the slope extensions highly depend on a choice of the center of linearization. We compare some naive choices and also propose a heuristic one, which performs well in executed examples, but it seems there is no one global winner.
      PubDate: 2016-02-01
       
  • Node selection strategies in interval Branch and Bound algorithms
    • Abstract: We present in this article new strategies for selecting nodes in interval Branch and Bound algorithms for constrained global optimization. For a minimization problem the standard best-first strategy selects a node with the smallest lower bound of the objective function estimate. We first propose new node selection policies where an upper bound of each node/box is also taken into account. The good accuracy of this upper bound achieved by several contracting operators leads to a good performance of the node selection rule based on this criterion. We propose another strategy that also makes a tradeoff between diversification and intensification by greedily diving into potential feasible regions at each node of the best-first search. These new strategies obtain better experimental results than classical best-first search on difficult constrained global optimization instances.
      PubDate: 2016-02-01
       
  • Constrained trace-optimization of polynomials in freely noncommuting
           variables
    • Abstract: The study of matrix inequalities in a dimension-free setting is in the realm of free real algebraic geometry. In this paper we investigate constrained trace and eigenvalue optimization of noncommutative polynomials. We present Lasserre’s relaxation scheme for trace optimization based on semidefinite programming (SDP) and demonstrate its convergence properties. Finite convergence of this relaxation scheme is governed by flatness, i.e., a rank-preserving property for associated dual SDPs. If flatness is observed, then optimizers can be extracted using the Gelfand–Naimark–Segal construction and the Artin–Wedderburn theory verifying exactness of the relaxation. To enforce flatness we employ a noncommutative version of the randomization technique championed by Nie. The implementation of these procedures in our computer algebra system NCSOStoolsis presented and several examples are given to illustrate our results.
      PubDate: 2016-02-01
       
  • Discrete-continuous optimization of heat network operating conditions in
           parallel operation of similar pumps at pumping stations
    • Abstract: The paper addresses an optimization problem of hydraulic conditions of heat supply systems. The research shows that when the main methods of operation control, including the control of the number of connected pumps at pumping stations, are used this problem is reduced to a mixed discrete-continuous programming problem which involves a nonlinear objective function, nonlinear equality constraints and simple inequalities. The paper presents the basic principles of the methods for calculation of feasible and optimal conditions on the basis of continuous variables as a constituent of the suggested technique for solving the general problem. Consideration is given to four possible strategies to fraction and cut the variants while searching for solutions on the basis of discrete variables. The results of computational experiments illustrating the comparative efficiency of different strategies are presented.
      PubDate: 2016-02-01
       
  • Preface: special issue MAGO 2014
    • PubDate: 2016-02-01
       
  • Solving a Huff-like Stackelberg location problem on networks
    • Abstract: This work deals with a Huff-like Stackelberg problem where the leader wants to locate a facility so that its profit is maximal after the competitor (the follower) has built its facility. We assume that the follower makes a rational decision, maximizing its own profit. The inelastic demand is aggregated into the vertices of a graph, and facilities can be located along the edges. For this computationally hard problem we give a Branch and Bound algorithm using interval analysis and DC bounds. Our computational experience shows that the problem can be solved on medium sized networks in reasonable time.
      PubDate: 2016-02-01
       
  • Projection algorithms for nonconvex minimization with application to
           sparse principal component analysis
    • Abstract: We consider concave minimization problems over nonconvex sets. Optimization problems with this structure arise in sparse principal component analysis. We analyze both a gradient projection algorithm and an approximate Newton algorithm where the Hessian approximation is a multiple of the identity. Convergence results are established. In numerical experiments arising in sparse principal component analysis, it is seen that the performance of the gradient projection algorithm is very similar to that of the truncated power method and the generalized power method. In some cases, the approximate Newton algorithm with a Barzilai–Borwein Hessian approximation and a nonmonotone line search can be substantially faster than the other algorithms, and can converge to a better solution.
      PubDate: 2016-02-01
       
  • Spectrahedral cones generated by rank 1 matrices
    • Abstract: Let \(\mathcal{S}_+^n \subset \mathcal{S}^n\) be the cone of positive semi-definite matrices as a subset of the vector space of real symmetric \(n \times n\) matrices. The intersection of \(\mathcal{S}_+^n\) with a linear subspace of \(\mathcal{S}^n\) is called a spectrahedral cone. We consider spectrahedral cones K such that every element of K can be represented as a sum of rank 1 matrices in K. We shall call such spectrahedral cones rank one generated (ROG). We show that ROG cones which are linearly isomorphic as convex cones are also isomorphic as linear sections of the positive semi-definite matrix cone, which is not the case for general spectrahedral cones. We give many examples of ROG cones and show how to construct new ROG cones from given ones by different procedures. We provide classifications of some subclasses of ROG cones, in particular, we classify all ROG cones for matrix sizes not exceeding 4. Further we prove some results on the structure of ROG cones. We also briefly consider the case of complex or quaternionic matrices. ROG cones are in close relation with the exactness of semi-definite relaxations of quadratically constrained quadratic optimization problems or of relaxations approximating the cone of nonnegative functions in squared functional systems.
      PubDate: 2016-02-01
       
  • Global optimization of non-convex generalized disjunctive programs: a
           review on reformulations and relaxation techniques
    • Abstract: In this paper we present a review on the latest advances in logic-based solution methods for the global optimization of non-convex generalized disjunctive programs. Considering that the performance of these methods relies on the quality of the relaxations that can be generated, our focus is on the discussion of a general framework to find strong relaxations. We identify two main sources of non-convexities that any methodology to find relaxations should account for. Namely, the one arising from the non-convex functions and the one arising from the disjunctive set. We review the work that has been done on these two fronts with special emphasis on the latter. We then describe different logic-based optimization techniques that make use of the relaxation framework and its impact through a set of numerical examples typically encountered in Process Systems Engineering. Finally, we outline challenges and future lines of work in this area.
      PubDate: 2016-01-20
       
  • Bandwidth packing problem with queueing delays: modelling and exact
           solution approach
    • Abstract: We present a more generalized model for the bandwidth packing problem with queuing delays under congestion than available in the extant literature. The problem, under Poison call arrivals and general service times, is set up as a network of spatially distributed independent M/G/1 queues. We further present two exact solution approaches to solve the resulting nonlinear integer programming model. The first method, called finite linearization method, is a conventional Big-M based linearization, resulting in a finite number of constraints, and hence can be solved using an off-the-shelve MIP solver. The second method, called constraint generation method, is based on approximating the non-linear delay terms using supporting hyperplanes, which are generated as needed. Based on our computational study, the constraint generation method outperforms the finite linearization method. Further comparisons of results of our proposed constraint generation method with the Lagrangean relaxation based solution method reported in the literature for the special case of exponential service times clearly demonstrate that our approach outperforms the latter, both in terms of the quality of solution and computation times.
      PubDate: 2016-01-16
       
  • Interactive model-based search with reactive resource allocation
    • Abstract: We revisit the interactive model-based approach to global optimization proposed in Wang and Garcia (J Glob Optim 61(3):479–495, 2015) in which parallel threads independently execute a model-based search method and periodically interact through a simple acceptance-rejection rule aimed at preventing duplication of search efforts. In that paper it was assumed that each thread successfully identifies a locally optimal solution every time the acceptance-rejection rule is implemented. Under this stylized model of computational time, the rate of convergence to a globally optimal solution was shown to increase exponentially in the number of threads. In practice however, the computational time required to identify a locally optimal solution varies greatly. Therefore, when the acceptance-rejection rule is implemented, several threads may fail to identify a locally optimal solution. This situation calls for reallocation of computational resources in order to speed up the identification of local optima when one or more threads repeatedly fail to do so. In this paper we consider an implementation of the interactive model-based approach that accounts for real time, that is, it takes into account the possibility that several threads may fail to identify a locally optimal solution whenever the acceptance-rejection rule is implemented. We propose a modified acceptance-rejection rule that alternates between enforcing diverse search (in order to prevent duplication) and reallocation of computational effort (in order to speed up the identification of local optima). We show that the rate of convergence in real-time increases with the number of threads. This result formalizes the idea that in parallel computing, exploitation and exploration can be complementary provided relatively simple rules for interaction are implemented. We report the results from extensive numerical experiments which are illustrate the theoretical analysis of performance.
      PubDate: 2016-01-07
       
 
 
JournalTOCs
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh, EH14 4AS, UK
Email: journaltocs@hw.ac.uk
Tel: +00 44 (0)131 4513762
Fax: +00 44 (0)131 4513327
 
About JournalTOCs
API
Help
News (blog, publications)
JournalTOCs on Twitter   JournalTOCs on Facebook

JournalTOCs © 2009-2015