On smoothing exact penalty functions for nonlinear constrained optimization problems

On an exact penalty function method for nonlinear mixed discrete programming problems and its applications in search engine advertising problems

This paper introduces a second-order differentiability smoothing technique to the classical l 1 exact penalty function for constrained optimization problems(COP). Error estimations among the optimal objective values of the nonsmooth penalty problem, the smoothed penalty problem and the original optimization problem are obtained. Based on the smoothed problem, an algorithm for solving COP is proposed and some preliminary numerical results indicate that the algorithm is quite promising.

In this paper we propose two methods for smoothing a nonsmooth square-root exact penalty function for inequality constrained optimization. Error estimations are obtained among the optimal objective function values of the smoothed penalty problem, of the nonsmooth penalty problem and of the original optimization problem. We develop an algorithm for solving the optimization problem based on the smoothed penalty function and prove the convergence of the algorithm. The efficiency of the smoothed penalty function is illustrated with some numerical examples, which show that the algorithm seems efficient.

In this paper, we consider a general class of nonlinear mixed discrete programming problems. By introducing continuous variables to replace the discrete variables, the problem is first transformed into an equivalent nonlinear continuous optimization problem subject to original constraints and additional linear and quadratic constraints. Then, an exact penalty function is employed to construct a sequence of unconstrained optimization problems, each of which can be solved effectively by unconstrained optimization techniques, such as conjugate gradient or quasi-Newton methods. It is shown that any local optimal solution of the unconstrained optimization problem is a local optimal solution of the transformed nonlinear constrained continuous optimization problem when the penalty parameter is sufficiently large. Numerical experiments are carried out to test the efficiency of the proposed method.

Recently, in structural engineering, many main elements in structural systems such as columns or girders are designed with variable cross-section for certain purposes. In addition, in order to determine the appropriate sizes or suitable shapes of structural elements for optimal volume of material under the effect of certain loading or with the given sizes of elements the structures can be subjected maximum loading, it is required to studied the optimization problem. This paper presents the non-linear weight optimization problem of frames with variable section stiffness of columns according to the strength, stiffness and stability criteria with the help of finite element method. The non-linear optimization problem is solved by the Genetic Algorithm. The calculation procedure of non-linear optimization of plane frames with variable section stiffness of columns is established and implemented using Matlab calculation programming software. From the results of numerical examples, the conclusions and recommendations will be proposed.

In this paper, a modified simple penalty function is proposed for a constrained nonlinear programming problem by augmenting the dimension of the program with a variable that controls the weight of the penalty terms. This penalty function enjoys improved smoothness. Under mild conditions, it can be proved to be exact in the sense that local minimizers of the original constrained problem are precisely the local minimizers of the associated penalty problem. MSC:47H20, 35K55, 90C30.

In this study, we deal with the nonlinear constrained global optimization problems. First, we introduce a new smooth exact penalty function for constrained optimization problems. We combine the exact penalty function with the auxiliary function in regard to constrained global optimization. We present a new auxiliary function approach and the adapted algorithm for solving non-linear inequality constrained global optimization problems. Finally, we illustrate the efficiency of the algorithm on some numerical examples.

In the current scenario Economic Dispatch problem has taken a suitable twist as the public has become increasingly concerned with environmental matters. The dispatch of systems to minimise pollutants, as well as to achieve minimum cost are the two main constraints to be dealt with. In this paper, Global optimization techniques such as Honey Bee’s and Simulated Annealing techniques are employed together (HB-SA) to solve the Combined static Economic and Emission dispatch (CEED) problems in power system. This paper clearly is justified with the results, separately obtained for the above two techniques and is also provided with the results on applying both the algorithms separately. With practical consideration, Economic Dispatch will have non-smooth cost functions with equality and inequality constraints that make the problem, a large-scale highly constrained non linear optimization problem. As to demonstrate the effectiveness of the proposed method, it is subjected to the CEED problems considering (or) handling valve point loading effects. Comparison with other optimization techniques showed the superiority of the proposed HB-SA approach and confirmed its potential for solving nonlinear CEED problems.

The paper reviews and introduces the state-of-the-art nature-inspired metaheuristic algorithms in optimization, including Firefly algorithm, PSO algorithms and ABC algorithm. By implementing these algorithms in Matlab, we will use worked examples to show how each algorithm works. Firefly algorithm is one of the evolutionary optimization algorithms, and is inspired by the flashing behaviour of fireflies in nature. There are many noisy non-linear mathematical optimization problems that can be effectively solved by Metaheuristic Algorithms. Mathematical optimization or programming is the study of such planning and design problems using mathematical tools. Nowadays, computer simulations become an indispensable tool for solving such optimization problems with various efficient search algorithms. Nature-inspired algorithms are among the most powerful algorithms for optimization. Firefly algorithm is one of the new metaheuristic algorithms for optimization problems. The algorithm is inspired by the flashing behaviour of fireflies. A Firefly Algorithm (FA) is a recent nature inspired optimization algorithm, which simulates the flash pattern and characteristics of fireflies. It is a powerful swarm intelligence algorithm inspired by the flash phenomenon of the fireflies. In this context, three types of meta-heuristics called Artificial bee Colony algorithm, Particle Swarm Optimization (PSO) and Firefly algorithms were devised to find optimal solutions of noisy non-linear continuous mathematical models. A series of computational experiments using each algorithm were conducted. The stimulation result of this experiment were analyzed and compared to the best solutions found so The Firefly algorithm in each noisy non linear optimization function seems to perform better and efficient.

The paper deals with multiobjective nonlinear optimization problems with equality and inequality con- straints. In a corresponding dialogue procedure the decision maker has to determine in each step the aspira- tion and reservation level expressing his goals. This leads to a nonlinear optimization problem which can be solved by using a combination of pathfollowing methods and feasible descent direction methods (so- called jumps). The authors propose the application of a recently published pathfollowing method with jumps to multiobjective optimization problems, discuss its topological properties and present several computational results.

Automatic seismic velocity analysis based on nonlinear optimization of the semblance function

This paper introduces a novel approach for solving high-dimensional nonlinear optimization problems by integrating neural networks into the optimization process. The method leverages the capabilities of neural networks to efficiently handle complex, high-dimensional data and to approximate discrete numerical solutions of nonlinear optimization problems using continuous functions. By combining the nonlinear mapping ability of neural networks with iterative optimization algorithms, the proposed approach provides a superior method to solve nonlinear optimization problems. The paper demonstrates the adaptability of neural network-based solution methods in solving various nonlinear optimization problems and illustrates that the method can be applied to many different problem scenarios. The effectiveness and correctness of the proposed method are demonstrated through examples.

Nonlinear and nonconvex optimization problems are vital and fundamental problems in science and engineering fields. In this article, a novel finite-time circadian rhythms learning network (called FT-CRLN) is proposed for solving nonlinear and nonconvex optimization problems with periodic noises. Different from the traditional recurrent neural networks, the proposed FT-CRLN can suppress the periodic noise notably and achieve excellent convergence performance in solving nonlinear and nonconvex problems. The theoretical analysis and rigorous mathematical proof verify the superior convergence, high accuracy, and strong robustness of the proposed FT-CRLN. The simulation results demonstrate the effectiveness and robustness of the proposed FT-CRLN in solving nonlinear and nonconvex problems compared with other state-of-art neural networks.

Simultaneous measurement of flame temperature and species concentration distribution from nonlinear tomographic absorption spectroscopy

Nonlinear optimization problems with dynamical parameters are widely arising in many practical scientific and engineering applications, and various computational models are presented for solving them under the hypothesis of short-time invariance. To eliminate the large lagging error in the solution of the inherently dynamic nonlinear optimization problem, the only way is to estimate the future unknown information by using the present and previous data during the solving process, which is termed the future dynamic nonlinear optimization (FDNO) problem. In this paper, to suppress noises and improve the accuracy in solving FDNO problems, a novel noise-tolerant neural (NTN) algorithm based on zeroing neural dynamics is proposed and investigated. In addition, for reducing algorithm complexity, the quasi-Newton Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is employed to eliminate the intensively computational burden for matrix inversion, termed NTN-BFGS algorithm. Moreover, theoretical analyses are conducted, which show that the proposed algorithms are able to globally converge to a tiny error bound with or without the pollution of noises. Finally, numerical experiments are conducted to validate the superiority of the proposed NTN and NTN-BFGS algorithms for the online solution of FDNO problems.