連続設計変数を持つ最適化問題に対しては, これまで非線形数理計画法による解法が主流で あった.設計空間が単峰で,しかも目的関数の 勾配が連続である場合にはこのアプロ-チは極 めて有効であるが,そうでない場合には遺伝的 アルゴリズム(GA),シミュレーテッドアニー リング(SA),あるいはタブーサーチ(TS)な ど,ヒューリスティックサーチ(heuristic search) [1]とよばれる方法が用いられることも多くなっ てきた.なかでも,GAとSAはこのような手法 の双璧であり,連続最適化問題に対しても多く の研究が行われてきた[2].一般的に,設計空間 内にサイズの大きい局所解領域が多く存在する 場合にはGAが有効であり,設計空間全域的には 単峰に近いが,サイズの小さい局所解領域が無 数に存在する場合にはSAが有効である[3]. SA[4]は,炉内の固体の熱的平衡状態をシミュ レ...

Intuitively, a set is considered to be discrete if it is composed of isolated elements, whereas it is considered to be continuous if it is composed of infinite and contiguous elements and does not contain “holes”. More formally, to introduce the concept of continuous optimization, some preliminary definitions are required. If we consider sub-sets of real numbers, where the partial order is obvi...

New Techniques for Continuous Optimization and Fast Algorithms for Flow

The mathematical science of facility siting has attracted much research in discrete and continuous optimization over nearly four decades. Investigators have focused on both algorithms and formulations in diverse settings in the private sector (e.g., industrial plants, banks, retail facilities, etc.), and the public sector (e.g., ambulances, clinics, etc.). Each formulation has differences and s...

Convexity and Augmented Lagrangians Regina S. Burachik University of South Australia and University of Ballarat Workshop on Advances in Continuous Optimization Reykjavik, Iceland Friday June 30 and Saturday July 1, 2006

Suboptimal or erroneous configuration data in rail automation systems may cause serious safety and cost issues. This research work aims to address continuous optimization of such data by (i) connecting configuration and operation data by integration of heterogeneous data sources, and by (ii) application of prescriptive analytics methods to propose decision options on how to correct and optimize...

A novel version of Ant Colony Optimization (ACO) algorithms for solving continuous space problems is presented in this paper. The basic structure and concepts of the originally reported ACO are preserved and adaptation of the algorithm to the case of continuous space is implemented within the general framework. The stigmergic communication is simulated through considering certain direction vect...