In this paper we study new stochastic approximation (SA) type algorithms, namely, the accelerated SA (AC-SA), for solving strongly convex stochastic composite optimization (SCO) problems. Specifically, by introducing a domain shrinking procedure, we significantly improve the large-deviation results associated with the convergence rate of a nearly optimal AC-SA algorithm presented in [4]. Moreov...

This paper proposes a new algorithm of a simulated annealing (SA): Parallel Simulated Annealing using Genetic Crossover (PSA/GAc). The proposed algorithm consists of several processes, and in each process SA is operated. The genetic crossover is used to exchange information between solutions at fixed intervals. While SA requires high computational costs, particularly in continuous problems, thi...

The Vehicle Routing Problem with Time Windows (VRPTW) is an important problem occurring in many logistics systems. The objective of VRPTW is to serve a set of customers within their predefined time windows at minimum cost. Ant Colony System algorithm (ACS) that is capable of searching multiple search areas simultaneously in the solution space is good in diversification. On the other hand, Simul...

In this paper, optimal placement of Phasor Measurement Unit (PMU) using Global Positioning System (GPS) is discussed. Ant Colony Optimization (ACO), Simulated Annealing (SA), Particle Swarm Optimization (PSO) and Genetic Algorithm (GA) are used for this problem. Pheromone evaporation coefficient and the probability of moving from state x to state y by ant are introduced into the ACO. The modifi...

We propose the adaptive cascade recursive least squares (CRLS-SA) algorithm for the estimation of linear prediction, or AR model, coefficients. The CRLS-SA algorithm features low computational complexity since each section is adapted independently from the other sections. It is shown here that the CRLS-SA algorithm can yield AR coefficient estimates closer to the true values, for some known sig...

In this paper, we present on a periodic job shop scheduling problem (PJSSP) based on the periodic event scheduling problem (PESP), which is different from cyclic scheduling. The PESP schedules a number of recurring events, such that each pair of events fulfills certain constraints during a given time period. To solve such a hard PJSS problem, we propose a hybrid algorithm, namely EM–SA, which i...

[1] Corresponding author e-mail: [email protected]   [1] Corresponding author e-mail: [email protected]   Lot-sizing problems (LSPs) belong to the class of production planning problems in which the availability quantities of the production plan are always considered as a decision variable. This paper aims at developing a new mathematical model for the multi-level ca...

This study is devoted to the formulation of the network design problem of one-way streets and the application of simulated annealing (SA) algorithm to solve this problem for a large real network. It discusses some points of views on one-way street networks, the objective function used for design, the way in which design constraints may be considered, and the traffic problems concerning one-way ...