6th Workshop on Computational Optimization, Modelling & Simulation (COMS) Session 2
Time and Date: 14:30 - 16:10 on 1st June 2015
Room: V201
Chair: Leifur Leifsson
619 | A Cooperative Coevolutionary Differential Evolution Algorithm with Adaptive Subcomponents [abstract] Abstract: The performance of cooperative coevolutionary algorithms for large-scale continuous optimization is significantly affected by the adopted decomposition of the search space. According to the literature, a typical decomposition in case of fully separable problems consists of adopting equally sized subcomponents for the whole optimization process (i.e. static decomposition). Such an approach is also often used for fully non-separable problems, together with a random-grouping strategy. More advanced methods try to determine the optimal size of subcomponents during the optimization process using reinforcement-learning techniques. However, the latter approaches are not always suitable in this case because of the non-stationary and history-dependent nature of the learning environment. This paper investigates a new Cooperative Coevolutionary algorithm, based on Differential Evolution, in which several decompositions are applied in parallel during short learning phases. The experimental results on a set of large-scale optimization problems show that the proposed method can lead to a reliable estimate of the suitability of each subcomponent size. Moreover, in some cases it outperforms the best static decomposition. |
Giuseppe A. Trunfio |
105 | Multi-Level Job Flow Cyclic Scheduling in Grid Virtual Organizations [abstract] Abstract: Distributed environments with the decoupling of users from resource providers are generally termed as utility Grids. The paper focuses on the problems of efficient job flow distribution and scheduling in virtual organizations (VOs) of utility Grids while ensuring the VO stakeholders preferences and providing dependable strategies for resources utilization. An approach based on the combination of the cyclic scheduling scheme, backfilling and several heuristic procedures is proposed and studied. Comparative simulation results are introduced for different algorithms and heuristics depending on the resource domain composition and heterogeneity. Considered scheduling approaches provide different benefits depending on the VO scheduling objectives.The results justify the use of the proposed approaches in a broad range of the considered resource environment parameters. |
Victor Toporkov, Anna Toporkova, Alexey Tselishchev, Dmitry Yemelyanov, Petr Potekhin |
346 | The Stochastic Simplex Bisection Algorithm [abstract] Abstract: We propose the stochastic simplex bisection algorithm. It randomly selects one from a set of simplexes, bisects it, and replaces it with its two offspring. The selection probability is proportional to a score indicating how promising the simplex is to bisect. We generalize intervals to simplexes, rather than to hyperboxes, as bisection then only requires evaluating the function in one new point, which is somewhat randomized. Using a set of simplexes that partition the search space yields completeness and avoids redundancy. We provide an appropriate scale- and offset-invariant score definition and add an outer loop for handling hyperboxes. Experiments show that the algorithm is capable of exploring vast numbers of local optima, over huge ranges, yet finding the global one. The ease with which it handles quadratic functions makes it ideal for non-linear regression: it is here successfully applied to logistic regression. The algorithm does well, also when the number of function evaluations is severely restricted. |
Christer Samuelsson |
243 | Local Tuning in Nested Scheme of Global Optimization [abstract] Abstract: Numerical methods for global optimization of the multidimensional multiextremal functions in the framework of the approach oriented at dimensionality reduction by means of the nested optimization scheme are considered. This scheme reduces initial multidimensional problem to a set of univariate subproblems connected recursively. That enables to apply efficient univariate algorithms for solving the multidimensional problems. The nested optimization scheme served as the source of many methods for optimization of Lipschitzian function. However, in all of them there is the problem of estimating the Lipschitz constant as the parameter of the function optimized and, as a consequence, of tuning to it the optimization method. In the methods proposed earlier, as a rule, a global estimate (related to whole search domain) is used whereas local Lipschitz constants in some subdomains can differ significantly from the global constant. It can slow down the optimization process considerably. To overcome this drawback in the article the finer estimates of a priori unknown Lipschitz constants taking into account local properties of the objective function are considered and used in the nested optimization scheme. The results of numerical experiments presented demonstrate the advantages of methods with mixed (local and global) estimates of Lipschitz constants in comparison with the use the global ones only. |
Victor Gergel, Vladimir Grishagin, Ruslan Israfilov |
226 | Variations of Ant Colony Optimization for the solution of the structural damage identification problem [abstract] Abstract: In this work the inverse problem of identification of structural stiffness coefficients of a damped spring-mass system is tackled. The problem is solved by using different versions of Ant Colony Optimization (ACO) metaheuristic solely or coupled with the Hooke-Jeeves (HJ) local search algorithm. The evaluated versions of ACO are based on a discretization procedure to deal with the continuous domain design variables together with different pheromone evaporation and deposit strategies and also on the frequency of calling the local search algorithm. The damage estimation is evaluated using noiseless and noisy synthetic experimental data assuming a damage configuration throughout the structure. The reported results show the hybrid method as the best choice when both rank-based pheromone deposit and a new heuristic information based on the search history are used. |
Carlos Eduardo Braun, Leonardo D. Chiwiacowsky, Arthur T. Gómez |