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2014 | Buch

Simplicial Global Optimization

verfasst von: Remigijus Paulavičius, Julius Žilinskas

Verlag: Springer New York

Buchreihe : SpringerBriefs in Optimization

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Über dieses Buch

Simplicial Global Optimization is centered on deterministic covering methods partitioning feasible region by simplices. This book looks into the advantages of simplicial partitioning in global optimization through applications where the search space may be significantly reduced while taking into account symmetries of the objective function by setting linear inequality constraints that are managed by initial partitioning. The authors provide an extensive experimental investigation and illustrates the impact of various bounds, types of subdivision, strategies of candidate selection on the performance of algorithms. A comparison of various Lipschitz bounds over simplices and an extension of Lipschitz global optimization with-out the Lipschitz constant to the case of simplicial partitioning is also depicted in this text. Applications benefiting from simplicial partitioning are examined in detail such as nonlinear least squares regression and pile placement optimization in grillage-type foundations. Researchers and engineers will benefit from simplicial partitioning algorithms such as Lipschitz branch and bound, Lipschitz optimization without the Lipschitz constant, heuristic partitioning presented. This book will leave readers inspired to develop simplicial versions of other algorithms for global optimization and even use other non-rectangular partitions for special applications.

Inhaltsverzeichnis

Frontmatter
Chapter 1. Simplicial Partitions in Global Optimization
Abstract
Many problems in engineering, physics, economics, and other fields may be formulated as optimization problems, where the optimal value of an objective function must be found [23, 55, 59, 110, 114, 134, 136].
Remigijus Paulavičius, Julius Žilinskas
Chapter 2. Lipschitz Optimization with Different Bounds over Simplices
Abstract
Many problems in engineering, physics, economics, and other fields may be formulated as optimization problems, where the optimal value of an objective function must be found [23, 55, 59, 110, 114, 134, 136].
Remigijus Paulavičius, Julius Žilinskas
Chapter 3. Simplicial Lipschitz Optimization Without Lipschitz Constant
Abstract
Global optimization algorithms discussed in the previous chapter, use the global estimate of the Lipschitz constant L given a priori and do not take into account the local information about the behavior of the objective function over every small subregion of \(\mathbb{D}\). It has been demonstrated in [74, 116, 126, 134] that estimation of the local Lipschitz constants during the search allows significant acceleration of the global search. Naturally, balancing between the local and global information must be performed in an appropriate way to increase the speed of optimization and avoid the missing of the global solution.
Remigijus Paulavičius, Julius Žilinskas
Chapter 4. Applications of Global Optimization Benefiting from Simplicial Partitions
Abstract
In this chapter we discuss global optimization problems where simplicial partitioning is preferable. Most of the applications discussed here involve global optimization problems with a symmetric objective functions. As it was discussed in Sect. 1.​4 the feasible region may be reduced by setting linear constraints in order to avoid equivalent subregions due to the symmetry in the objective function. The resulting constrained feasible region can be covered by simplices and in the case the objective function is invariant to exchange of all variables and the original feasible region is a hyper-cube, the resulting constrained feasible region is a simplex. Therefore such a simplex may be used as a feasible region reducing the hyper-volume by a factor n! times and the numbers of minimizers similarly.
Remigijus Paulavičius, Julius Žilinskas
Backmatter
Metadaten
Titel
Simplicial Global Optimization
verfasst von
Remigijus Paulavičius
Julius Žilinskas
Copyright-Jahr
2014
Verlag
Springer New York
Electronic ISBN
978-1-4614-9093-7
Print ISBN
978-1-4614-9092-0
DOI
https://doi.org/10.1007/978-1-4614-9093-7

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