Computational Optimization, Methods andAlgorithms

292 Pages·2011·4.579 MB·English

by  Slawomir Koziel, Xin-SheYang (Eds.)

SlawomirKozielandXin-SheYang(Eds.)
ComputationalOptimization,MethodsandAlgorithms
StudiesinComputationalIntelligence,Volume356
Editor-in-Chief
Prof.JanuszKacprzyk
SystemsResearchInstitute
PolishAcademyofSciences
ul.Newelska6
01-447Warsaw
Poland
E-mail:[email protected]
Furthervolumesofthisseriescanbefoundonour Vol.345.ShiYu,Léon-CharlesTranchevent,
homepage:springer.com BartDeMoor,andYvesMoreau
Kernel-basedDataFusionforMachineLearning,2011
Vol.333.FedjaHadzic,HenryTan,andTharamS.Dillon ISBN978-3-642-19405-4
MiningofDatawithComplexStructures,2011
ISBN978-3-642-17556-5 Vol.346.WeisiLin,DachengTao,JanuszKacprzyk,ZhuLi,
EbroulIzquierdo,andHaohongWang(Eds.)
Vol.334.ÁlvaroHerreroandEmilioCorchado(Eds.)
MultimediaAnalysis,ProcessingandCommunications,2011
MobileHybridIntrusionDetection,2011
ISBN978-3-642-19550-1
ISBN978-3-642-18298-3
Vol.347.SvenHelmer,AlexandraPoulovassilis,and
Vol.335.RadomirS.StankovicandRadomirS.Stankovic
FatosXhafa
FromBooleanLogictoSwitchingCircuitsandAutomata,2011
ReasoninginEvent-BasedDistributedSystems,2011
ISBN978-3-642-11681-0
ISBN978-3-642-19723-9
Vol.336.PaoloRemagnino,DorothyN.Monekosso,and
LakhmiC.Jain(Eds.) Vol.348.BeniaminoMurgante,GiuseppeBorruso,and
InnovationsinDefenceSupportSystems–3,2011 AlessandraLapucci(Eds.)
ISBN978-3-642-18277-8 Geocomputation,SustainabilityandEnvironmental
Planning,2011
Vol.337.SherylBrahnamandLakhmiC.Jain(Eds.) ISBN978-3-642-19732-1
AdvancedComputationalIntelligenceParadigmsin
Healthcare6,2011 Vol.349.VitorR.Carvalho
ISBN978-3-642-17823-8 ModelingIntentioninEmail,2011
ISBN978-3-642-19955-4
Vol.338.LakhmiC.Jain,EugeneV.Aidman,and
CaniciousAbeynayake(Eds.) Vol.350.ThanasisDaradoumis,SantiCaballe´,
InnovationsinDefenceSupportSystems–2,2011 AngelA.Juan,andFatosXhafa(Eds.)
ISBN978-3-642-17763-7 Technology-EnhancedSystemsandToolsforCollaborative
LearningScaffolding,2011
Vol.339.HalinaKwasnicka,LakhmiC.Jain(Eds.)
ISBN978-3-642-19813-7
InnovationsinIntelligentImageAnalysis,2010
ISBN978-3-642-17933-4 Vol.351.NgocThanhNguyen,BogdanTrawin´ski,and
JasonJ.Jung(Eds.)
Vol.340.HeinrichHussmann,GerritMeixner,and
NewChallengesforIntelligentInformationandDatabase
DetlefZuehlke(Eds.)
Systems,2011
Model-DrivenDevelopmentofAdvancedUserInterfaces,2011
ISBN978-3-642-19952-3
ISBN978-3-642-14561-2
Vol.352.NikBessisandFatosXhafa(Eds.)
Vol.341.StéphaneDoncieux,NicolasBredeche,and
NextGenerationDataTechnologiesforCollective
Jean-BaptisteMouret(Eds.)
ComputationalIntelligence,2011
NewHorizonsinEvolutionaryRobotics,2011
ISBN978-3-642-20343-5
ISBN978-3-642-18271-6
Vol.353.IgorAizenberg
Vol.342.FedericoMontesinoPouzols,DiegoR.Lopez,and
Complex-ValuedNeuralNetworkswithMulti-Valued
AngelBarrigaBarros
Neurons,2011
MiningandControlofNetworkTrafficbyComputational
ISBN978-3-642-20352-7
Intelligence,2011
ISBN978-3-642-18083-5 Vol.354.LjupcoKocarevandShiguoLian(Eds.)
Chaos-BasedCryptography,2011
Vol.343.KuroshMadani,AntónioDouradoCorreia,
ISBN978-3-642-20541-5
AgostinhoRosa,andJoaquimFilipe(Eds.)
ComputationalIntelligence,2011 Vol.355.YanMengandYaochuJin(Eds.)
ISBN978-3-642-20205-6 Bio-InspiredSelf-OrganizingRoboticSystems,2011
ISBN978-3-642-20759-4
Vol.344.AtillaElc¸i,MamadouTadiouKoné,and
MehmetA.Orgun(Eds.) Vol.356.SlawomirKozielandXin-SheYang(Eds.)
SemanticAgentSystems,2011 ComputationalOptimization,MethodsandAlgorithms,2011
ISBN978-3-642-18307-2 ISBN978-3-642-20858-4
Slawomir Koziel and Xin-SheYang (Eds.)
Computational Optimization,
Methods and Algorithms
123
Dr.SlawomirKoziel Dr.Xin-SheYang
ReykjavikUniversity MathematicsandScientificComputing
SchoolofScienceandEngineering NationalPhysicalLaboratory
EngineeringOptimization&ModelingCenter TeddingtonTW110LW
Menntavegur1 UK
101Reykjavik E-mail:[email protected]
Iceland
E-mail:[email protected]
ISBN 978-3-642-20858-4 e-ISBN978-3-642-20859-1
DOI 10.1007/978-3-642-20859-1
Studiesin Computational Intelligence ISSN1860-949X
Library of Congress Control Number:2011927165
(cid:2)c 2011 Springer-VerlagBerlin Heidelberg
Thisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpart
of the material is concerned, specifically therights of translation, reprinting,reuse
ofillustrations, recitation,broadcasting, reproductiononmicrofilmorinanyother
way, and storage in data banks. Duplication of this publication or parts thereof is
permittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,
1965, in its current version, and permission for use must always be obtained from
Springer. Violations are liable to prosecution undertheGerman Copyright Law.
The use of general descriptive names, registered names, trademarks, etc. in this
publication does not imply, even in the absence of a specific statement, that such
names are exempt from the relevant protective laws and regulations and therefore
free for general use.
Typeset&CoverDesign:ScientificPublishing ServicesPvt. Ltd., Chennai, India.
Printed on acid-free paper
9 8 7 6 5 4 3 2 1
springer.com
Preface
Computational modelling is becoming the third paradigm of modern sciences, as
predictedbytheNobelPrizewinnerKenWilsonin1980satCornellUniversity.This
so-calledthirdparadigmcomplementstheoryandexperimenttoproblemsolving.In
fact,asubstantialamountofresearchactivitiesinengineering,scienceandindustry
today involves mathematical modelling, data analysis, computer simulations, and
optimization.Themainvariationsofsuchactivitiesamongdifferentdisciplinesare
the type of problem of interest and the degree as well as extent of the modelling
activities.Thisisespeciallytrueinthesubjectsrangingfromengineeringdesignto
industry.
Computational optimization is an important paradigm itself with a wide range
of applications. In almost all applications in engineering and industry, we almost
always try to optimize something- whether to minimize the cost and energycon-
sumption, or to maximize the profit, output, performance and efficiency. In real-
ity, resources, time and money are always limited; consequently, optimization is
far more important. The optimal use of available resources of any sort requires a
paradigmshiftinscientificthinking,whichisbecausemostreal-worldapplications
havefarmorecomplicatedfactorsandparametersaswellasconstraintstoaffectthe
system behaviour.Subsequently,itis notalwayspossibletofind theoptimalsolu-
tions. In practice,we have to settle for suboptimalsolutionsor evenfeasible ones
thataresatisfactory,robust,andpracticallyachievableinareasonabletimescale.
Thissearchforoptimalityiscomplicatedfurtherbythefactthatuncertaintyal-
mostalwayspresentsin the real-worldsystems. For example,materialsproperties
always havea certain degreeofinhomogeneity.Theavailable materialswhichare
not up to the standards of the design will affect the chosen design significantly.
Therefore,weseeknotonlytheoptimaldesignbutalsorobustdesigninengineer-
ing and industry. Another complication to optimization is that most problems are
nonlinear and often NP-hard. That is, the solution time for finding optimal solu-
tionsisexponentialintermsofproblemsize.Infact,manyengineeringapplications
areNP-hardindeed.Thus,thechallengeistofindaworkablemethodtotacklethe
VI Preface
problemandto search foroptimalsolutions,thoughsuch optimalityisnotalways
achievable.
Contemporaryengineeringdesignisheavilybasedoncomputersimulations.This
introducesadditionaldifficultiestooptimization.Growingdemandforaccuracyand
ever-increasingcomplexityofstructuresandsystemsresultsinthesimulationpro-
cess being more and more time consuming. Even with an efficient optimization
algorithm,the evaluationsof the objectivefunctionsare often time-consuming.In
manyengineeringfields, theevaluationofasingle designcantake aslongas sev-
eral hours up to several days or even weeks. On the other hand, simulation-based
objectivefunctionsareinherentlynoisy,whichmakestheoptimizationprocesseven
moredifficult.Still,simulation-drivendesignbecomesamustforagrowingnumber
ofareas,whichcreatesa needforrobustandefficientoptimizationmethodologies
that can yield satisfactory designs even at the presence of analytically intractable
objectivesandlimitedcomputationalresources.
In most engineeringdesign and industrial applications, the objective cannotbe
expressed in explicit analytical form, as the dependence of the objective on de-
sign variables is complex and implicit. This black-box type of optimization often
requiresanumerical,oftencomputationallyexpensive,simulatorsuchascomputa-
tionalfluiddynamicsandfiniteelementanalysis.Furthermore,almostalloptimiza-
tionalgorithmsareiterative,andrequirenumerousfunctionevaluations.Therefore,
any technique that improves the efficiency of simulators or reduces the function
evaluationcountiscruciallyimportant.Surrogate-basedandknowledge-basedop-
timization uses certain approximationsto the objectiveso as to reduce the cost of
objectiveevaluations.Theapproximationsareoftenlocal,while the qualityof ap-
proximationsisevolvingastheiterationsproceed.Applicationsofoptimizationin
engineeringandindustryarediverse.Thecontentsarequiterepresentativeandcover
allmajortopicsofcomputationaloptimizationandmodelling.
Thisbookiscontributedfromworldwideexpertswhoareworkingintheseexcit-
ingareas,andeachchapterispracticallyself-contained.Thisbookstrivestoreview
anddiscussthelatestdevelopmentsconcerningoptimizationandmodellingwitha
focus on methods and algorithms of computational optimization, and also covers
relevantapplicationsinscience,engineeringandindustry.
Wewouldliketothankoureditors,DrsThomasDitzingerandHolgerSchaepe,
andstaffatSpringerfortheirhelpandprofessionalism.Lastbutnotleast,wethank
ourfamiliesfortheirhelpandsupport.
SlawomirKoziel
Xin-SheYang
2011
List of Contributors
Editors
SlawomirKoziel
EngineeringOptimization&ModelingCenter,SchoolofScienceandEngineering,
ReykjavikUniversity,Menntavegur1,101Reykjavik,Iceland([email protected])
Xin-SheYang
MathematicsandScientificComputing,NationalPhysicalLaboratory,Teddington,
MiddlesexTW110LW,UK([email protected])
Contributors
CarlosA.CoelloCoello
CINVESTAV-IPN, Departamento de Computacio´n, Av. Instituto Polite´cnico Na-
cionalNo.2508,Col.SanPedroZacatenco,Delegacio´nGustavoA.Madero,Me´xico,
D.F.C.P.07360.MEXICO([email protected])
DavidEcheverr´ıaCiaurri
Department of Energy Resources Engineering,Stanford University, Stanford, CA
94305,USA([email protected])
KathleenR.Fowler
Clarkson University, Department of Math & Computer Science, P.O. Box 5815,
Postdam,NY13699-5815,USA([email protected])
AmirHosseinGandomi
DepartmentofCivilEngineering,UniversityofAkron,Akron,OH,USA
([email protected])
GenethaAnneGray
DepartmentofQuantitativeModeling&Analysis,SandiaNationalLaboratories,
P.O.Box969,MS9159,Livermore,CA94551-0969,USA([email protected])
VIII ListofContributors
ChristianA.Hochmuth
ManufacturingCoordinationandTechnology,BoschRexrothAG,97816,Lohram
Main,Germany([email protected])
Ming-FuHsu
DepartmentofInternationalBusinessStudies,NationalChiNanUniversity,Taiwan,
ROC([email protected])
IvanJeliazkov
Department of Economics, University of California, Irvine, 3151 Social Science
Plaza,IrvineCA92697-5100,U.S.A.([email protected])
Jo¨rgLa¨ssig
Institute of ComputationalScience, Universityof Lugano,Via GiuseppeBuffi 13,
6906Lugano,Switzerland([email protected])
SlawomirKoziel
EngineeringOptimization&ModelingCenter,SchoolofScienceandEngineering,
ReykjavikUniversity,Menntavegur1,101Reykjavik,Iceland([email protected])
OliverKramer
UCBerkeley,CA94704,USA,([email protected])
LeifurLeifsson
EngineeringOptimization&ModelingCenter,SchoolofScienceandEngineering,
ReykjavikUniversity,Menntavegur1,101Reykjavik,Iceland([email protected])
AliciaLloro
Department of Economics, University of California, Irvine, 3151 Social Science
Plaza,IrvineCA92697-5100,U.S.A.([email protected])
AlfredoArias-Montan˜o
CINVESTAV-IPN, Departamento de Computacio´n, Av. Instituto Polite´cnico Na-
cionalNo.2508,Col.SanPedroZacatenco,Delegacio´nGustavoA.Madero,Me´xico,
D.F.C.P.07360.MEXICO([email protected])
Efre´nMezura-Montes
LaboratorioNacionaldeInforma´ticaAvanzada(LANIAA.C.),Re´bsamen80,Cen-
tro,Xalapa,Veracruz,91000,MEXICO([email protected])
StanislavOgurtsov
EngineeringOptimization&ModelingCenter,SchoolofScienceandEngineering,
ReykjavikUniversity,Menntavegur1,101Reykjavik,Iceland([email protected])
ListofContributors IX
Ping-FengPai
Department of Information Management, National Chi Nan University, Taiwan,
ROC([email protected])
StefanieThiem
Institute of Physics, Chemnitz University of Technology, 09107 Chemnitz, Ger-
many,([email protected])
Xin-SheYang
MathematicsandScientificComputing,NationalPhysicalLaboratory,Teddington,
MiddlesexTW110LW,UK([email protected])