DOCSLIB.ORG

Direct Search Methods for Nonsmooth Problems Using Global Optimization Techniques

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
Direct Search Methods for Nonsmooth Problems Using Global Optimization Techniques Direct Search Methods for Nonsmooth Problems using Global Optimization Techniques A THESIS SUBMITTED IN PARTIAL FULFILMENT OF THE REQUIREMENTS FOR THE DEGREE OF DOCTOR OF PHILOSOPHY IN MATHEMATICS by Blair Lennon Robertson University of Canterbury 2010 To Peter i Abstract This thesis considers the practical problem of constrained and unconstrained local optimization. This subject has been well studied when the objective function f is assumed to smooth. However, nonsmooth problems occur naturally and frequently in practice. Here f is assumed to be nonsmooth or discontinuous without forcing smoothness assumptions near, or at, a potential solution. Various methods have been presented by others to solve nonsmooth optimization problems, however only partial convergence results are possible for these methods. In this thesis, an optimization method which use a series of local and localized global optimization phases is proposed. The local phase searches for a local minimum and gives the methods numerical performance on parts of f which are smooth. The localized global phase exhaustively searches for points of descent in a neighborhood of cluster points. It is the localized global phase which provides strong theoretical convergence results on nonsmooth problems. Algorithms are presented for solving bound constrained, unconstrained and con- strained nonlinear nonsmooth optimization problems. These algorithms use direct search methods in the local phase as they can be applied directly to nonsmooth prob- lems because gradients are not explicitly required. The localized global optimization phase uses a new partitioning random search algorithm to direct random sampling into promising subsets of Rn. The partition is formed using classification and regression trees (CART) from statistical pattern recognition. The CART partition defines desir- able subsets where f is relatively low, based on previous sampling, from which further samples are drawn directly. For each algorithm, convergence to an essential local min- imizer of f is demonstrated under mild conditions. That is, a point x∗ for which the set of all feasible points with lower f values has Lebesgue measure zero for all suffi- ciently small neighborhoods of x∗. Stopping rules are derived for each algorithm giving practical convergence to estimates of essential local minimizers. Numerical results are presented on a range of nonsmooth test problems for 2 to 10 dimensions showing the methods are effective in practice. ii Acknowledgements It has been a pleasure working with Dr Chris Price over the years, learning from his extensive knowledge of mathematics. On many occasions Chris stepped above and beyond the role of primary supervisor and offered advice to me as a friend which I am very grateful for. I also thank my secondary supervisor Dr Marco Reale for his encouragement, advice and enthusiasm in my research. I thoroughly enjoyed our supervisory team discussions, both mathematical and non-mathematical. There are too many friends to thank for whom I bounced ideas off, or bored to tears as the case may be, but I will mention Jason Bentley with whom I shared an office and many interesting discussions. I would also like to thank my parents for their support and financial understanding over the years. I dedicate this thesis to my father Peter who is sadly no longer with us. Finally, I would like to thank the Department for all the financial support including a Departmental PhD Scholarship and conference funds which allowed me to present some of my research at the 17th International Conference on Computing in Economics and Finance in Cyprus and present a seminar at the Third University of Rome. iii iv Contents Abstract i Acknowledgements iii Notation ix 1 Introduction 1 1.1 Local Optimization . 2 1.2 Direct Search Local Optimization . 4 1.2.1 Simplex Based Methods . 5 1.3 Directional Direct Search Methods . 8 1.3.1 Positive Bases . 8 1.3.2 Grid Based Methods . 10 1.3.3 Partial Nonsmooth Convergence Results . 13 1.4 Trajectory Following Optimization . 17 1.4.1 Physical Analog to Function Minimization . 18 1.4.2 Connections with Classical Direct Search . 19 1.5 Global Optimization . 20 1.6 Nonsmooth Local Optimization vs Global Optimization . 21 1.7 Optimization Method . 24 1.8 Thesis Overview . 25 2 Localized Global Phase 27 2.1 Random Search Optimization . 28 2.2 Partitioning Algorithms . 30 2.3 Classification and Pattern Recognition . 33 2.3.1 Classification Trees . 33 2.3.2 Induced Partitions on Ω . 35 v vi 2.4 CART . 36 2.4.1 Locating Potential Splitting Hyperplanes . 37 2.4.2 Choosing a Potential Split and Node Impurity . 40 2.4.3 When to Stop Node Splitting . 41 2.4.4 Defining CART Sub-Regions . 42 2.4.5 CART Algorithm . 43 2.4.6 Classification Tree and Partition on Ω . 44 2.5 Global Optimization Algorithmic Framework . 45 2.5.1 Analogs with Pure Adaptive Search . 48 2.5.2 Convergence . 48 3 CARTopt: A Random Search Nonsmooth Optimization Method 51 3.1 Bound Constrained CARTopt . 52 3.2 Training Data and Classification . 54 3.3 Transforming Training Data Sets . 56 3.4 Partitioning the Optimization Region . 59 3.4.1 Defining Low Sub-Regions Only . 60 3.4.2 Minimum Sub-Region Radius . 60 3.4.3 Updating Problematic Sub-Region Bounds . 61 3.4.4 Singleton Low Sub-Regions . 65 3.5 Generating The Next Batch . 67 3.5.1 Batch Size . 67 3.5.2 Delivery Method . 69 3.5.3 Effectiveness of Distribution Method . 71 3.6 A Deterministic CARTopt Instance . 72 3.6.1 Halton Sequence . 73 3.6.2 Implementation . 74 3.6.3 Notes on Convergence . 78 3.7 An Unconstrained CARTopt Instance . 78 3.7.1 Initialization . 79 3.7.2 Training Data Transformation . 79 3.7.3 CART Partition . 79 3.7.4 Sampling Phase . 80 3.8 Convergence Analysis . 80 3.8.1 Bound Constrained Nonsmooth Result . 83 3.8.2 Unconstrained Result . 84 vii 4 Sequential Stopping Rule 85 4.1 Resource Based Stopping Rules . 87 4.2 Sequential Stopping Rules . 87 4.2.1 Existing Stopping Rules . 88 4.3 New Sequential Stopping Rule . 91 4.3.1 Empirical Data . 92 4.3.2 Expected κ Values . 93 4.4 Fitting the Empirical Data . 96 4.4.1 Approximating f∗ .......................... 96 4.4.2 Optimal Power Fit . 96 4.5 Solving the 1-norm Fit . 99 4.5.1 Initial Bracket . 100 4.5.2 Choosing the Optimal κ∗ ...................... 101 4.5.3 Computational Efficiency . 102 4.6 Goodness of Fit . 102 4.7 Deterministic Instances of CARTopt . 104 4.8 Stopping Rule for the CARTopt Method . 104 5 Hooke and Jeeves / CARTopt Hybrid Method 107 5.1 The Algorithm . 107 5.1.1 Grid Structure . 108 5.1.2 Algorithm Details . 109 5.2 Exploratory Phase . 109 5.3 Sinking Lid . 111 5.4 Pattern Move . 113 5.4.1 Uphill Steps . 113 5.5 Localized Global Phase . 114 5.5.1 Recycling Points . 115 5.6 Generating the Next Grid . 117 5.6.1 Perturbation . 117 5.6.2 Rotation . 117 5.6.3 Scaling . 119 5.7 Convergence . 120 5.7.1 Smooth Results . 120 5.7.2 Nonsmooth Result . 123 viii 6 A CARTopt Filter Method for Nonlinear Programming 125 6.1 Filter Algorithms . 127 6.1.1 Filter . 127 6.1.2 Constraint Violation Function . 128 6.2 A CARTopt Filter Algorithm . 129 6.2.1 Sloping Filter . 132 6.2.2 Training Data Set . 134 6.2.3 Classification . 136 6.2.4 Partition and Sampling Phase . 138 6.2.5 Penalty Parameter . 139 6.3 Stopping Rule . 140 6.4 Convergence Analysis . 142 7 Empirical Testing of Algorithms 145 7.1 Bound Constrained Optimization using the CARTopt Method . 146 7.2 Unconstrained Optimization . 147 7.3 Nonlinear Programming using the CARTopt Filter Method . 151 7.3.1 Inequality Constrained Problems . 152 7.3.2 Equality Constrained Problems . 153 7.4 Concluding Remarks . 156 8 Summary and Conclusions 159 8.1 Where to Next? . 161 A Test Functions 171 A.1 Unconstrained Test Problems . 171 A.2 Nonlinear Programming Test Problems . 173 B Matlab Code 177 B.1 CARTopt Algorithm . ..
Load more

Recommended publications
  • A Survey of Random Methods for Parameter Optimization
    A survey of random methods for parameter optimization Citation for published version (APA): White, R. C. (1970). A survey of random methods for parameter optimization. (EUT report. E, Fac. of Electrical Engineering; Vol. 70-E-16). Technische Hogeschool Eindhoven. Document status and date: Published: 01/01/1970 Document Version: Publisher’s PDF, also known as Version of Record (includes final page, issue and volume numbers) Please check the document version of this publication: • A submitted manuscript is the version of the article upon submission and before peer-review. There can be important differences between the submitted version and the official published version of record. People interested in the research are advised to contact the author for the final version of the publication, or visit the DOI to the publisher's website. • The final author version and the galley proof are versions of the publication after peer review. • The final published version features the final layout of the paper including the volume, issue and page numbers. Link to publication General rights Copyright and moral rights for the publications made accessible in the public portal are retained by the authors and/or other copyright owners and it is a condition of accessing publications that users recognise and abide by the legal requirements associated with these rights. • Users may download and print one copy of any publication from the public portal for the purpose of private study or research. • You may not further distribute the material or use it for any profit-making activity or commercial gain • You may freely distribute the URL identifying the publication in the public portal.
    [Show full text]
  • Stochastic Optimization,” in Handbook of Computational Statistics: Concepts and Methods (2Nd Ed.) (J
    Citation: Spall, J. C. (2012), “Stochastic Optimization,” in Handbook of Computational Statistics: Concepts and Methods (2nd ed.) (J. Gentle, W. Härdle, and Y. Mori, eds.), Springer−Verlag, Heidelberg, Chapter 7, pp. 173–201. dx.doi.org/10.1007/978-3-642-21551-3_7 STOCHASTIC OPTIMIZATION James C. Spall The Johns Hopkins University Applied Physics Laboratory 11100 Johns Hopkins Road Laurel, Maryland 20723-6099 U.S.A. [email protected] Stochastic optimization algorithms have been growing rapidly in popularity over the last decade or two, with a number of methods now becoming “industry standard” approaches for solving challenging optimization problems. This chapter provides a synopsis of some of the critical issues associated with stochastic optimization and a gives a summary of several popular algorithms. Much more complete discussions are available in the indicated references. To help constrain the scope of this article, we restrict our attention to methods using only measurements of the criterion (loss function). Hence, we do not cover the many stochastic methods using information such as gradients of the loss function. Section 1 discusses some general issues in stochastic optimization. Section 2 discusses random search methods, which are simple and surprisingly powerful in many applications. Section 3 discusses stochastic approximation, which is a foundational approach in stochastic optimization. Section 4 discusses a popular method that is based on connections to natural evolution—genetic algorithms. Finally, Section 5 offers some concluding remarks. 1 Introduction 1.1 General Background Stochastic optimization plays a significant role in the analysis, design, and operation of modern systems. Methods for stochastic optimization provide a means of coping with inherent system noise and coping with models or systems that are highly nonlinear, high dimensional, or otherwise inappropriate for classical deterministic methods of optimization.
    [Show full text]
  • STATE TRANSITION ALGORITHM Xiaojun Zhou, Chunhua Yang And
    JOURNAL OF INDUSTRIAL AND doi:10.3934/jimo.2012.8.1039 MANAGEMENT OPTIMIZATION Volume 8, Number 4, November 2012 pp. 1039{1056 STATE TRANSITION ALGORITHM Xiaojun Zhou, Chunhua Yang and Weihua Gui School of Information Science and Engineering Central South University, Changsha, 410083, China (Communicated by Hussein A. Abbass) Abstract. In terms of the concepts of state and state transition, a new heuris- tic random search algorithm named state transition algorithm is proposed. For continuous function optimization problems, four special transformation opera- tors called rotation, translation, expansion and axesion are designed. Adjusting measures of the transformations are mainly studied to keep the balance of ex- ploration and exploitation. Convergence analysis is also discussed about the algorithm based on random search theory. In the meanwhile, to strengthen the search ability in high dimensional space, communication strategy is in- troduced into the basic algorithm and intermittent exchange is presented to prevent premature convergence. Finally, experiments are carried out for the algorithms. With 10 common benchmark unconstrained continuous functions used to test the performance, the results show that state transition algorithms are promising algorithms due to their good global search capability and con- vergence property when compared with some popular algorithms. 1. Introduction. The concept of state means to a situation which a material sys- tem maintains, and it is characterized by a group of physical qualities. The process of a system turning from a state to another is called state transition, which can be described by a state transition matrix. The idea of state transition was created by a Russian mathematician named Markov when he expected to represent a specific sto- chastic process (known as Markov process)[22].
    [Show full text]
  • Stochastic Derivative Free Optimization Methodwith Momentum
    Published as a conference paper at ICLR 2020 ASTOCHASTIC DERIVATIVE FREE OPTIMIZATION METHOD WITH MOMENTUM Eduard Gorbunov∗ Adel Bibi MIPT, Russia and IITP RAS, Russia and RANEPA, Russia KAUST, Saudi Arabia [email protected] [email protected] Ozan Sener El Houcine Bergou Intel Labs KAUST, Saudi Arabia and MaIAGE, INRA, France [email protected] [email protected] Peter Richtárik KAUST, Saudi Arabia and MIPT, Russia [email protected] ABSTRACT We consider the problem of unconstrained minimization of a smooth objective function in Rd in setting where only function evaluations are possible. We propose and analyze stochastic zeroth-order method with heavy ball momentum. In particu- lar, we propose, SMTP, a momentum version of the stochastic three-point method (STP) Bergou et al. (2019). We show new complexity results for non-convex, convex and strongly convex functions. We test our method on a collection of learning to continuous control tasks on several MuJoCo Todorov et al. (2012) envi- ronments with varying difficulty and compare against STP, other state-of-the-art derivative-free optimization algorithms and against policy gradient methods. SMTP significantly outperforms STP and all other methods that we considered in our numerical experiments. Our second contribution is SMTP with importance sam- pling which we call SMTP_IS. We provide convergence analysis of this method for non-convex, convex and strongly convex objectives. 1 INTRODUCTION In this paper, we consider the following minimization problem min f(x); (1) d x2R where f : Rd ! R is "smooth" but not necessarily a convex function in a Derivative-Free Opti- mization (DFO) setting where only function evaluations are possible.
    [Show full text]
  • A LEVEL SET GLOBAL OPTIMIZATION METHOD for NONLINEAR ENGINEERING PROBLEMS by Hassen Au Yassien
    A LEVEL SET GLOBAL OPTIMIZATION METHOD FOR NONLINEAR ENGINEERING PROBLEMS By Hassen Au Yassien B. Sc. in Civil Engineering, Addis Ababa University, Ethiopia, 1979 Diploma in Hydrology, Free University of Brussels, Belgium 194 Masters in Hydrology, Free University of Brussels, Belgium 1985 A THESIS SUBMITTED IN PARTIAL FULFILLMENT OF THE REQUIREMENTS FOR THE DEGREE. OF DOCTOR OF PHILOSOPHY in THE FACULTY OF GRADUATE STUDIES DEPARTMENT OF CIVIL ENGINEERING We accept this thesis as conforming to the required standard THE COLUMBIA December 1993 © Hassen Au Yassien, 1993 __________________________________ In presenting this thesis in partial fulfilment of the requirements for an advanced degree at the University of British Columbia, I agree that the Library shall make it freely available for reference and study. I further agree that permission for extensive copying of this thesis for scholarly purposes may be granted by the head of my department or by his or her representatives. It is understood that copying or publication of this thesis for financial gain shall not be allowed without my written permission. (Signature) Department of C The University of British Columbia Vancouver, Canada Date kcvL to DE-6 (2)88) Abstract The mathematical equations used in civil engineering design procedures are predomi nantly nonlinear. Most civil engineering design optimization problems would therefore require the use of nonlinear programming (NLP) techniques for their solution. Those NLP packages with the ability to handle practical sizes of problems, and have been available on mainframe computers for many years, are only now becoming available on microcomputers. On top of this, these existing NLP techniques, which are dominated by the gradient methods, do not guarantee global solutions.
    [Show full text]
  • Randomized Derivative-Free Optimization of Noisy Convex Functions∗
    Randomized Derivative-Free Optimization of Noisy Convex Functions∗ Ruobing Cheny Stefan M. Wildz July 12, 2015 Abstract We propose STARS, a randomized derivative-free algorithm for unconstrained opti- mization when the function evaluations are contaminated with random noise. STARS takes dynamic, noise-adjusted smoothing stepsizes that minimize the least-squares er- ror between the true directional derivative of a noisy function and its finite difference approximation. We provide a convergence rate analysis of STARS for solving convex problems with additive or multiplicative noise. Experimental results show that (1) STARS exhibits noise-invariant behavior with respect to different levels of stochastic noise; (2) the practical performance of STARS in terms of solution accuracy and con- vergence rate is significantly better than that indicated by the theoretical result; and (3) STARS outperforms a selection of randomized zero-order methods on both additive- and multiplicative-noisy functions. 1 Introduction We propose STARS, a randomized derivative-free algorithm for unconstrained optimization when the function evaluations are contaminated with random noise. Formally, we address the stochastic optimization problem h i min f(x) = f~(x; ξ) ; (1.1) n Eξ x2R where the objective f(x) is assumed to be differentiable but is available only through noisy realizations f~(x; ξ). In particular, although our analysis will at times assume that the gradi- ent of the objective function f(x) exist and be Lipschitz continuous, we assume that direct evaluation of these derivatives is impossible. Of special interest to this work are situations when derivatives are unavailable or unreliable because of stochastic noise in the objective function evaluations.
    [Show full text]
  • Learning to Guide Random Search
    Published as a conference paper at ICLR 2020 LEARNING TO GUIDE RANDOM SEARCH Ozan Sener Vladlen Koltun Intel Labs Intel Labs ABSTRACT We are interested in derivative-free optimization of high-dimensional functions. The sample complexity of existing methods is high and depends on problem dimensionality, unlike the dimensionality-independent rates of first-order meth- ods. The recent success of deep learning suggests that many datasets lie on low-dimensional manifolds that can be represented by deep nonlinear models. We therefore consider derivative-free optimization of a high-dimensional func- tion that lies on a latent low-dimensional manifold. We develop an online learn- ing approach that learns this manifold while performing the optimization. In other words, we jointly learn the manifold and optimize the function. Our anal- ysis suggests that the presented method significantly reduces sample complex- ity. We empirically evaluate the method on continuous optimization benchmarks and high-dimensional continuous control problems. Our method achieves sig- nificantly lower sample complexity than Augmented Random Search, Bayesian optimization, covariance matrix adaptation (CMA-ES), and other derivative-free optimization algorithms. 1 INTRODUCTION A typical approach to machine learning problems is to define an objective function and optimize it over a dataset. First-order optimization methods are widely used for this purpose since they can scale to high-dimensional problems and their convergence rates are independent of problem dimensionality in most cases. However, gradients are not available in many important settings such as control, black-box optimization, and interactive learning with humans in the loop. Derivative- free optimization (DFO) can be used to tackle such problems.
    [Show full text]
  • Derivative-Free Optimization Methods
    Derivative-free optimization methods Jeffrey Larson, Matt Menickelly and Stefan M. Wild Mathematics and Computer Science Division, Argonne National Laboratory, Lemont, IL 60439, USA [email protected], [email protected], [email protected] 4th April 2019 Dedicated to the memory of Andrew R. Conn for his inspiring enthusiasm and his many contribu- tions to the renaissance of derivative-free optimization methods. Abstract In many optimization problems arising from scientific, engineering and artificial intelligence applications, objective and constraint functions are available only as the output of a black-box or simulation oracle that does not provide derivative information. Such settings necessitate the use of methods for derivative-free, or zeroth-order, optimization. We provide a review and perspectives on developments in these methods, with an emphasis on highlighting recent developments and on unifying treatment of such problems in the non-linear optimization and machine learning literature. We categorize methods based on assumed properties of the black-box functions, as well as features of the methods. We first overview the primary setting of deterministic methods applied to unconstrained, non-convex optimization problems where the objective function is defined by a deterministic black-box oracle. We then discuss developments in randomized methods, methods that assume some additional structure about the objective (including convexity, separability and general non-smooth compositions), methods for problems where the output of the black-box oracle
    [Show full text]
  • Arxiv:1205.6548V4 [Math.OC] 9 Dec 2013
    JOURNAL OF INDUSTRIAL AND doi: MANAGEMENT OPTIMIZATION Volume 00, Number 0, Xxxx XXXX pp. 000{000 STATE TRANSITION ALGORITHM Xiaojun Zhou, Chunhua Yang and Weihua Gui School of Information Science and Engineering Central South University, Changsha, 410083, China Abstract. In terms of the concepts of state and state transition, a new heuris- tic random search algorithm named state transition algorithm is proposed. For continuous function optimization problems, four special transformation opera- tors called rotation, translation, expansion and axesion are designed. Adjusting measures of the transformations are mainly studied to keep the balance of ex- ploration and exploitation. Convergence analysis is also discussed about the algorithm based on random search theory. In the meanwhile, to strengthen the search ability in high dimensional space, communication strategy is in- troduced into the basic algorithm and intermittent exchange is presented to prevent premature convergence. Finally, experiments are carried out for the algorithms. With 10 common benchmark unconstrained continuous functions used to test the performance, the results show that state transition algorithms are promising algorithms due to their good global search capability and con- vergence property when compared with some popular algorithms. 1. Introduction. The concept of state means to a situation which a material sys- tem maintains, and it is characterized by a group of physical qualities. The process of a system turning from a state to another is called state transition, which can be described by a state transition matrix. The idea of state transition was created by a Russian mathematician named Markov when he expected to represent a specific sto- chastic process (known as Markov process)[22].
    [Show full text]
  • Speeding-Up a Random Search for the Global Minimum of a Non-Convex, Non-Smooth Objective Function
    University of New Hampshire University of New Hampshire Scholars' Repository Doctoral Dissertations Student Scholarship Spring 2021 SPEEDING-UP A RANDOM SEARCH FOR THE GLOBAL MINIMUM OF A NON-CONVEX, NON-SMOOTH OBJECTIVE FUNCTION Arnold C. Englander University of New Hampshire, Durham Follow this and additional works at: https://scholars.unh.edu/dissertation Recommended Citation Englander, Arnold C., "SPEEDING-UP A RANDOM SEARCH FOR THE GLOBAL MINIMUM OF A NON- CONVEX, NON-SMOOTH OBJECTIVE FUNCTION" (2021). Doctoral Dissertations. 2569. https://scholars.unh.edu/dissertation/2569 This Dissertation is brought to you for free and open access by the Student Scholarship at University of New Hampshire Scholars' Repository. It has been accepted for inclusion in Doctoral Dissertations by an authorized administrator of University of New Hampshire Scholars' Repository. For more information, please contact [email protected]. SPEEDING-UP A RANDOM SEARCH FOR THE GLOBAL MINIMUM OF A NON-CONVEX, NON-SMOOTH OBJECTIVE FUNCTION By Arnold C. Englander M.S. in Engineering and Applied Science, Yale University, 1984 DISSERTATION Submitted to the University of New Hampshire in Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy in Electrical and Computer Engineering May 2021 ii © 2021 Arnold C. Englander iii THESIS COMMITTEE PAGE This thesis has been examined and approved in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Electrical and Computer Engineering by: Dr. Michael Carter, Thesis committee chair, Associate Professor emeritus, Electrical and Computer Engineering Dr. John Gibson, Associate Professor, Mathematics and Statistics Dr. Kyle Hughes, Aerospace Engineer, NASA Goddard Space Flight Center, Navigation and Mission Design Branch Dr.
    [Show full text]
  • Pattern Search Ranking and Selection Algorithms for Mixed-Variable Optimization of Stochastic Systems" (2004)
    Air Force Institute of Technology AFIT Scholar Theses and Dissertations Student Graduate Works 9-2004 Pattern Search Ranking and Selection Algorithms for Mixed- Variable Optimization of Stochastic Systems Todd A. Sriver Follow this and additional works at: https://scholar.afit.edu/etd Part of the Theory and Algorithms Commons Recommended Citation Sriver, Todd A., "Pattern Search Ranking and Selection Algorithms for Mixed-Variable Optimization of Stochastic Systems" (2004). Theses and Dissertations. 3903. https://scholar.afit.edu/etd/3903 This Dissertation is brought to you for free and open access by the Student Graduate Works at AFIT Scholar. It has been accepted for inclusion in Theses and Dissertations by an authorized administrator of AFIT Scholar. For more information, please contact [email protected]. Pattern Search Ranking and Selection Algorithms for Mixed-Variable Optimization of Stochastic Systems DISSERTATION Todd A. Sriver B.S., M.S. Major, USAF AFIT/DS/ENS/04-02 DEPARTMENT OF THE AIR FORCE AIR UNIVERSITY AIR FORCE INSTITUTE OF TECHNOLOGY Wright-Patterson Air Force Base, Ohio Approved for public release; distribution unlimited The views expressed in this dissertation are those of the author and do not reflect the official policy or position of the United States Air Force, the Department of Defense, or the United States Government. AFIT/DS/ENS/04-02 PatternSearchRankingandSelectionAlgorithmsfor Mixed-Variable Optimization of Stochastic Systems DISSERTATION Presented to the Faculty of the Graduate School of Engineering and Management Air Force Institute of Technology Air University In Partial Fulfillment for the Degree of Doctor of Philosophy Specialization in: Operations Research Todd A. Sriver B.S., M.S.
    [Show full text]
  • Variants of Deterministic and Stochastic Nonlinear Optimization Problems Chen Wang
    Variants of Deterministic and Stochastic Nonlinear Optimization Problems Chen Wang To cite this version: Chen Wang. Variants of Deterministic and Stochastic Nonlinear Optimization Problems. Data Struc- tures and Algorithms [cs.DS]. Université Paris Sud - Paris XI, 2014. English. NNT : 2014PA112294. tel-01127048 HAL Id: tel-01127048 https://tel.archives-ouvertes.fr/tel-01127048 Submitted on 6 Mar 2015 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. UNIVERSITÉ PARIS-SUD ECOLE DOCTORALE N◦:427 INFORMATIQUE DE PARIS-SUD Laboratoire: Laboratoire de Recherche en Informatique Thèse de doctorat par Chen WANG Variants of Deterministic and Stochastic Nonlinear Optimization Problems Date de soutenance: 31/10/2014 Composition du jury: Directeur de thèse : M. Abdel Lisser Rapporteurs : Mme. Janny Leung M. Alexandre Caminada Examinateurs : M. Sylvain Conchon M. Pablo Adasme 2 Acknowledgments Foremost, I would like to thank my supervisor, Prof. Abdel Lisser for providing me with the opportunity to complete my PhD thesis at the Paris Sud University. I am very grateful for his patient guidance to my research and warm help in my daily life. Special thanks to Prof. Janny Leung and Prof. Alexandre Caminada for agreeing to review my thesis and their invaluable comments and suggestions.
    [Show full text]