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Journal of Global Optimization最新文献

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A surrogate-assisted evolutionary algorithm with clustering-based sampling for high-dimensional expensive blackbox optimization 基于聚类采样的代理辅助进化算法，用于高维昂贵的黑箱优化
IF 1.8 3区 数学
Journal of Global Optimization Pub Date : 2023-12-14 DOI: 10.1007/s10898-023-01343-3
Fusheng Bai, Dongchi Zou, Yutao Wei
{"title":"A surrogate-assisted evolutionary algorithm with clustering-based sampling for high-dimensional expensive blackbox optimization","authors":"Fusheng Bai, Dongchi Zou, Yutao Wei","doi":"10.1007/s10898-023-01343-3","DOIUrl":"https://doi.org/10.1007/s10898-023-01343-3","url":null,"abstract":"<p>Many practical problems involve the optimization of computationally expensive blackbox functions. The computational cost resulting from expensive function evaluations considerably limits the number of true objective function evaluations allowed in order to find a good solution. In this paper, we propose a clustering-based surrogate-assisted evolutionary algorithm, in which a clustering-based local search technique is embedded into the radial basis function surrogate-assisted evolutionary algorithm framework to obtain sample points which might be close to the local solutions of the actual optimization problem. The algorithm generates sample points cyclically by the clustering-based local search, which takes the cluster centers of the ultimate population obtained by the differential evolution iterations applied to the surrogate model in one cycle as new sample points, and these new sample points are added into the initial population for the differential evolution iterations of the next cycle. In this way the exploration and the exploitation are better balanced during the search process. To verify the effectiveness of the present algorithm, it is compared with four state-of-the-art surrogate-assisted evolutionary algorithms on 24 synthetic test problems and one application problem. Experimental results show that the present algorithm outperforms other algorithms on most synthetic test problems and the application problem.</p>","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"33 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2023-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138630136","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Global optimization of mixed-integer nonlinear programs with SCIP 8 利用 SCIP 对混合整数非线性程序进行全局优化 8
IF 1.8 3区 数学
Journal of Global Optimization Pub Date : 2023-12-14 DOI: 10.1007/s10898-023-01345-1
Ksenia Bestuzheva, Antonia Chmiela, Benjamin Müller, Felipe Serrano, Stefan Vigerske, Fabian Wegscheider
{"title":"Global optimization of mixed-integer nonlinear programs with SCIP 8","authors":"Ksenia Bestuzheva, Antonia Chmiela, Benjamin Müller, Felipe Serrano, Stefan Vigerske, Fabian Wegscheider","doi":"10.1007/s10898-023-01345-1","DOIUrl":"https://doi.org/10.1007/s10898-023-01345-1","url":null,"abstract":"<p>For over 10 years, the constraint integer programming framework SCIP has been extended by capabilities for the solution of convex and nonconvex mixed-integer nonlinear programs (MINLPs). With the recently published version 8.0, these capabilities have been largely reworked and extended. This paper discusses the motivations for recent changes and provides an overview of features that are particular to MINLP solving in SCIP. Further, difficulties in benchmarking global MINLP solvers are discussed and a comparison with several state-of-the-art global MINLP solvers is provided.</p>","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"38 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2023-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138629926","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities 随机混合变分不等式的可变样本大小乐观镜像下降算法
IF 1.8 3区 数学
Journal of Global Optimization Pub Date : 2023-12-11 DOI: 10.1007/s10898-023-01346-0
Zhen-Ping Yang, Yong Zhao, Gui-Hua Lin
{"title":"Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities","authors":"Zhen-Ping Yang, Yong Zhao, Gui-Hua Lin","doi":"10.1007/s10898-023-01346-0","DOIUrl":"https://doi.org/10.1007/s10898-023-01346-0","url":null,"abstract":"<p>In this paper, we propose a variable sample-size optimistic mirror descent algorithm under the Bregman distance for a class of stochastic mixed variational inequalities. Different from those conventional variable sample-size extragradient algorithms to evaluate the expected mapping twice at each iteration, our algorithm requires only one evaluation of the expected mapping and hence can significantly reduce the computation load. In the monotone case, the proposed algorithm can achieve <span>({mathcal {O}}(1/t))</span> ergodic convergence rate in terms of the expected restricted gap function and, under the strongly generalized monotonicity condition, the proposed algorithm has a locally linear convergence rate of the Bregman distance between iterations and solutions when the sample size increases geometrically. Furthermore, we derive some results on stochastic local stability under the generalized monotonicity condition. Numerical experiments indicate that the proposed algorithm compares favorably with some existing methods.</p>","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"34 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2023-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138574424","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On inexact versions of a quasi-equilibrium problem: a Cournot duopoly perspective 准均衡问题的不精确版本:古诺双寡头视角
IF 1.8 3区 数学
Journal of Global Optimization Pub Date : 2023-11-24 DOI: 10.1007/s10898-023-01341-5
E. L. Dias Júnior, P. J. S. Santos, A. Soubeyran, J. C. O. Souza
{"title":"On inexact versions of a quasi-equilibrium problem: a Cournot duopoly perspective","authors":"E. L. Dias Júnior, P. J. S. Santos, A. Soubeyran, J. C. O. Souza","doi":"10.1007/s10898-023-01341-5","DOIUrl":"https://doi.org/10.1007/s10898-023-01341-5","url":null,"abstract":"<p>This paper has two parts. In the mathematical part, we present two inexact versions of the proximal point method for solving quasi-equilibrium problems (QEP) in Hilbert spaces. Under mild assumptions, we prove that the methods find a solution to the quasi-equilibrium problem with an approximated computation of each iteration or using a perturbation of the regularized bifunction. In the behavioral part, we justify the choice of the new perturbation, with the help of the main example that drives quasi-equilibrium problems: the Cournot duopoly model, which founded game theory. This requires to exhibit a new QEP reformulation of the Cournot model that will appear more intuitive and rigorous. It leads directly to the formulation of our perturbation function. Some numerical experiments show the performance of the proposed methods.</p>","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"13 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2023-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138524736","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On asymptotic convergence rate of random search 随机搜索的渐近收敛速度
IF 1.8 3区 数学
Journal of Global Optimization Pub Date : 2023-11-24 DOI: 10.1007/s10898-023-01342-4
Dawid Tarłowski
{"title":"On asymptotic convergence rate of random search","authors":"Dawid Tarłowski","doi":"10.1007/s10898-023-01342-4","DOIUrl":"https://doi.org/10.1007/s10898-023-01342-4","url":null,"abstract":"<p>This paper presents general theoretical studies on asymptotic convergence rate (ACR) for finite dimensional optimization. Given the continuous problem function and discrete time stochastic optimization process, the ACR is the optimal constant for control of the asymptotic behaviour of the expected approximation errors. Under general assumptions, condition ACR<span>(&lt;1)</span> implies the linear behaviour of the expected time of hitting the <span>(varepsilon )</span>- optimal sublevel set with <span>(varepsilon rightarrow 0^+ )</span> and determines the upper bound for the convergence rate of the trajectories of the process. This paper provides general characterization of ACR and, in particular, shows that some algorithms cannot converge linearly fast for any nontrivial continuous optimization problem. The relation between asymptotic convergence rate in the objective space and asymptotic convergence rate in the search space is provided. Examples and numerical simulations with use of a (1+1) self-adaptive evolution strategy and other algorithms are presented.</p>","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"73 4","pages":""},"PeriodicalIF":1.8,"publicationDate":"2023-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138524762","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Existence of solutions to $$Gamma $$ -robust counterparts of gap function formulations of uncertain LCPs with ellipsoidal uncertainty sets 具有椭球不确定性集的不确定lcp间隙函数公式$$Gamma $$ -鲁棒对应物解的存在性
IF 1.8 3区 数学
Journal of Global Optimization Pub Date : 2023-11-24 DOI: 10.1007/s10898-023-01340-6
Lulin Tan, Wei Hong Yang, Jinbiao Pan
{"title":"Existence of solutions to $$Gamma $$ -robust counterparts of gap function formulations of uncertain LCPs with ellipsoidal uncertainty sets","authors":"Lulin Tan, Wei Hong Yang, Jinbiao Pan","doi":"10.1007/s10898-023-01340-6","DOIUrl":"https://doi.org/10.1007/s10898-023-01340-6","url":null,"abstract":"<p>In this paper, we give some existence theorems of solutions to <span>(Gamma )</span>-robust counterparts of gap function formulations of uncertain linear complementarity problems, in which <span>(Gamma )</span> plays a role in adjusting the robustness of the model against the level of conservatism of solutions. If the <span>(Gamma )</span>-robust uncertainty set is nonconvex, it is hard to prove the existence of solutions to the corresponding robust counterpart. Using techniques of asymptotic functions, we establish existence theorems of solutions to the corresponding robust counterpart. For the case of nonconvex <span>(Gamma )</span>-robust ellipsoidal uncertainty sets, these existence results are not proved in the paper [Krebs et al., Int. Trans. Oper. Res. 29 (2022), pp. 417–441]; for the case of convex <span>(Gamma )</span>-robust ellipsoidal uncertainty sets, our existence theorems are obtained under the conditions which are much weaker than those in Krebs’ paper. Finally, a case study for the uncertain traffic equilibrium problem is considered to illustrate the effects of nonconvex uncertainty sets on the level of conservatism of robust solutions.\u0000</p>","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"55 2","pages":""},"PeriodicalIF":1.8,"publicationDate":"2023-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138524763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Configuring an heterogeneous smartgrid network: complexity and approximations for tree topologies 配置异构智能电网:树状拓扑的复杂性和近似
3区 数学
Journal of Global Optimization Pub Date : 2023-11-14 DOI: 10.1007/s10898-023-01338-0
Dominique Barth, Thierry Mautor, Dimitri Watel, Marc-Antoine Weisser
{"title":"Configuring an heterogeneous smartgrid network: complexity and approximations for tree topologies","authors":"Dominique Barth, Thierry Mautor, Dimitri Watel, Marc-Antoine Weisser","doi":"10.1007/s10898-023-01338-0","DOIUrl":"https://doi.org/10.1007/s10898-023-01338-0","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"3 11","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136232310","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Discrete approximation for two-stage stochastic variational inequalities 两阶段随机变分不等式的离散逼近
3区 数学
Journal of Global Optimization Pub Date : 2023-11-14 DOI: 10.1007/s10898-023-01337-1
Jie Jiang, Hailin Sun
{"title":"Discrete approximation for two-stage stochastic variational inequalities","authors":"Jie Jiang, Hailin Sun","doi":"10.1007/s10898-023-01337-1","DOIUrl":"https://doi.org/10.1007/s10898-023-01337-1","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"93 20","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134901110","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Strict feasibility for the polynomial complementarity problem 多项式互补问题的严格可行性
3区 数学
Journal of Global Optimization Pub Date : 2023-11-14 DOI: 10.1007/s10898-023-01339-z
Xue-liu Li, Guo-ji Tang
{"title":"Strict feasibility for the polynomial complementarity problem","authors":"Xue-liu Li, Guo-ji Tang","doi":"10.1007/s10898-023-01339-z","DOIUrl":"https://doi.org/10.1007/s10898-023-01339-z","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"90 14","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134901537","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Separating disconnected quadratic level sets by other quadratic level sets 用其他二次水平集分离不相连的二次水平集
3区 数学
Journal of Global Optimization Pub Date : 2023-11-13 DOI: 10.1007/s10898-023-01330-8
Huu-Quang Nguyen, Ya-Chi Chu, Ruey-Lin Sheu
{"title":"Separating disconnected quadratic level sets by other quadratic level sets","authors":"Huu-Quang Nguyen, Ya-Chi Chu, Ruey-Lin Sheu","doi":"10.1007/s10898-023-01330-8","DOIUrl":"https://doi.org/10.1007/s10898-023-01330-8","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"51 11","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134992946","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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