Experimental Comparisons of Derivative Free Optimization Algorithms

In this paper, the performances of the quasi-Newton BFGS algorithm, the NEWUOA derivative free optimizer, the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), the Differential Evolution (DE) algorithm and Particle Swarm Optimizers (PSO) are compared experimentally on benchmark functions reflecting important challenges encountered in real-world optimization problems. Dependence of the performances in the conditioning of the problem and rotational invariance of the algorithms are in particular investigated.Comment: 8th International Symposium on Experimental Algorithms, Dortmund : Germany (2009

Generalized multiobjective evolutionary algorithm guided by descent directions

This paper proposes a generalized descent directions-guided multiobjective algorithm (DDMOA2). DDMOA2 uses the scalarizing fitness assignment in its parent and environmental selection procedures. The population consists of leader and non-leader individuals. Each individual in the population is represented by a tuple containing its genotype as well as the set of strategy parameters. The main novelty and the primary strength of our algorithm is its reproduction operator, which combines the traditional local search and stochastic search techniques. To improve efficiency, when the number of objective is increased, descent directions are found only for two randomly chosen objectives. Furthermore, in order to increase the search pressure in high-dimensional objective space, we impose an additional condition for the acceptance of descent directions found for leaders during local search. The performance of the proposed approach is compared with those produced by representative state-of-the-art multiobjective evolutionary algorithms on a set of problems with up to 8 objectives. The experimental results reveal that our algorithm is able to produce highly competitive results with well-established multiobjective optimizers on all tested problems.Moreover, due to its hybrid reproduction operator, DDMOA2 demonstrates superior performance on multimodal problems.This work has been supported by FCT Fundação para a Ciência e Tecnologia in the scope of the project: PEst-OE/EEI/UI0319/2014

Observations and modelling of a large optical flare on AT Microscopii

Spectroscopic observations covering the wavelength range 3600--4600\AA are presented for a large flare on the late type M dwarf AT Mic (dM4.5e). A procedure to estimate the physical parameters of the flaring plasma has been used which assumes a simplified slab model of the flare based on a comparison of observed and computed Balmer decrements. With this procedure we have determined the electron density, electron temperature, optical thickness and temperature of the underlying source for the impulsive and gradual phases of the flare. The magnitude and duration of the flare allows us to trace the physical parameters of the response of the lower atmosphere. In order to check our derived values we have compared them with other methods. In addition, we have also applied our procedure to a stellar and a solar flare for which parameters have been obtained using other techniques.Comment: 11 pages, 8 tables, accepted by A&

Hybrid simulation-optimization methods: A taxonomy and discussion

The possibilities of combining simulation and optimization are vast and the appropriate design highly depends on the problem characteristics. Therefore, it is very important to have a good overview of the different approaches. The taxonomies and classifications proposed in the literature do not cover the complete range of methods and overlook some important criteria. We provide a taxonomy that aims at giving an overview of the full spectrum of current simulation-optimization approaches. Our study may guide researchers who want to use one of the existing methods, give insights into the cross-fertilization of the ideas applied in those methods and create a standard for a better communication in the scientific community. Future reviews can use the taxonomy here described to classify both general approaches and methods for specific application fields.The possibilities of combining simulation and optimization are vast and the appropriate design highly depends on the problem characteristics. Therefore, it is very important to have a good overview of the different approaches. The taxonomies and classifications proposed in the literature do not cover the complete range of methods and overlook some important criteria. We provide a taxonomy that aims at giving an overview of the full spectrum of current simulation-optimization approaches. Our study may guide researchers who want to use one of the existing methods, give insights into the cross-fertilization of the ideas applied in those methods and create a standard for a better communication in the scientific community. Future reviews can use the taxonomy here described to classify both general approaches and methods for specific application fields. (C) 2014 Elsevier B.V. All rights reserved

Analysis and modeling of high temporal resolution spectroscopic observations of flares on AD Leo

We report the results of a high temporal resolution spectroscopic monitoring of the flare star AD Leo. During 4 nights, more than 600 spectra were taken in the optical range using the Isaac Newton Telescope (INT) and the Intermediate Dispersion Spectrograph (IDS). We have observed a large number of short and weak flares occurring very frequently (flare activity > 0.71 hours-1). This is in favour of the very important role that flares can play in stellar coronal heating. The detected flares are non white-light flares and, though most of solar flares belong to this kind, very few such events had been previously observed on stars. The behaviour of different chromospheric lines (Balmer series from H_alpha to H_11, Ca II H & K, Na I D_1 & D_2, He I 4026 AA and He I D_3) has been studied in detail for a total of 14 flares. We have also estimated the physical parameters of the flaring plasma by using a procedure which assumes a simplified slab model of flares. All the obtained physical parameters are consistent with previously derived values for stellar flares, and the areas - less than 2.3% of the stellar surface - are comparable with the size inferred for other solar and stellar flares. Finally, we have studied the relationships between the physical parameters and the area, duration, maximum flux and energy released during the detected flares.Comment: Latex file with 17 pages, 11 figures. Available at http://www.ucm.es/info/Astrof/invest/actividad/actividad_pub.html Accepted for publication in: Astronomy & Astrophysics (A&A

Process Simulation and Control Optimization of a Blast Furnace Using Classical Thermodynamics Combined to a Direct Search Algorithm

Several numerical approaches have been proposed in the literature to simulate the behavior of modern blast furnaces: finite volume methods, data-mining models, heat and mass balance models, and classical thermodynamic simulations. Despite this, there is actually no efficient method for evaluating quickly optimal operating parameters of a blast furnace as a function of the iron ore composition, which takes into account all potential chemical reactions that could occur in the system. In the current study, we propose a global simulation strategy of a blast furnace, the 5-unit process simulation. It is based on classical thermodynamic calculations coupled to a direct search algorithm to optimize process parameters. These parameters include the minimum required metallurgical coke consumption as well as the optimal blast chemical composition and the total charge that simultaneously satisfy the overall heat and mass balances of the system. Moreover, a Gibbs free energy function for metallurgical coke is parameterized in the current study and used to fine-tune the simulation of the blast furnace. Optimal operating conditions and predicted output stream properties calculated by the proposed thermodynamic simulation strategy are compared with reference data found in the literature and have proven the validity and high precision of this simulation

Effects and Coeffects in Call-By-Push-Value (Extended Version)

Effect and coeffect tracking integrate many types of compile-time analysis, such as cost, liveness, or dataflow, directly into a language\u27s type system. In this paper, we investigate the addition of effect and coeffect tracking to the type system of call-by-push-value (CBPV), a computational model useful in compilation for its isolation of effects and for its ability to cleanly express both call-by-name and call-by-value computations. Our main result is effect-and-coeffect soundness, which asserts that the type system accurately bounds the effects that the program may trigger during execution and accurately tracks the demands that the program may make on its environment. This result holds for two different dynamic semantics: a generic one that can be adapted for different coeffects and one that is adapted for reasoning about resource usage. In particular, the second semantics discards the evaluation of unused values and pure computations while ensuring that effectful computations are always evaluated, even if their results are not required. Our results have been mechanized using the Coq proof assistant

Stationarity results for generating set search for linearly constrained optimization.

We derive new stationarity results for derivative-free, generating set search methods for linearly constrained optimization. We show that a particular measure of stationarity is of the same order as the step length at an identifiable subset of the iterations. Thus, even in the absence of explicit knowledge of the derivatives of the objective function, we still have information about stationarity. These results help both unify the convergence analysis of several classes of direct search algorithms and clarify the fundamental geometrical ideas that underlie them. In addition, these results validate a practical stopping criterion for such algorithms