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Parallel competing algorithms in global optimization
Dissertation (MEng (Mechanical Engineering))--University of Pretoria, 2006.
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| Format: | Thesis |
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University of Pretoria
2013
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| _version_ | 1867613560190795776 |
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| access_status_str | Open Access |
| author2 | Groenwold, Albert A. |
| author_browse | Groenwold, Albert A. |
| author_facet | Groenwold, Albert A. |
| collection | Thesis |
| dc_rights_str_mv | © 2000 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. |
| description | Dissertation (MEng (Mechanical Engineering))--University of Pretoria, 2006. |
| format | Thesis |
| id | oai:repository.up.ac.za:2263/22980 |
| institution | University of Pretoria (South Africa) |
| last_indexed | 2026-06-10T12:38:04.955Z |
| license_str | Other — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository |
| publishDate | 2013 |
| publishDateRange | 2013 |
| publishDateSort | 2013 |
| publisher | University of Pretoria |
| publisherStr | University of Pretoria |
| record_format | dspace |
| source_str | UPSpace — University of Pretoria Institutional Repository |
| spelling | oai:repository.up.ac.za:2263/22980 Parallel competing algorithms in global optimization Groenwold, Albert A. upetd@up.ac.za Bolton, Hermanus Petrus Johannes Slopes (soil mechanics) stability global analysis Optimization (mathematics) engineering mechanical. Global analysis (mathematics) engineering mechanic UCTD Dissertation (MEng (Mechanical Engineering))--University of Pretoria, 2006. Specialized techniques are needed to solve global optimization problems, due to the existence of multiple local optima or numerical noise in the objective function. The complexity of the problem is aggravated when discontinuities and constraints are present, or when evaluation of the objective function is computationally expensive. The global (minimization) programming problem is defined as finding the variable set for which the objective function obtains not only a local minimum, but also the smallest value, the global minimum. From a mathematical point of view, the global programming problem is essentially unsolvable, due to a lack of mathematical conditions characterizing the global optimum. In this study, the unconstrained global programming problem is addressed using a number of novel heuristic approaches. Firstly, a probabilistic global stopping criterion is presented for multi-start algorithms. This rule, denoted the unified Bayesian stopping criterion, is based on the single mild assumption that the probability of convergence to the global minimum is comparable to the probability of convergence to any other local minimum. This rule was previously presented for use in combination with a specific global optimization algorithm, and is now shown to be effective when used in a general multi-start approach. The suitability of the unified Bayesian stopping criterion is demonstrated for a number of algorithms using standard test functions. Secondly, multi-start global optimization algorithms based on multiple local searches, com¬bined with the unified Bayesian stopping criterion, are presented. Numerical results reveal that these simple multi-start algorithms outperform a number of leading contenders. Thirdly, parallelization of the sequential multi-start algorithms is shown to effectively re¬duce the apparent computational time associated with solving expensive global programming problems. Fourthly, two algorithms simulating natural phenomena are implemented, namely the rel¬atively new particle swarm optimization method and the well known genetic algorithm. For the current implementations, numerical results indicate that the computational effort associated with these methods is comparable. Fifthly, the observation that no single global optimization algorithm can consistently out¬perform any other algorithm when a large set of problems is considered, leads to the de¬velopment of a parallel competing algorithm infrastructure. In this infrastructure different algorithms, ranging from deterministic to stochastic, compete simultaneously for a contri¬bution to the unified Bayesian global stopping criterion. This is an important step towards facilitating an infrastructure that is suitable for a range of problems in different classes. In the sixth place, the constrained global programming problems is addressed using con¬strained algorithms in the parallel competing algorithm infrastructure. The developed methods are extensively tested using standard test functions, for both serial and parallel implementations. An optimization procedure is also presented to solve the slope stability problem faced in civil engineering. This new procedure determines the factor of safety of slopes using a global optimization approach. Mechanical and Aeronautical Engineering unrestricted 2013-09-06T14:12:41Z 2006-03-08 2013-09-06T14:12:41Z 2001-08-01 2006-03-08 2006-03-06 Dissertation Bolton, HPJ 2000, Parallel competing algorithms in global optimization, MEng dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/22980 > H1162/ag http://hdl.handle.net/2263/22980 http://upetd.up.ac.za/thesis/available/etd-03062006-150505/ © 2000 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. application/pdf University of Pretoria |
| spellingShingle | Slopes (soil mechanics) stability global analysis Optimization (mathematics) engineering mechanical. Global analysis (mathematics) engineering mechanic UCTD Parallel competing algorithms in global optimization |
| title | Parallel competing algorithms in global optimization |
| title_full | Parallel competing algorithms in global optimization |
| title_fullStr | Parallel competing algorithms in global optimization |
| title_full_unstemmed | Parallel competing algorithms in global optimization |
| title_short | Parallel competing algorithms in global optimization |
| title_sort | parallel competing algorithms in global optimization |
| topic | Slopes (soil mechanics) stability global analysis Optimization (mathematics) engineering mechanical. Global analysis (mathematics) engineering mechanic UCTD |
| url | http://hdl.handle.net/2263/22980 http://upetd.up.ac.za/thesis/available/etd-03062006-150505/ |