Canonical Dual Algorithms for Global Optimization with Applications
- Authors: Zhou, Xiaojun
- Date: 2014
- Type: Text , Thesis
- Full Text:
- Description: Canonical duality theory provides a unified framework which can transform a nonconvex primal minimization problem to a canonical dual maximization problem over a convex domain without duality gap. But the global optimality is guaranteed by a certain positive definite condition and such condition is not always satisfied. The goal of this thesis aims to explore possible techniques that can be used to solve global optimization problems based on the canonical duality theory. Firstly, an algorithmic framework for canonical duality theory is established, which shows that the canonical dual algorithms can be developed in four aspects under the positive definite condition explicitly or implicitly, namely, (i) minimizing the primal problem, (ii) maximizing the canonical dual problem, (iii) solving a nonlinear equation caused by total complementary function, and (iv) solving a nonlinear equation caused by canonical dual function. Secondly, we show that if there exists a critical point of the canonical dual problem in the positive definite domain, by solving an equivalent semidefinite programming (SDP) problem, the corresponding global solution to the primal problem can be obtained easily via off-the-shelf software packages. A specific canonical dual algorithm is given for each problem, including sum of fourth-order polynomials minimization, nonconvex quadratically constrained quadratic program (QCQP), and boolean quadratic program (BQP). Thirdly, we propose a canonical primal-dual algorithm framework based on the total complementary function. Convergence analysis is discussed from the perspective of variational inequalities (VIs) and contraction methods. Specific canonical primal-dual algorithms for sum of fourth-order polynomials minimization is given as well. And a real-world application to the sensor network localization problem is illustrated. Next, a canonical sequential reduction approach is proposed to recover the approximate or global solution for the BQP problem. By fixing some previously known components, the original problem can be reduced sequentially to a lower dimension one. This approach is successfully applied to the well-known maxcut problem. Finally, we discuss the canonical dual approach applied to continuous time constrained optimal control. And it shows that the optimal control law for the n-dimensional constrained linear quadratic regulator can be achieved precisely via one-dimensional canonical dual variable, and for the optimal control problem with concave cost functional, an approximate solution can be obtained by introducing a linear perturbation term.
- Description: PhD
- Authors: Zhou, Xiaojun
- Date: 2014
- Type: Text , Thesis
- Full Text:
- Description: Canonical duality theory provides a unified framework which can transform a nonconvex primal minimization problem to a canonical dual maximization problem over a convex domain without duality gap. But the global optimality is guaranteed by a certain positive definite condition and such condition is not always satisfied. The goal of this thesis aims to explore possible techniques that can be used to solve global optimization problems based on the canonical duality theory. Firstly, an algorithmic framework for canonical duality theory is established, which shows that the canonical dual algorithms can be developed in four aspects under the positive definite condition explicitly or implicitly, namely, (i) minimizing the primal problem, (ii) maximizing the canonical dual problem, (iii) solving a nonlinear equation caused by total complementary function, and (iv) solving a nonlinear equation caused by canonical dual function. Secondly, we show that if there exists a critical point of the canonical dual problem in the positive definite domain, by solving an equivalent semidefinite programming (SDP) problem, the corresponding global solution to the primal problem can be obtained easily via off-the-shelf software packages. A specific canonical dual algorithm is given for each problem, including sum of fourth-order polynomials minimization, nonconvex quadratically constrained quadratic program (QCQP), and boolean quadratic program (BQP). Thirdly, we propose a canonical primal-dual algorithm framework based on the total complementary function. Convergence analysis is discussed from the perspective of variational inequalities (VIs) and contraction methods. Specific canonical primal-dual algorithms for sum of fourth-order polynomials minimization is given as well. And a real-world application to the sensor network localization problem is illustrated. Next, a canonical sequential reduction approach is proposed to recover the approximate or global solution for the BQP problem. By fixing some previously known components, the original problem can be reduced sequentially to a lower dimension one. This approach is successfully applied to the well-known maxcut problem. Finally, we discuss the canonical dual approach applied to continuous time constrained optimal control. And it shows that the optimal control law for the n-dimensional constrained linear quadratic regulator can be achieved precisely via one-dimensional canonical dual variable, and for the optimal control problem with concave cost functional, an approximate solution can be obtained by introducing a linear perturbation term.
- Description: PhD
Discrete state transition algorithm for unconstrained integer optimization problems
- Zhou, Xiaojun, Gao, David, Yang, Chunhua, Gui, Weihua
- Authors: Zhou, Xiaojun , Gao, David , Yang, Chunhua , Gui, Weihua
- Date: 2016
- Type: Text , Journal article
- Relation: Neurocomputing Vol. 173, no. (2016), p. 864-874
- Full Text:
- Reviewed:
- Description: A recently new intelligent optimization algorithm called discrete state transition algorithm is considered in this study, for solving unconstrained integer optimization problems. Firstly, some key elements for discrete state transition algorithm are summarized to guide its well development. Several intelligent operators are designed for local exploitation and global exploration. Then, a dynamic adjustment strategy "risk and restoration in probability" is proposed to capture global solutions with high probability. Finally, numerical experiments are carried out to test the performance of the proposed algorithm compared with other heuristics, and they show that the similar intelligent operators can be applied to ranging from traveling salesman problem, boolean integer programming, to discrete value selection problem, which indicates the adaptability and flexibility of the proposed intelligent elements. (C) 2015 Elsevier B.V. All rights reserved.
- Authors: Zhou, Xiaojun , Gao, David , Yang, Chunhua , Gui, Weihua
- Date: 2016
- Type: Text , Journal article
- Relation: Neurocomputing Vol. 173, no. (2016), p. 864-874
- Full Text:
- Reviewed:
- Description: A recently new intelligent optimization algorithm called discrete state transition algorithm is considered in this study, for solving unconstrained integer optimization problems. Firstly, some key elements for discrete state transition algorithm are summarized to guide its well development. Several intelligent operators are designed for local exploitation and global exploration. Then, a dynamic adjustment strategy "risk and restoration in probability" is proposed to capture global solutions with high probability. Finally, numerical experiments are carried out to test the performance of the proposed algorithm compared with other heuristics, and they show that the similar intelligent operators can be applied to ranging from traveling salesman problem, boolean integer programming, to discrete value selection problem, which indicates the adaptability and flexibility of the proposed intelligent elements. (C) 2015 Elsevier B.V. All rights reserved.
Global solutions to a class of CEC benchmark constrained optimization problems
- Zhou, Xiaojun, Gao, David, Yang, Chunhua
- Authors: Zhou, Xiaojun , Gao, David , Yang, Chunhua
- Date: 2016
- Type: Text , Journal article
- Relation: Optimization Letters Vol. 10, no. 3 (2016), p. 457-472
- Full Text:
- Reviewed:
- Description: This paper aims to solve a class of CEC benchmark constrained optimization problems that have been widely studied by nature-inspired optimization algorithms. Based on canonical duality theory, these challenging problems can be reformulated as a unified canonical dual problem over a convex set, which can be solved deterministically to obtain global optimal solutions in polynomial time. Applications are illustrated by some well-known CEC benchmark problems, and comparisons with other methods have demonstrated the effectiveness of the proposed approach. © 2014, Springer-Verlag Berlin Heidelberg.
- Authors: Zhou, Xiaojun , Gao, David , Yang, Chunhua
- Date: 2016
- Type: Text , Journal article
- Relation: Optimization Letters Vol. 10, no. 3 (2016), p. 457-472
- Full Text:
- Reviewed:
- Description: This paper aims to solve a class of CEC benchmark constrained optimization problems that have been widely studied by nature-inspired optimization algorithms. Based on canonical duality theory, these challenging problems can be reformulated as a unified canonical dual problem over a convex set, which can be solved deterministically to obtain global optimal solutions in polynomial time. Applications are illustrated by some well-known CEC benchmark problems, and comparisons with other methods have demonstrated the effectiveness of the proposed approach. © 2014, Springer-Verlag Berlin Heidelberg.
State transition algorithm for traveling salesman problem
- Yang, Chunhua, Tang, Xiaolin, Zhou, Xiaojun, Gui, Weihua
- Authors: Yang, Chunhua , Tang, Xiaolin , Zhou, Xiaojun , Gui, Weihua
- Date: 2012
- Type: Text , Conference proceedings
- Full Text:
- Description: Discrete version of state transition algorithm is proposed in order to solve the traveling salesman problem. Three special operators for discrete optimization problem named swap, shift and symmetry transformations are presented. Convergence analysis and time complexity of the algorithm are also considered. To make the algorithm simple and efficient, no parameter adjusting is suggested in current version. Experiments are carried out to test the performance of the strategy, and comparisons with simulated annealing and ant colony optimization have demonstrated the effectiveness of the proposed algorithm. The results also show that the discrete state transition algorithm consumes much less time and has better search ability than its counterparts, which indicates that state transition algorithm is with strong adaptability. © 2012 Chinese Assoc of Automati.
- Authors: Yang, Chunhua , Tang, Xiaolin , Zhou, Xiaojun , Gui, Weihua
- Date: 2012
- Type: Text , Conference proceedings
- Full Text:
- Description: Discrete version of state transition algorithm is proposed in order to solve the traveling salesman problem. Three special operators for discrete optimization problem named swap, shift and symmetry transformations are presented. Convergence analysis and time complexity of the algorithm are also considered. To make the algorithm simple and efficient, no parameter adjusting is suggested in current version. Experiments are carried out to test the performance of the strategy, and comparisons with simulated annealing and ant colony optimization have demonstrated the effectiveness of the proposed algorithm. The results also show that the discrete state transition algorithm consumes much less time and has better search ability than its counterparts, which indicates that state transition algorithm is with strong adaptability. © 2012 Chinese Assoc of Automati.
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