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  • 0103 Numerical and Computational Mathematics
  • Derivative-free optimization
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3Yes 2No
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1Ahmed, S. T. 1Al Nuaimat, Alia 1Barton, Andrew 1Emelle, C. 1Kampas, F. 1Karasozen, Bulent 1Karmitsa, Napsu 1Mala-Jetmarova, Helena 1Mason, T. L. 1Pinter, J. D. 1Rubinov, Alex 1Sezer, Monsalve 1Sultanova, Nargiz 1Van Berkel, J. 1Yearwood, John 1Zhang, Jiapu
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3Discrete gradient 20102 Applied Mathematics 2Algorithms 10802 Computation Theory and Mathematics 1Binary integers 1Bundle methods 1Complex task 1Computer simulation 1Continuous variables 1Cutting Angle Method 1EPANet 1Energy utilization 1Flow control 1Functions 1Global optimization 1Gradient method 1Grid search 1Hooke-Jeeves
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3Yes 2No
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1Ahmed, S. T. 1Al Nuaimat, Alia 1Barton, Andrew 1Emelle, C. 1Kampas, F. 1Karasozen, Bulent 1Karmitsa, Napsu 1Mala-Jetmarova, Helena 1Mason, T. L. 1Pinter, J. D. 1Rubinov, Alex 1Sezer, Monsalve 1Sultanova, Nargiz 1Van Berkel, J. 1Yearwood, John 1Zhang, Jiapu
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3Discrete gradient 20102 Applied Mathematics 2Algorithms 10802 Computation Theory and Mathematics 1Binary integers 1Bundle methods 1Complex task 1Computer simulation 1Continuous variables 1Cutting Angle Method 1EPANet 1Energy utilization 1Flow control 1Functions 1Global optimization 1Gradient method 1Grid search 1Hooke-Jeeves
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Integrated production system optimization using global optimization techniques

- Mason, T. L., Emelle, C., Van Berkel, J., Bagirov, Adil, Kampas, F., Pinter, J. D.


  • Authors: Mason, T. L. , Emelle, C. , Van Berkel, J. , Bagirov, Adil , Kampas, F. , Pinter, J. D.
  • Date: 2007
  • Type: Text , Journal article
  • Relation: Journal of Industrial and Management Optimization Vol. 3, no. 2 (May 2007), p. 257-277
  • Full Text:
  • Reviewed:
  • Description: Many optimization problems related to integrated oil and gas production systems are nonconvex and multimodal. Additionally, apart from the innate nonsmoothness of many optimization problems, nonsmooth functions such as minimum and maximum functions may be used to model flow/pressure controllers and cascade mass in the gas gathering and blending networks. In this paper we study the application of different versions of the derivative free Discrete Gradient Method (DGM) as well as the Lipschitz Global Optimizer (LGO) suite to production optimization in integrated oil and gas production systems and their comparison with various local and global solvers used with the General Algebraic Modeling System (GAMS). Four nonconvex and nonsmooth test cases were constructed from a small but realistic integrated gas production system optimization problem. The derivation of the system of equations for the various test cases is also presented. Results demonstrate that DGM is especially effective for solving nonsmooth optimization problems and its two versions are capable global optimization algorithms. We also demonstrate that LGO solves successfully the presented test (as well as other related real-world) problems.
  • Description: C1
  • Description: 2003004725

Integrated production system optimization using global optimization techniques

  • Authors: Mason, T. L. , Emelle, C. , Van Berkel, J. , Bagirov, Adil , Kampas, F. , Pinter, J. D.
  • Date: 2007
  • Type: Text , Journal article
  • Relation: Journal of Industrial and Management Optimization Vol. 3, no. 2 (May 2007), p. 257-277
  • Full Text:
  • Reviewed:
  • Description: Many optimization problems related to integrated oil and gas production systems are nonconvex and multimodal. Additionally, apart from the innate nonsmoothness of many optimization problems, nonsmooth functions such as minimum and maximum functions may be used to model flow/pressure controllers and cascade mass in the gas gathering and blending networks. In this paper we study the application of different versions of the derivative free Discrete Gradient Method (DGM) as well as the Lipschitz Global Optimizer (LGO) suite to production optimization in integrated oil and gas production systems and their comparison with various local and global solvers used with the General Algebraic Modeling System (GAMS). Four nonconvex and nonsmooth test cases were constructed from a small but realistic integrated gas production system optimization problem. The derivation of the system of equations for the various test cases is also presented. Results demonstrate that DGM is especially effective for solving nonsmooth optimization problems and its two versions are capable global optimization algorithms. We also demonstrate that LGO solves successfully the presented test (as well as other related real-world) problems.
  • Description: C1
  • Description: 2003004725

Discrete gradient method : Derivative-free method for nonsmooth optimization

- Bagirov, Adil, Karasozen, Bulent, Sezer, Monsalve

  • Authors: Bagirov, Adil , Karasozen, Bulent , Sezer, Monsalve
  • Date: 2008
  • Type: Text , Journal article
  • Relation: Journal of Optimization Theory and Applications Vol. 137, no. 2 (2008), p. 317-334
  • Relation: http://purl.org/au-research/grants/arc/DP0666061
  • Full Text:
  • Reviewed:
  • Description: A new derivative-free method is developed for solving unconstrained nonsmooth optimization problems. This method is based on the notion of a discrete gradient. It is demonstrated that the discrete gradients can be used to approximate subgradients of a broad class of nonsmooth functions. It is also shown that the discrete gradients can be applied to find descent directions of nonsmooth functions. The preliminary results of numerical experiments with unconstrained nonsmooth optimization problems as well as the comparison of the proposed method with the nonsmooth optimization solver DNLP from CONOPT-GAMS and the derivative-free optimization solver CONDOR are presented. © 2007 Springer Science+Business Media, LLC.
  • Description: C1
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Local optimization method with global multidimensional search

- Bagirov, Adil, Rubinov, Alex, Zhang, Jiapu


  • Authors: Bagirov, Adil , Rubinov, Alex , Zhang, Jiapu
  • Date: 2005
  • Type: Text , Journal article
  • Relation: Journal of Global Optimization Vol. 32, no. 2 (2005), p. 161-179
  • Full Text:
  • Reviewed:
  • Description: This paper presents a new method for solving global optimization problems. We use a local technique based on the notion of discrete gradients for finding a cone of descent directions and then we use a global cutting angle algorithm for finding global minimum within the intersection of the cone and the feasible region. We present results of numerical experiments with well-known test problems and with the so-called cluster function. These results confirm that the proposed algorithms allows one to find a global minimizer or at least a deep local minimizer of a function with a huge amount of shallow local minima. © Springer 2005.
  • Description: C1
  • Description: 2003001351

Local optimization method with global multidimensional search

  • Authors: Bagirov, Adil , Rubinov, Alex , Zhang, Jiapu
  • Date: 2005
  • Type: Text , Journal article
  • Relation: Journal of Global Optimization Vol. 32, no. 2 (2005), p. 161-179
  • Full Text:
  • Reviewed:
  • Description: This paper presents a new method for solving global optimization problems. We use a local technique based on the notion of discrete gradients for finding a cone of descent directions and then we use a global cutting angle algorithm for finding global minimum within the intersection of the cone and the feasible region. We present results of numerical experiments with well-known test problems and with the so-called cluster function. These results confirm that the proposed algorithms allows one to find a global minimizer or at least a deep local minimizer of a function with a huge amount of shallow local minima. © Springer 2005.
  • Description: C1
  • Description: 2003001351

Limited memory discrete gradient bundle method for nonsmooth derivative-free optimization

- Karmitsa, Napsu, Bagirov, Adil

  • Authors: Karmitsa, Napsu , Bagirov, Adil
  • Date: 2012
  • Type: Text , Journal article
  • Relation: Optimization Vol. 61, no. 12 (2012), p. 1491-1509
  • Full Text: false
  • Reviewed:
  • Description: Typically, practical nonsmooth optimization problems involve functions with hundreds of variables. Moreover, there are many practical problems where the computation of even one subgradient is either a difficult or an impossible task. In such cases derivative-free methods are the better (or only) choice since they do not use explicit computation of subgradients. However, these methods require a large number of function evaluations even for moderately large problems. In this article, we propose an efficient derivative-free limited memory discrete gradient bundle method for nonsmooth, possibly nonconvex optimization. The convergence of the proposed method is proved for locally Lipschitz continuous functions and the numerical experiments to be presented confirm the usability of the method especially for medium size and large-scale problems. © 2012 Copyright Taylor and Francis Group, LLC.
  • Description: 2003010398

An algorithm for minimization of pumping costs in water distribution systems using a novel approach to pump scheduling

- Bagirov, Adil, Barton, Andrew, Mala-Jetmarova, Helena, Al Nuaimat, Alia, Ahmed, S. T., Sultanova, Nargiz, Yearwood, John

  • Authors: Bagirov, Adil , Barton, Andrew , Mala-Jetmarova, Helena , Al Nuaimat, Alia , Ahmed, S. T. , Sultanova, Nargiz , Yearwood, John
  • Date: 2013
  • Type: Text , Journal article
  • Relation: Mathematical and Computer Modelling Vol. 57, no. 3-4 (2013), p. 873-886
  • Relation: http://purl.org/au-research/grants/arc/LP0990908
  • Full Text: false
  • Reviewed:
  • Description: The operation of a water distribution system is a complex task which involves scheduling of pumps, regulating water levels of storages, and providing satisfactory water quality to customers at required flow and pressure. Pump scheduling is one of the most important tasks of the operation of a water distribution system as it represents the major part of its operating costs. In this paper, a novel approach for modeling of explicit pump scheduling to minimize energy consumption by pumps is introduced which uses the pump start/end run times as continuous variables, and binary integer variables to describe the pump status at the beginning of the scheduling period. This is different from other approaches where binary integer variables for each hour are typically used, which is considered very impractical from an operational perspective. The problem is formulated as a mixed integer nonlinear programming problem, and a new algorithm is developed for its solution. This algorithm is based on the combination of the grid search with the Hooke-Jeeves pattern search method. The performance of the algorithm is evaluated using literature test problems applying the hydraulic simulation model EPANet. © 2012 Elsevier Ltd.
  • Description: 2003010583

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