A novel optimization algorithm called stochastic focusing search （SFS） for the real-parameter optimization is proposed. The new algorithm is a swarm intelligence algorithm, which is based on simulating the act of hu...A novel optimization algorithm called stochastic focusing search （SFS） for the real-parameter optimization is proposed. The new algorithm is a swarm intelligence algorithm, which is based on simulating the act of human randomized searching, and the human searching behaviors. The algorithm＇s performance is studied using a challenging set of typically complex functions with comparison of differential evolution （DE） and three modified particle swarm optimization （PSO） algorithms, and the simulation results show that SFS is competitive to solve most parts of the benchmark problems and will become a promising candidate of search algorithms especially when the existing algorithms have some difficulties in solving certain problems.展开更多
Many difficult engineering problems cannot be solved by the conventional optimization techniques in practice. Direct searches that need no recourse to explicit derivatives are revived and become popular since the new ...Many difficult engineering problems cannot be solved by the conventional optimization techniques in practice. Direct searches that need no recourse to explicit derivatives are revived and become popular since the new century. In order to get a deep insight into this field, some notes on the direct searches for non-smooth optimization problems are made. The global convergence vs. local convergence and their influences on expected solutions for simulation-based stochastic optimization are pointed out. The sufficient and simple decrease criteria for step acceptance are analyzed, and why simple decrease is enough for globalization in direct searches is identified. The reason to introduce the positive spanning set and its usage in direct searches is explained. Other topics such as the generalization of direct searches to bound, linear and non-linear constraints are also briefly discussed.展开更多
The optimal control of the partially observable stochastic system at the risk-sensitive cost is considered in this paper. The system dynamics has a general correlation between system and measurement noise. And the ris...The optimal control of the partially observable stochastic system at the risk-sensitive cost is considered in this paper. The system dynamics has a general correlation between system and measurement noise. And the risk-sensitive cost contains a general quadratic term (with cross terms and extra linear terms). The explicit solution of such a problem is presented here using the output feedback control method. This clean and direct derivation enables one to convert such partial observable problems into the equivalent complete observable control problems and use the routine ways to solve them.展开更多
A new approach of smoothing the white noise for nonlinear stochastic system was proposed. Through presenting the Gaussian approximation about the white noise posterior smoothing probability density fimction, an optima...A new approach of smoothing the white noise for nonlinear stochastic system was proposed. Through presenting the Gaussian approximation about the white noise posterior smoothing probability density fimction, an optimal and unifying white noise smoothing framework was firstly derived on the basis of the existing state smoother. The proposed framework was only formal in the sense that it rarely could be directly used in practice since the model nonlinearity resulted in the intractability and infeasibility of analytically computing the smoothing gain. For this reason, a suboptimal and practical white noise smoother, which is called the unscented white noise smoother （UWNS）, was further developed by applying unscented transformation to numerically approximate the smoothing gain. Simulation results show the superior performance of the proposed UWNS approach as compared to the existing extended white noise smoother （EWNS） based on the first-order linearization.展开更多
Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical...Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.展开更多
When the bi-stable stochastic resonance method was applied to enhance weak thruster fault for autonomous underwater vehicle(AUV), the enhancement performance could not satisfy the detection requirement of weak thruste...When the bi-stable stochastic resonance method was applied to enhance weak thruster fault for autonomous underwater vehicle(AUV), the enhancement performance could not satisfy the detection requirement of weak thruster fault. As for this problem, a fault feature enhancement method based on mono-stable stochastic resonance was proposed. In the method, in order to improve the enhancement performance of weak thruster fault feature, the conventional bi-stable potential function was changed to mono-stable potential function which was more suitable for aperiodic signals. Furthermore, when particle swarm optimization was adopted to adjust the parameters of mono-stable stochastic resonance system, the global convergent time would be long. An improved particle swarm optimization method was developed by changing the linear inertial weighted function as nonlinear function with cosine function, so as to reduce the global convergent time. In addition, when the conventional wavelet reconstruction method was adopted to detect the weak thruster fault, undetected fault or false alarm may occur. In order to successfully detect the weak thruster fault, a weak thruster detection method was proposed based on the integration of stochastic resonance and wavelet reconstruction. In the method, the optimal reconstruction scale was determined by comparing wavelet entropies corresponding to each decomposition scale. Finally, pool-experiments were performed on AUV with thruster fault. The effectiveness of the proposed mono-stable stochastic resonance method in enhancing fault feature and reducing the global convergent time was demonstrated in comparison with particle swarm optimization based bi-stochastic resonance method. Furthermore, the effectiveness of the proposed fault detection method was illustrated in comparison with the conventional wavelet reconstruction.展开更多
A novel strategy of probability density function （PDF） shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimiza...A novel strategy of probability density function （PDF） shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimization algorithm. The parameters of the control er are viewed as the space position of a particle in particle swarm optimization algorithm and updated continual y until the control er makes the PDF of the state variable as close as possible to the expected PDF. The proposed PDF shape control technique is compared with the equivalent linearization technique through simulation experiments. The results show the superiority and the effectiveness of the proposed method. The control er is excellent in making the state PDF fol ow the expected PDF and has the very smal error between the state PDF and the expected PDF, solving the control problem of the PDF shape in stochastic systems effectively.展开更多
There are many population-based stochastic search algorithms for solving optimization problems. However, the universality and robustness of these algorithms are still unsatisfactory. This paper proposes an enhanced se...There are many population-based stochastic search algorithms for solving optimization problems. However, the universality and robustness of these algorithms are still unsatisfactory. This paper proposes an enhanced self-adaptiveevolutionary algorithm （ESEA） to overcome the demerits above. In the ESEA, four evolutionary operators are designed to enhance the evolutionary structure. Besides, the ESEA employs four effective search strategies under the framework of the self-adaptive learning. Four groups of the experiments are done to find out the most suitable parameter values for the ESEA. In order to verify the performance of the proposed algorithm, 26 state-of-the-art test functions are solved by the ESEA and its competitors. The experimental results demonstrate that the universality and robustness of the ESEA out-perform its competitors.展开更多
The goal of this research is to develop an emergency disaster relief mobilization tool that determines the mobilization levels of commodities, medical service and helicopters （which will be utilized as the primary me...The goal of this research is to develop an emergency disaster relief mobilization tool that determines the mobilization levels of commodities, medical service and helicopters （which will be utilized as the primary means of transport in a mountain region struck by a devastating earthquake） at pointed temporary facilities, including helicopter-based delivery plans for commodities and evacuation plans for critical population, in which relief demands are considered as uncertain. The proposed mobilization model is a two-stage stochastic mixed integer program with two objectives： maximizing the expected fill rate and minimizing the total expenditure of the mobilization campaign. Scenario decomposition based heuristic algorithms are also developed according to the structure of the proposed model. The computational results of a numerical example, which is constructed from the scenarios of the Great Wenchuan Earthquake, indicate that the model can provide valuable decision support for the mobilization of post-earthquake relief, and the proposed algorithms also have high efficiency in computation.展开更多
为解决含氢综合能源系统(hydrogen integrated energy system,HIES)在源荷出力和场景概率多重不确定性下难以兼顾鲁棒性和经济性的问题,提出了一种计及场景概率的分布鲁棒和两阶段鲁棒结合的三阶段四层随机鲁棒优化方法。首先,充分考虑...为解决含氢综合能源系统(hydrogen integrated energy system,HIES)在源荷出力和场景概率多重不确定性下难以兼顾鲁棒性和经济性的问题,提出了一种计及场景概率的分布鲁棒和两阶段鲁棒结合的三阶段四层随机鲁棒优化方法。首先,充分考虑系统运行的灵活性、低碳性,建立HIES,并引入碳捕集机组和阶梯式碳交易保证系统低碳运行;其次,用鲁棒优化法和随机规划中的场景法分别处理源荷出力不确定和场景概率不确定,建立min-max-max-min三阶段四层优化模型。采用变量交替迭代的列与约束生成算法求解得到最优鲁棒调度结果以及最恶劣场景概率分布。最后,通过算例分析表明所提方法兼顾了经济性和鲁棒性,并且系统具有较强的新能源消纳能力,保证了HIES系统的低碳、经济运行。展开更多
基金supported by the Doctor Students Innovation Foundation of Southwest Jiaotong University.
文摘A novel optimization algorithm called stochastic focusing search （SFS） for the real-parameter optimization is proposed. The new algorithm is a swarm intelligence algorithm, which is based on simulating the act of human randomized searching, and the human searching behaviors. The algorithm＇s performance is studied using a challenging set of typically complex functions with comparison of differential evolution （DE） and three modified particle swarm optimization （PSO） algorithms, and the simulation results show that SFS is competitive to solve most parts of the benchmark problems and will become a promising candidate of search algorithms especially when the existing algorithms have some difficulties in solving certain problems.
基金supported by the Key Foundation of Southwest University for Nationalities(09NZD001).
文摘Many difficult engineering problems cannot be solved by the conventional optimization techniques in practice. Direct searches that need no recourse to explicit derivatives are revived and become popular since the new century. In order to get a deep insight into this field, some notes on the direct searches for non-smooth optimization problems are made. The global convergence vs. local convergence and their influences on expected solutions for simulation-based stochastic optimization are pointed out. The sufficient and simple decrease criteria for step acceptance are analyzed, and why simple decrease is enough for globalization in direct searches is identified. The reason to introduce the positive spanning set and its usage in direct searches is explained. Other topics such as the generalization of direct searches to bound, linear and non-linear constraints are also briefly discussed.
基金This project was supported by the National Natural Science Foundation of China(60004005)the Excellent Young Teacher Program of MOE.
文摘The optimal control of the partially observable stochastic system at the risk-sensitive cost is considered in this paper. The system dynamics has a general correlation between system and measurement noise. And the risk-sensitive cost contains a general quadratic term (with cross terms and extra linear terms). The explicit solution of such a problem is presented here using the output feedback control method. This clean and direct derivation enables one to convert such partial observable problems into the equivalent complete observable control problems and use the routine ways to solve them.
基金Projects(61203234,61135001,61075029,61074179) supported by the National Natural Science Foundation of ChinaProject(20110491692) supported by the Postdoctoral Science Foundation of China
文摘A new approach of smoothing the white noise for nonlinear stochastic system was proposed. Through presenting the Gaussian approximation about the white noise posterior smoothing probability density fimction, an optimal and unifying white noise smoothing framework was firstly derived on the basis of the existing state smoother. The proposed framework was only formal in the sense that it rarely could be directly used in practice since the model nonlinearity resulted in the intractability and infeasibility of analytically computing the smoothing gain. For this reason, a suboptimal and practical white noise smoother, which is called the unscented white noise smoother （UWNS）, was further developed by applying unscented transformation to numerically approximate the smoothing gain. Simulation results show the superior performance of the proposed UWNS approach as compared to the existing extended white noise smoother （EWNS） based on the first-order linearization.
文摘Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.
基金Project(51279040)supported by the National Natural Science Foundation of China
文摘When the bi-stable stochastic resonance method was applied to enhance weak thruster fault for autonomous underwater vehicle(AUV), the enhancement performance could not satisfy the detection requirement of weak thruster fault. As for this problem, a fault feature enhancement method based on mono-stable stochastic resonance was proposed. In the method, in order to improve the enhancement performance of weak thruster fault feature, the conventional bi-stable potential function was changed to mono-stable potential function which was more suitable for aperiodic signals. Furthermore, when particle swarm optimization was adopted to adjust the parameters of mono-stable stochastic resonance system, the global convergent time would be long. An improved particle swarm optimization method was developed by changing the linear inertial weighted function as nonlinear function with cosine function, so as to reduce the global convergent time. In addition, when the conventional wavelet reconstruction method was adopted to detect the weak thruster fault, undetected fault or false alarm may occur. In order to successfully detect the weak thruster fault, a weak thruster detection method was proposed based on the integration of stochastic resonance and wavelet reconstruction. In the method, the optimal reconstruction scale was determined by comparing wavelet entropies corresponding to each decomposition scale. Finally, pool-experiments were performed on AUV with thruster fault. The effectiveness of the proposed mono-stable stochastic resonance method in enhancing fault feature and reducing the global convergent time was demonstrated in comparison with particle swarm optimization based bi-stochastic resonance method. Furthermore, the effectiveness of the proposed fault detection method was illustrated in comparison with the conventional wavelet reconstruction.
基金supported by the National Natural Science Fundation of China(61273127)the Specialized Research Fund of the Doctoral Program in Higher Education(20106118110009+2 种基金20116118110008)the Scientific Research Plan Projects of Shaanxi Education Department(12JK0524)the Young Teachers Scientific Research Fund of Xi’an University of Posts and Telecommunications(1100434)
文摘A novel strategy of probability density function （PDF） shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimization algorithm. The parameters of the control er are viewed as the space position of a particle in particle swarm optimization algorithm and updated continual y until the control er makes the PDF of the state variable as close as possible to the expected PDF. The proposed PDF shape control technique is compared with the equivalent linearization technique through simulation experiments. The results show the superiority and the effectiveness of the proposed method. The control er is excellent in making the state PDF fol ow the expected PDF and has the very smal error between the state PDF and the expected PDF, solving the control problem of the PDF shape in stochastic systems effectively.
基金supported by the Aviation Science Funds of China(2010ZC13012)the Fund of Jiangsu Innovation Program for Graduate Education (CXLX11 0203)
文摘There are many population-based stochastic search algorithms for solving optimization problems. However, the universality and robustness of these algorithms are still unsatisfactory. This paper proposes an enhanced self-adaptiveevolutionary algorithm （ESEA） to overcome the demerits above. In the ESEA, four evolutionary operators are designed to enhance the evolutionary structure. Besides, the ESEA employs four effective search strategies under the framework of the self-adaptive learning. Four groups of the experiments are done to find out the most suitable parameter values for the ESEA. In order to verify the performance of the proposed algorithm, 26 state-of-the-art test functions are solved by the ESEA and its competitors. The experimental results demonstrate that the universality and robustness of the ESEA out-perform its competitors.
基金Supported by National Natural Science Foundation of China（60774010 10971256） Natural Science Foundation of Jiangsu Province（BK2009083）+1 种基金 Program for Fundamental Research of Natural Sciences in Universities of Jiangsu Province（07KJB510114） Shandong Provincial Natural Science Foundation of China（ZR2009GM008 ZR2009AL014）
基金supported by the National Natural Science Foundation of China 71371181 91024006China Postdoctoral Science Foundation (2012M521918)
文摘The goal of this research is to develop an emergency disaster relief mobilization tool that determines the mobilization levels of commodities, medical service and helicopters （which will be utilized as the primary means of transport in a mountain region struck by a devastating earthquake） at pointed temporary facilities, including helicopter-based delivery plans for commodities and evacuation plans for critical population, in which relief demands are considered as uncertain. The proposed mobilization model is a two-stage stochastic mixed integer program with two objectives： maximizing the expected fill rate and minimizing the total expenditure of the mobilization campaign. Scenario decomposition based heuristic algorithms are also developed according to the structure of the proposed model. The computational results of a numerical example, which is constructed from the scenarios of the Great Wenchuan Earthquake, indicate that the model can provide valuable decision support for the mobilization of post-earthquake relief, and the proposed algorithms also have high efficiency in computation.
文摘为解决含氢综合能源系统(hydrogen integrated energy system,HIES)在源荷出力和场景概率多重不确定性下难以兼顾鲁棒性和经济性的问题,提出了一种计及场景概率的分布鲁棒和两阶段鲁棒结合的三阶段四层随机鲁棒优化方法。首先,充分考虑系统运行的灵活性、低碳性,建立HIES,并引入碳捕集机组和阶梯式碳交易保证系统低碳运行;其次,用鲁棒优化法和随机规划中的场景法分别处理源荷出力不确定和场景概率不确定,建立min-max-max-min三阶段四层优化模型。采用变量交替迭代的列与约束生成算法求解得到最优鲁棒调度结果以及最恶劣场景概率分布。最后,通过算例分析表明所提方法兼顾了经济性和鲁棒性,并且系统具有较强的新能源消纳能力,保证了HIES系统的低碳、经济运行。
