This paper presents a parallel surrogate-based global optimization method for computationally expensive objective functions that is more effective for larger numbers of processors. To reach this goal, we integrated concepts from multi-objective optimization and tabu search into, single objective, surrogate optimization. Our proposed derivative-free algorithm, called SOP, uses non-dominated sorting of points for which the expensive function has been previously evaluated. The two objectives are the expensive function value of the point and the minimum distance of the point to previously evaluated points. Based on the results of non-dominated sorting, P points from the sorted fronts are selected as centers from which many candidate points are generated by random perturbations. Based on surrogate approximation, the best candidate point is subsequently selected for expensive evaluation for each of the P centers, with simultaneous computation on P processors. Centers that previously did not generate good solutions are tabu with a given tenure. We show almost sure convergence of this algorithm under some conditions. The performance of SOP is compared with two RBF based methods. The test results show that SOP is an efficient method that can reduce time required to find a good near optimal solution. In a number of cases the efficiency of SOP is so good that SOP with 8 processors found an accurate answer in less wall-clock time than the other algorithms did with 32 processors.
21 January 2019 in Hydrology and Earth System Sciences
Contaminant source localization problems require efficient and robust methods that can account for geological heterogeneities and accommodate relatively small data sets of noisy observations. As realism commands hi-fidelity simulations, computation costs call for global optimization algorithms under parsimonious evaluation budgets. Bayesian optimization approaches are well adapted to such settings as they allow the exploration of parameter spaces in a principled way so as to iteratively locate the point(s) of global optimum while maintaining an approximation of the objective function with an instrumental quantification of prediction uncertainty. Here, we adapt a Bayesian optimization approach to localize a contaminant source in a discretized spatial domain. We thus demonstrate the potential of such a method for hydrogeological applications and also provide test cases for the optimization community. The localization problem is illustrated for cases where the geology is assumed to be perfectly known. Two 2-D synthetic cases that display sharp hydraulic conductivity contrasts and specific connectivity patterns are investigated. These cases generate highly nonlinear objective functions that present multiple local minima. A derivative-free global optimization algorithm relying on a Gaussian process model and on the expected improvement criterion is used to efficiently localize the point of minimum of the objective functions, which corresponds to the contaminant source location. Even though concentration measurements contain a significant level of proportional noise, the algorithm efficiently localizes the contaminant source location. The variations of the objective function are essentially driven by the geology, followed by the design of the monitoring well network. The data and scripts used to generate objective functions are shared to favor reproducible research. This contribution is important because the functions present multiple local minima and are inspired from a practical field application. Sharing these complex objective functions provides a source of test cases for global optimization benchmarks and should help with designing new and efficient methods to solve this type of problem.
20 April 2024 in Information Processing in Agriculture
Engineering optimization problems often involve computationally expensive black-box simulations of underlying physical phenomena. This paper compares the performance of four constrained optimization algorithms relying on a Gaussian process model and an infill sampling criterion under the framework of Bayesian optimization. The four infill sampling criteria include expected feasible improvement (EFI), constrained expected improvement (CEI), stepwise uncertainty reduction (SUR), and augmented Lagrangian (AL). Numerical tests were rigorously performed on a benchmark set consisting of nine constrained optimization problems with features commonly found in engineering, as well as a constrained structural engineering design optimization problem. Based upon several measures including statistical analysis, our results suggest that, overall, the EFI and CEI algorithms are significantly more efficient and robust than the other two methods, in the sense of providing the most improvement within a very limited number of objective and constraint function evaluations, and also in the number of trials for which a feasible solution could be located.
This article proposes a novel dynamic objective function in a multi-period home health care (HHC) problem, known as the nurse-patient relationship (NPR). The nurse-patient relationship score indicating the trust a patient has for his or her care worker increases when the same people meet regularly and decreases when they are apart. Managing human resources in HHC is a combination of routing and scheduling problems. Due to computational complexity of the HHC problem, a 28-day home health care problem is decomposed into daily subproblems, and solved sequentially with the tabu search. The solutions are then combined to give a solution to the original problem. For problems with less complex constraints, the NPR model can also be solved using exact methods such as CPLEX. For larger scale instances, however, the numerical results show that the NPR model can only be solved in reasonable times using our proposed tabu search approach. The solutions obtained from the NPR models are compared against those from existing models in the literature such as preference and continuity of care. Essentially, the analysis revealed that the proposed NPR models encouraged the search algorithm to assign the same care worker to visit the same patient. In addition, it had a tendency to assign a care worker on consecutive days to each patient, which is one of the key factors in promoting trust between patients and care workers. This leads to the efficacy of monitoring patient’s disease progression and treatment.
The automotive and auto parts industries are important economic sectors in Thailand. With rapidly changing technology, every organization should understand what needs to be improved clearly, and shift their strategies to meet evolving consumer demands. The purpose of this research is to develop a Business Intelligence system for a brake pad manufacturing company in Thailand. By analyzing the relationship between market demand and supply components of the company through regression analysis and the principles of the marketing mix, we develop a product lifecycle curve for forecasting product sales. The developed system increases the workflow efficiency of the case study company, being able to simplify the traditional data preparation process that requires employees to collect and summarize data every time a request is made. An intelligence dashboard is subsequently created to help support decision-making, facilitate communication within the company, and eventually improve team efficiency and productivity.