Warianty tytułu
Języki publikacji
Abstrakty
The main research objective of this paper is the development, analysis, implementation and determination of the efficiency of hybrid optimization methods applied to a variety of mathematical concepts describing real-life problems which involve a large number of variables. The optimization is carried out by a hybrid serialized cascading procedure which combines several different sub-procedures with dissimilar characteristics, sharing the same objective function. During the efficiency-determination phase, several effectiveness tests were conducted, comparing the hybrid method with other optimization techniques.
Czasopismo
Rocznik
Tom
Strony
135-145
Opis fizyczny
Bibliogr. 23 poz., rys., tab.
Twórcy
autor
autor
- Zachodniopomorski Uniwersytet Technologiczny w Szczecinie, Wydział Informatyki
Bibliografia
- [1] Bersini H. Results of the first international contest on evolutionary optimisation (1st ICEO) // IEEE International Conference on Evolutionary Computation, 1996
- [2] Białynicki-Birula I. Modelowanie rzeczywistości // Prószyński i S-ka, Warszawa, 2002
- [3] Bjoerkman M. Global Optimization Using the DIRECT Algorithm in Matlab / M. Bjoerkman, K. Holmstroem // Advanced Modeling and Optimization, 1999
- [4] Buslenko N. P. Metoda Monte Carlo / N.P. Buslenko ,D.I. Golenko // PWN Warszawa 1967
- [5] L'Ecuyer P. Recent Advances in Randomized Quasi-Monte Carlo Methods / P. L'Ecuyer, C. Lemieux // Kluwer Academic Publishers, Boston, 2002
- [6] Findeisen W. Teoria i metody obliczeniowe optymalizacji / W. Findeisen, J. Szymanowski, A. Wierzbicki // PWN, Warszawa, 1980
- [7] Goldberg D. E. Algorytmy genetyczne // WNT, Warszawa, 1995
- [8] Gondzio J. Solving Nonlinear Portfolio Optimization Problems with the Primal-Dual Interior Point Method / J. Gondzio , A. Grothey // Technical Report MS 2004-001, School of Mathematics, Edinburgh University, 2004
- [9] El Hallabi M. A hybrid algorithm for nonlinear equality constrained optimization problems: global and local convergence theory // Technical Report TR4-99. Mathematics and Computer Science Depart., Institut National des Postes et Telecommunications, 1999
- [10] Hardin R. H. A New Approach to the Construction of Optimal Designs / R.H Hardin, A. Sloane // AT&T Bell Laboratories, Murray Hill, New Jersey 1993
- [11] Hellestroem T. Predicting the Stock Market, / T. Hellestroem, K. Holmstroem // Maerdalen Universoiyt, 1998
- [12] De Jong K.A. Genetic Algorithms Are NOT Function Optimizers // Foundations of Genetic Algorithms, Morgan Kaufmann Publishers, 1993
- [13] Miettinen K. Nonlinear Multiobjective Optimization // Kluwer Academic Publishers, 1999
- [14] Pinter J. D. Global and Convex Optimization in Modeling Environments: Compiler-Based, Excel, and Mathematica Implementations // Research Report, PCS Inc., Annals of Operations Research, 2002
- [15] Pinter J. D. Handbook of Global Optimization, vol. 2; Global Optimization: Software, Test Problems, and Applications // Kluwer Academic Publishers, 2002
- [16] Rust J. Using Randomization to Break the Curse of Dimensionality // Yale University, 1996
- [17] Sloan I. H. When are Quasi-Monte Carlo Algorithms Efficient for High Dimensional Integrals? , University of / I. H. Sloan, H. Woźniakowski // New South Wales, 1997
- [18] Thorsteinsson E.S. Branch-and-check: a hybrid framework integrating mixed integer programming and constraint logic programming // Seventh International Conference on Principles and Practice of Constraint Programming, 2001
- [19] Twardochleb M. Propozycja algorytmizacji hybrydowej metody optymalizacji funkcji wielu zmiennych w zastosowaniu do systemów wspomagania decyzji – doctoral dissertation // Faculty of Computer Science and Information Systems, Szczecin University of Technology, 2005
- [20] Twardochleb M. Praktyczne problemy stosowania metod hybrydowych w rozwiązywaniu zadań optymalizacji funkcji o dużej liczbie zmiennych // VIII Naukowa Sesja Informatyki, Politechnika Szczecińska, 2003
- [21] Twardochleb M. Metody modelowania statystycznego a optymalizacja funkcji wielu zmiennych z ograniczeniami // VII Naukowa Sesja Informatyki, Politechnika Szczecińska, 2002
- [22] Waltz R. KNITRO-Direct: A Hybrid Interior Algorithm for Nonlinear Optimization / R. Waltz, J. L. Morales, J. Nocedal, D. Orban // report OTC 2003/10, Optimization Technology Center, Northwestern University, 2003
- [23] Whitley D. Building Better Test Functions / D. Whitley, K. Mathias, et al. // Sixth International Conference on Genetic Algorithms, San Francisco, 1995
- [24] SOMA - Self-Organizing Migrating Algorithm & Differential Evolution (DE)Test functions : http://www.ft.utb.cz/people/zelinka/soma/func.html (at Apr 2007)
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.baztech-article-BPS3-0014-0082