Please wait a minute...
Frontiers of Engineering Management

ISSN 2095-7513

ISSN 2096-0255(Online)

CN 10-1205/N

Postal Subscription Code 80-905

Front. Eng    2018, Vol. 5 Issue (4) : 515-523    https://doi.org/10.15302/J-FEM-2018044
RESEARCH ARTICLE
A discussion of objective function representation methods in global optimization
Panos M. PARDALOS(), Mahdi FATHI
Department of Industrial Engineering and Systems Engineering, University of Florida, Gainesville, FL 116595, USA
 Download: PDF(229 KB)   HTML
 Export: BibTeX | EndNote | Reference Manager | ProCite | RefWorks
Abstract

Non-convex optimization can be found in several smart manufacturing systems. This paper presents a short review on global optimization (GO) methods. We examine decomposition techniques and classify GO problems on the basis of objective function representation and decomposition techniques. We then explain Kolmogorov’s superposition and its application in GO. Finally, we conclude the paper by exploring the importance of objective function representation in integrated artificial intelligence, optimization, and decision support systems in smart manufacturing and Industry 4.0.

Keywords global optimization      decomposition techniques      multi-objective      DC programming      Kolmogorov’s superposition      space-filling curve      smart manufacturing and Industry 4.0     
Corresponding Author(s): Panos M. PARDALOS   
Just Accepted Date: 28 August 2018   Online First Date: 09 November 2018    Issue Date: 29 November 2018
 Cite this article:   
Panos M. PARDALOS,Mahdi FATHI. A discussion of objective function representation methods in global optimization[J]. Front. Eng, 2018, 5(4): 515-523.
 URL:  
https://academic.hep.com.cn/fem/EN/10.15302/J-FEM-2018044
https://academic.hep.com.cn/fem/EN/Y2018/V5/I4/515
Fig.1  DC algorithm
1 Alperin H, Nowak I (2005). Lagrangian smoothing heuristics for max-cut. Journal of Heuristics, 11(5–6): 447–463
https://doi.org/10.1007/s10732-005-3603-z
2 Arnol’d V I (1959). On the representation of continuous functions of three variables by superpositions of continuous functions of two variables. Matematicheskii Sbornik, 90(1): 3–74
3 Ausiello G, Crescenzi P, Gambosi G, Kann V, Marchetti-Spaccamela A, Protasi M (2012). Complexity and Approximation: Combinatorial Optimization Problems and Their Approximability Properties.Berlin: Springer Science & Business Media
4 Babayev D A, Bell G I (2001). An optimization problem with a separable non-convex objective function and a linear constraint. Journal of Heuristics, 7(2): 169–184
https://doi.org/10.1023/A:1009661804163
5 Becker R W, Lago G (1970). A global optimization algorithm. In: Proceedings of the 8th Allerton Conference on Circuits and Systems Theory. 3–12
6 Bertsekas D P (1999). Nonlinear Programming.Belmont: Athena Scientific
7 Bliek C (1998). Coconut deliverable d1-algorithms for solving nonlinear and constrained optimization problems. The COCONUT Project
8 Boddy M S, Johnson D P (2002). A new method for the global solution of large systems of continuous constraints. In: Bliek C, Jermann C, Neumaier A, eds. International Workshop on Global Optimization and Constraint Satisfaction.Berlin: Springer
9 Boender C G E, Romeijn H E (1995). Stochastic methods. In: Pardalos P M, Romeijin H E, eds. Handbook of global optimization. Berlin: Springer
10 Bomze I M, Csendes T, Horst R, Pardalos P M (1997). Developments in Global Optimization.Berlin: Springer Science & Business Media
11 Boyd S, Xiao L, Mutapcic A, Mattingley J (2007). Notes on Decomposition Methods.Stanford: Stanford University
12 Burkard R E, Kocher M, Rüdolf R (1997). Rounding strategies for mixed integer programs arising from chemical production planning. Yugoslav Journal of Operations Research
13 Chiang M, Low S H, Calderbank A R, Doyle J C (2007). Layering as optimization decomposition: A mathematical theory of network architectures. Proceedings of the IEEE, 95(1): 255–312
https://doi.org/10.1109/JPROC.2006.887322
14 Chinchuluun A, Pardalos P M (2007). A survey of recent developments in multiobjective optimization. Annals of Operations Research, 154(1): 29–50
https://doi.org/10.1007/s10479-007-0186-0
15 Dantzig G B, Wolfe P (1960). Decomposition principle for linear programs. Operations Research, 8(1): 101–111
https://doi.org/10.1287/opre.8.1.101
16 Dixon L C W, Szegö G P (1974). Towards global optimisation. In: Proceedings of a workshop at the university of Cagliari, Italy
17 Du D Z, Pardalos P M (2013). Handbook of Combinatorial Optimization: Supplement, Vol. 1.Berlin: Springer Science & Business Media
18 Duran M A, Grossmann I E (1986). An outer-approximation algorithm for a class of mixed-integer nonlinear programs. Mathematical Programming, 36(3): 307–339
https://doi.org/10.1007/BF02592064
19 Ehrgott M, Gandibleux X (2000). A survey and annotated bibliography of multiobjective combinatorial optimization. OR-Spektrum, 22(4): 425–460
https://doi.org/10.1007/s002910000046
20 Fisher M L (1980). Worst-case analysis of heuristic algorithms. Management Science, 26(1): 1–17
https://doi.org/10.1287/mnsc.26.1.1
21 Fletcher R, Leyffer S (1994). Solving mixed integer nonlinear programs by outer approximation. Mathematical Programming, 66(1–3): 327–349
https://doi.org/10.1007/BF01581153
22 Floudas C, Aggarwal A, Ciric A (1989). Global optimum search for nonconvex nlp and minlp problems. Computers & Chemical Engineering, 13(10): 1117–1132
https://doi.org/10.1016/0098-1354(89)87016-4
23 Floudas C A (2013). Deterministic Global Optimization: Theory, Methods and Applications, Vol. 37.Berlin: Springer Science & Business Media
24 Floudas C A, Pardalos P M (2013). State of the Art in Global Optimization: Computational Methods and Applications, Vol. 7.Berlin: Springer Science & Business Media
25 Floudas C A, Pardalos P M (2014). Recent Advances in Global Optimization.Princeton: Princeton University Press
26 Forrest S (1993). Genetic algorithms: principles of natural selection applied to computation. Science, 261(5123): 872–878
https://doi.org/10.1126/science.8346439 pmid: 8346439
27 Geoffrion A M (1972). Generalized benders decomposition. Journal of Optimization Theory and Applications, 10(4): 237–260
https://doi.org/10.1007/BF00934810
28 Glover F, Laguna M (1997). Tabu Search.Berlin: Springer
29 Goemans M X, Williamson D P (1995). Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming. Journal of the Association for Computing Machinery, 42(6): 1115–1145 (JACM)
https://doi.org/10.1145/227683.227684
30 Goertzel B (1999). Global optimization with space-filling curves. Applied Mathematics Letters, 12(8): 133–135
https://doi.org/10.1016/S0893-9659(99)00134-2
31 Grossmann I E (2002). Review of nonlinear mixed-integer and disjunctive programming techniques. Optimization and Engineering, 3(3): 227–252
https://doi.org/10.1023/A:1021039126272
32 Grossmann I E, Kravanja Z (1997). Mixed-integer nonlinear programming: A survey of algorithms and applications. In: Biegler L T, Colleman T F, Conn A R, Samtosa F N, eds. Large-scale Optimization with Applications. Berlin: Springer
33 Gu F Q (2016). Many objective optimization: Objective reduction and weight design. Dissertation for the Doctoral Degree.Hongkong: HKBU
34 Henrion D, Lasserre J B (2002). Solving global optimization problems over polynomials with gloptipoly 2.1. In: Proceedings of International Workshop on Global Optimization and Constraint Satisfaction.Berlin: Springe
35 Hirsch M J, Meneses C, Pardalos P M, Resende M G (2007). Global optimization by continuous grasp. Optimization Letters, 1(2): 201–212
https://doi.org/10.1007/s11590-006-0021-6
36 Hochbaum D, Jansen K, Rolim J D, Sinclair A (1999). Randomization, Approximation, and Combinatorial Optimization. Algorithms and Techniques: In: Proceedings of Third International Workshop on Randomization and Approximation Techniques in Computer Science, and Second International Workshop on Approximation Algorithms for Combinatorial Optimization Problems.Berlin: Springer Science & Business Media
37 Holmberg K (1990). On the convergence of cross decomposition. Mathematical Programming, 47(1–3): 269–296
https://doi.org/10.1007/BF01580863
38 Holmberg K, Ling J (1997). A lagrangean heuristic for the facility location problem with staircase costs. European Journal of Operational Research, 97(1): 63–74
https://doi.org/10.1016/S0377-2217(96)00058-6
39 Hooker J (2011). Logic-Based Methods for Optimization: Combining Optimization and Constraint Satisfaction, Vol. 2.Hoboken: John Wiley & Sons
40 Horst R, Pardalos P M (2013). Handbook of Global Optimization, Vol. 2.Berlin: Springer Science & Business Media
41 Horst R, Pardalos P M, Van Thoai N (2000). Introduction to Global Optimization.Berlin: Springer Science & Business Media
42 Horst R, Tuy H (2013). Global Optimization: Deterministic Approaches.Berlin: Springer Science & Business Media
43 Kelly F P, Maulloo A K, Tan D K (1998). Rate control for communication networks: Shadow prices, proportional fairness and stability. Journal of the Operational Research Society, 49(3): 237–252
https://doi.org/10.1057/palgrave.jors.2600523
44 Kesavan P, Allgor R J, Gatzke E P, Barton P I (2004). Outer approximation algorithms for separable nonconvex mixed-integer nonlinear programs. Mathematical Programming, 100(3): 517–535
https://doi.org/10.1007/s10107-004-0503-1
45 Khakifirooz M, Chien C-F, Pardalos F M, Panos M (2018). Management suggestions on semiconductor manufacturing engineering: An operations research and data science perspective.Berlin: Springer
46 Khakifirooz M, Pardalos P M, Fathi M, Power D J (2018). Decision support for smart manufacturing. Encyclopedia of IST, 5th Edition, IGI Global Book
47 Kirkpatrick S, Gelatt C D Jr, Vecchi M P (1983). Optimization by simulated annealing. Science, 220(4598): 671–680
https://doi.org/10.1126/science.220.4598.671 pmid: 17813860
48 Kobayashi Y (2014). The complexity of maximizing the difference of two matroid rank functions, METR2014–42. University of Tokyo
49 Kocis G R, Grossmann I E (1987). Relaxation strategy for the structural optimization of process flow sheets. Industrial & Engineering Chemistry Research, 26(9): 1869–1880
https://doi.org/10.1021/ie00069a026
50 Kojima M, Kim S, Waki H (2003). A general framework for convex relaxation of polynomial optimization problems over cones. Journal of the Operations Research Society of Japan, 46(2): 125–144
https://doi.org/10.15807/jorsj.46.125
51 Kolmogorov A (1956). On the representation of continuous functions of several variables as superpositions of functions of smaller number of variables.Berlin: Springer
52 Lasserre J B (2001). Global optimization with polynomials and the problem of moments. SIAM Journal on Optimization, 11(3): 796–817
https://doi.org/10.1137/S1052623400366802
53 Lera D, Sergeyev Y D (2010). Lipschitz and Hölder global optimization using space-filling curves. Applied Numerical Mathematics, 60(1–2): 115–129
https://doi.org/10.1016/j.apnum.2009.10.004
54 Li D, Sun X, Wang J, McKinnon K I (2009). Convergent lagrangian and domain cut method for nonlinear knapsack problems. Computational Optimization and Applications, 42(1): 67–104
https://doi.org/10.1007/s10589-007-9113-1
55 Locatelli M (2002). Simulated annealing algorithms for continuous global optimization. In: Horst R, Pardalos P M, eds. Handbook of global optimization.Berlin: Springer
56 Maehara T, Marumo N, Murota K (2018). Continuous relaxation for discrete DC programming. Mathematical Programming, 169(1): 199–219
https://doi.org/10.1007/s10107-017-1139-2
57 Mane S U, Rao M N (2017). Many-objective optimization: Problems and evolutionary algorithms–A short review. International Journal of Applied Engineering Research, 12(20): 9774–9793
58 Marques M, Agostinho C, Zacharewicz G, Jardim-Goncalves R (2017). Decentralized decision support for intelligent manufacturing in industry 4.0. Journal of Ambient Intelligence and Smart Environments, 9(3): 299–313
https://doi.org/10.3233/AIS-170436
59 Mart R, Panos P, Resende M (2018). Handbook of Heuristics.Berlin: Springer
60 Mawengkang H, Murtagh B (1986). Solving nonlinear integer programs with large-scale optimization software. Annals of Operations Research, 5(2): 425–437
https://doi.org/10.1007/BF02022084
61 McCormick G P (1974). A Mini-manual for Use of the Sumt Computer Program and the Factorable Programming Language.Stanford: Stanford University
62 McCormick G P (1976). Computability of global solutions to factorable nonconvex programs: Part iconvex underestimating problems. Mathematical Programming, 10(1): 147–175
https://doi.org/10.1007/BF01580665
63 McCormick G P (1983). Nonlinear Programming: Theory, Algorithms, and Applications.New York: Wiley
64 Metropolis N, Rosenbluth A W, Rosenbluth M N, Teller A H, Teller E (1953). Equation of state calculations by fast computing machines. Journal of Chemical Physics, 21(6): 1087–1092
https://doi.org/10.1063/1.1699114
65 Miettinen K (1999). Nonlinear Multiobjective Optimization. International Series in Operations Research and Management Science.Berlin: Springer
66 Migdalas A, Pardalos P M, Värbrand P (2013). Multilevel Optimization: Algorithms and Applications, Vol. 20.Berlin: Springer Science & Business Media
67 Mockus J (2012). Bayesian Approach to Global Optimization: Theory and Applications, Vol. 37.Berlin: Springer Science & Business Media
68 Moré J J, Wu Z (1997). Global continuation for distance geometry problems. SIAM Journal on Optimization, 7(3): 814–836
https://doi.org/10.1137/S1052623495283024
69 Mylander W C, Holmes R L, McCormick G P (1971). A guide to sumt-version 4: The computer program implementing the sequential unconstrained minimization technique for nonlinear programming (Technical Report RAC-P-63).Mclean: Research Analysis Corporation
70 Neumaier A (2004). Complete search in continuous global optimization and constraint satisfaction. Acta Numerica, 13: 271–369
https://doi.org/10.1017/S0962492904000194
71 Nowak I (2005). Relaxation and decomposition methods for mixed integer nonlinear programming, Vol. 152.Berlin: Springer Science & Business Media
72 Nowak I, Breitfeld N, Hendrix E M, Njacheun-Njanzoua G (2018). Decomposition-based inner-and outerrefinement algorithms for global optimization. Journal of Global Optimization, (4–5): 1–17
73 Nowak M P, Römisch W (2000). Stochastic lagrangian relaxation applied to power scheduling in a hydrothermal system under uncertainty. Annals of Operations Research, 100(1–4): 251–272
https://doi.org/10.1023/A:1019248506301
74 Padberg M, Rinaldi G (1991). A branch-and-cut algorithm for the resolution of large-scale symmetric traveling salesman problems. SIAM Review, 33(1): 60–100
https://doi.org/10.1137/1033004
75 Palacios-Gomez F, Lasdon L, Engquist M (1982). Nonlinear optimization by successive linear programming. Management Science, 28(10): 1106–1120
https://doi.org/10.1287/mnsc.28.10.1106
76 Palomar D P, Chiang M (2006). A tutorial on decomposition methods for network utility maximization. IEEE Journal on Selected Areas in Communications, 24(8): 1439–1451
https://doi.org/10.1109/JSAC.2006.879350
77 Pardalos P M (1991). Global optimization algorithms for linearly constrained indefinite quadratic problems. Computers & Mathematics with Applications (Oxford, England), 21(6–7): 87–97
https://doi.org/10.1016/0898-1221(91)90163-X
78 Pardalos P M, Migdalas A, Pitsoulis L (2008). Pareto optimality, game theory and equilibria, Vol. 17.Berlin: Springer Science & Business Media
79 Pardalos P M, Rosen J B (1986). Methods for global concave minimization: A bibliographic survey. SIAM Review, 28(3): 367–379
https://doi.org/10.1137/1028106
80 Pardalos P M, Rosen J B (1987). Constrained Global Optimization: Algorithms and Applications.New York: Springer-Verlag
81 Pardalos P M, Wolkowicz H (1998). Topics in semidefinite and interior-point methods. American Mathematical Society
82 Pardalos P M, Zilinskas A, Zilinskas J (2017). Non-convex multi-objective optimization, Vol. 123.Berlin: Springer
83 Paules G E I V IV, Floudas C A (1989). Apros: Algorithmic development methodology for discrete-continuous optimization problems. Operations Research, 37(6): 902–915
https://doi.org/10.1287/opre.37.6.902
84 Pintér J D (1996). Global Optimization in Action.Dordrecht: Kluwer Academic Publishers
85 Rahmaniani R, Crainic T G, Gendreau M, Rei W (2017). The benders decomposition algorithm: A literature review. European Journal of Operational Research, 259(3): 801–817
https://doi.org/10.1016/j.ejor.2016.12.005
86 Resende M G C, Ribeiro C C (2003). Greedy randomized adaptive search procedures. In: Glover F, Kochenberger G, eds. Hand Book of Metaheuristics.Dordrecht: Kluwer Academic Publishers
87 Rockafellar R T (2016). Problem decomposition in block-separable convex optimization: Ideas old and new. In: Proceedings of the 5th Asian Conference on Nonlinear Analysis and Optimization, Niigata, Japan
88 Sahinidis N V (1996). Baron: A general purpose global optimization software package. Journal of Global Optimization, 8(2): 201–205
https://doi.org/10.1007/BF00138693
89 Schelstraete S, Schepens W, Verschelde H (1999). Energy minimization by smoothing techniques: A survey.Molecular Dynamics: from Classical to Quantum Methods
90 Schichl H (2010). Mathematical Modeling and Global Optimization.Cambridge: Cambridge University Press
91 Sellmann M, Fahle T (2003). Constraint programming based lagrangian relaxation for the automatic recording problem. Annals of Operations Research, 118(1–4): 17–33
https://doi.org/10.1023/A:1021845304798
92 Sergeyev Y D, Strongin R G, Lera D (2013). Introduction to Global Optimization Exploiting Space-Filling Curves.Berlin: Springer Science & Business Media
93 Smith E M, Pantelides C C (1996). Global optimisation of general process models. In: Grossmann I E, eds. Global Optimization in Engineering Design.Berlin: Springer
94 Smith E M, Pantelides C C (1999). A symbolic reformulation/spatial branch-and-bound algorithm for the global optimisation of nonconvex minlps. Computers & Chemical Engineering, 23(4–5): 457–478
https://doi.org/10.1016/S0098-1354(98)00286-5
95 Sprecher D (2013). Kolmogorov superpositions: A new computational algorithm. In: Igelnik B, eds. Efficiency and Scalability Methods for Computational Intellect.New York: IGI Global
96 Sprecher D (2014). On computational algorithms for real-valued continuous functions of several variables. Neural Networks, 59: 16–22
https://doi.org/10.1016/j.neunet.2014.05.015 pmid: 25036646
97 Sprecher D A, Draghici S (2002). Space-filling curves and Kolmogorov superposition-based neural networks. Neural Networks, 15(1): 57–67
https://doi.org/10.1016/S0893-6080(01)00107-1 pmid: 11958490
98 Strongin R, Sergeyev Y D (2000). Global Optimization with Non-Convex Constraints.Dordrecht: Kluwer Academic Publishers
99 Svanberg K (2002). A class of globally convergent optimization methods based on conservative convex separable approximations. SIAM Journal on Optimization, 12(2): 555–573
https://doi.org/10.1137/S1052623499362822
100 Tawarmalani M, Sahinidis N V (2002). Convexification and Global Optimization in Continuous and Mixedinteger Nonlinear Programming: Theory, Algorithms, Software, and Applications, Vol. 65.Berlin: Springer Science & Business Media
101 Tikhomirov V (1991). On the representation of continuous functions of several variables as superpositions of continuous functions of one variable and addition. In: Kolmogorov A N, Shiryaeu A, eds. Selected Works of AN Kolmogorov.Berlin: Springer
102 Torn A, Zilinskas A (1989). Global Optimization.New York: Springer-Verlag
103 Trivedi A, Srinivasan D, Sanyal K, Ghosh A (2017). A survey of multiobjective evolutionary algorithms based on decomposition. IEEE Transactions on Evolutionary Computation, 21(3): 440–462
104 Türkay M, Grossmann I E (1996). Logic-based minlp algorithms for the optimal synthesis of process networks. Computers & Chemical Engineering, 20(8): 959–978
https://doi.org/10.1016/0098-1354(95)00219-7
105 Vaidyanathan R, El-Halwagi M (1996). Global optimization of nonconvex minlps by interval analysis. In: Grossmann I E, eds. Global Optimization in Engineering Design.Berlin: Springer
106 Van Hentenryck P, Michel L, Deville Y (1997). Numerica: A Modeling Language for Global Optimization.Boston: MIT Press
107 Vazirani V V (2013). Approximation Algorithms.Berlin: Springer Science & Business Media
108 Vecchietti A, Grossmann I E (1999). Logmip: A disjunctive 0–1 non-linear optimizer for process system models. Computers & Chemical Engineering, 23(4–5): 555–565
https://doi.org/10.1016/S0098-1354(98)00293-2
109 Viswanathan J, Grossmann I E (1990). A combined penalty function and outer-approximation method for minlp optimization. Computers & Chemical Engineering, 14(7): 769–782
https://doi.org/10.1016/0098-1354(90)87085-4
110 Westerlund T, Lundqvist K (2001). Alpha-ECP, version 5.01: An interactive MINLP-solver based on the extended cutting plane method.
111 Westerlund T, Pettersson F (1995). An extended cutting plane method for solving convex minlp problems. Computers & Chemical Engineering, 19: 131–136
https://doi.org/10.1016/0098-1354(95)87027-X
112 Westerlund T, Pettersson F, Grossmann I E (1994). Optimization of pump configurations as a minlp problem. Computers & Chemical Engineering, 18(9): 845–858
https://doi.org/10.1016/0098-1354(94)E0006-9
113 Wu C, Wang Y, Lu Z, Pardalos P M, Xu D, Zhang Z, Du D Z (2018). Solving the degree-concentrated fault-tolerant spanning subgraph problem by dc programming. Mathematical Programming, 169(1): 255–275
https://doi.org/10.1007/s10107-018-1242-z
114 Zamora J M, Grossmann I E (1998a). A global minlp optimization algorithm for the synthesis of heat exchanger networks with no stream splits. Computers & Chemical Engineering, 22(3): 367–384
https://doi.org/10.1016/S0098-1354(96)00346-8
115 Zamora J M, Grossmann I E (1998b). Continuous global optimization of structured process systems models. Computers & Chemical Engineering, 22(12): 1749–1770
https://doi.org/10.1016/S0098-1354(98)00244-0
116 Zhang H, Wang S (2006). Global optimization of separable objective functions on convex polyhedra via piecewise-linear approximation. Journal of Computational and Applied Mathematics, 197(1): 212–217
https://doi.org/10.1016/j.cam.2005.10.034
117 Zheng Q P, Wang J, Pardalos P M, Guan Y (2013). A decomposition approach to the two-stage stochastic unit commitment problem. Annals of Operations Research, 210(1): 387–410
https://doi.org/10.1007/s10479-012-1092-7
118 Zwick U (1999). Outward rotations: A tool for rounding solutions of semidefinite programming relaxations, with applications to max cut and other problems. In: Proceedings of the 31st annual ACM symposium on Theory of computing, ACM. 679–687
[1] Fikri KUCUKSAYACIGIL, Gündüz ULUSOY. Hybrid genetic algorithm for bi-objective resource-constrained project scheduling[J]. Front. Eng, 2020, 7(3): 426-446.
[2] Sameh Al-SHIHABI, Mohammad AlDURGAM. Multi-objective optimization for the multi-mode finance-based project scheduling problem[J]. Front. Eng, 2020, 7(2): 223-237.
[3] Stefan JANAQI, Mériam CHÈBRE, Guillaume PITOLLAT. Online gasoline blending with EPA Complex Model for predicting emissions[J]. Front. Eng, 2018, 5(2): 214-226.
[4] Xiao-jun Liu,Zhen-yu Guo,Chao Ding,Han-liang Fu. Industrial Structure Adjustment of Shaanxi Province under the Limited Water Resources Condition[J]. Front. Eng, 2014, 1(4): 378-384.
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed