Module code: CIVE5024M/CIVE5971M

Useful Equations

g i ( x ) = g i ( x 1 , x 2 ,L , x n ) £ 0 hj ( x ) = hj ( x1, x2,L, xn ) = 0
f (x ) = f (x 1 , x 2 , L , x n )
i = 1 to m j = 1 to p
f ¢( x *) = 0 f ¢¢( x *) ³ 0 x = [ x1, x2 ,L x n -1, xn ]
T

é ¶f ( x * ) ¶f ( x * ) ¶f ( x * ) ¶f ( x * ) ù ¶f (x *)
T

Ñf ( x * ) = ê , ,L , ú =0 = 0; k = 1 to n
ë ¶x1 ¶x 2 ¶x n -1 ¶x n û ¶xk
det H( x*) - lI = 0
é ¶f 2 ( x * ) ¶f 2 ( x * ) ù d T H ( x *) d > 0
ê L ú where: lk > 0, k = 1 to n
ê ¶x1 ¶x1¶xn ú
2
p
H( x*) = ê M O M ú L(x, l) = f (x ) + å l j h j (x ) = f (x ) + λT h(x )
ê ú
ê ¶f 2 ( x * ) ¶f 2 ( x * ) ú
j =1

ê L ú ¶L(x, l)
ë ¶xn ¶x1 ¶xn2 û ÑxL(x*,l * ) = 0 or = 0; k = 1 to n
¶xk
¶L( x, l ) ¶L( x, l ) ¶f ( x * ) p ¶h j ( x * )
Ñ l L( x *, l * ) = 0 or =0 = 0 Þ h( x ) = 0 = -å l j
¶l j ¶l j ¶xk j =1 ¶xk
j = 1 to p j = 1 to p k = 1 to n

( ) ( )
p m
L( x, λ,μ, s ) = f ( x ) + å l j hj ( x ) + å mi gi ( x ) + s 2j = f (x ) + λT h ( x ) + μT g ( x ) + s2
j =1 i =1

¶L( x, λ, μ, s ) ¶f ( x * ) p ¶h ( x * ) m ¶g j ( x * )
= + å li * + å mi * =0
g i (x ) + s i2 = 0 ¶xk ¶xk i =1 ¶xk j =1 ¶xk
k = 1 to n
¶L( x, λ,μ, s )
= 0 Þ hi ( x * ) = 0 ¶L( x, λ, μ, s )
¶li
¶m j
( )
= 0 Þ g j ( x * ) + s 2j = 0; j = 1 to m
i = 1 to p
¶L( x, λ,μ, s )
= 0 Þ 2m *j s j = 0
s ³ 0; or g j £ 0; j = 1 to m
2
j
¶s j m *j ³ 0; j = 1 to m
j = 1 to m
¶f (x *) p * ¶h(x * ) m * ¶g j (x *)
- = å li + å mi = 0; k = 1 to n
¶xk i =1 ¶xk j =1 ¶ x k
n
f (x) = c1x1 + c2 x2 + L+ ck xk + L+ cn xn = åck xk = cT x
k =1
n
a j1x1 + L+ a jk xk + L+ ajn xn £ bj or åa
k =1
x £ bj
jk k

n
a j1x1 + L+ a jk xk + L+ ajn xn = bj or åa
k =1
x = bj
jk k

n
a j1x1 + L+ a jk xk + L+ ajn xn ³ bj or åa
k =1
x ³ bj
jk k

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Module code: CIVE5024M/CIVE5971M

é x1 ù é x1 ù é x1 ù
x i b = b xi ,1 + (1 - b ) xi ,2 X b = b X1 + (1 - b ) X 2 X b = ê M ú = b ê M ú + (1 - b ) êê M úú
ê ú ê ú
êë x n úû êë xn úû1 êë xn úû 2
[a,b] L0 = b - a D x = (b - a ) 4
x0 = a + 2Dx x1 = a + D x x2 = a + 3Dx
(n-1)
L = b-a L0 = L æ 1ö 2
Ln = ç ÷ ´ L0
è 2ø
[a 0 = a, b0 = b ] a 1 = a 0 + r (b 0 - a 0 ) b 1 = b 0 - r (b 0 - a 0 )
3- 5 I = b0 - a 0 I £ Range
r= = 0.38197
2
a0 + b0
xOptimum = F - 1 , F 0 , F1 , F 2 , F 3 , L , F n F -1 = 0
2
FN F F F
F0 = 1 r1 = 1 - , r 2 = 1 - N -1 ,L , r k = 1 - N - k +1 ,L , r N = 1 - 1
FN +1 FN FN - k + 2 F2
T
é ¶f ¶f ¶f ù
Fk +1 = Fk + Fk -1 , k ³ 0 f ( x1, x 2 ,L , x n ) c = Ñf = ê L ú
ë ¶x1 ¶x 2 ¶x n û
¶f
(k )
=c x ( ) (k )
=ê
( )
é ¶ f x (k ) ù
T
d = -c, or di = -ci = -
¶xi (c · d) = - c 2 < 0
c ú
ë ¶x i û i = 1 to n

) = f (x (k ) + a d (k ) )
c
f (a x (k + 1 ) = x (k ) + a d (k ) a =b+
2
n +1
1
b=
c
( n +1 -1 ) xCe = å xi
n i =1 xOC = xCe + b ( xR - xCe )
n 2 i ¹H

xR = (1 + a ) xCe - a xH = xCe + a ( xCe - xH ) xIC = xCe - b ( xR - xCe )

n
xE = g xR + (1 - g ) xCe = xCe + g ( xR - xCe ) s = å x i - x i +1 £ e
i =1

n +1

å (f ( x ) - f ( x ))
2

For 2 £ i £ n + 1: xi = xL + r ( xi - xL ) i Ce
s = i =1
£e
n +1
x (j i ,0) = x jL + rij ( x jU - x jL )
j = 1 to n
{x( r 1,k )
, x(r 2,k), x(r 3,k) } (
V ( p,k ) = x(r 1,k ) + F ´ x(r 2,k ) - x(r 3,k ) )
ìïVj( p,k ) , if rpj £ Cr or j = jr
( p,k )
U j = í ( p,k ) ìU ( p , k ),
x (p ,k + 1 ) = í ( p ,k )
( ) (
if f U ( p ,k ) £ f x ( p ,k ) )
ïî x j , otherwise
îx , otherwise
j = 1 to n
Np
F (x ) = g (f (x ))
F
Nbits = Ngene ´ Nvar bits Pi = i , Q = å Fj
Q j =1

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 Module code: CIVE5024M/CIVE5971M

ì
ï hj ( x ) equality
F (x ) = f (x ) ´ p (g (x ), h ( x ) ) F ( x ) = f (x ) + P ( x ) v j ( x) = í
ïîmax{0, -g j ( x )} otherwise

P (x ) = k å (v j (x ))
m
k = (C ´ g ) Xi = (xi1, xi 2,L, xid )
b a

j =1

Vi = (vi1,vi 2,L,vid ) Pi ,best = (pi 1, pi 2,L, pid ) Pg ,best = (pg1, pg 2 ,L, pgd )
Xi (t +1) = Xi (t) +Vi (t +1) Vi (t + 1) = wVi (t ) + c1j1(Pi ,best - Xi ) + c2j2 (Pg,best - Xi )
(w - wmin)t
wtd = wmax - max
tmax
wmax £ 0.5 ´ xdU - xdL ( ) ( ) ( )
Df =f x(k) -f x(0)
æ - Df ö
æ - Df ö ççè TK ÷÷ -Df
p(Df ) = expçç ÷÷ = e ø T0 = TK = T0 - KDT
è TK ø ln ( p )
T -T T0 T0
DT = 0 Final TK = aTK -1 TK = or
M ln(K ) log(K )

f ( x ) = ( f1 ( x ) , f2 ( x ) ,L, fl ( x ) )
TK -1
TK = gi (x ) £ 0; i = 1 to m
1 + aTK -1
hj (x) = 0; j = 1to p {
fi 0 = min fi ( x ) for all x in the set S , i = 1 to l }
x kL £ x k £ x kU or
fs ( x ) Li £ fi ( x ) £ U i , i = 1 to l , i ¹ s
x k ³ 0; k = 1 to n
f (x)
åwi F%i
l
F%i = i 0
l
U=
i= 1 fi
åw
i= 1
i = w1 + L + wl = 1

f (x)
1

{
U = max F%1,F%2,L, F%i ,L,F%l } F%i = i *
ì l 2ü
2

U = íå éëfi ( x ) - fi ùû ý
0

fi î i= 1 þ
é x11 L x1n ù
r r r
1

ì l p üp ê ú n n

(
U = íå éëwi fi ( x ) - fi 0 ùû ý ) X = ( x1, x2 ,L, xn ) = ê M O M ú U= åår -2
ij , for i ¹ j
î i= 1 þ ê x p1 L x pn ú i = 1 j = i +1
ë û
r r
r ki + t i 1 Q

xi = , " 1£ i £ n U ave = åU j
Q j= 1
Ufit = f (Ub ,Uv ,Um )
n
r r
åw ( x ) f ( x )
n

r r r æ ( Rw - r j ) + ö
2
r r r
( )
j * j
f * ( x ) = x,q » f ( x ) f * ( x* ) =
j= 1
w j ( x) = ç ÷
n
r ç Rw ´ r j ÷
åw ( x )
i= 1
i * è ø

ìïRw - r j if r j < Rw r r r
(R - rj ) = í f * (xj ) = å w f (r ) = f ( x )
n n

w +
ïî 0 if r j ³ Rw
f * ( x* ) = å w if ( ri )
i= 1 i= 1
i ij j

r r
w = F-1f Fij = f ( rij ) f (r ) = g r
1 n 2
f (r ) = g r 3 f ( r ) = g r 2 log ( r ) s i2 = å rij
q i= 1
r r r r r r r
F ( x) = m (x) + e (x) f * ( x* ) = m + rcT R-1 f - 1m ( ) (
R ( xi , x j ) = exp -d ( xi , x j ) )

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Module code: CIVE5024M/CIVE5971M

æ - fr - 1
r T -1 r r ö
r r r r
rc = éëR ( x * , x1 ) ,L, R ( x * , x n ) ùû L=
1
exp ç ( ) (
m R f - 1m ÷ )
n ç 2s 2 ÷
( 2ps )
1
2 2
R2 ç ÷
è ø
r r r r T -1 r r
r r p
r r
d ( xi , x j ) = åqh xi ,h - x j ,h
2
1T R -1f
m = rT -1 r s2 =
( )
f - 1m R f - 1m ( )
h =1 1 R 1 n
N

å( x i - xi )( y i - y i )
N
r= V = åv e re
i =1
N N
Ee = reEe0
å( x - xi ) å( y - yi ) e =1
2 2
i i
i =1 i =1

æ N
ö N

ç å reKe ÷{u} = {F} c ( re ) = {F} (u ) åv re £ Vs

T
e
è e=1 ø e =1

i +1
s ij æ s ij ö
Ee = r E p 0
x =x ´ i
= x ´ Fj ; Fj = max ç allow
i
÷÷
e e j j
s allow
j çs j
j è ø
éN p ù n

êå re Ke ú {u} = {F} (x × y ) = x T y = å x i y i x × y = x y cos (q )

ë e=1 û i =1

¶f ( x )
é ¶f ( x ) ¶f ( x ) ¶f ( x ) ù
T
n
x = åx 2
= x×x Ñf ( x ) =
¶x
=ê , ,L , ú
ë ¶x1 ¶x 2 ¶x n û
i
i =1

¶ 2f ( x ) é ¶ 2f ( x ) ù
; i , j = 1 to n H ( x ) = Ñ2f ( x ) = ê ú
¶x i ¶x j ëê ¶xi ¶x j ûú n´n

Page 9 of 9 END