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    Manjunath Reddy
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    Simulated annealing

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    Derivative free methods

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    Simulated annealing

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    5 views28 pages

    Derivative Free Methods

    Uploaded by

    Manjunath Reddy
    Simulated annealing

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    of 28
    CHAPTER 8 Non-traditional optimization techniques a ; 8.1 Introduction In this chapter, we will look at two optimization techniques namely (a) Genetic algorithms (GA) and (b) Simulated annealing (SA), both of which are unconventional, yet powerful optimization techniques. Both use only the information on the objective function and not any auxiliary information like derivatives. GA and SA are both search techniques that also employ probabilistic laws in the search process and have gained immense popularity in the recent past 8.2 Genetic Algorithms (GA) A very powerful non traditional optimization technique is the class of algorithms which mimics the process of evolution. We look at the features of biological systems and see if these can be implemented in ‘engineering optimization. Anything that looks at the process of evolution comes under the class of evolutionary optimization techniques. There are several of them, of which the most important is the Genetic Algorithms or GA. This is relatively new, developed in 1975 and is "gaining popularity in the last 20 years or s0. Genetic algorithms are basically non-calculus based search algorithms. Every technique has a search logic and this varies. Previously, for a 2 dimensional search, we searched around a particular point in the east, 261 262 Non-traditional optimization techniques West » north, south, north east, north west, south east and south west, Girection. We then proceeded in one direction. ‘That was “hill climbing” Or based on a 2 point test we eliminated a portion of the interval. If it is @ 2 variable problem, we can work with one variable at a time. So fe can have an efficient, single variable search technique, which could be broadly based on either a hill climbing or a region elimination method So what is the logic behind GA? 8.2.1 Principle behind GA The logic, as far as genetic algorithms is concerned, is based on the tmechanics of natural selection and natural genetics. “The central ides 's the survival of the fittest concept, which stems from the Darwinian theory, wherein, the fittest will survive and procreate, such thar Successive generations become better and better progressively. Thig is true if we look at any parameter. For example, the average life expectancy of an Indian male is now 68 years. It was only 40 years at the time of independence. The life expectancy in Japan is about $8 years. The probability that a child born in Germany today will live for 100 years is more than 0.5 ‘We cannot say that all the diseases have been conquered. Several diseases have been conquered, but new diseases have come and medical research is going on at a frenetic pace and intensity. However, it cannot be denied that a lot of people live longer with and inspite of diseases, So outside of Darwinian evolution, there is intervention by man also. Successive generations are becoming better! So, basically genetic algorithms simulate or mimic the process of evolution. The key idea here is that evolution is an optimizing process Tf evolution is an optimizing process and successive generations ate becoming better and better, each generation is like an iteration in numerical methods. So if we have 5 generations, it is like having 5 iterations in a numerical method. So with each iterAtion, tére is a Progressive improvement in the objective function. So it means that more or less, GA is like a hill climbing technique. For example if y is 4 function of 21, x2, 23, we start with some combination of values of + 2, <3, and we get a value of y. As we apply the genetic algorithm, ith successive iterations, the y will keep increasing (for a maximization. problem) based on a suitable convergence criterion, we stop the iterations (generations), a traditional optimization techniques h west, south east and south west lirection. That was “hill climbing” ated a portion of the interval, If ‘rk with one variable at a time. So le search technique, which could be \g oF a region elimination method, ams is concemed, is based on the ratural genetics. ‘The central idea which stems from the Darwinian uevive and procreate, such that, + and better progressively. This © For example, the average life w 68 years. Tt was only 40 years @ expectancy in Japan is about 88 orn in Germany today will live for se been conquered. Several diseases es have come and medical research asity. However, it cannot be denied and inspite of diseases. $0 outside vrvention by man also, Successive mulate or mimic the process of evolution is an optimizing process s8 and successive generations are generation is like an iteration in generations, it is like having 5 So with each iteration, there is @ vetive function. So it means that ng technique. For example if y is ith some combination of values of 4s we apply the genetic algorithm,

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