Computational Optimization, Modelling and Simulation (COMS) Session 1

Time and Date: 11:00 - 12:40 on 12th June 2014

Room: Tully II

Chair: Leifur Leifsson

94 Fast Low-fidelity Wing Aerodynamics Model for Surrogate-Based Shape Optimization [abstract]
Abstract: Variable-fidelity optimization (VFO) can be efficient in terms of the computational cost when compared with traditional approaches, such as gradient-based methods with adjoint sensitivity information. In variable-fidelity methods, the direct optimization of the expensive high-fidelity model is replaced by iterative re-optimization of a physics-based surrogate model, which is constructed from a corrected low-fidelity model. The success of VFO is dependent on the reliability and accuracy of the low-fidelity model. In this paper, we present a way to develop a fast and reliable low-fidelity model suitable for aerodynamic shape of transonic wings. The low-fidelity model is component based and accounts for the zero-lift drag, induced drag, and wave drag. The induced drag can be calculated by a proper method, such lifting line theory or a panel method. The zero-lift drag and the wave drag can be calculated by two-dimensional flow model and strip theory. Sweep effects are accounted for by simple sweep theory. The approach is illustrated by a numerical example where the induced drag is calculated by a vortex lattice method, and the zero-lift drag and wave drag are calculated by MSES (a viscous-inviscid method). The low-fidelity model is roughly 320 times faster than a high-fidelity computational fluid dynamics models which solves the Reynolds-averaged Navier-Stokes equations and the Spalart-Allmaras turbulence model. The responses of the high- and low-fidelity models compare favorably and, most importantly, show the same trends with respect to changes in the operational conditions (Mach number, angle of attack) and the geometry (the airfoil shapes).
Leifur Leifsson, Slawomir Koziel, Adrian Bekasiewicz
128 Minimizing Inventory Costs for Capacity-Constrained Production using a Hybrid Simulation Model [abstract]
Abstract: A hybrid simulation model is developed to determine the cost-minimizing target level for a single-item, single-stage production-inventory system. The model is based on a single discrete-event simulation of the unconstrained production system, from which an analytical approximation of the inventory shortfall is derived. Using this analytical expression it is then possible to evaluate inventory performance, and associated costs, at any target level. From these calculations, the cost-minimizing target level can be found efficiently using a local search. Computational experiments show the model remains highly accurate at high levels of demand variation, where existing analytical methods are known to be inaccurate. By deriving an expression for the shortfall distribution via simulation, no user modelling of the demand distribution or estimation of demand parameters is required. Thus this model can be applied to situations when the demand distribution does not have an identifiable analytical form.
John Betts
23 Computation on GPU of Eigenvalues and Eigenvectors of a Large Number of Small Hermitian Matrices [abstract]
Abstract: This paper presents an implementation on Graphics Processing Units of QR-Householder algorithm used to find all the eigenvalues and eigenvectors of many small hermitian matrices ( double precision) in a very short time to address time constraints for Radar issues.
Alain Cosnuau
299 COFADMM: A Computational features selection with Alternating Direction Method of Multipliers [abstract]
Abstract: Due to the explosion in size and complexity of Big Data, it is increasingly important to be able to solve problems with very large number of features. Classical feature selection procedures involves combinatorial optimization, with computational time increasing exponentially with the number of features. During the last decade, penalized regression has emerged as an attractive alternative for regularization and high dimensional feature selection problems. Alternating Direction Method of Multipliers (ADMM) optimization is suited for distributed convex optimization and distributed computing for big data. The purpose of this paper is to propose a broader algorithm COFADMM which combines the strength of convex penalized techniques in feature selection for big data and the power of the ADMM for optimization. We show that combining the ADMM algorithm with COFADMM can provide a path of solutions efficiently and quickly. COFADMM is easy to use, is available in C, Matlab upon request from the corresponding author.
Mohammed Elanbari, Sidra Alam, Halima Bensmail
101 Computational Optimization, Modelling and Simulation: Past, Present and Future [abstract]
Abstract: An integrated part of modern design practice in both engineering and industry is simulation and optimization. Significant challenges still exist, though huge progress has been made in the last few decades. This 5th workshop on Computational Optimization, Modelling and Simulation (COMS 2014) at ICCS 2014 will summarize the latest developments of optimization and modelling and their applications in science, engineering and industry. This paper reviews the past developments, the state-of-the-art present and the future trends, while highlighting some challenging issues in these areas. It can be expected that future research should focus on the data intensive applications, approximations for computationally expensive methods, combinatorial optimization, and large-scale applications.
Xin-She Yang, Slawomir Koziel, Leifur Leifsson

Computational Optimization, Modelling and Simulation (COMS) Session 2

Time and Date: 14:10 - 15:50 on 12th June 2014

Room: Tully II

Chair: Leifur Leifsson

75 Low-Cost EM-Simulation-Driven Multi-Objective Optimization of Antennas [abstract]
Abstract: A surrogate-based method for efficient multi-objective antenna optimization is presented. Our technique exploits response surface approximation (RSA) model constructed from sampled low-fidelity antenna model (here, obtained through coarse-discretization EM simulation). The RSA model enables fast determination of the best available trade-offs between conflicting design goals. A low-cost RSA model construction is possible through initial reduction of the design space. Optimization of the RSA model has been carried out using a multi-objective evolutionary algorithm (MOEA). Additional response correction techniques have been subsequently applied to improve selected designs at the high-fidelity EM antenna model level. The refined designs constitute the final Pareto set representation. The proposed approach has been validated using an ultra-wideband (UWB) monocone and a planar Yagi-Uda antenna.
Adrian Bekasiewicz, Slawomir Koziel, Leifur Leifsson
47 Solution of the wave-type PDE by numerical damping control multistep methods [abstract]
Abstract: The second order Ordinary Differential Equation (ODE) system obtained after semidiscretizing the wave-type partial differential equation (PDE) with the finite element method (FEM) shows strong numerical stiffness. Its resolution requires the use of numerical methods with good stability properties and controlled numerical dissipation in the high-frequency range. The HHT-$\alpha$ and BDF-$\alpha$ methods are second order precision, unconditionally stable and able to dissipate high-modes for some values of the parameters. The finite element method has been applied to the one-dimensional linear wave-type PDE and to a non-linear version of a string of a guitar. The ODE systems obtained after applying FEM are solved by these two methods, proving that both are able to dissipate the high-modes.
Elisabete Alberdi Celaya, Juan José Anza Aguirrezabala
274 Preference-Based Fair Resource Sharing and Scheduling Optimization in Grid VOs [abstract]
Abstract: In this paper, we deal with problems of efficient resource management and scheduling in utility Grids. There are global job flows from external users along with resource owners’ local tasks upon resource non-dedication condition. Competition for resource reservation between independent users, local and global job flows substantially complicates scheduling and the requirement to provide the necessary quality of service. A meta-scheduling model, justified in this work, assumes a complex combination of job flow dispatching and application-level scheduling methods for jobs, as well as resource sharing and consumption policies established in virtual organizations (VOs) and based on economic principles. A solution to the problem of fair resource sharing among VO stakeholders with simulation studies is proposed.
Victor Toporkov, Anna Toporkova, Alexey Tselishchev, Dmitry Yemelyanov, Petr Potekhin
370 Variable Neighborhood Search Based Set covering ILP model for the Vehicle Routing Problem with time windows [abstract]
Abstract: In this paper we propose a hybrid metaheuristic based on General Variable Neighbor- hood search and Integer Linear Programming for solving the vehicle routing problem with time windows (VRPTW).The problem consists in determining the minimum cost routes for a homogeneous fleet of vehicles to meet the demand of a set of customers within a specified time windows. The proposed heuristic, called VNS-SCP is considered as a matheuristic where the hybridization of heuristic (VNS) and exact (Set Covering Problem (SCP)) method is used in this approach as an intertwined collaborative cooperation manner. In this approach an initial solution is first created using Solomon route-construction heuristics, the nearest neighbor algorithm. In the second phase the solutions are improved in terms of the total distance traveled using VNS-SCP. The algorithm is tested using Solomon benchmark. Our findings indicate that the proposed procedure outperforms other local searches and metaheuristics.
Amine Dhahri, Kamel Zidi, Khaled Ghedira
70 Nested Space Mapping Technology for Expedite EM-driven Design of Compact RF/microwave Components [abstract]
Abstract: A robust simulation-driven methodology for rapid and reliable design of RF/microwave circuits comprising compact microstrip resonant cells (CMRCs) is presented. We introduce a nested space mapping (NSM) technology, in which the inner space mapping layer is utilized to improve the generalization capabilities of the equivalent circuit model corresponding to a constitutive element of the circuit under consideration. The outer layer enhances the surrogate model of the entire structure under design. We demonstrate that NSM significantly improves performance of surrogate-based optimization of composite RF/microwave structures. It is validated using two examples of UWB microstrip matching transformers (MTs) and compared to other competitive surrogate-assisted methods attempting to solve the problem of compact RF/microwave component design.
Adrian Bekasiewicz, Slawomir Koziel, Piotr Kurgan, Leifur Leifsson