Une heuristique d'optimisation globale basée sur la Ψ-transformation

Alexandre Dolgui; Valery Sysoev

RAIRO - Operations Research (2010)

  • Volume: 37, Issue: 2, page 119-141
  • ISSN: 0399-0559

Abstract

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In this paper, we study a heuristic algorithm for global optimization, which is based on the Ψ-transformation. We illustrate its behavior first, on a set of continuous non-convex objective functions – we search the global optimum of each function. Then, we give an example from combinatorial optimization. It concerns the optimization of scheduling rules parameters of a manufacturing system. Computational results are presented, they look encouraging.

How to cite

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Dolgui, Alexandre, and Sysoev, Valery. "Une heuristique d'optimisation globale basée sur la Ψ-transformation." RAIRO - Operations Research 37.2 (2010): 119-141. <http://eudml.org/doc/105282>.

@article{Dolgui2010,
abstract = { In this paper, we study a heuristic algorithm for global optimization, which is based on the Ψ-transformation. We illustrate its behavior first, on a set of continuous non-convex objective functions – we search the global optimum of each function. Then, we give an example from combinatorial optimization. It concerns the optimization of scheduling rules parameters of a manufacturing system. Computational results are presented, they look encouraging. },
author = {Dolgui, Alexandre, Sysoev, Valery},
journal = {RAIRO - Operations Research},
language = {eng},
month = {3},
number = {2},
pages = {119-141},
publisher = {EDP Sciences},
title = {Une heuristique d'optimisation globale basée sur la Ψ-transformation},
url = {http://eudml.org/doc/105282},
volume = {37},
year = {2010},
}

TY - JOUR
AU - Dolgui, Alexandre
AU - Sysoev, Valery
TI - Une heuristique d'optimisation globale basée sur la Ψ-transformation
JO - RAIRO - Operations Research
DA - 2010/3//
PB - EDP Sciences
VL - 37
IS - 2
SP - 119
EP - 141
AB - In this paper, we study a heuristic algorithm for global optimization, which is based on the Ψ-transformation. We illustrate its behavior first, on a set of continuous non-convex objective functions – we search the global optimum of each function. Then, we give an example from combinatorial optimization. It concerns the optimization of scheduling rules parameters of a manufacturing system. Computational results are presented, they look encouraging.
LA - eng
UR - http://eudml.org/doc/105282
ER -

References

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  3. A. Dolgui, Optimisation des paramètres de modèles de simulation par Ψ-transformation, dans les Actes de la première conférence francophone de modélisation et de simulation (MOSIM'97). Edn. Hermès, Paris (1997) 451-459.  
  4. A. Dolgui et D. Ofitserov, A stochastic method for discrete and continuous optimization in manufacturing systems. J. Intelligent Manufacturing8 (1997) 405-413.  
  5. A. Dolgui et D. Ofitserov, Méthode de Ψ-transformation discrète et son application aux problèmes combinatoires en gestion de production, dans les Actes de Deuxièmes Journées Francophone de Recherche Opérationnelle (FRANCORO II), 6-8 avril 1998, Sousse, Tunisie, édité par F. Ben Abdelaziz, M. Haouari et K. Mellouli. CPU Press (2000) 25-32.  
  6. A. Dolgui et Ch. Thirion, Utilisation des plans d'expériences pour le paramétrage des heuristiques d'ordonnancement dans un atelier job-shop, dans les Actes de la Deuxième Conférence Francophone de Modélisation et Simulation (MOSIM'99), édité par G. Habchi et A. Haurat. SCS Publication (1999) 351-356.  
  7. S.G. Fishman, Monte-Carlo: Concepts, algorithms, and applications. Springer-Verlag, New York (1996).  Zbl0859.65001
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  9. J. Mockus, Application of Bayesian Approach to Numerical Methods of Global and Stochastic Optimization. J. Global Optim.4 (1994) 347-356.  Zbl0801.90099
  10. I.H. Osman et G. Laporte, Metaheuristics: A bibliography. Ann. Oper. Res.63 (1996) 513-623.  Zbl0849.90097
  11. J.M. Proth et N. Sauer, Sensibility Analysis for Job-Shop Scheduling, dans Proc. of the IMACS/IEEE Multiconference on Computational Engineering in Systems Applications. CESA'96 (1996) 208-211.  
  12. V.V. Sysoev, Computer-aided design of production lines in electronics industry. Radio i Sviazj, Moscow (1982) (en russe).  
  13. A. Törn et A. Zilinskas, Global Optimization, édité par G. Goos et J. Hartmanis. Springer Verlag, Lecture Notes in Comp. Sci.350 (1989).  
  14. D.A. Velitchko, V.V. Sysoev et N.V. Beliaev, Test functions for validation of optimization tools. Technical methods in machines reliability. Technological Institute of Voronezh (1975) 110-118 (en russe).  

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