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Differential evolution algorithm combined with chaotic pattern search

Yaoyao He, Jianzhong Zhou, Ning Lu, Hui Qin, Youlin Lu (2010)

Kybernetika

Differential evolution algorithm combined with chaotic pattern search(DE-CPS) for global optimization is introduced to improve the performance of simple DE algorithm. Pattern search algorithm using chaotic variables instead of random variables is used to accelerate the convergence of solving the objective value. Experiments on 6 benchmark problems, including morbid Rosenbrock function, show that the novel hybrid algorithm is effective for nonlinear optimization problems in high dimensional space....

Doubly reflected BSDEs with call protection and their approximation

Jean-François Chassagneux, Stéphane Crépey (2014)

ESAIM: Probability and Statistics

We study the numerical approximation of doubly reflected backward stochastic differential equations with intermittent upper barrier (RIBSDEs). These denote reflected BSDEs in which the upper barrier is only active on certain random time intervals. From the point of view of financial interpretation, RIBSDEs arise as pricing equations of game options with constrained callability. In a Markovian set-up we prove a convergence rate for a time-discretization scheme by simulation to an RIBSDE. We also...

Dynamic approach to optimum synthesis of a four-bar mechanism using a swarm intelligence algorithm

Edgar A. Portilla-Flores, Maria B. Calva-Yáñez, Miguel G. Villarreal-Cervantes, Paola A. Niño Suárez, Gabriel Sepúlveda-Cervantes (2014)

Kybernetika

This paper presents a dynamic approach to the synthesis of a crank-rocker four-bar mechanism, that is obtained by an optimization problem and its solution using the swarm intelligence algorithm called Modified-Artificial Bee Colony (M-ABC). The proposed dynamic approach states a mono-objective dynamic optimization problem (MODOP), in order to obtain a set of optimal parameters of the system. In this MODOP, the kinematic and dynamic models of the whole system are consider as well as a set of constraints...

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