An Interacting Particle Algorithm for Multi-Criteria Global Optimization
报告人:
Zelda Zabinsky
Prof. Department of Industrial and Systems Engineering University of Washington http://faculty.washington.edu/zelda/
报告时间:
2010-07-16 10:00
报告地点:
FIT-1-415
主办单位:
清华大学自动化系
简介:
Abstract Many engineering problems are naturally multi-criteria and information on non-dominated, Pareto optimal points is desired. We develop an Interacting Multi-Criteria Annealing (IMCA) algorithm that is based on a theoretical sampling distribution that prioritizes Pareto optimal points. The IMCA algorithm generates a population of candidate points according to the Hit-and-Run Markov chain Monte Carlo sampler, modified for both continuous and integer variables. The candidate points interact through selection rules representing multiple criteria. The IMCA algorithm converges to a subset of Pareto optimal solutions. Numerical results of our algorithm for multi-criteria optimization are presented. This work is with H. Onur Mete. Curriculum Vitae Dr. Zelda B. Zabinsky is a professor in Industrial Engineering at the University of Washington. She started at the University of Washington in 1985, after she completed her Ph.D. in Industrial and Operations Engineering from the University of Michigan. Professor Zabinsky was awarded a Benton Fellowship for her graduate studies in Operations Research at the University of Michigan. In 1992, while at the University of Washington she received a Research Initiation Award from the National Science Foundation (NSF) to develop global optimization algorithms for engineering design. She had a second NSF grant to continue developing optimization in engineering design. Software developed, in part, under this effort is currently in use at the Boeing Co. to design fuselage panels with advanced composite materials. Professor Zabinsky has published numerous papers in the areas of global optimization, algorithm complexity, and optimal design of composite structures. She received an Erskine Fellowship to continue work in global optimization at the University of Canterbury, NZ. Her work has appeared in Mathematical Programming, Journal of Global Optimization and the international journal Composite Structures. Her research has been funded by Boeing Commercial Airplane Company, NASA-Langley, FAA, and NSF. Dr. Zabinsky is also involved in applications of Operations Research to air traffic management and airspace design, as well as other applications in transportation, health care, forestry, structural optimization and manufacturing.
