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= = (3)
Instead oI Iinding the optimal solutions
*
x to a particular
problem directly, the CE method aims to Iind the most Iavorable
sampling distribution
*
p . This distribution is considered to be
optimal iI only optimal (or near optimal) solutions can be
generated Irom it. The CE process entails the Iollowing general
iterative procedure:
1. Choosing an initial reIerence vector
0
` p in the ASP with some
components ( ) , 1,...,
i i
P X x p i m = = = . Set 1 t = .
2. Generate N sample vectors , 1,...
i
X i N = using a predeIined
random mechanism with
1 t
p` p
obtain the probability distribution vector
t
p`
Irom the solution oI:
( ) ( )
1
1
max ln ( ,
i
N
i S x
p
i
I f x p)
N
=
.
4. Smooth the probability distribution vector using a smoothing
parameter 0.3 0.9 through:
1
` ) 1 ( ` `
+ =
t t t
p p p .
5. Check iI stopping criterion is met, Ior example: iI Ior some
t a
a t t t
= = = ` ... ` `
1
stop; Set - Iinal iteration t T =
and
t
` as the estimate oI
*
; otherwise - set 1 t t = + .
3. NETWORK DESIGN PROBLEM
The physical behavior oI a WDS is governed by a set oI linear and
non-linear equations, which includes energy and mass
conservation equations and the head loss Iormulas. In addition, a
set oI constraints are deIined which consist oI design constraints,
minimum pressure requirements and the delivery oI the prescribed
demand Ilows. Out oI the many diIIerent possible designs that can
be randomly generated by the CE algorithm, only Iew can actually
Iorm the design oI the network. Given that non-Ieasible solutions
can not constitute the design oI the network, only the Ieasible
solutions are candidates. This requires the deIinition oI
supplementary mechanisms that can distinguish the non-Ieasible
solutions Irom the Ieasible ones, and guarantee that only the
available pipe diameters can uniquely be chosen Ior each pipe.
These are incorporated in the
main CE algorithm Ior solving the
optimal WDS design problems.
The CE method Ior minimal cost
design is demonstrated on the
two-looped network (Eigure 1)
introduced by Alperovits and
Shamir |1|, which was used
intensively as a bench-mark
problem.
The layout oI the network can be viewed as a graph ( , ) G J E ,
with the Iull system data in |1|. Each one oI the eight pipes in the
network can have one oI 14 commercially available pipe
diameters with its corresponding unit costs. The entire set oI
available diameters is incorporated by adding Iictitious nodes into
the system with every Iictitious node representing its
corresponding pipe diameter, randomizing the network at the
nodes. The selection oI the diameters is represented by the
partition oI the nodes into two subsets { }
1 2
, J J J = , where { }
1
J
holds the non-selected nodes and { }
2
J holds the selected nodes.
The partition vector is then associated with the reIerence
parameter, which is deIined as a random vector X with
independent components and the discrete probability distribution
oI ( ) ,
i i
P X x p i = = .
4. NUMERICAL RESULTS
The CE optimization method was applied to three well explored
bench-mark water distribution systems: the Two Looped network
|1|, the Hanoi network |2|, and the New York Tunnels system |5|.
The CE algorithm developed herein is demonstrated on the two-
looped problem. The CE parameters used, were: sample size oI
4480 N = , 0.01 = and 0.7 = . DeIining the converging
criterion Ior the probabilities as
5
10
i
p
< or
5
1 10
i
p
< the
average number oI iterations until convergence was 8. The
number oI the objective Iunction evaluations was approximately
15,000 whereas when using GA it was around 10
6
|4|. The
optimal solution Iound was $419,000 which coincides with the
best solution reported using GA and AC |3,4| and is shown in
Table 1. The probabilities were initialized to be:
1
14
i
p = . As the
algorithm evolves the probability distribution approaches to
unities and zeros as shown in Eigure 2.
Table 1. Two-Looped Network - Optimal Design
5. REFERENCES
|1| Alperovits, E., and Shamir, U. Design oI optimal water
distribution systems. Water Resour. Res., 13(6), 885-900,
1977.
|2| Eujiwara, O., and Khang, D. B. A two-phase decomposition
method Ior optimal design oI looped water distribution
systems, Water Resour. Res., 26(4), 539-549, 1990.
|3| Maier, H.R. et al., Ant colony optimization Ior design oI
water distribution systems. Water Resour. Plann. ana
Manag. ASCE, 129(3), 200-209, 2003.
|4| Savic, D.A. and Walters, G.A. Genetic algorithms Ior least-
cost design oI water distribution networks. Water Resour.
Plann. ana Manag. ASCE, 123(2), 67-77, 1997.
|5| Shaake, J., and Lai, D. Linear programming ana avnamic
programming applications to water aistribution network
aesign. Rep. 116, Dept. oI Civ. Engrg., Massachusetts Inst.
oI Technol., Cambridge, Mass., 1968
|6| Rubinstein, R.Y. The cross-entropy method Ior
combinatorial and continuous optimization. Methoaologv
ana Computing in Appliea Probabilitv, 1, 127-190, 1999.
|7| Rubinstein, R.Y., and Kroese D.P. The cross-entropv
methoa: a unifiea approach to combinatorial optimi:ation,
monte-carlo simulation, ana machine learning. Springer-
Verlag, 2004.
Link 1 2 3 4 5 6 7 8
Diameter inch]
18 10 16 4 16 10 10 1
Eigure 1. Two Looped Network
+210
3 2
Reservoir
5 4
7 6
1
1 2
3 7
5 8
4
6
1
4 1
0
1
6
2
2
pipe1
pipe7
0.0
0.2
0.4
0.6
0.8
1.0
P
DIAMETER
PIPE
ITERATION 3
1
4 1
0 1
6 2
2
pipe1
pipe7
0.0
0.2
0.4
0.6
0.8
1.0
P
DIAMETER
PIPE
INITIAL ITERATION
1
4 1
0
1
6
2
2
pipe1
pipe7
0.0
0.2
0.4
0.6
0.8
1.0
P
DIAMETER
PIPE
ITERATION 6
1
4 1
0
1
6
2
2
pipe1
pipe7
0.0
0.2
0.4
0.6
0.8
1.0
P
DIAMETER
PIPE
FINAL ITERATION
Eigure 2: Updating probabilities