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For time-dependent PDEs, the numerical schemes can be rendered bound-preserving without losing conservation and accuracy by a postprocessing procedure of solving a constrained minimization in each time step. Such a constrained optimization can be formulated as a nonsmooth convex minimization, which can be efficiently solved by first order optimization methods, if using the optimal algorithm parameters. By analyzing the asymptotic linear convergence rate of the generalized Douglas--Rachford splitting method, optimal algorithm parameters can be approximately expressed as a simple function of the number of out-of-bounds cells. We demonstrate the efficiency of this simple choice of algorithm parameters by applying such a limiter to cell averages of a discontinuous Galerkin scheme solving phase field equations for 3D demanding problems. Numerical tests on a sophisticated 3D Cahn--Hilliard--Navier--Stokes system indicate that the limiter is high order accurate, very efficient, and well suited for large-scale simulations. For each time step, it takes at most 20 iterations for the Douglas--Rachford splitting to enforce bounds and conservation up to the round-off error, for which the computational cost is at most 80N with N being the total number of cells. [ABSTRACT FROM AUTHOR]

In this paper, we propose a modified general inertial Mann algorithm and prove that it generates a sequence which converges weakly to a fixed point of a nonexpansive mapping in Hilbert spaces. Moreover, by using the viscosity method, we introduce a general inertial viscosity algorithm and prove that it generates a sequence which converges strongly to a common fixed point of a countable family of nonexpansive operators. We also derive schemes for solving constrained convex optimization, monotone inclusion, and nonsmooth convex optimization problems. Finally, we apply one of our proposed algorithms to solve image restoration problem. [ABSTRACT FROM AUTHOR]

BACKGROUND: The scientific revolution in the treatment of many illnesses has been significantly aided by stem cells. This paper presents an optimal control on a mathematical model of chemotherapy and stem cell therapy for cancer treatment. OBJECTIVE: To develop effective hybrid techniques that combine the optimal control theory (OCT) with the evolutionary algorithm and multi-objective swarm algorithm. The developed technique is aimed to reduce the number of cancerous cells while utilizing the minimum necessary chemotherapy medications and minimizing toxicity to protect patients' health. METHODS: Two hybrid techniques are proposed in this paper. Both techniques combined OCT with the evolutionary algorithm and multi-objective swarm algorithm which included MOEA/D, MOPSO, SPEA II and PESA II. This study evaluates the performance of two hybrid techniques in terms of reducing cancer cells and drug concentrations, as well as computational time consumption. RESULTS: In both techniques, MOEA/D emerges as the most effective algorithm due to its superior capability in minimizing tumour size and cancer drug concentration. CONCLUSION: This study highlights the importance of integrating OCT and evolutionary algorithms as a robust approach for optimizing cancer chemotherapy treatment. [ABSTRACT FROM AUTHOR]

Decision-focused learning (DFL) is an emerging paradigm that integrates machine learning (ML) and constrained optimization to enhance decision quality by training ML models in an end-to-end system. This approach shows significant potential to revolutionize combinatorial decision-making in real-world applications that operate under uncertainty, where estimating unknown parameters within decision models is a major challenge. This paper presents a comprehensive review of DFL, providing an in-depth analysis of both gradient-based and gradient-free techniques used to combine ML and constrained optimization. It evaluates the strengths and limitations of these techniques and includes an extensive empirical evaluation of eleven methods across seven problems. The survey also offers insights into recent advancements and future research directions in DFL. [ABSTRACT FROM AUTHOR]

One of the most challenging robotic manipulator designs is finding an appropriate balance between the shaking force and shaking moment because this reduces vibrations. Several approaches have been introduced in the last decades; nevertheless, some assumptions must be established to make such a balance. In this paper, a dynamic balancing approach is proposed. The main novelty is the no dependence on specific trajectories to be executed by the manipulator, which allows finding a design with a similar tradeoff in the balancing under robot configuration changes. Also, the proposal incorporates mass distribution and link shape in a single design procedure. The proposal is stated as a constrained nonlinear optimization problem and applied to a hybrid serial-parallel robotic manipulator. The use of different bio-inspired algorithms and one gradient one in the solution of the balancing problem reveals that differential evolution finds the most suitable design. Besides, comparative simulation results of the obtained design with other design approaches show that the obtained design presents the most suitable tradeoff between the shaking force and the shaking moment when the manipulator executes tasks with different operating velocities. [ABSTRACT FROM AUTHOR]

Previous studies on joint optimization of computation offloading and service caching policies in Mobile Edge Computing (MEC) have often neglected the impact of dependency-aware subtasks, edge server resource constraints, and multiple users on policy formulation. To remedy this deficiency, this paper proposes a many-objective joint optimization dependencyaware task offloading and service caching model (MaJDTOSC). MaJDTOSC considers the impact of dependencies between subtasks on the joint optimization problem of task offloading and service caching in multi-user, resource-constrained MEC scenarios, and takes the task completion time, energy consumption, subtask hit rate, load variability, and storage resource utilization as optimization objectives. Meanwhile, in order to better solve MaJDTOSC, a many-objective evolutionary algorithm TSMSNSGAIII based on a three-stage mating selection strategy is proposed. Simulation results show that TSMSNSGAIII exhibits an excellent and stable performance in solving MaJDTOSC with different number of users setting and can converge faster. Therefore, it is believed that TSMSNSGAIII can provide appropriate sub-task offloading and service caching strategies in multi-user and resource-constrained MEC scenarios, which can greatly improve the system offloading efficiency and enhance the user experience. [ABSTRACT FROM AUTHOR]

In recent years, distributed optimization problem have a wide range of applications in various fields. This paper considers the prescribed-time distributed optimization problem with/without constraints. Firstly, we assume the state of each agent is constrained, and the prescribed-time distributed optimization algorithm with constraints is designed on the basis of gradient projection algorithm and consensus algorithm. Secondly, the constrained distributed optimization problem is transformed into the unconstrained distributed optimization problem, and according to the gradient descent algorithm and consensus algorithm, we also propose the prescribed-time distributed optimization algorithm without constraints. By designing the appropriate objective functions, we prove the multi-agent system can converge to the optimal solution within any prescribed-time, and the convergence time is fully independent of the initial conditions and system parameters. Finally, three simulation examples are provided to verify the validity of the designed algorithms. • For distributed optimization problem with convex constraints, we design an effective prescribed-time distributed algorithm which can guarantee the multi-agent system converge to the optimal solution. • The designed algorithm in this paper can achieve convergence within any prescribed-time, and the convergence time is fully independent of the initial conditions and system parameters. • In this paper, we not only consider the condition that the agents' states are constrained, but also ensure that the multi-agent system can reach the optimal solution within any prescribed-time, which is more practical. [ABSTRACT FROM AUTHOR]

This paper concerns the formulation and analysis of a new interior-point method for constrained optimization that combines a shifted primal-dual interior-point method with a projected-search method for bound-constrained optimization. The method involves the computation of an approximate Newton direction for a primal-dual penalty-barrier function that incorporates shifts on both the primal and dual variables. Shifts on the dual variables allow the method to be safely "warm started" from a good approximate solution and avoids the possibility of very large solutions of the associated path-following equations. The approximate Newton direction is used in conjunction with a new projected-search line-search algorithm that employs a flexible non-monotone quasi-Armijo line search for the minimization of each penalty-barrier function. Numerical results are presented for a large set of constrained optimization problems. For comparison purposes, results are also given for two primal-dual interior-point methods that do not use projection. The first is a method that shifts both the primal and dual variables. The second is a method that involves shifts on the primal variables only. The results show that the use of both primal and dual shifts in conjunction with projection gives a method that is more robust and requires significantly fewer iterations. In particular, the number of times that the search direction must be computed is substantially reduced. Results from a set of quadratic programming test problems indicate that the method is particularly well-suited to solving the quadratic programming subproblem in a sequential quadratic programming method for nonlinear optimization. [ABSTRACT FROM AUTHOR]

The objective of reliability-based design optimization (RBDO) is to minimize the optimization objective while satisfying the corresponding reliability requirements. However, the nested loop characteristic reduces the efficiency of RBDO algorithm, which hinders their application to high-dimensional engineering problems. To address these issues, this paper proposes an efficient decoupled RBDO method combining high dimensional model representation (HDMR) and the weight-point estimation method (WPEM). First, we decouple the RBDO model using HDMR and WPEM. Second, Lagrange interpolation is used to approximate a univariate function. Finally, based on the results of the first two steps, the original nested loop reliability optimization model is completely transformed into a deterministic design optimization model that can be solved by a series of mature constrained optimization methods without any additional calculations. Two numerical examples of a planar 10-bar structure and an aviation hydraulic piping system with 28 design variables are analyzed to illustrate the performance and practicability of the proposed method. [ABSTRACT FROM AUTHOR]

Adaptive cruise control (ACC) enables efficient, safe, and intelligent vehicle control by autonomously adjusting speed and ensuring a safe following distance from the vehicle in front. This paper proposes a novel adaptive cruise system, namely the Safety-First Reinforcement Learning Adaptive Cruise Control (SFRL-ACC). This system aims to leverage the model-free nature and high real-time inference efficiency of Deep Reinforcement Learning (DRL) to overcome the challenges of modeling difficulties and lower computational efficiency faced by current optimization control-based ACC methods while simultaneously maintaining safety advantages and optimizing ride comfort. Firstly, we transform the ACC problem into a safe DRL formulation Constrained Markov Decision Process (CMDP) by carefully designing state, action, reward, and cost functions. Subsequently, we propose the Projected Constrained Policy Optimization (PCPO)-based ACC Algorithm SFRL-ACC, which is specifically tailored to solve the CMDP problem. PCPO incorporates safety constraints that further restrict the trust region formed by the Kullback–Leibler (KL) divergence, facilitating DRL policy updates that maximize performance while keeping safety costs within their limit bounds. Finally, we train an SFRL-ACC policy and compare its computation time, traffic efficiency, ride comfort, and safety with state-of-the-art MPC-based ACC control methods. The experimental results prove the superiority of the proposed method in the aforementioned performance aspects. [ABSTRACT FROM AUTHOR]

In this article, we propose non‐parametric estimations of robustness and reliability measures approximation error, employed in the context of constrained multi‐objective optimisation under uncertainty (OUU). These approximations with tunable accuracy permit to capture the Pareto front in a parsimonious way, and can be exploited within an adaptive refinement strategy. First, we illustrate an efficient approach for obtaining joint representations of the robustness and reliability measures, allowing sharper discrimination of Pareto‐optimal designs. A specific surrogate model of these objectives and constraints is then proposed to accelerate the optimisation process. Secondly, we propose an adaptive refinement strategy, using these tunable accuracy approximations to drive the computational effort towards the computation of the optimal area. To this extent, an adapted Pareto dominance rule and Pareto optimal probability computation are formulated. The performance of the proposed strategy is assessed on several analytical test‐cases against classical approaches. We also illustrate the method on an engineering application, performing shape OUU of an Organic Rankine Cycle turbine. [ABSTRACT FROM AUTHOR]

AbstractPV (photovoltaic) systems, also known as solar panel systems, play an essential role in the mitigation of greenhouse gas emissions and the promotion of renewable energy. Through the conversion of sunlight into usable energy, electricity is generated without emitting greenhouse gases and producing pollutants. Notwithstanding the evolutionary significance of PV systems, the occurrence of defects and anomalies in PV systems may result in diminished power output, consequently impeding the efficiency of the systems and potentially resulting in hazards in certain circumstances. Therefore, early detection of faults and anomalies in PV systems is imperative to guarantee the reliability, efficiency, and safety of the systems. In this paper, we develop a signal decomposition for the purpose of anomaly detection in PV systems. The proposed methodology is grounded on the concept of low-rank and sparse decomposition, with consideration given to the signs of the decomposed low-rank and sparse components, as well as the smooth variations within and between periods in the mean signals. Through the implementation of Monte Carlo simulations, we showcase the efficacy of our proposed methodology in identifying anomalies of varying durations and magnitudes in PV systems. A case study is employed to validate the proposed methodology in detecting anomalies in real PV systems. [ABSTRACT FROM AUTHOR]

We extend the classical primal-dual interior point method from the Euclidean setting to the Riemannian one. Our method, named the Riemannian interior point method, is for solving Riemannian constrained optimization problems. We establish its local superlinear and quadratic convergence under the standard assumptions. Moreover, we show its global convergence when it is combined with a classical line search. Our method is a generalization of the classical framework of primal-dual interior point methods for nonlinear nonconvex programming. Numerical experiments show the stability and efficiency of our method. [ABSTRACT FROM AUTHOR]

Orthogonally decomposable (odeco) tensors is a special class of symmetric tensors. Previous works have focused on investigating its E-eigenpairs problem, and made some theoretical achievements concerning the number and the local optimality of E-eigenpairs. However, concerning local optimality of each eigenpair, the existing work only analyzed the third-order tensor case. In this paper, we further exploit this issue for any higher-order tensors by checking second-order necessary condition of the related constrained optimization model and deducing an equivalent matrix formula criterion for local optimality identification. Finally, a generalized conclusion for local optimality of eigenpairs for odeco tensors is provided, and some simulated experiments are conducted for validation. [ABSTRACT FROM AUTHOR]

We propose a trust-region stochastic sequential quadratic programming algorithm (TR-StoSQP) to solve nonlinear optimization problems with stochastic objectives and deterministic equality constraints. We consider a fully stochastic setting, where at each step a single sample is generated to estimate the objective gradient. The algorithm adaptively selects the trust-region radius and, compared to the existing line-search StoSQP schemes, allows us to utilize indefinite Hessian matrices (i.e., Hessians without modification) in SQP subproblems. As a trust-region method for constrained optimization, our algorithm must address an infeasibility issue---the linearized equality constraints and trust-region constraints may lead to infeasible SQP subproblems. In this regard, we propose an adaptive relaxation technique to compute the trial step, consisting of a normal step and a tangential step. To control the lengths of these two steps while ensuring a scale-invariant property, we adaptively decompose the trust-region radius into two segments, based on the proportions of the rescaled feasibility and optimality residuals to the rescaled full KKT residual. The normal step has a closed form, while the tangential step is obtained by solving a trust-region subproblem, to which a solution ensuring the Cauchy reduction is sufficient for our study. We establish a global almost sure convergence guarantee for TR-StoSQP and illustrate its empirical performance on both a subset of problems in the CUTEst test set and constrained logistic regression problems using data from the LIBSVM collection. [ABSTRACT FROM AUTHOR]

Classical primal-dual algorithms attempt to solve max∣1 miι⅛ £(æ, μ) by alternately minimizing over the primal variable x through primal descent and maximizing the dual variable μ through dual ascent. However, when Z2(x, μ) is highly nonconvex with complex constraints in x, the minimization over x may not achieve global optimality and, hence, the dual ascent step loses its valid intuition. This observation motivates us to propose a new class of primal-dual algorithms for nonconvex constrained optimization with the key feature to reverse dual ascent to a conceptually new dual descent, in a sense, elevating the dual variable to the same status as the primal variable. Surprisingly, this new dual scheme achieves some best iteration complexities for solving nonconvex optimization problems. In particular, when the dual descent step is scaled by a fractional constant, we name it scaled dual descent (SDD), otherwise, unsealed dual descent (UDD). For nonconvex multiblock optimization with nonlinear equality constraints, we propose SDD-alternating direction method of multipliers (SDD-ADMM) and show that it finds an e-stationary solution in O{e~4) iterations. The complexity is further improved to O{e~3) and O{e~2) under proper conditions. We also propose UDD-augmented Lagrangian method (UDD-ALM), combining UDD with ALM, for weakly convex minimization over affine constraints. We show that UDD-ALM finds an e-stationary solution in O{e~2) iterations. These complexity bounds for both algorithms either achieve or improve the best-known results in the ADMM and ALM literature. Moreover, SDD-ADMM addresses a longstanding limitation of existing ADMM frameworks. [ABSTRACT FROM AUTHOR]

The Fritz John (FJ) and Karush--Kuhn--Tucker (KKT) conditions are fundamental tools for characterizing minimizers and form the basis of almost all methods for constrained optimization. Since the seminal works of Fritz John, Karush, Kuhn, and Tucker, FJ/KKT conditions have been enhanced by adding extra necessary conditions. Such an extension was initially proposed by Hestenes in the 1970s and later extensively studied by Bertsekas and collaborators. In this work, we revisit enhanced KKT stationarity for standard (smooth) nonlinear programming. We argue that every KKT point satisfies the usual enhanced versions found in the literature. Therefore, enhanced KKT stationarity only concerns the Lagrange multipliers. We then analyze some properties of the corresponding multipliers under the quasi-normality constraint qualification (QNCQ), showing in particular that the set of so-called quasinormal multipliers is compact under QNCQ. Also, we report some consequences of introducing an extra abstract constraint to the problem. Given that enhanced FJ/KKT concepts are obtained by aggregating sequential conditions to FJ/KKT, we discuss the relevance of our findings with respect to the well-known sequential optimality conditions, which have been crucial in generalizing the global convergence of a well-established safeguarded augmented Lagrangian method. Finally, we apply our theory to mathematical programs with complementarity constraints and multiobjective problems, improving and elucidating previous results in the literature. [ABSTRACT FROM AUTHOR]

A popular approach to minimizing a finite sum of smooth convex functions is stochastic gradient descent (SGD) and its variants. Fundamental research questions associated with SGD include (i) how to find a lower bound on the number of times that the gradient oracle of each individual function must be assessed in order to find an e-minimizer of the overall ob jective; (ii) how to design algorithms which guarantee finding an e-minimizer of the overall ob jective in expectation no more than a certain number of times (in terms of 1/\epsilon) that the gradient oracle of each function needs to be assessed (i.e., upper bound). If these two bounds are at the same order of magnitude, then the algorithms may be called optimal. Most existing results along this line of research typically assume that the functions in the ob jective share the same condition number. In this paper, the first model we study is the problem of minimizing the sum of finitely many strongly convex functions whose condition numbers are all different. We propose an SGD-based method for this model and show that it is optimal in gradient computations, up to a logarithmic factor. We then consider a constrained separate block optimization model and present lower and upper bounds for its gradient computation complexity. Next, we propose solving the Fenchel dual of the constrained block optimization model via generalized SSNM, which we introduce earlier, and show that it yields a lower iteration complexity than solving the original model by the ADMM-type approach. Finally, we extend the analysis to the general composite convex optimization model and obtain gradient-computation complexity results under certain conditions. [ABSTRACT FROM AUTHOR]

Mixture Markov Model (MMM) is a widely used tool to cluster sequences of events coming from a finite state-space. However, the MMM likelihood being multi-modal, the challenge remains in its maximization. Although Expectation-Maximization (EM) algorithm remains one of the most popular ways to estimate the MMM parameters, however, convergence of EM algorithm is not always guaranteed. Given the computational challenges in maximizing the mixture likelihood on the constrained parameter space, we develop a pattern search-based global optimization technique which can optimize any objective function on a collection of simplexes, which is eventually used to maximize MMM likelihood. This is shown to outperform other related global optimization techniques. In simulation experiments, the proposed method is shown to outperform the expectation-maximization (EM) algorithm in the context of MMM estimation performance. The proposed method is applied to cluster Multiple sclerosis (MS) patients based on their treatment sequences of disease-modifying therapies (DMTs). We also propose a novel method to cluster people with MS based on DMT prescriptions and associated clinical features (covariates) using MMM with covariates. Based on the analysis, we divided MS patients into three clusters. Further cluster-specific summaries of relevant covariates indicate patient differences among the clusters. for this article are available online. [ABSTRACT FROM AUTHOR]

The Reliability Redundancy Allocation Problem (RRAP) is a complex optimization problem that involves determining the optimal deployment of redundant components to enhance overall system performance. Exact approaches can be computationally expensive and time-consuming for large-scale tasks due to the combinatorial nature of the problem. This article employs a modified version of the recently developed population-based metaheuristic called "Wild Horse Optimization" to optimize the RRAP problem subject to nonlinear constraints. Three RRAP standard benchmark problems have been taken into consideration, and a modified WHO (MWHO) was employed to determine the optimal allocation of redundant components. This research demonstrates that MWHO outperforms current meta-heuristic methods and is a promising approach for solving RRAP. [ABSTRACT FROM AUTHOR]

This document is a special issue of the journal Nonlinear Studies, featuring interdisciplinary perspectives in applied mathematics. It includes articles on consumer behavior, diffusion of innovation, numerical methods, game theory, and optimization, covering domains such as engineering, management, and physics. The papers have undergone peer review and offer original and high-quality research. The document compiles research contributions on reliability analysis, mathematical modeling, differential equations, and optimization problems, with references for further exploration. The authors express gratitude to the contributors and reviewers for their valuable contributions. [Extracted from the article]

In this work, we introduce a collision model specifically tailored for the simulation of inextensible textiles. The model considers friction, contacts, and inextensibility constraints all at the same time without any decoupling. Self-collisions are modeled in a natural way that allows considering the thickness of cloth without introducing unwanted oscillations. The discretization of the equations of motion leads naturally to a sequence of quadratic problems with inequality and equality constraints. In order to solve these problems efficiently, we develop a novel active-set algorithm that takes into account past active constraints to accelerate the resolution of unresolved contacts. We put to a test the developed collision procedure with diverse scenarios involving static and dynamic friction, sharp objects, and complex-topology folding sequences. Finally, we perform an experimental validation of the collision model by comparing simulations with recordings of real textiles as given by a Motion Capture System. The results are very accurate, having errors around 1 cm for DIN A2 textiles (42 x 59.4 cm) even in difficult scenarios involving fast and strong hits with a rigid object. In this work, we present a novel collision model for inextensible textiles and validate it experimentally through a comparison with real textiles as recorded by a Motion Capture System. In the figure we can see four frames comparing the recorded hitting with a stick of a DIN A2 (42 x 59.4 cm) polyester sheet (left) with its inextensible simulation (right); its average error being 1.44 cm. The recordings are obtained by attaching 20 reflective markers of diameter 3 mm and weight of 0.013 g to the real textile and following their trajectory. On the bottom, we show a full plot of the mean absolute error of the position of each marker with respect to its simulation and with yellow lines we highlight the moments in which the object is in contact with the cloth. Notice that the biggest errors appear not during the hits but just after because of aerodynamic effects. The above simulations, with a 7 × 9 mesh, are two times faster than real-time. Our custom active-set solver is three times faster than a standard interior-point method using the same mesh resolution. • We develop a cloth collision model which results in a coupled resolution of friction, inextensibility, and contact forces. • Self-collisions are modeled in a way that allows considering cloth's thickness without introducing unwanted oscillations. • An active-set solver for the system's integration is developed, which can start from any non-necessarily feasible point. • An empirical validation is performed, with scenarios involving high-friction surfaces and strong hits with a stick. [ABSTRACT FROM AUTHOR]

Optimization, particularly constrained optimization problems (COPs), is fundamental in engineering, influencing various sectors with its critical role in enhancing design efficiency, reducing experimental costs, and shortening testing cycles. This study explores the challenges inherent in COPs, with a focus on developing efficient solution methodologies under stringent constraints. Surrogate models, especially Gaussian Process Regression (GPR), are pivotal in our approach, enabling the approximation of complex systems with reduced computational demand. We evaluate the efficacy of the Efficient Global Optimization (EGO) algorithm, which synergizes GPR with the Expected Improvement (EI) function, and further extend this framework to Constrained Expected Improvement (CEI) and our novel methodology Constrained Expected Prediction Error (CEPE). We demonstrate the effectiveness of these methodologies by numerical benchmark simulations and the real-world application of optimizing a Three-Bar Truss Design. In essence, the innovative CEPE approach promises a potent balance between solution accuracy and computational prowess, offering significant potential in the broader engineering field. [ABSTRACT FROM AUTHOR]

Supply Chain (SC) Optimization is a key activity in today's industry with the goal of increasing operational efficiency, reducing costs, and improving customer satisfaction. Traditional optimization methods often struggle to effectively use resources while handling complex and dynamic Supply chain networks. This paper introduces a novel biomimetic metaheuristic algorithm called the Wombat Optimization Algorithm (WOA) for supply chain optimization. This algorithm replicates the natural behaviors observed in wombats living in the wild, particularly focusing on their foraging tactics and evasive maneuvers towards predators. The theory of WOA is described and then mathematically modeled in two phases: (i) exploration based on the simulation of wombat movements during foraging and trying to find food and (ii) exploitation based on simulating wombat movements when diving towards nearby tunnels to defend against its predators. The effectiveness of WOA in addressing optimization challenges is assessed by handling the CEC 2017 test suite across various problem dimensions, including 10, 30, 50, and 100. The findings of the optimization indicate that WOA demonstrates a strong ability to effectively manage exploration and exploitation, and maintains a balance between them throughout the search phase to deliver optimal solutions for optimization problems. A total of twelve well-known metaheuristic algorithms are called upon to test their performance against WOA in the optimization process. The outcomes of the simulations reveal that WOA outperforms the other algorithms, achieving superior results across most benchmark functions and securing the top ranking as the most efficient optimizer. Using a Wilcoxon rank sum test statistical analysis, it has been proven that WOA outperforms other algorithms significantly. WOA is put to the test with twenty-two constrained optimization problems from the CEC 2011 test suite and four engineering design problems to showcase its ability to solve real-world optimization problems. The results of the simulations demonstrate that WOA excels in real-world applications by delivering superior solutions and outperforming its competitors. [ABSTRACT FROM AUTHOR]

We propose two approaches, based on Riemannian optimization for computing a stochastic approximation of the pth root of a stochastic matrix A. In the first approach, the approximation is found in the Riemannian manifold of positive stochastic matrices. In the second approach, we introduce the Riemannian manifold of positive stochastic matrices sharing with A the Perron eigenvector and we compute the approximation of the pth root of A in such a manifold. This way, differently from the available methods based on constrained optimization, A and its pth root approximation share the Perron eigenvector. Such a property is relevant, from a modeling point of view, in the embedding problem for Markov chains. The extended numerical experimentation shows that, in the first approach, the Riemannian optimization methods are generally faster and more accurate than the available methods based on constrained optimization. In the second approach, even though the stochastic approximation of the pth root is found in a smaller set, the approximation is generally more accurate than the one obtained by standard constrained optimization. [ABSTRACT FROM AUTHOR]

We analyzed a special class of graph traversal problems, where the distances are stochastic, and the agent is restricted to take a limited range in one go. We showed that both constrained shortest Hamiltonian pathfinding problems and disassembly line balancing problems belong to the class of constrained shortest pathfinding problems, which can be represented as mixed-integer optimization problems. Reinforcement learning (RL) methods have proven their efficiency in multiple complex problems. However, researchers concluded that the learning time increases radically by growing the state- and action spaces. In continuous cases, approximation techniques are used, but these methods have several limitations in mixed-integer searching spaces. We present the Q-table compression method as a multistep method with dimension reduction, state fusion, and space compression techniques that project a mixed-integer optimization problem into a discrete one. The RL agent is then trained using an extended Q-value-based method to deliver a human-interpretable model for optimal action selection. Our approach was tested in selected constrained stochastic graph traversal use cases, and comparative results are shown to the simple grid-based discretization method. [ABSTRACT FROM AUTHOR]

In this paper, the general framework for contact-constrained topology optimization of Strömberg and Klarbring (2010) is extended to robust topology optimization. In doing so, a linear elastic design domain is considered and the augmented Lagrangian approach is used to model the unilateral contact. For topology optimization, the design space is parametrized with the SIMP-approach and the Sigmund's filter is applied. Additionally, the robust framework considers uncertainties at the contact support such as deviations of the geometry of the contact surface and the friction coefficient. Both uncertainties are described by the first-order second-moment method which leads to minimal additional costs. In fact, only two additional linear equations must be solved to obtain the robust objective and its gradient with respect to the design variables. Having both the objective and the gradient, the design update is computed with the method of moving asymptotes. The robust framework is applied to 2D and 3D examples to prove its scalability for real-world applications. [ABSTRACT FROM AUTHOR]

In order to address stringent standards, energy efficiency objectives or also cost reduction imperatives, the optimal design of complex industrial structures is an important concern. In this context, parametric optimization offers a powerful tool for engineers. Taking into account nonlinear behavior in the models allows performing high-fidelity numerical simulations and thus reducing safety margins. However, in vibration dynamics, the use of classical global optimization methods on industrial-scale structures with nonlinearities is not affordable due to too many required solver calls to localize the optimum. This work proposes an approach to achieve global constrained optimization of structures with local nonlinearities in vibration. The strategy is based on a Bayesian Optimization process relying on two tools: (i) a Gaussian Process as a surrogate model and (ii) a dedicated nonlinear mechanical solver based on the Harmonic Balance Method. These two tools are presented in detail. Their performance and characteristics are presented and analyzed on academic and industrial-scale examples. The whole strategy is finally applied on a Duffing oscillator without optimization's constraint and a gantry crane to illustrate the efficiency on constrained optimization. In addition, many discussions are made relative to the number of initial sample points. The results show that the proposed approach is able to find the global optimum with a limited number of solver calls, demonstrating its ability to be integrated into an actual industrial design process. [ABSTRACT FROM AUTHOR]

The dislocation hyperbolic augmented Lagrangian algorithm (DHALA) is a new approach to the hyperbolic augmented Lagrangian algorithm (HALA). DHALA is designed to solve convex nonlinear programming problems. We guarantee that the sequence generated by DHALA converges towards a Karush-Kuhn-Tucker point. We are going to observe that DHALA has a slight computational advantage in solving the problems over HALA. Finally, we will computationally illustrate our theoretical results. [ABSTRACT FROM AUTHOR]

Model Predictive Control (MPC) has many advantages in controlling an aero-engine, such as handling actuator constraints, but the computational burden greatly obstructs its application. The current multiplex MPC can reduce computational complexity, but it will significantly decrease the control performance. To guarantee real-time performance and good control performance simultaneously, an intelligent reduced-dimensional scheme of MPC is proposed. The scheme includes a control variable selection algorithm and a control sequence coordination strategy. A constrained optimization problem with low computational complexity is first constructed by using only one control variable to define a reduced-dimensional control sequence. Therein, the control variable selection algorithm provides an intelligent mode to determine the control variable that has the best control effect at the current sampling instant. Furthermore, a coordination strategy is adopted in the reduced-dimensional control sequence to consider the interaction of control variables at different predicting instants. Finally, an intelligent reduced-dimensional MPC controller is designed and implemented on an aero-engine. Simulation results demonstrate the effectiveness of the intelligent reduced-dimensional scheme. Compared with the multiplex MPC, the intelligent reduced-dimensional MPC controller enhances the control quality significantly by 34.06%; compared with the standard MPC, the average time consumption is decreased by 64.72%. [ABSTRACT FROM AUTHOR]

A bivariate order-replacement policy for a multi-state repairable system with imperfect repair is put forward in this paper, where the decisions on when to order a spare part and when to place a replacement are based on the number of failures. The geometric processes are generalized to depict the characteristics that the successive working times are shorter and shorter while the consecutive repair times are longer and longer. According to the renewal reward theorem, a constrained optimization model for the order-replacement policy is formulated, in which the aim is to minimize the expected long-run cost rate (ELRCR) under the constraint that system availability is not less than a predetermined availability requirement. General representations of the ELRCR and system availability are derived and an approximation result of the optimization model is given under certain assumptions. Illustrative examples are provided to validate the applicability of the proposed order-replacement model and show the advantage of the order-replacement policy for the multi-state repairable system. [ABSTRACT FROM AUTHOR]

In the last few decades, the particle swarm optimization (PSO) algorithm has been demonstrated to be an effective approach for solving real-world optimization problems. To improve the effectiveness of the PSO algorithm in finding the global best solution for constrained optimization problems, we proposed an improved composite particle swarm optimization algorithm (ICPSO). Based on the optimization principles of the PSO algorithm, in the ICPSO algorithm, we constructed an evolutionary update mechanism for the personal best position population. This mechanism incorporated composite concepts, specifically the integration of the e-constraint, differential evolution (DE) strategy, and feasibility rule. This approach could effectively balance the objective function and constraints, and could improve the ability of local exploitation and global exploration. Experiments on the CEC2006 and CEC2017 benchmark functions and real-world constraint optimization problems from the CEC2020 dataset showed that the ICPSO algorithm could effectively solve complex constrained optimization problems. [ABSTRACT FROM AUTHOR]

A buckling defect will appear on the outer surface of the deformed ring during the constrained ring rolling (CRR) of an aluminum alloy thin-wall conical ring with inner high ribs (AATWCRIHR) if the geometrical dimension of the ribs does not match the wall thickness. To avoid the buckling defect, a quantitative method for characterizing the degree of the buckling defect is proposed using the area of the buckling profile. Then, an orthogonal experimental scheme was designed, taking the width of the middle rib, thickness of wall, and height of the middle rib as the design variables and defining the area of the buckling profile as the optimization objective. Subsequently, a quadratic polynomial response surface model was established by combining the optimization algorithm with the finite element method (FEM), and the geometrical dimension of the middle ribs of the deformed AATWCRIHR is optimized. Moreover, the optimal parameter combination to minimize the area of the buckling profile is obtained and verified using FE simulation. The results show that the AATWCRIHR after optimization does not generate the buckling defect during constrained ring rolling, and it is proven that the quantitative buckling defect representation method and the optimization design method based on the response surface model and the finite element simulation results are feasible for the constrained ring-rolling process of the AATWCRIHR. [ABSTRACT FROM AUTHOR]

The goal in this article is to approximate the Price of Stability (PoS) in stochastic Nash games using stochastic approximation (SA) schemes. PoS is among the most popular metrics in game theory and provides an avenue for estimating the efficiency of Nash games. In particular, evaluating the PoS can help with designing efficient networked systems, including communication networks and power market mechanisms. Motivated by the absence of efficient methods for computing the PoS, first we consider stochastic optimization problems with a nonsmooth and merely convex objective function and a merely monotone stochastic variational inequality (SVI) constraint. This problem appears in the numerator of the PoS ratio. We develop a randomized block-coordinate stochastic extra-(sub)gradient method where we employ a novel iterative penalization scheme to account for the mapping of the SVI in each of the two gradient updates of the algorithm. We obtain an iteration complexity of the order ϵ -4 that appears to be best known result for this class of constrained stochastic optimization problems, where ϵ denotes an arbitrary bound on suitably defined infeasibility and suboptimality metrics. Second, we develop an SA-based scheme for approximating the PoS and derive lower and upper bounds on the approximation error. To validate the theoretical findings, we provide preliminary simulation results on a networked stochastic Nash Cournot competition. [ABSTRACT FROM AUTHOR]

Many important practical problems can be formulated as probabilistic constrained optimization problem (PCOP), which is challenging to solve since it is usually non-convex and non-smooth. Effective methods for (PCOP) mostly focus on approximation techniques. This paper aims at studying the D.C. (difference of two convex functions) approximation techniques. A D.C. approximation is explored to solve the probabilistic constrained optimization problem based on Chen–Harker–Kanzow–Smale (CHKS) smooth plus function. A smooth approximation to probabilistic constraint function is proposed and the corresponding D.C. approximation problem is established. It is proved that the approximation problem is equivalent to the original one under certain conditions. Sequential convex approximation (SCA) algorithm is implemented to solve the D.C. approximation problem. Sample average approximation method is applied to solve the convex subproblem. Numerical results suggest that D.C. approximation technique is effective for optimization with probabilistic constraints. [ABSTRACT FROM AUTHOR]

Optimization methods are widely used in various fields to find the best possible solution to a given problem through the minimization or maximization of an objective function while adhering to specific constraints. In this paper, we present a new optimization algorithm, called WOADD, which was designed to handle the challenges of constrained optimization problems that involve dependent data. Unlike traditional algorithms that struggle with data dependencies and valid range constraints, WOADD uses a unique normalization process and a dynamic updating mechanism that accurately considers the interdependencies among features. By calculating a scaling parameter to navigate within feasible regions, WOADD adjusts its search strategy to ensure the preservation of data dependencies and adherence to constraints, ultimately leading to more efficient and precise optimization outcomes. Our extensive experimental analysis, which compared WOADD against other swarm optimization methods using a suite of benchmark functions, demonstrates its superior performance in terms of faster convergence rates, improved solution quality, and enhanced determinism in outcomes. [ABSTRACT FROM AUTHOR]

The gait cycle of 25-degree of freedom (DOF) humanoid robot, namely NAO robot, consists of single support phase (SSP) and double support phase (DSP). Both dynamic and stability analyses are carried out for this robot to determine its power consumption and dynamic stability margin, respectively. Constrained single-objective optimization problems are formulated for the SSP and DSP separately and solved using particle swarm optimization (PSO) and genetic algorithms (GA). A performance index, other than the fitness function, consisting of constraint values and maximum swing height, is also considered to compare PSO and GA-obtained optimal solutions. PSO is able to find the trajectories that offer higher swing height for nearly similar power consumption during SSP. A performance assessment of each algorithm based on the best fitness values in each generation across several runs is also carried out. These values are compared using the Wilcoxon rank-sum test, and PSO is found to be statistically better than GA. The optimal solutions from the simulations are tested using the Webots simulator to validate their efficacy on stability. Moreover, an investigation of the influence of gait parameters on power consumption during SSP and DSP reveals that the humanoid robot with a higher hip height, lower swing height, and slow pace consumes less power. The methodology developed in this is generic and can be easily extended to other robots. [ABSTRACT FROM AUTHOR]

Non-orthogonal multiple access (NOMA) communication is a potential strategy for overcoming the limits of classic orthogonal multiple access schemes, and it can improve possible rates. In contrast, MIMO–NOMA improves them even more due to multiple antenna diversity advantages. On the other hand, future wireless communication will rely on heterogeneous networks (HetNets), which allow many wireless access networks to coexist hierarchically. However, channel reciprocity is invalid because of the shorter channel coherence time in 5G and 6G communications. As a result, channel estimation through an uplink (UL) pilot no longer holds for downlink (DL) transmission. To address this issue, a statistical beamforming approach is proposed that does not consider channel reciprocity for channel estimation. Consequently, the proposed method saves the pilot transmission overhead required for channel estimation resulting in increased spectral efficiency. To achieve this, we propose to employ the characterization of the ratio of the indefinite quadratic form (IQF) to obtain a closed-form formula for the outage probability in MIMO–NOMA HetNets. The analytical expression obtained is then utilized to design optimal beamforming weights using the genetic algorithm (GA) that solves a constrained multi-objective optimization task. In summary, advantages of our proposed method are (1) it provides spectral efficient method of beamforming, (2) it derives an exact characterization of outage probability in MIMO–NOMA HetNets in closed form, and (3) it develops a GA based optimization solution that solves a constrained multi-objective optimization task simulation results presented validate the theoretical analysis and show supremacy of the proposed method over classical statistical method. [ABSTRACT FROM AUTHOR]

The dynamic economic dispatch (DED) problem is a typical complex constrained optimization problem with non-smooth, nonlinear, and nonconvex characteristics, especially considering practical situations such as valve point effects and transmission losses, and its objective is to minimize the total fuel costs and total carbon emissions of generating units during the dispatch cycle while satisfying a series of equality and inequality constraints. For the challenging DED problem, a model of a dynamic economic dispatch problem considering fuel costs is first established, and then an improved grey wolf optimization algorithm (IGWO) is proposed, in which the exploitation and exploration capability of the original grey wolf optimization algorithm (GWO) is enhanced by initializing the population with a chaotic algorithm and introducing a nonlinear convergence factor to improve weights. Furthermore, a simple and effective constraint-handling method is proposed for the infeasible solutions. The performance of the IGWO is tested with eight benchmark functions selected and compared with other commonly used algorithms. Finally, the IGWO is utilized for three different scales of DED cases, and compared with existing methods in the literature. The results show that the proposed IGWO has a faster convergence rate and better global optimization capabilities, and effectively reduces the fuel costs of the units, thus proving the effectiveness of IGWO. [ABSTRACT FROM AUTHOR]

Many practical problems can be classified as constrained multi-objective optimization problems. Although various methods have been proposed for solving constrained multi-objective optimization problems, there is still a lack of research considering the integration of multiple constraint handling techniques. Given this, this paper combines the objective and constraint separation method with the multi-operator method, proposing a population feasibility state guided autonomous constrained evolutionary optimization method. This method first defines the feasibility state of the population based on both feasibility and ε feasibility of the solutions. Subsequently, a reinforcement learning model is employed to construct a mapping model between the population state and reproduction operators. Finally, based on the real-time population state, the mapping model is utilized to recommend the promising reproduction operator for the next generation. This approach demonstrates significant performance improvement for ε constrained mechanisms in constrained multi-objective optimization algorithms, and shows considerable advantages in comparison with state-of-the-art constrained multi-objective optimization algorithms. [ABSTRACT FROM AUTHOR]

This paper focuses on the cardinality constrained mean-variance portfolio optimization, in which only a small number of assets are invested. We first treat the covariance matrix of asset returns as a diagonal matrix with a special matrix processing technique. Using the dual theory, we formulate the lower bound problem of the original problem as a max-min optimization. For the inner minimization problem with the cardinality constraint, we obtain its analytical solution for the portfolio weights. Then, the lower bound problem turns out to be a simple concave optimization with respect to the Lagrangian multipliers. Thus, the interval split method and the supergradient method are developed to solve it. Based on the precise lower bound, the depth-first branch and bound method are designed to find the global optimal investment selection strategy. Compared with other lower bounds and the current popular mixed integer programming solvers, such as CPLEX and SCIP, the numerical experiments show that our method has a high searching efficiency. History: Accepted by Pascal Van Hentenryck, Area Editor for Computational Modeling: Methods & Analysis. Funding: This work was supported by the National Natural Science Foundation of China [Grants 12101317, 12271071, and 11991024], the Natural Science Foundation of Jiangsu Province [Grant BK20200819], the Team Project of Innovation Leading Talent in Chongqing [Grant CQYC20210309536], the Contract System Project of Chongqing Talent Plan [Grant cstc2022ycjh-bgzxm0147], and the Philosophy and Social Science Fund of Education Department of Jiangsu Province [Grant 2020SJA0168]. K.F.C. Yiu is supported in part by the Research Grants Council of Hong Hong [Grant PolyU 15223419], the Hong Kong Polytechnic University [Grants 4-ZZPT and 1-WZ0E], and the Research Centre for Quantitative Finance [Grant 1-CE03]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0344) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0344). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

We introduce DiffOpt.jl, a Julia library to differentiate through the solution of optimization problems with respect to arbitrary parameters present in the objective and/or constraints. The library builds upon MathOptInterface, thus leveraging the rich ecosystem of solvers and composing well with modeling languages like JuMP. DiffOpt offers both forward and reverse differentiation modes, enabling multiple use cases from hyperparameter optimization to backpropagation and sensitivity analysis, bridging constrained optimization with end-to-end differentiable programming. DiffOpt is built on two known rules for differentiating quadratic programming and conic programming standard forms. However, thanks to its ability to differentiate through model transformations, the user is not limited to these forms and can differentiate with respect to the parameters of any model that can be reformulated into these standard forms. This notably includes programs mixing affine conic constraints and convex quadratic constraints or objective function. History: Accepted by Ted Ralphs, Area Editor for Software Tools. Funding: The work of A. Sharma on DiffOpt.jl was funded by the Google Summer of Code program through NumFocus. M. Besançon was partially supported through the Research Campus Modal funded by the German Federal Ministry of Education and Research [Grant 05M14ZAM, 05M20ZBM]. J. Dias Garcia was supported in part by the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior – Brasil (CAPES) – Finance Code 001. B. Legat was supported by a BAEF Postdoctoral Fellowship, the NSF [Grant OAC-1835443], and the ERC Adv. [Grant 885682]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0283), as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0283). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

For an unbalanced cooperative game, its grand coalition can be stabilized by some instruments, such as subsidization and penalization, that impose new cost terms to certain coalitions. In this paper, we study an alternative instrument, referred to as cost adjustment, that does not need to impose any new coalition-specific cost terms. Specifically, our approach is to adjust existing cost coefficients of the game under which (i) the game becomes balanced so that the grand coalition becomes stable, (ii) a desired way of cooperation is optimal for the grand coalition to adopt, and (iii) the total cost to be shared by the grand coalition is within a prescribed range. Focusing on a broad class of cooperative games, known as integer minimization games, we formulate the problem on how to optimize the cost adjustment as a constrained inverse optimization problem. We prove NP -hardness and derive easy-to-check feasibility conditions for the problem. Based on two linear programming reformulations, we develop two solution algorithms. One is a cutting-plane algorithm, which runs in polynomial time when the corresponding separation problem is polynomial time solvable. The other needs to explicitly derive all the inequalities of a linear program, which runs in polynomial time when the linear program contains only a polynomial number of inequalities. We apply our models and solution algorithms to two typical unbalanced games, including a weighted matching game and an uncapacitated facility location game, showing that their optimal cost adjustments can be obtained in polynomial time. History: Accepted by Area Editor Andrea Lodi for Design & Analysis of Algorithms—Discrete. Funding: This work was supported by the National Natural Science Foundation of China [Grants 72022018 and 72091210]; the Research Grants Council of the Hong Kong SAR, China [Grant 16210020]; Hong Kong Polytechnic University [Grant P0032007]; and the Youth Innovation Promotion Association, Chinese Academy of Sciences [Grant 2021454]. Supplemental Material: The online appendix is available at https://doi.org/10.1287/ijoc.2022.0268. [ABSTRACT FROM AUTHOR]

Drug discovery and development constitute a laborious and costly undertaking. The success of a drug hinges not only good efficacy but also acceptable absorption, distribution, metabolism, elimination, and toxicity (ADMET) properties. Overall, up to 50% of drug development failures have been contributed from undesirable ADMET profiles. As a multiple parameter objective, the optimization of the ADMET properties is extremely challenging owing to the vast chemical space and limited human expert knowledge. In this study, a freely available platform called Chemical Molecular Optimization, Representation and Translation (ChemMORT) is developed for the optimization of multiple ADMET endpoints without the loss of potency (https://cadd.nscc-tj.cn/deploy/chemmort/). ChemMORT contains three modules: Simplified Molecular Input Line Entry System (SMILES) Encoder, Descriptor Decoder and Molecular Optimizer. The SMILES Encoder can generate the molecular representation with a 512-dimensional vector, and the Descriptor Decoder is able to translate the above representation to the corresponding molecular structure with high accuracy. Based on reversible molecular representation and particle swarm optimization strategy, the Molecular Optimizer can be used to effectively optimize undesirable ADMET properties without the loss of bioactivity, which essentially accomplishes the design of inverse QSAR. The constrained multi-objective optimization of the poly (ADP-ribose) polymerase-1 inhibitor is provided as the case to explore the utility of ChemMORT. [ABSTRACT FROM AUTHOR]

This paper is concerned with the inverse electromagnetic scattering problem for anisotropic media. We use the interior resonant modes to develop an inverse scattering scheme for imaging the scatterer. The whole procedure consists of three phases. First, we determine the interior Maxwell transmission eigenvalues of the scatterer from a family of far-field data by the mechanism of the linear sampling method. Next, we determine the corresponding transmission eigenfunctions by solving a constrained optimization problem. Finally, based on both global and local geometric properties of the transmission eigenfunctions, we design an imaging functional which can be used to determine the shape of the medium scatterer. We provide rigorous theoretical basis for our method. Numerical experiments verify the effectiveness, better accuracy and super-resolution results of the proposed scheme. [ABSTRACT FROM AUTHOR]

This paper introduces the Botox Optimization Algorithm (BOA), a novel metaheuristic inspired by the Botox operation mechanism. The algorithm is designed to address optimization problems, utilizing a human-based approach. Taking cues from Botox procedures, where defects are targeted and treated to enhance beauty, the BOA is formulated and mathematically modeled. Evaluation on the CEC 2017 test suite showcases the BOA's ability to balance exploration and exploitation, delivering competitive solutions. Comparative analysis against twelve well-known metaheuristic algorithms demonstrates the BOA's superior performance across various benchmark functions, with statistically significant advantages. Moreover, application to constrained optimization problems from the CEC 2011 test suite highlights the BOA's effectiveness in real-world optimization tasks. [ABSTRACT FROM AUTHOR]

A nonconvex distributed optimization problem involving nonconvex objective functions and inequality constraints within an undirected multi-agent network is considered. Each agent communicates with its neighbors while only obtaining its individual local information (i.e. its constraint and objective function information). To overcome the challenge caused by the nonconvexity of the objective function, a collective neurodynamic penalty approach in the framework of particle swarm optimization is proposed. The state solution convergence of every neurodynamic penalty approach is directed towards the critical point ensemble of the nonconvex distributed optimization problem. Furthermore, employing their individual neurodynamic models, each neural network conducts accurate local searches within constraints. Through the utilization of both locally best-known solution information and globally best-known solution information, along with the incremental enhancement of solution quality through iterations, the globally optimal solution for a nonconvex distributed optimization problem can be found. Simulations and an application are presented to demonstrate the effectiveness and feasibility. [ABSTRACT FROM AUTHOR]

The paper is devoted to the theoretical and numerical analysis of the two-step method, constructed as a modification of Polyak's heavy ball method with the inclusion of an additional momentum parameter. For the quadratic case, the convergence conditions are obtained with the use of the first Lyapunov method. For the non-quadratic case, sufficiently smooth strongly convex functions are obtained, and these conditions guarantee local convergence.An approach to finding optimal parameter values based on the solution of a constrained optimization problem is proposed. The effect of an additional parameter on the convergence rate is analyzed. With the use of an ordinary differential equation, equivalent to the method, the damping effect of this parameter on the oscillations, which is typical for the non-monotonic convergence of the heavy ball method, is demonstrated. In different numerical examples for non-quadratic convex and non-convex test functions and machine learning problems (regularized smoothed elastic net regression, logistic regression, and recurrent neural network training), the positive influence of an additional parameter value on the convergence process is demonstrated. [ABSTRACT FROM AUTHOR]

This paper presents the development of an optimization and modeling method for the objective functions of output power, efficiency and weight of an outer rotor permanent magnet brushless DC (BLDC) motor based on radial basis function (RBF) approximation technique. The proposed RBF‐based Pareto optimization method requires less knowledge about electric/magnetic formulas and can replace conventional optimizations based on these equations with higher accuracy. To apply the proposed optimization method, the initial design should be developed using such equations. Therefore, RBFs are used to model and predict engine behavior. To optimize the objective functions, we used a genetic algorithm optimization technique with nonlinear electric and magnetic constraints to find the Pareto front set. The design obtained by the proposed radial basis function Pareto optimization (RBFPO) method was finally verified by Ansoft Maxwell. The results of optimal design using the RBFPO method have higher output power and efficiency. Also, in addition to the advantage of a favorable accuracy, RBF‐based models are significantly faster than models available in simulation tools. [ABSTRACT FROM AUTHOR]

For years, Value-at-Risk and Expected Shortfall have been well established measures of market risk and the Basel Committee on Banking Supervision recommends their use when controlling risk. But their computations might be intractable if we do not rely on simplifying assumptions, in particular on distributions of returns. One of the difficulties is linked to the need for Integral Constrained Optimizations. In this article, two new stochastic optimization-based Simulated Annealing algorithms are proposed for addressing problems associated with the use of statistical methods that rely on extremizing a non-necessarily differentiable criterion function, therefore facing the problem of the computation of a non-analytically reducible integral constraint. We first provide an illustrative example when maximizing an integral constrained likelihood for the stress-strength reliability that confirms the effectiveness of the algorithms. Our results indicate no clear difference in convergence, but we favor the use of the problem approximation strategy styled algorithm as it is less expensive in terms of computing time. Second, we run a classical financial problem such as portfolio optimization, showing the potential of our proposed methods in financial applications. [ABSTRACT FROM AUTHOR]