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This paper first proposes a trust region algorithm to obtain a stationary point of unconstrained multiobjective optimisation problem. Under suitable assumptions, the global convergence of the new algorithm is established. We then extend the trust region method to solve the non-smooth multiobjective optimisation problem. [ABSTRACT FROM PUBLISHER]

Abstract: Last few years have witnessed the development of various multi-objective evolutionary algorithms since they allow the generation of the overall Pareto front for multi-objective optimizations. With the problems in the real-world becoming more and more complex, however, no reported work in the literature focuses on the high-dimensional objective optimizations (HOPs). In this paper, we propose an evolutionary algorithm named HOEA (high-dimensional objective evolutionary algorithm) for HOPs. By adopting the concept of nonlinear definition for optimizing object, HOPs can be solved by HOEA, while the well-known multi-objective evolutionary algorithms work poorly on HOPs. We further analyze the nonlinear dynamic properties of HOEA on the basis of martingale theoretical framework. The theoretical results indicate that this new algorithm is indeed capable of achieving convergence. We also conduct experiments on HOEA with two representative test instances. The experimental results either confirm our theoretical results or show that the proposed algorithm is efficient and effective for HOPs. [Copyright &y& Elsevier]

Noise is present in many real-world continuous optimization problems. Stochastic search algorithms such as Evolution Strategies (ESs) have been proposed as effective search methods in such contexts. In this paper, we provide a mathematical analysis of the convergence of a (1+1)-ES on unimodal spherical objective functions in the presence of noise. We prove for a multiplicative noise model that for a positive expected value of the noisy objective function, convergence or divergence happens depending on the infimum of the support of the noise. Moreover, we investigate convergence rates and show that log-linear convergence is preserved in presence of noise. This result is a strong theoretical foundation of the robustness of ESs with respect to noise. [ABSTRACT FROM AUTHOR]

Abstract: This paper presents an affine scaling optimal path approach in association with nonmonotonic interior backtracking line search technique for nonlinear optimization subject to linear constraints. We shall employ the eigensystem decomposition and affine scaling mapping to form affine scaling optimal curvilinear path very easily. By using interior backtracking line search technique, each iterate switches to trial step of strict interior feasibility. The nonmonotone criterion is used to speed up the convergence progress in the contours of objective function with large curvature. Theoretical analysis is given which prove that the proposed algorithm is globally convergent and has a local superlinear convergence rate under some reasonable conditions. The results of numerical experiments are reported to show the effectiveness of the proposed algorithm. [Copyright &y& Elsevier]

Abstract: Research on a new metaheuristic for optimization is often initially focused on proof-of-concept applications. It is only after experimental work has shown the practical interest of the method that researchers try to deepen their understanding of the method''s functioning not only through more and more sophisticated experiments but also by means of an effort to build a theory. Tackling questions such as “how and why the method works’’ is important, because finding an answer may help in improving its applicability. Ant colony optimization, which was introduced in the early 1990s as a novel technique for solving hard combinatorial optimization problems, finds itself currently at this point of its life cycle. With this article we provide a survey on theoretical results on ant colony optimization. First, we review some convergence results. Then we discuss relations between ant colony optimization algorithms and other approximate methods for optimization. Finally, we focus on some research efforts directed at gaining a deeper understanding of the behavior of ant colony optimization algorithms. Throughout the paper we identify some open questions with a certain interest of being solved in the near future. [Copyright &y& Elsevier]

In this paper, we introduce and study a new class of generalized nonlinear variational-like inequalities in reflexive Banach spaces. By applying the auxiliary principle technique due to Glowinski-Lions-Tremolières (Ref 1) and the minimax inequality due to Ding-Tan (Ref 2), we establish existence and uniqueness theorems for solutions of generalized nonlinear variational-like inequalities; also, we suggest two general algorithms and prove the convergence of the iterative sequences generated by the algorithms. Our results extend, improve, and unify several known results due to Cohen, Ding, Bose, Parida-Sahoo-Kumar, Dien, Ding-Tarafdar, Noor, and others. [ABSTRACT FROM AUTHOR]