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In this work, an improved moth-flame optimization algorithm is proposed to alleviate the problems of premature convergence and convergence to local minima. From the perspective of diversity, an inertia weight of diversity feedback control is introduced in the moth-flame optimization to balance the algorithm's exploitation and global search abilities. Furthermore, a small probability mutation after the position update stage is added to improve the optimization performance. The performance of the proposed algorithm is extensively evaluated on a suite of CEC'2014 series benchmark functions and four constrained engineering optimization problems. The results of the proposed algorithm are compared with the ones of other improved algorithms presented in literatures. It is observed that the proposed method has a superior performance to improve the convergence ability of the algorithm. In addition, the proposed algorithm assists in escaping the local minima. [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 proposes a novel nature-inspired meta-heuristic algorithm, named Snow Geese Algorithm. It is inspired by the migratory behavior of snow geese and emulates the distinctive "Herringbone" and "Straight Line" shaped flight patterns observed during their migration. The algorithm is structured into three main phases for benchmark testing. In the first phase, the Snow Geese Algorithm's numerical results are compared with those of several classical meta-heuristic algorithms using the same test functions and original data from these algorithms. In the second phase, in order to minimize potential variations during the comparison, all algorithms undergo evaluation on a standardized testing platform. In the third phase, this paper applies the Snow Geese Algorithm to solve four widely recognized engineering optimization problems: the tubular column design, piston lever optimization design, reinforced concrete beam design and car side impact design. These real-world engineering problems serve as test cases to assess Snow Geese Algorithm problem-solving capabilities. The primary objective of the Snow Geese Algorithm is to provide an alternative perspective for tackling complex optimization problems. Please note that the complete source code for the Snow Geese Algorithm is publicly available at https://github.com/stones3421/SGA-project. • Snow Geese Algorithm: A novel meta-heuristic approach inspired by snow geese flight behavior, tackling optimization problems. • Two-stage Strategy: Mimics snow geese exploration and exploitation patterns, setting it apart from traditional methods. • Performance Evaluation: Multiple algorithms are assessed on different problems. • Algorithm Features: Experimental results validate the effectiveness of the Snow Geese Algorithm. • Practical Applications: Snow Geese Algorithm shows potential in engineering optimization, aiding accurate decision-making. [ABSTRACT FROM AUTHOR]

Constrained multi-objective optimization problems (CMOPs) exist widely in the real world, which simultaneously contain multiple constraints to be satisfied and multiple conflicting objectives to be optimized. Therefore, the challage in addressing CMOPs is how to better balance constraints and objectives. To remedy this issue, this paper proposes a novel dual-population based constrained multi-objective evolutionary algorithm to solve CMOPs, in which two populations with different functions are employed. Specifically, the main population considers both objectives and constraints for solving the original CMOPs, while the auxiliary population is used only for optimization of objectives without considering constraints. In addition, a dynamic population size reducing mechanism is proposed, which is used to adjust the size of the auxiliary population, so as to reduce the consumption of computing resoruces in the later stage. Moreover, an independent external archive is set to store feasible solutions found by the auxiliary population, so as to provide high-quality feasible solutions for the main population. The experimental results on 55 benchmark functions show that the proposed algorithm exhibits superior or at least competitive performance compared to other state-of-the-art algorithms. [ABSTRACT FROM AUTHOR]

Tree–seed algorithm is a stochastic search algorithm with superior performance suitable for solving continuous optimization problems. However, it is also prone to fall into local optimum and slow in convergence. Therefore, this paper proposes an improved tree–seed algorithm based on pattern search, dimension permutation, and elimination update mechanism (PDSTSA). Firstly, a global optimization strategy based on pattern search is used to promote detection ability. Secondly, in order to maintain the diversity of the population, a random mutation strategy of individual dimension replacement is introduced. Finally, the elimination and update mechanism based on inferior trees is introduced in the middle and later stages of the iteration. Subsequently, PDSTSA is compared with seven representative algorithms on the IEEE CEC2015 test function for simulation experiments and convergence curve analysis. The experimental results indicate that PDSTSA has better optimization accuracy and convergence speed than other comparison algorithms. Then, the Wilcoxon rank sum test demonstrates that there is a significant difference between the optimization results of PDSTSA and each comparison algorithm. In addition, the results of eight algorithms for solving engineering constrained optimization problems further prove the feasibility, practicability, and superiority of PDSTSA. [ABSTRACT FROM AUTHOR]

This paper introduces an innovative extension of the DIRECT algorithm specifically designed to solve global optimization problems that involve Lipschitz continuous functions subject to linear constraints. Our approach builds upon recent advancements in DIRECT-type algorithms, incorporating novel techniques for partitioning and selecting potential optimal hyper-rectangles. A key contribution lies in applying a new mapping technique to eliminate the infeasible region efficiently. This allows calculations to be performed only within the feasible region defined by linear constraints. We perform extensive tests using a diverse set of benchmark problems to evaluate the effectiveness and performance of the proposed algorithm compared to existing DIRECT solvers. Statistical analyses using Friedman and Wilcoxon tests demonstrate the superiority of a new algorithm in solving such problems. [ABSTRACT FROM AUTHOR]

In the scenario of device-free localization under multiple effects, the accuracy of localization based on compressed sensing theory is severely affected. Most existing localization techniques directly ignore multiple path effects. However, it is not practical to ignore the multiple path effect due to its high signal strength, which can provide localization information. In this paper, we formulate the sensing matrix optimization problem in compressed sensing for device-free localization scenarios based on multiple reflections. To solve this problem, we model it as a constrained combinatorial optimization problem and propose a hybrid meta-heuristic algorithm. First, smart reflection surfaces and virtual node models are used to construct the desired communication links. Second, we iteratively improve the properties of the measurement matrix by using K-means clustering to obtain reasonable thresholds, and use a meta-heuristic algorithm to optimize the sensing matrix. Finally, the simulation results show that the proposed method efficiently optimizes the sensing matrix and achieves fast and high-precision localization while conserving communication resources. [ABSTRACT FROM AUTHOR]

Community detection is a significant and challenging task in network research. Nowadays, many community detection methods have been developed. Among them, the classical Louvain algorithm is an excellent method aiming at optimizing an objective function. In this paper, we propose a modularity function F 2 as a new objective function. Our modularity function F 2 overcomes certain disadvantages of the modularity functions raised in previous literature, such as the resolution limit problem. It is desired as a competitive objective function. Then, the constrained Louvain algorithm is proposed by adding some constraints to the classical Louvain algorithm. Finally, through the comparison, we have found that the constrained Louvain algorithm with F 2 is better than the constrained Louvain algorithm with other objective functions on most considered networks. Moreover, the constrained Louvain algorithm with F 2 is superior to the classical Louvain algorithm and the Newman's fast method. [ABSTRACT FROM AUTHOR]

In this paper, we study swarm intelligence computation for constrained optimization problems and propose a new hybrid PSO-DE algorithm based on feasibility rules. Establishing individual feasibility rules as a way to determine whether the position of an individual satisfies the constraint or violates the degree of the constraint, which will determine the choice of the individual optimal position and the global optimal position in the particle population. First, particle swarm optimization (PSO) is used to act on the top 50% of individuals with higher degree of constraint violation to update their velocity and position. Second, Differential Evolution (DE) is applied to act on the individual optimal position of each individual to form a new population. The current individual optimal position and the global optimal position are updated using the feasibility rules, thus forming a hybrid PSO-DE intelligent algorithm. Analyzing the convergence and complexity of PSO-DE. Finally, the performance of the PSO-DE algorithm is tested with 12 benchmark functions of constrained optimization and 57 engineering optimization problems, the numerical results show that the proposed algorithm has good accuracy, effectiveness and robustness. [ABSTRACT FROM AUTHOR]

Nonnegative Matrix Factorization (NMF) has attracted a great deal of attention as an effective technique for dimensionality reduction of large-scale nonnegative data. Given a nonnegative matrix, NMF aims to obtain two low-rank nonnegative factor matrices by solving a constrained optimization problem. The Hierarchical Alternating Least Squares (HALS) algorithm is a well-known and widely-used iterative method for solving such optimization problems. However, the original update rule used in the HALS algorithm is not well defined. In this paper, we propose a novel well-defined update rule of the HALS algorithm, and prove its global convergence in the sense of Zangwill. Unlike conventional globally-convergent update rules, the proposed one allows variables to take the value of zero and hence can obtain sparse factor matrices. We also present two stopping conditions that guarantee the finite termination of the HALS algorithm. The practical usefulness of the proposed update rule is shown through experiments using real-world datasets. [ABSTRACT FROM AUTHOR]

A novel optimization algorithm called hybrid salp swarm algorithm with teaching-learning based optimization (HSSATLBO) is proposed in this paper to solve reliability redundancy allocation problems (RRAP) with nonlinear resource constraints. Salp swarm algorithm (SSA) is one of the newest meta-heuristic algorithms which mimic the swarming behaviour of salps. It is an efficient swarm optimization technique that has been used to solve various kinds of complex optimization problems. However, SSA suffers a slow convergence rate due to its poor exploitation ability. In view of this inadequacy and resulting in a better balance between exploration and exploitation, the proposed hybrid method HSSATLBO has been developed where the searching procedures of SSA are renovated based on the TLBO algorithm. The good global search ability of SSA and fast convergence of TLBO help to maximize the system reliability through the choices of redundancy and component reliability. The performance of the proposed HSSATLBO algorithm has been demonstrated by seven well-known benchmark problems related to reliability optimization that includes series system, complex (bridge) system, series-parallel system, overspeed protection system, convex system, mixed series-parallel system, and large-scale system with dimensions 36, 38, 40, 42 and 50. After illustration, the outcomes of the proposed HSSATLBO are compared with several recently developed competitive meta-heuristic algorithms and also with three improved variants of SSA. Additionally, the HSSATLBO results are statistically investigated with the wilcoxon sign-rank test and multiple comparison test to show the significance of the results. The experimental results suggest that HSSATLBO significantly outperforms other algorithms and has become a remarkable and promising tool for solving RRAP. [ABSTRACT FROM AUTHOR]

The expected improvement (EI) algorithm is a very popular method for expensive optimization problems. In the past twenty years, the EI criterion has been extended to deal with a wide range of expensive optimization problems. This paper gives a comprehensive review of the EI extensions designed for parallel optimization, multiobjective optimization, constrained optimization, noisy optimization, multi-fidelity optimization and high-dimensional optimization. The main challenges of extending the EI approach to solve these complex optimization problems are pointed out, and the ideas proposed in literature to tackle these challenges are highlighted. For each reviewed algorithm, the surrogate modeling method, the computation of the infill criterion and the internal optimization of the infill criterion are carefully studied and compared. In addition, the monotonicity properties of the multiobjective EI criteria and constrained EI criteria are analyzed in detail. Through this review, we give an organized summary about the EI developments in the past twenty years and show a clear picture about how the EI approach has advanced. In the end of this paper, several interesting problems and future research topics about the EI developments are given. [ABSTRACT FROM AUTHOR]

In this paper, we use the penalty approach in order to study constrained minimization problems in infinite dimensional spaces. A penalty function is said to have the exact penalty property if there is a penalty coefficient for which a solution of an unconstrained penalized problem is a solution of the corresponding constrained problem. In this paper, we establish the exact penalty property for a large class of inequality-constrained minimization problems. [ABSTRACT FROM AUTHOR]

Localization plays an important role in manufacturing the curved thin-walled parts, which can determine the distribution of machining allowance and has great influence on the manufacturing accuracy. The registration algorithm is the most efficient way to locate the billet in the machining coordinate system of the machine tool by computing a transformation matrix. However, the localization of the curved thin-walled parts is complicated and challenging since the billets are individual, the shape and location of which are unknown. This paper attempts to develop an adaptive localization approach with the constraints of the profile and thickness based on on-machine measured data. The framework for constrained adaptive localization approach is illustrated, in which on-machine measurement, registration, isometric mapping and allowance optimization are involved. The details of the on-machine measurement for both the profile inspection and the thickness measurement are presented. An isometric mapping method is employed to build the separate point pairs between the measured points and the nominal shape of the part. A constrained optimization algorithm for the machining allowance is performed iteratively until meeting the constraints of the profile and thickness tolerance ranges. Finally, a case study of constrained adaptive localization was carried out, the results of which confirm the validity of the proposed approach. [ABSTRACT FROM AUTHOR]

In this paper, we study a joint placement, resource allocation, and user association problem for UAV-assisted wireless networks with constrained backhaul links, where multiple UAV-mounted base stations (UBSs) are deployed to provide wireless services for ground users. We propose a novel framework to maximize the user throughput within the flight-time of UBSs and provides fairness among the users. We first obtain the optimal resource allocation schemes based on different fronthaul and backhaul conditions, and an efficient iterative algorithm is then developed to jointly optimize user association and UBS placement. The optimal UBS placement can be achieved by solving an unconstrained optimization problem which is a simplification of the initial constrained optimization problem based on the optimal resource allocation. We develop a dual-domain coordinated descent and bipartite graph matching based sub-process to identify an optimal user association that prefers the nearby UBSs, as the user association under constrained backhaul links have non-unique optimal solutions. Extensive simulations are conducted to verify the effectiveness of the proposed algorithm, and results show that our proposed method under constrained backhaul can improve both the average throughput by 49% and the fairness among the users by 47% in comparison with the method under ideal backhaul. [ABSTRACT FROM AUTHOR]

Trust-region methods are powerful optimization methods. The conic model method is a new type of method with more information available at each iteration than standard quadratic-based methods. Can we combine their advantages to form a more powerful method for constrained optimization? In this paper we give a positive answer and present a conic trust-region algorithm for non-linearly constrained optimization problems. The trust-region subproblem of our method is to minimize a conic function subject to the linearized constraints and the trust region bound. The use of conic functions allows the model to interpolate function values and gradient values of the Lagrange function at both the current point and previous iterate point. Since conic functions are the extension of quadratic functions, they approximate general nonlinear functions better than quadratic functions. At the same time, the new algorithm possesses robust global properties. In this paper we establish the global convergence of the new algorithm under standard conditions. [ABSTRACT FROM AUTHOR]

This paper considers stochastic convex optimization problems with two sets of constraints: (a) deterministic constraints on the domain of the optimization variable, which are difficult to project onto; and (b) deterministic or stochastic constraints that admit efficient projection. Problems of this form arise frequently in the context of semidefinite programming as well as when various NP-hard problems are solved approximately via semidefinite relaxation. Since projection onto the first set of constraints is difficult, it becomes necessary to explore projection-free algorithms, such as the stochastic Frank-Wolfe (FW) algorithm. On the other hand, the second set of constraints cannot be handled in the same way, and must be incorporated as an indicator function within the objective function, thereby complicating the application of FW methods. Similar problems have been studied before; however, they suffer from slow convergence rates. This work, equipped with momentum based gradient tracking technique, guarantees fast convergence rates on par with the best-known rates for problems without the second set of constraints. Zeroth-order variants of the proposed algorithms are also developed and again improve upon the state-of-the-art rate results. We further propose the novel trimmed FW variants that enjoy the same convergence rates as their classical counterparts, but are empirically shown to require significantly fewer calls to the linear minimization oracle speeding up the overall algorithm. The efficacy of the proposed algorithms is tested on relevant applications of sparse matrix estimation, clustering via semidefinite relaxation, and uniform sparsest cut problem. [ABSTRACT FROM AUTHOR]

This paper addresses the constrained multiobjective optimization problem of time-modulated sparse arrays. The synthesis objective is to find an optimal element arrangement and associated excitation strategy of sparse arrays, which realize the balance of radiation power and sideband suppression performance with minimum number of elements, and suppress side lobe level simultaneously. A novel hybrid algorithm based on orthogonal perturbation method and convex optimization (OPM-CVX) for the synthesis of time-modulated sparse antenna array is presented in this paper. In order to satisfy the main lobe beamforming and side lobe suppression of sparse arrays, the proposed method optimizes element positions with minimum array numbers by orthogonal perturbation method and optimizes excitations of array element with dynamic range ratio constraint by convex optimization. Furthermore, a trapezoidal pulse time-modulated switching function is proposed to find the balance of radiation power and sideband suppression performance. The numerical results indicate that the proposed algorithm can be an effective approach for synthesis problems of time-modulated sparse arrays. [ABSTRACT FROM AUTHOR]

In this paper, a class of smoothing penalty functions is proposed for optimization problems with equality, inequality and bound constraints. It is proved exact, under the condition of weakly generalized Mangasarian–Fromovitz constraint qualification, in the sense that each local optimizer of the penalty function corresponds to a local optimizer of the original problem. Furthermore, necessary and sufficient conditions are discussed for the inverse proposition of exact penalization. Based on the theoretical results in this paper, a class of smoothing penalty algorithms with feasibility verification is presented. Theories on the penalty exactness, feasibility verification and global convergence of the proposed algorithm are presented. Numerical results show that this algorithm is effective for nonsmooth nonconvex constrained optimization problems. [ABSTRACT FROM AUTHOR]

Node elimination is a numerical approach for obtaining cubature rules for the approximation of multivariate integrals. Beginning with a known cubature rule, nodes are selected for elimination, and a new, more efficient rule is constructed by iteratively solving the moment equations. This paper introduces a new criterion for selecting which nodes to eliminate that is based on a linearization of the moment equation. In addition, a penalized iterative solver is introduced, that ensures that weights are positive and nodes are inside the integration domain. A strategy for constructing an initial cubature rule for various polytopes in several space dimensions is described. High efficiency rules are presented for two, three and four dimensional polytopes. The new rules are compared with rules that are obtained by combining tensor products of one dimensional quadrature rules and domain transformations, as well as with known analytically constructed cubature rules. [ABSTRACT FROM AUTHOR]

The ideal gas molecular movement (IGMM) as a metaheuristic optimization method is a prominent option for solving optimization problems. However, in some complex cases, IGMM may possess premature convergence or get trapped in local optima. Therefore, to tackle these issues, this paper indicates a new modified IGMM algorithm named opposition‐based IGMM, which has been incorporated with opposition based learning (OBL), Cauchy mutation (CM), velocity clamping (VC), and mirror operator (MO) to enhance its performance. OBL, VC, and MO improve the convergence of IGMM, whereas CM assists IGMM to escape local optima. The effect of each strategy, OBL, CM, VC, and MO, on IGMM, is confirmed through 30 low and high‐dimensional benchmarks, including 23 well‐known mathematical problems and CEC2017 as complex test functions and three engineering problems. Analysis results represent that integration IGMM with OBL, CM, VC, and MO has the best performance among other IGMM variants and eventually improved IGMM in exploration, exploitation, accelerating convergence, and local optima avoidance. [ABSTRACT FROM AUTHOR]

In this paper, we concern with the split feasibility problem (SFP) whenever the convex sets involved are composed of level sets. By applying Gradient-projection algorithm which is used to solve constrained convex minimization problem of a real valued convex function, we construct two new algorithms for the split feasibility problem and prove that both of them are convergent weakly to a solution of the feasibility problem. In the end, as an application, we obtain a new algorithm for solving the split equality problem. [ABSTRACT FROM AUTHOR]

The sine cosine algorithm's main idea is the sine and cosine-based vacillation outwards or towards the best solution. The first main contribution of this paper proposes an enhanced version of the SCA algorithm called as ESCA algorithm. The supremacy of the proposed algorithm over a set of state-of-the-art algorithms in terms of solution accuracy and convergence speed will be demonstrated by experimental tests. When these algorithms are transferred to the business sector, they must meet time requirements dependent on the industrial process. If these temporal requirements are not met, an efficient solution is to speed them up by designing parallel algorithms. The second major contribution of this work is the design of several parallel algorithms for efficiently exploiting current multicore processor architectures. First, one-level synchronous and asynchronous parallel ESCA algorithms are designed. They have two favors; retain the proposed algorithm's behavior and provide excellent parallel performance by combining coarse-grained parallelism with fine-grained parallelism. Moreover, the parallel scalability of the proposed algorithms is further improved by employing a two-level parallel strategy. Indeed, the experimental results suggest that the one-level parallel ESCA algorithms reduce the computing time, on average, by 87.4% and 90.8%, respectively, using 12 physical processing cores. The two-level parallel algorithms provide extra reductions of the computing time by 91.4%, 93.1%, and 94.5% with 16, 20, and 24 processing cores, including physical and logical cores. Comparison analysis is carried out on 30 unconstrained benchmark functions and three challenging engineering design problems. The experimental outcomes show that the proposed ESCA algorithm behaves outstandingly well in terms of exploration and exploitation behaviors, local optima avoidance, and convergence speed toward the optimum. The overall performance of the proposed algorithm is statistically validated using three non-parametric statistical tests, namely Friedman, Friedman aligned, and Quade tests. [ABSTRACT FROM AUTHOR]

In this paper, we consider the symmetric matrix optimization problem arising in the process of unsupervised feature selection. By relaxing the orthogonal constraint, this problem is transformed into a constrained symmetric nonnegative matrix optimization problem, and an efficient algorithm is designed to solve it. The convergence theorem of the new algorithm is derived. Finally, some numerical examples show that the new method is feasible. Notably, some simulation experiments in unsupervised feature selection illustrate that our algorithm is more effective than the existing algorithms. [ABSTRACT FROM AUTHOR]

The ability to use complex computer simulations in quantitative analysis and decision-making is highly desired in science and engineering, at the same rate as computation capabilities and first-principle knowledge advance. Due to the complexity of simulation models, direct embedding of equation-based optimization solvers may be impractical and data-driven optimization techniques are often needed. In this work, we present a novel data-driven spatial branch-and-bound algorithm for simulation-based optimization problems with box constraints, aiming for consistent globally convergent solutions. The main contribution of this paper is the introduction of the concept data-driven convex underestimators of data and surrogate functions, which are employed within a spatial branch-and-bound algorithm. The algorithm is showcased by an illustrative example and is then extensively studied via computational experiments on a large set of benchmark problems. [ABSTRACT FROM AUTHOR]

Process monitoring based on neural networks is getting more and more attention. Compared with classical neural networks, high-order neural networks have natural advantages in dealing with heteroscedastic data. However, high-order neural networks might bring the risk of overfitting, which learning both the key information from original data and noises or anomalies. Orthogonal constraints can greatly reduce correlations between extracted features, thereby reducing the overfitting risk. This paper proposes a novel fault detection method called second-order component analysis (SCA). SCA rules out the heteroscedasticity of process data by optimizing a second-order autoencoder with orthogonal constraints. In order to deal with this constrained optimization problem, a geometric conjugate gradient algorithm is adopted in this paper, which performs geometric optimization on the combination of Stiefel manifold and Euclidean manifold. Extensive experiments on the Tennessee-Eastman benchmark process show that SCA outperforms the compared state-of-the-art methods with missed detection rate (MDR) and false alarm rate (FAR). • Second-order component analysis (SCA) is proposed for fault detection. • SCA uses the structure of autoencoder and adds second-order terms to improve nonlinear mapping capabilities. • SCA adopts orthogonal constraints to reduce the overfitting problem. • SCA adopts a geometric conjugate gradient (GCG) algorithm to deal with constrained optimization problem. [ABSTRACT FROM AUTHOR]

We propose a class of inexact secant methods in association with the line search filter technique for solving nonlinear equality constrained optimization. Compared with other filter methods that combine the line search method applied in most large-scale optimization problems, the inexact line search filter algorithm is more flexible and realizable. In this paper, we focus on the analysis of the local superlinear convergence rate of the algorithms, while their global convergence properties can be obtained by making an analogy with our previous work. These methods have been implemented in a Matlab code, and detailed numerical results indicate that the proposed algorithms are efficient for 43 problems from the CUTEr test set. [ABSTRACT FROM AUTHOR]

In this paper, we developed a new robust part-based model for facial landmark localization and detection via affine transformation. In contrast to the existing works, the new algorithm incorporates affine transformations with the robust regression to tackle the potential effects of outliers and heavy sparse noises, occlusions and illuminations. As such, the distorted or misaligned objects can be rectified by affine transformations and the patterns of occlusions and outliers can be explicitly separated from the true underlying objects in big data. Moreover, the search of the optimal parameters and affine transformations is cast as a constrained optimization programming. To mitigate the computations, a new set of equations is derived to update the parameters involved and the affine transformations iteratively in a round-robin manner. Our way to update the parameters compared to the state of the art of the works is relatively better, as we employ a fast alternating direction method for multiplier (ADMM) algorithm that solves the parameters separately. Simulations show that the proposed method outperforms the state-of-the-art works on facial landmark localization and detection on the COFW, HELEN, and LFPW datasets. [ABSTRACT FROM AUTHOR]

This paper proposes a novel decomposition framework for derivative-free optimization (DFO) algorithms. Our framework significantly extends the scope of current DFO solvers to larger-scale problems. We show that the proposed framework closely relates to the superiorization methodology that is traditionally used for improving the efficiency of feasibility-seeking algorithms for constrained optimization problems in a derivative-based setting. We analyze the convergence behavior of the framework in the context of global search algorithms. A practical implementation is developed and exemplified with the global model-based solver Stable Noisy Optimization by Branch and Fit (SNOBFIT) [36]. To investigate the decomposition framework's performance, we conduct extensive computational studies on a collection of over 300 test problems of varying dimensions and complexity. We observe significant improvements in the quality of solutions for a large fraction of the test problems. Regardless of problem convexity and smoothness, decomposition leads to over 50% improvement in the objective function after 2500 function evaluations for over 90% of our test problems with more than 75 variables. [ABSTRACT FROM AUTHOR]

This paper studies mean-risk portfolio optimization models using the conditional value-at-risk (CVaR) as a risk measure. We also employ a cardinality constraint for limiting the number of invested assets. Solving such a cardinality-constrained mean-CVaR model is computationally challenging for two main reasons. First, this model is formulated as a mixed-integer optimization (MIO) problem because of the cardinality constraint, so solving it exactly is very hard when the number of investable assets is large. Second, the problem size depends on the number of asset return scenarios, and the computational efficiency decreases when the number of scenarios is large. To overcome these challenges, we propose a high-performance algorithm named the bilevel cutting-plane algorithm for exactly solving the cardinality-constrained mean-CVaR portfolio optimization problem. We begin by reformulating the problem as a bilevel optimization problem and then develop a cutting-plane algorithm for solving the upper-level problem. To speed up computations for cut generation, we apply to the lower-level problem another cutting-plane algorithm for efficiently minimizing CVaR with a large number of scenarios. Moreover, we prove the convergence properties of our bilevel cutting-plane algorithm. Numerical experiments demonstrate that, compared with other MIO approaches, our algorithm can provide optimal solutions to large problem instances faster. [ABSTRACT FROM AUTHOR]

In this paper, we propose a new non-smooth penalty function with two parameters for nonlinear inequality constrained optimization problems. And we propose a twice continuously differentiable function which is smoothing approximation to the non-smooth penalty function and define the corresponding smoothed penalty problem. A global solution of the smoothed penalty problem is proved to be an approximation global solution of the non-smooth penalty problem. Based on the smoothed penalty function, we develop an algorithm and prove that the sequence generated by the algorithm can converge to the optimal solution of the original problem. [ABSTRACT FROM AUTHOR]

A novel hybrid many-objective evolutionary algorithm called Reference Vector Guided Evolutionary Algorithm based on hypervolume indicator (H-RVEA) is proposed in this paper. The reference vectors are used in a number of sub-problems to decompose the optimization problem. An adaptation strategy is used in the proposed algorithm to adjust the reference vector distribution. The proposed algorithm is compared over well-known benchmark test functions with five state-of-the-art evolutionary algorithms. The results show H-RVEA's superior performance in terms of the inverted generational distance and hypervolume performance measures than the competitor algorithms. The suggested algorithm's computational complexity is also analysed. The statistical tests are carried out to demonstrate the statistical significance of the proposed algorithm. In order to demonstrate its efficiency, H-RVEA is also applied to solve two real-life constrained many-objective optimization problems. The experimental results indicate that the proposed algorithm can solve the many-objective real-life problems. Note that the source codes of the proposed technique are available at http://dhimangaurav.com/. [ABSTRACT FROM AUTHOR]

Bat algorithm (BA) has been widely used to solve optimization problems in different fields. However, there are still some shortcomings of standard BA, such as premature convergence and lack of diversity. To solve this problem, a modified directional bat algorithm (MDBA) is proposed in this paper. Based on the directional bat algorithm (DBA), the individual optimal updating mechanism is employed to update a bat's position by using its own optimal solution. Then, an elimination strategy is introduced to increase the diversity of the population, in which individuals with poor fitness values are eliminated, and new individuals are randomly generated. The proposed algorithm is applied to the structural damage identification and to an objective function composed of the actual modal information and the calculated modal information. Finally, the proposed MDBA is used to solve the damage detection of a beam-type bridge and a truss-type bridge, and the results are compared with those of other swarm intelligence algorithms and other variants of BA. The results show that in the case of the same small population number and few iterations, MDBA has more accurate identification and better convergence than other algorithms. Moreover, the study on anti-noise performance of the MDBA shows that the maximum relative error is only 5.64% at 5% noise level in the beam-type bridge, and 6.53% at 3% noise in the truss-type bridge, which shows good robustness. [ABSTRACT FROM AUTHOR]

Constrained optimization plays an important role in many decision-making problems and various real-world applications. In the last two decades, various evolutionary algorithms (EAs) were developed and still are developing under the umbrella of evolutionary computation. In general, EAs are mainly categorized into nature-inspired and swarm-intelligence- (SI-) based paradigms. All these developed algorithms have some merits and also demerits. Particle swarm optimization (PSO), firefly algorithm, ant colony optimization (ACO), and bat algorithm (BA) have gained much popularity and they have successfully tackled various test suites of benchmark functions and real-world problems. These SI-based algorithms follow the social and interactive principles to perform their search process while approximating solution for the given problems. In this paper, a multiswarm-intelligence-based algorithm (MSIA) is developed to cope with bound constrained functions. The suggested algorithm integrates the SI-based algorithms to evolve population and handle exploration versus exploitation issues. Thirty bound constrained benchmark functions are used to evaluate the performance of the proposed algorithm. The test suite of benchmark function is recently designed for the special session of EAs competition in IEEE Congress on Evolutionary Computation (IEEE-CEC′13). The suggested algorithm has approximated promising solutions with good convergence and diversity maintenance for most of the used bound constrained single optimization problems. [ABSTRACT FROM AUTHOR]

For solving constrained multi-objective optimization problems (CMOPs), an effective constraint-handling technique (CHT) is of great importance. Recently, many CHTs have been proposed for solving CMOPs. However, no single CHT can outperform all kinds of CMOPs. This paper proposes an algorithm, namely, ACHT-M2M, which adaptively allocates the existing CHTs in an M2M framework for solving CMOPs. To be more specific, a CMOP is first decomposed into several constrained multi-objective optimization subproblems by ACHT-M2M. Each subproblem has a subpopulation in a subregion. CHT for each subregion is adaptively allocated according to a proposed composite performance measure. Population for the next generation is selected from subregions by selection operators with different CHTs and the obtained nondominated feasible solutions in each generation are used to update a predefined archive. ACHT-M2M assembles the advantages of different CHTs and makes them cooperate with each other. The proposed ACHT-M2M is finally compared with the other 12 representative algorithms on benchmark CMOPs and the experimental results further confirm the effectiveness of ACHT-M2M for solving CMOPs. [ABSTRACT FROM AUTHOR]

This paper discusses second-order cone tensor eigenvalue complementarity problem. We reformulate second-order cone tensor eigenvalue complementarity problem as two constrained polynomial optimizations. For these two reformulated optimizations, Lasserre-type semidefinite relaxation methods are proposed to compute all second-order cone tensor complementarity eigenpairs. The proposed algorithms terminate when there are finitely many second-order cone complementarity eigenvalues. Numerical examples are reported to show the efficiency of the proposed algorithms. [ABSTRACT FROM AUTHOR]

Recent studies show that the filter method has good numerical performance for nonlinear complementary problems (NCPs). Their approach is to reformulate an NCP as a constrained optimization solved by filter algorithms. However, they can only prove that the iterative sequence converges to the KKT point of the constrained optimization. In this paper, we investigate the relation between the KKT point of the constrained optimization and the solution of the NCP. First, we give several sufficient conditions under which the KKT point of the constrained optimization is the solution of the NCP; second, we define regular conditions and regular point which include and generalize the previous results; third, we prove that the level sets of the objective function of the constrained optimization are bounded for a strongly monotone function or a uniform P-function; finally, we present some examples to verify the previous results. [ABSTRACT FROM AUTHOR]

In this paper, a modified BFGS algorithm is proposed for unconstrained optimization. The proposed algorithm has the following properties: (i) a nonmonotone line search technique is used to obtain the step size $\alpha_{k}$ to improve the effectiveness of the algorithm; (ii) the algorithm possesses not only global convergence but also superlinear convergence for generally convex functions; (iii) the algorithm produces better numerical results than those of the normal BFGS method. [ABSTRACT FROM AUTHOR]

The challenges of classic rate-independent crystal plasticity models regarding the determination of active slip systems and computation of solutions due to linear dependent slip systems are still a field of active research. In that regard, interior-point methods are promising approaches because a logarithmic barrier term naturally avoids the combinatorial active set search, and these methods are applicable even when the gradient of inequality constraints is linearly dependent. In this paper, a new interior-point algorithm suitable for rate-independent crystal plasticity at finite strains is developed. For that purpose, the postulate of maximum dissipation is recast as a constrained optimization problem whose optimality conditions are derived by utilizing interior-point approaches. This optimization problem is discretized in time by means of an exponential time integration of the flow rule, and the time-discrete equations are solved by a Newton scheme. The focus of this paper is the efficiency and robustness of the implementation of this approach. In particular, the effect of different line search procedures, favorable residual forms, preconditioning methods, barrier parameter updates and the consistent algorithmic tangent modulus are discussed and further elaborated. In addition, aspects regarding uniqueness and well-posedness of the algorithm are analyzed in a geometrically linearized setting. Efficiency and robustness of the developed algorithm are shown by numerical examples of an FCC crystal including finite element simulations without stabilizing hardening or rate-dependent effects. Furthermore, the results are compared to the well-established augmented Lagrangian formulation. [ABSTRACT FROM AUTHOR]

The number of research works on dynamic constrained optimization problems has been increasing rapidly over the past two decades. In this domain, many real-life decision problems need to be solved repeatedly with changing data and parameters. However, no research on dynamic problems with changes in the coefficients of the constraint functions has been reported. In this paper, to deal with such problems, a new evolutionary framework with multiple novel mechanisms is proposed. The new mechanisms are for (1) dealing with both linear and non-linear components in the constraint functions, (2) identifying the rate of change in the coefficients of the variables and (3) updating the population efficiently after every change occurs in the problem. To evaluate the performance of the proposed algorithm, we designed a new set of 13 dynamic benchmark problems, each of which consists of 20 dynamic changes and 3 different scenarios. The results demonstrate that the proposed algorithm significantly contributes in achieving good quality solutions, high feasibility rates and fast convergence in rapidly changing environments. In addition, the framework shows its capability of using different meta-heuristics to solve dynamic problems. [ABSTRACT FROM AUTHOR]

• Stock management in a supply chain integrated inventory model. • A solution procedure is developed to find optimal policy for the problems under vendors warehouse capacity constraint. • Algorithms for solutions of unconstrained and constrained optimization problems. Coordination between a single manufacturer (vendor) and a buyer (retailer), via the delivery schedule in joint economic lot–sizing problem for a two stage supply chain, is investigated. To satisfy the buyer's demands, the product is delivered in discrete equal size sub-batches from the vendor's stock to the buyer's stock. Under stock management (SM) policy, the vendor delivers each sub-batch as soon as the buyer's inventory reduces to zero. For consignment stock (CS) policy, in the case of buyer's warehouse space limitation, the maximum level of the buyer's, consequently of the vendor's, inventory position can be controlled by the vendor's just in time or delayed deliveries (CS-k policies). If a space limitation is attached to vendor's warehouse, then the maximum level of the vendor's, consequently of the buyer's, inventory position can be controlled by just in time, or advanced for the buyer deliveries (in our notation SM-v-policies). Relatively optimal SM-v-policies can be obtained as solutions of adequate constrained problems. A comparative study, done in this paper, shows that the SM-v-policies can perform better than policies obtained as solutions of the sharply constrained problem where the maximal vendor's inventory level is equal to the maximum attainable space limit. Numerical examples are presented with appropriate comments to the solutions obtained by the proposed algorithm [ABSTRACT FROM AUTHOR]

Given a geometric space and a set of weighted spatial points, the Size Constrained k Simple Polygons (SCkSP) problem identifies k simple polygons that maximize the total weights of the spatial points covered by the polygons and meet the polygon size constraint. The SCkSP problem is important for many societal applications including hotspot area detection and resource allocation. The problem is NP-hard; it is computationally challenging because of the large number of spatial points and the polygon size constraint. Our preliminary work introduced the Nearest Neighbor Triangulation and Merging (NNTM) algorithm for SCkSP to meet the size constraint while maximizing the total weights of the spatial points. However, we find that the performance of the NNTM algorithm is dependent on the t-nearest graph. In this paper, we extend our previous work and propose a novel approach that outperforms our prior work. Experiments using Chicago crime and U.S. Federal wildfire datasets demonstrate that the proposed algorithm significantly reduces the computational cost of our prior work and produces a better solution. [ABSTRACT FROM AUTHOR]

This paper presents a novel approach based on the combination of the Modified Brain Storm Optimization algorithm (MBSO) with a simplified version of the Constraint Consensus method as special operator to solve constrained numerical optimization problems. Regarding the special operator, which aims to reach the feasible region of the search space, the consensus vector becomes the feasibility vector computed by the hardest constraint in turn for a current infeasible solution; then the operations to mix the other feasibility vectors are avoided. This new combined algorithm, named as MBSO-R+V, solves a suit of eighteen test problems in ten and thirty dimensions. From a set of experiments related to the location and frequency of application of the constraint consensus method within MBSO, a suitable design of the combined approach is presented. This proposal shows encouraging final results while being compared against state-of-the-art algorithms, showing that it is viable to add special operators to improve the capabilities of swarm-intelligence algorithms when dealing with continuous constrained search spaces. [ABSTRACT FROM AUTHOR]

Proximal point algorithm is a type of method widely used in solving optimization problems and some practical problems such as machine learning in recent years. In this paper, a framework of accelerated proximal point algorithm is presented for convex minimization with linear constraints. The algorithm can be seen as an extension to G u ¨ ler's methods for unconstrained optimization and linear programming problems. We prove that the sequence generated by the algorithm converges to a KKT solution of the original problem under appropriate conditions with the convergence rate of O 1 / k 2 . [ABSTRACT FROM AUTHOR]

Sine cosine algorithm (SCA) is a new meta-heuristic approach suggested in recent years, which repeats some random steps by choosing the sine or cosine functions to find the global optimum. SCA has shown strong patterns of randomness in its searching styles. At the later stage of the algorithm, the drop of diversity of the population leads to locally oriented optimization and lazy convergence when dealing with complex problems. Therefore, this paper proposes an enriched SCA (ASCA) based on the adaptive parameters and chaotic exploitative strategy to alleviate these shortcomings. Two mechanisms are introduced into the original SCA. First, an adaptive transformation parameter is proposed to make transformation more flexible between global search and local exploitation. Then, the chaotic local search is added to augment the local searching patterns of the algorithm. The effectiveness of the ASCA is validated on a set of benchmark functions, including unimodal, multimodal, and composition functions by comparing it with several well-known and advanced meta-heuristics. Simulation results have demonstrated the significant superiority of the ASCA over other peers. Moreover, three engineering design cases are employed to study the advantage of ASCA when solving constrained optimization tasks. The experimental results have shown that the improvement of ASCA is beneficial and performs better than other methods in solving these types of problems. [ABSTRACT FROM AUTHOR]

In this paper, a smoothing partial exact penalty function of biconvex programming is studied. First, concepts of partial KKT point, partial optimum point, partial KKT condition, partial Slater constraint qualification and partial exactness are defined for biconvex programming. It is proved that the partial KKT point is equal to the partial optimum point under the condition of partial Slater constraint qualification and the penalty function of biconvex programming is partially exact if partial KKT condition holds. We prove the error bounds properties between smoothing penalty function and penalty function of biconvex programming when the partial KKT condition holds, as well as the error bounds between objective value of a partial optimum point of smoothing penalty function problem and its 𝜖 -feasible solution. So, a partial optimum point of the smoothing penalty function optimization problem is an approximately partial optimum point of biconvex programming. Second, based on the smoothing penalty function, two algorithms are presented for finding a partial optimum or approximate 𝜖 -feasible solution to an inequality constrained biconvex optimization and their convergence is proved under some conditions. Finally, numerical experiments show that a satisfactory approximate solution can be obtained by the proposed algorithm. [ABSTRACT FROM AUTHOR]

Introducing spatial prior information in hyperspectral imaging (HSI) analysis has led to an overall improvement of the performance of many HSI methods applied for denoising, classification, and unmixing. Extending such methodologies to nonlinear settings is not always straightforward, specially for unmixing problems where the consideration of spatial relationships between neighboring pixels might comprise intricate interactions between their fractional abundances and nonlinear contributions. In this paper, we consider a multiscale regularization strategy for nonlinear spectral unmixing with kernels. The proposed methodology splits the unmixing problem into two sub-problems at two different spatial scales: a coarse scale containing low-dimensional structures, and the original fine scale. The coarse spatial domain is defined using superpixels that result from a multiscale transformation. Spectral unmixing is then formulated as the solution of quadratically constrained optimization problems, which are solved efficiently by exploring their strong duality and a reformulation of their dual cost functions in the form of root-finding problems. Furthermore, we employ a theory-based statistical framework to devise a consistent strategy to estimate all required parameters, including both the regularization parameters of the algorithm and the number of superpixels of the transformation, resulting in a truly blind (from the parameters setting perspective) unmixing method. Experimental results attest the superior performance of the proposed method when comparing with other, state-of-the-art, related strategies. [ABSTRACT FROM AUTHOR]