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Constrained Optimization in the Presence of Noise
SIAM Journal on Optimization, 2023 The problem of interest is the minimization of a nonlinear function subject to nonlinear equality constraints using a sequential quadratic programming (SQP) method. The minimization must be performed while observing only noisy evaluations of the objective and constraint functions.
Figen Öztoprak +2 more
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Design of High-Performance Magnetorquer with Air Core for CubeSat [PDF]
Xibei Gongye Daxue Xuebao, 2018 To solve the problem that how to design a big magnetic moment, small size, light weight, low power consumption magnetorquer with air core under the constraint of limited volume and power in CubSate, multiobjective optimization design method is used ...
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Convex Duality in Constrained Portfolio Optimization [PDF]
, 1992 We study the stochastic control problem of maximizing expected utility from terminal wealth and/or consumption, when the portfolio is constrained to take values in a given closed, convex subset of R^d.
Cvitanić, Jakša, Karatzas, Ioannis
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Optimal Anytime Constrained Simulated Annealing for Constrained Global Optimization [PDF]
, 2000 In this paper we propose an optimal anytime version of constrained simulated annealing (CSA) for solving constrained nonlinear programming problems (NLPs). One of the goals of the algorithm is to generate feasible solutions of certain prescribed quality using an average time of the same order of magnitude as that spent by the original CSA with an ...
Benjamin W. Wah, Yi-Xin Chen 0001
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Constrained Multiobjective Biogeography Optimization Algorithm
The Scientific World Journal, 2014 Multiobjective optimization involves minimizing or maximizing multiple objective functions subject to a set of constraints. In this study, a novel constrained multiobjective biogeography optimization algorithm (CMBOA) is proposed.
Hongwei Mo +4 more
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New Initial Parameter for the Constrained Optimization Method [PDF]
Al-Rafidain Journal of Computer Sciences and Mathematics, 2006 In this paper, we have investigated a new initial parameter in the nonlinear constrained optimization method. The aim of this new method is to make a balance between interior and exterior method for constrained optimization.
Abbas Al-Bayati, Ban Mitras
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Sensitivity-Based Change Detection for Dynamic Constrained Optimization
IEEE Access, 2020 In dynamic constrained optimization, changes may occur in either the objective function or constraint functions, or both. However, although research on dynamic optimization has been growing significantly, it is centered mainly around unconstrained ...
Noha Hamza, Ruhul Sarker, Daryl Essam
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A constrained multi-objective surrogate-based optimization algorithm [PDF]
, 2014 Surrogate models or metamodels are widely used in the realm of engineering for design optimization to minimize the number of computationally expensive simulations.
Couckuyt, Ivo +3 more
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Spectrally Constrained Optimization
Journal of Scientific ComputingWe investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions, i.e., $F(X) = \langle C, X \rangle$, and perform exact projections onto the eigenvalue constraint set.
Casey Garner +2 more
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MOOSE Optimization Module: Physics-constrained optimization
SoftwareXThe MOOSE Optimization Module integrates optimization capabilities within the MOOSE framework, enabling efficient and accurate physics-constrained optimization. This module leverages automatic differentiation to compute Jacobians and employs an automatic
Zachary M. Prince +4 more
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