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Applied Mathematics

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Cleveland State University

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Full-Text Articles in Engineering

A Dynamic System Model Of Biogeography-Based Optimization, Daniel J. Simon Jan 2011

A Dynamic System Model Of Biogeography-Based Optimization, Daniel J. Simon

Electrical and Computer Engineering Faculty Publications

We derive a dynamic system model for biogeography-based optimization (BBO) that is asymptotically exact as the population size approaches infinity. The states of the dynamic system are equal to the proportion of each individual in the population; therefore, the dimension of the dynamic system is equal to the search space cardinality of the optimization problem. The dynamic system model allows us to derive the proportion of each individual in the population for a given optimization problem using theory rather than simulation. The results of the dynamic system model are more precise than simulation, especially for individuals that are very unlikely …


A Majorization Algorithm For Constrained Correlation Matrix Approximation, Daniel J. Simon, Jeff Abell Feb 2010

A Majorization Algorithm For Constrained Correlation Matrix Approximation, Daniel J. Simon, Jeff Abell

Electrical and Computer Engineering Faculty Publications

We desire to find a correlation matrix of a given rank that is as close as possible to an input matrix R, subject to the constraint that specified elements in must be zero. Our optimality criterion is the weighted Frobenius norm of the approximation error, and we use a constrained majorization algorithm to solve the problem. Although many correlation matrix approximation approaches have been proposed, this specific problem, with the rank specification and the constraints, has not been studied until now. We discuss solution feasibility, convergence, and computational effort. We also present several examples.