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Electrical and Computer Engineering Faculty Publications

2010

Constrained optimization

Articles 1 - 2 of 2

Full-Text Articles in Engineering

Biogeography-Based Optimization With Blended Migration For Constrained Optimization Problems, Haiping Ma, Daniel J. Simon Jul 2010

Biogeography-Based Optimization With Blended Migration For Constrained Optimization Problems, Haiping Ma, Daniel J. Simon

Electrical and Computer Engineering Faculty Publications

Biogeography-based optimization (BBO) is a new evolutionary algorithm based on the science of biogeography. We propose two extensions to BBO. First, we propose blended migration. Second, we modify BBO to solve constrained optimization problems. The constrained BBO algorithm is compared with solutions based on a genetic algorithm (GA) and particle swarm optimization (PSO). Numerical results indicate that BBO generally performs better than GA and PSO in handling constrained single-objective optimization problems.


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.