In recent papers [1, 2] the authors introduced a new method for simulating subsurface flow in a system of fractures based on a PDE-constrained optimization reformulation, removing all difficulties related to mesh generation and providing an easily parallel approach to the problem. In this paper we further improve the method removing the constraint of having on each fracture a non empty portion ...

Article history: Received 6 November 2011 Received in revised form 28 August 2012 Accepted 4 September 2012 Available online 7 September 2012

Recently, Particle Swarm Optimization (PSO) has been applied to various application fields. In this paper, a new optimization method “α Constrained Particle Swarm Optimizer (αPSO)”, which is the combination of the α constrained method and PSO, is proposed. The αPSO is applied to several test problems such as nonlinear programming problems and problems with non-convex constraints. It is compared...

  Semidefinite optimization relaxations are among the widely used approaches to find global optimal or approximate solutions for many nonconvex problems. Here, we consider a specific quadratically constrained quadratic problem with an additional linear constraint. We prove that under certain conditions the semidefinite relaxation approach enables us to find a global optimal solution of the unde...

The gaining returns in line with risks is always a major concern for market play-ers. This study compared the selection of stock portfolios based on the strategy of buying and retaining winning stocks and the purchase strategy based on the level of investment risks. In this study, the two-step optimization algorithms NSGA-II and SPEA-II were used to optimize the stock portfolios. In order to de...

We study hard constraint satisfaction problems with a decimation approach based on message passing algorithms. Decimation induces a renormalization flow in the space of problems, and we exploit the fact that this flow transforms some of the constraints into linear constraints over GF(2). In particular, when the flow hits the subspace of linear problems, one can stop decimation and use Gaussian ...

In view of the shortcomings whale optimization algorithm (WOA), such as slow convergence speed, low accuracy, and easy to fall into local optimum, an improved (IWOA) is proposed. First, standard WOA from three aspects initial population, factor, mutation operation. At same time, Gaussian introduced. Then nonfixed penalty function method used transform constrained problem unconstrained problem. ...

A constrained version of the Big Bang-Big Crunch algorithm for the efficient solution of the optimal reservoir operation problems is proposed in this paper. Big Bang-Big Crunch (BB-BC) algorithm is a new meta-heuristic population-based algorithm that relies on one of the theories of the evolution of universe namely, the Big Bang and Big Crunch theory. An improved formulation of the algorithm na...