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PRECONDITIONERS FOR PDE-CONSTRAINED OPTIMIZATION PROBLEMSAlqarni, Mohammed Zaidi A. 08 November 2019 (has links)
No description available.
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Numerical Method For Constrained Optimization Problems Governed By Nonlinear Hyperbolic Systems Of PdesUnknown Date (has links)
We develop novel numerical methods for optimization problems subject to constraints given by nonlinear hyperbolic systems of conservation and balance laws in one space dimension. These types of control problems arise in a variety of applications, in which inverse problems for the corresponding initial value problems are to be solved. The optimization method can be seen as a block Gauss-Seidel iteration. The optimization requires one to numerically solve the hyperbolic system forward in time and the corresponding linear adjoint system backward in time. We test the optimization method on a number of control problems constrained by nonlinear hyperbolic systems of PDEs with both smooth and discontinuous prescribed terminal states. The theoretical foundation of the introduced scheme is provided in the case of scalar hyperbolic conservation laws on an unbounded domain with a strictly convex flux. In addition, we empirically demonstrate that using a higher-order temporal discretization helps to substantially improve both the efficiency and accuracy of the overall numerical method. / acase@tulane.edu
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Optimality Conditions for Cardinality Constrained Optimization ProblemsXiao, Zhuoyu 11 August 2022 (has links)
Cardinality constrained optimization problems (CCOP) are a new class of optimization
problems with many applications. In this thesis, we propose a framework
called mathematical programs with disjunctive subspaces constraints (MPDSC), a
special case of mathematical programs with disjunctive constraints (MPDC), to investigate
CCOP. Our method is different from the relaxed complementarity-type reformulation
in the literature. The first contribution of this thesis is that we study various stationarity conditions for MPDSC, and then apply them to CCOP. In particular, we recover disjunctive-type strong (S-) stationarity and Mordukhovich (M-) stationarity for CCOP, and then reveal the relationship between them and those from the relaxed complementarity-type reformulation. The second contribution of this thesis is that we obtain some new results for MPDSC, which do not hold for MPDC in general. We show that many constraint qualifications like the relaxed constant positive linear dependence (RCPLD) coincide with their piecewise versions for MPDSC. Based on such result, we prove that RCPLD implies error bounds for MPDSC. These two results also hold for CCOP. All of these disjunctive-type constraint qualifications for CCOP derived from MPDSC are weaker than those from the relaxed complementarity-type reformulation in some sense. / Graduate
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An integrated evolutionary system for solving optimization problemsBarkat Ullah, Abu Saleh Shah Muhammad, Engineering & Information Technology, Australian Defence Force Academy, UNSW January 2009 (has links)
Many real-world decision processes require solving optimization problems which may involve different types of constraints such as inequality and equality constraints. The hurdles in solving these Constrained Optimization Problems (COPs) arise from the challenge of searching a huge variable space in order to locate feasible points with acceptable solution quality. Over the last decades Evolutionary Algorithms (EAs) have brought a tremendous advancement in the area of computer science and optimization with their ability to solve various problems. However, EAs have inherent difficulty in dealing with constraints when solving COPs. This thesis presents a new Agent-based Memetic Algorithm (AMA) for solving COPs, where the agents have the ability to independently select a suitable Life Span Learning Process (LSLP) from a set of LSLPs. Each agent represents a candidate solution of the optimization problem and tries to improve its solution through cooperation with other agents. Evolutionary operators consist of only crossover and one of the self-adaptively selected LSLPs. The performance of the proposed algorithm is tested on benchmark problems, and the experimental results show convincing performance. The quality of individuals in the initial population influences the performance of evolutionary algorithms, especially when the feasible region of the constrained optimization problems is very tiny in comparison to the entire search space. This thesis proposes a method that improves the quality of randomly generated initial solutions by sacrificing very little in diversity of the population. The proposed Search Space Reduction Technique (SSRT) is tested using five different existing EAs, including AMA, by solving a number of state-of-the-art test problems and a real world case problem. The experimental results show SSRT improves the solution quality, and speeds up the performance of the algorithms. The handling of equality constraints has long been a difficult issue for evolutionary optimization methods, although several methods are available in the literature for handling functional constraints. In any optimization problems with equality constraints, to satisfy the condition of feasibility and optimality the solution points must lie on each and every equality constraint. This reduces the size of the feasible space and makes it difficult for EAs to locate feasible and optimal solutions. A new Equality Constraint Handling Technique (ECHT) is presented in this thesis, to enhance the performance of AMA in solving constrained optimization problems with equality constraints. The basic concept is to reach a point on the equality constraint from its current position by the selected individual solution and then explore on the constraint landscape. The technique is used as an agent learning process in AMA. The experimental results confirm the improved performance of the proposed algorithm. This thesis also proposes a Modified Genetic Algorithm (MGA) for solving COPs with equality constraints. After achieving inspiring performance in AMA when dealing with equality constraints, the new technique is used in the design of MGA. The experimental results show that the proposed algorithm overcomes the limitations of GA in solving COPs with equality constraints, and provides good quality solutions.
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