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Algorithms for structured nonconvex optimization: theory and practiceNguyen, Hieu Thao 17 October 2017 (has links)
No description available.
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O problema de Dirichlet para a equacão dos gráficos mínimos com dado no bordo lipschitz contínuo / The Dirichlet problem for the minimal graph equation with lipschitz continuous boundary dataAssmann, Caroline Maria 02 December 2016 (has links)
In this work, we study existence and non existence for the Dirichlet problem for the minimal
graph equation in non convex domains of the plane. We search for conditions on the boundary
data which be the less restricted possible for the solubility of the Dirichlet problem. / Neste trabalho estudamos existência e não existência do problema de Dirichlet para a equação dos gráficos mínimos em domínios não convexos do plano. Procuramos por condições sobre o dado no bordo que sejam as menos restritivas possíveis para que o problema de Dirichlet em questão tenha solução
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Optimization techniques for radio resource management in wireless communication networksWeeraddana, P. C. (Pradeep Chathuranga) 22 November 2011 (has links)
Abstract
The application of optimization techniques for resource management in wireless communication networks is considered in this thesis. It is understood that a wide variety of resource management problems of recent interest, including power/rate control, link scheduling, cross-layer control, network utility maximization, beamformer design of multiple-input multiple-output networks, and many others are directly or indirectly reliant on the general weighted sum-rate maximization (WSRMax) problem. Thus, in this dissertation a greater emphasis is placed on the WSRMax problem, which is known to be NP-hard.
A general method, based on the branch and bound technique, is developed, which solves globally the nonconvex WSRMax problem with an optimality certificate. Efficient analytic bounding techniques are derived as well. More broadly, the proposed method is not restricted to WSRMax. It can also be used to maximize any system performance metric, which is Lipschitz continuous and increasing on signal-to-interference-plus-noise ratio. The method can be used to find the optimum performance of any network design method, which relies on WSRMax, and therefore it is also useful for evaluating the performance loss encountered by any heuristic algorithm. The considered link-interference model is general enough to accommodate a wide range of network topologies with various node capabilities, such as singlepacket transmission, multipacket transmission, simultaneous transmission and reception, and many others.
Since global methods become slow in large-scale problems, fast local optimization methods for the WSRMax problem are also developed. First, a general multicommodity, multichannel wireless multihop network where all receivers perform singleuser detection is considered. Algorithms based on homotopy methods and complementary geometric programming are developed for WSRMax. They are able to exploit efficiently the available multichannel diversity. The proposed algorithm, based on homotopy methods, handles efficiently the self interference problem that arises when a node transmits and receives simultaneously in the same frequency band. This is very important, since the use of supplementary combinatorial constraints to prevent simultaneous transmissions and receptions of any node is circumvented. In addition, the algorithm together with the considered interference model, provide a mechanism for evaluating the gains when the network nodes employ self interference cancelation techniques with different degrees of accuracy. Next, a similar multicommodity wireless multihop network is considered, but all receivers perform multiuser detection. Solutions for the WSRMax problem are obtained by imposing additional constraints, such as that only one node can transmit to others at a time or that only one node can receive from others at a time. The WSRMax problem of downlink OFDMA systems is also considered. A fast algorithm based on primal decomposition techniques is developed to jointly optimize the multiuser subcarrier assignment and power allocation to maximize the weighted sum-rate (WSR). Numerical results show that the proposed algorithm converges faster than Lagrange relaxation based methods.
Finally, a distributed algorithm for WSRMax is derived in multiple-input single-output multicell downlink systems. The proposed method is based on classical primal decomposition methods and subgradient methods. It does not rely on zero forcing beamforming or high signal-to-interference-plus-noise ratio approximation like many other distributed variants. The algorithm essentially involves coordinating many local subproblems (one for each base station) to resolve the inter-cell interference such that the WSR is maximized. The numerical results show that significant gains can be achieved by only a small amount of message passing between the coordinating base stations, though the global optimality of the solution cannot be guaranteed. / Tiivistelmä
Tässä työssä tutkitaan optimointimenetelmien käyttöä resurssienhallintaan langattomissa tiedonsiirtoverkoissa. Monet ajankohtaiset resurssienhallintaongelmat, kuten esimerkiksi tehonsäätö, datanopeuden säätö, radiolinkkien ajastus, protokollakerrosten välinen optimointi, verkon hyötyfunktion maksimointi ja keilanmuodostus moniantenniverkoissa, liittyvät joko suoraan tai epäsuorasti painotetun summadatanopeuden maksimointiongelmaan (weighted sum-rate maximization, WSRMax). Tästä syystä tämä työ keskittyy erityisesti WSRMax-ongelmaan, joka on tunnetusti NP-kova.
Työssä kehitetään yleinen branch and bound -tekniikkaan perustuva menetelmä, joka ratkaisee epäkonveksin WSRMax-ongelman globaalisti ja tuottaa todistuksen ratkaisun optimaalisuudesta. Työssä johdetaan myös tehokkaita analyyttisiä suorituskykyrajojen laskentatekniikoita. Ehdotetun menetelmän käyttö ei rajoitu vain WSRMax-ongelmaan, vaan sitä voidaan soveltaa minkä tahansa suorituskykymetriikan maksimointiin, kunhan se on Lipschitz-jatkuva ja kasvava signaali-häiriö-plus-kohinasuhteen funktiona. Menetelmää voidaan käyttää minkä tahansa WSRMax-ongelmaan perustuvan verkkosuunnittelumenetelmän optimaalisen suorituskyvyn määrittämiseen, ja siksi sitä voidaan hyödyntää myös minkä tahansa heuristisen algoritmin aiheuttaman suorituskykytappion arvioimiseen. Tutkittava linkki-häiriömalli on riittävän yleinen monien erilaisten verkkotopologioiden ja verkkosolmujen kyvykkyyksien mallintamiseen, kuten esimerkiksi yhden tai useamman datapaketin siirtoon sekä yhtäaikaiseen lähetykseen ja vastaanottoon.
Koska globaalit menetelmät ovat hitaita suurien ongelmien ratkaisussa, työssä kehitetään WSRMax-ongelmalle myös nopeita paikallisia optimointimenetelmiä. Ensiksi käsitellään yleistä useaa eri yhteyspalvelua tukevaa monikanavaista langatonta monihyppyverkkoa, jossa kaikki vastaanottimet suorittavat yhden käyttäjän ilmaisun, ja kehitetään algoritmeja, joiden perustana ovat homotopiamenetelmät ja komplementaarinen geometrinen optimointi. Ne hyödyntävät tehokkaasti saatavilla olevan monikanavadiversiteetin. Esitetty homotopiamenetelmiin perustuva algoritmi käsittelee tehokkaasti itsehäiriöongelman, joka syntyy, kun laite lähettää ja vastaanottaa samanaikaisesti samalla taajuuskaistalla. Tämä on tärkeää, koska näin voidaan välttää lisäehtojen käyttö yhtäaikaisen lähetyksen ja vastaanoton estämiseksi. Lisäksi algoritmi yhdessä tutkittavan häiriömallin kanssa auttaa arvioimaan, paljonko etua saadaan, kun laitteet käyttävät itsehäiriön poistomenetelmiä erilaisilla tarkkuuksilla. Seuraavaksi tutkitaan vastaavaa langatonta monihyppyverkkoa, jossa kaikki vastaanottimet suorittavat monen käyttäjän ilmaisun. Ratkaisuja WSRMax-ongelmalle saadaan asettamalla lisäehtoja, kuten että vain yksi lähetin kerrallaan voi lähettää tai että vain yksi vastaanotin kerrallaan voi vastaanottaa. Edelleen tutkitaan WSRMax-ongelmaa laskevalla siirtotiellä OFDMA-järjestelmässä, ja johdetaan primaalihajotelmaan perustuva nopea algoritmi, joka yhteisoptimoi monen käyttäjän alikantoaalto- ja tehoallokaation maksimoiden painotetun summadatanopeuden. Numeeriset tulokset osoittavat, että esitetty algoritmi suppenee nopeammin kuin Lagrangen relaksaatioon perustuvat menetelmät.
Lopuksi johdetaan hajautettu algoritmi WSRMax-ongelmalle monisoluisissa moniantennilähetystä käyttävissä järjestelmissä laskevaa siirtotietä varten. Esitetty menetelmä perustuu klassisiin primaalihajotelma- ja aligradienttimenetelmiin. Se ei turvaudu nollaanpakotus-keilanmuodostukseen tai korkean signaali-häiriö-plus-kohinasuhteen approksimaatioon, kuten monet muut hajautetut muunnelmat. Algoritmi koordinoi monta paikallista aliongelmaa (yhden kutakin tukiasemaa kohti) ratkaistakseen solujen välisen häiriön siten, että WSR maksimoituu. Numeeriset tulokset osoittavat, että merkittävää etua saadaan jo vähäisellä yhdessä toimivien tukiasemien välisellä viestinvaihdolla, vaikka globaalisti optimaalista ratkaisua ei voidakaan taata.
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A Nonsmooth Nonconvex Descent AlgorithmMankau, Jan Peter 17 January 2017 (has links) (PDF)
In many applications nonsmooth nonconvex energy functions, which are Lipschitz continuous, appear quite naturally. Contact mechanics with friction is a classic example. A second example is the 1-Laplace operator and its eigenfunctions.
In this work we will give an algorithm such that for every locally Lipschitz continuous function f and every sequence produced by this algorithm it holds that every accumulation point of the sequence is a critical point of f in the sense of Clarke. Here f is defined on a reflexive Banach space X, such that X and its dual space X' are strictly convex and Clarkson's inequalities hold. (E.g. Sobolev spaces and every closed subspace equipped with the Sobolev norm satisfy these assumptions for p>1.) This algorithm is designed primarily to solve variational problems or their high dimensional discretizations, but can be applied to a variety of locally Lipschitz functions.
In elastic contact mechanics the strain energy is often smooth and nonconvex on a suitable domain, while the contact and the friction energy are nonsmooth and have a support on a subspace which has a substantially smaller dimension than the strain energy, since all points in the interior of the bodies only have effect on the strain energy. For such elastic contact problems we suggest a specialization of our algorithm, which treats the smooth part with Newton like methods. In the case that the gradient of the entire energy function is semismooth close to the minimizer, we can even prove superlinear convergence of this specialization of our algorithm.
We test the algorithm and its specialization with a couple of benchmark problems. Moreover, we apply the algorithm to the 1-Laplace minimization problem restricted to finitely dimensional subspaces of piecewise affine, continuous functions.
The algorithm developed here uses ideas of the bundle trust region method by Schramm, and a new generalization of the concept of gradients on a set. The basic idea behind this gradients on sets is that we want to find a stable descent direction, which is a descent direction on an entire neighborhood of an iteration point. This way we avoid oscillations of the gradients and very small descent steps (in the smooth and in the nonsmooth case). It turns out, that the norm smallest element of the gradient on a set provides a stable descent direction.
The algorithm we present here is the first algorithm which can treat locally Lipschitz continuous functions in this generality, up to our knowledge. In particular, large finitely dimensional Banach spaces haven't been studied for nonsmooth nonconvex functions so far. We will show that the algorithm is very robust and often faster than common algorithms. Furthermore, we will see that with this algorithm it is possible to compute reliably the first eigenfunctions of the 1-Laplace operator up to disretization errors, for the first time. / In vielen Anwendungen tauchen nichtglatte, nichtkonvexe, Lipschitz-stetige Energie Funktionen in natuerlicher Weise auf. Ein klassische Beispiel bildet die Kontaktmechanik mit Reibung. Ein weiteres Beispiel ist der $1$-Laplace Operator und seine Eigenfunktionen.
In dieser Dissertation werden wir ein Abstiegsverfahren angeben, so dass fuer jede lokal Lipschitz-stetige Funktion f jeder Haeufungspunkt einer durch dieses Verfahren erzeugten Folge ein kritischer Punkt von f im Sinne von Clarke ist. Hier ist f auf einem einem reflexiver, strikt konvexem Banachraum definierert, fuer den der Dualraum ebenfalls strikt konvex ist und die Clarkeson Ungleichungen gelten. (Z.B. Sobolevraeume und jeder abgeschlossene Unterraum mit der Sobolevnorm versehen, erfuellt diese Bedingung fuer p>1.) Dieser Algorithmus ist primaer entwickelt worden um Variationsprobleme, bzw. deren hochdimensionalen Diskretisierungen zu loesen. Er kann aber auch fuer eine Vielzahl anderer lokal Lipschitz stetige Funktionen eingesetzt werden.
In der elastischen Kontaktmechanik ist die Spannungsenergie oft glatt und nichtkonvex auf einem geeignetem Definitionsbereich, waehrend der Kontakt und die Reibung durch nicht glatte Funktionen modelliert werden, deren Traeger ein Unterraum mit wesentlich kleineren Dimension ist, da alle Punkte im Inneren des Koerpers nur die Spannungsenergie beeinflussen. Fuer solche elastischen Kontaktprobleme schlagen wir eine Spezialisierung unseres Algorithmuses vor, der den glatten Teil mit Newton aehnlichen Methoden behandelt. Falls der Gradient der gesamten Energiefunktion semiglatt in der Naehe der Minimalstelle ist, koennen wir sogar beweisen, dass der Algorithmus superlinear konvergiert.
Wir testen den Algorithmus und seine Spezialisierung an mehreren Benchmark Problemen. Ausserdem wenden wir den Algorithmus auf 1-Laplace Minimierungsproblem eingeschraenkt auf eine endlich dimensionalen Unterraum der stueckweise affinen, stetigen Funktionen an.
Der hier entwickelte Algorithmus verwendet Ideen des Bundle-Trust-Region-Verfahrens von Schramm, und einen neu entwickelten Verallgemeinerung von Gradienten auf Mengen. Die zentrale Idee hinter den Gradienten auf Mengen ist die, dass wir stabile Abstiegsrichtungen auf einer ganzen Umgebung der Iterationspunkte finden wollen. Auf diese Weise vermeiden wir das Oszillieren der Gradienten und sehr kleine Abstiegsschritte (im glatten, wie im nichtglatten Fall.) Es stellt sich heraus, dass das normkleinste Element dieses Gradienten auf der Umgebung eine stabil Abstiegsrichtung bestimmt.
So weit es uns bekannt ist, koennen die hier entwickelten Algorithmen zum ersten Mal lokal Lipschitz-stetige Funktionen in dieser Allgemeinheit behandeln. Insbesondere wurden nichtglatte, nichtkonvexe Funktionen auf derart hochdimensionale Banachraeume bis jetzt nicht behandelt. Wir werden zeigen, dass unser Algorithmus sehr robust und oft schneller als uebliche Algorithmen ist. Des Weiteren, werden wir sehen, dass es mit diesem Algorithmus das erste mal moeglich ist, zuverlaessig die erste Eigenfunktion des 1-Laplace Operators bis auf Diskretisierungsfehler zu bestimmen.
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Algorithmes d'optimisation en grande dimension : applications à la résolution de problèmes inverses / Large scale optimization algorithms : applications to solution of inverse problemsRepetti, Audrey 29 June 2015 (has links)
Une approche efficace pour la résolution de problèmes inverses consiste à définir le signal (ou l'image) recherché(e) par minimisation d'un critère pénalisé. Ce dernier s'écrit souvent sous la forme d'une somme de fonctions composées avec des opérateurs linéaires. En pratique, ces fonctions peuvent n'être ni convexes ni différentiables. De plus, les problèmes auxquels on doit faire face sont souvent de grande dimension. L'objectif de cette thèse est de concevoir de nouvelles méthodes pour résoudre de tels problèmes de minimisation, tout en accordant une attention particulière aux coûts de calculs ainsi qu'aux résultats théoriques de convergence. Une première idée pour construire des algorithmes rapides d'optimisation est d'employer une stratégie de préconditionnement, la métrique sous-jacente étant adaptée à chaque itération. Nous appliquons cette technique à l'algorithme explicite-implicite et proposons une méthode, fondée sur le principe de majoration-minimisation, afin de choisir automatiquement les matrices de préconditionnement. L'analyse de la convergence de cet algorithme repose sur l'inégalité de Kurdyka-L ojasiewicz. Une seconde stratégie consiste à découper les données traitées en différents blocs de dimension réduite. Cette approche nous permet de contrôler à la fois le nombre d'opérations s'effectuant à chaque itération de l'algorithme, ainsi que les besoins en mémoire, lors de son implémentation. Nous proposons ainsi des méthodes alternées par bloc dans les contextes de l'optimisation non convexe et convexe. Dans le cadre non convexe, une version alternée par bloc de l'algorithme explicite-implicite préconditionné est proposée. Les blocs sont alors mis à jour suivant une règle déterministe acyclique. Lorsque des hypothèses supplémentaires de convexité peuvent être faites, nous obtenons divers algorithmes proximaux primaux-duaux alternés, permettant l'usage d'une règle aléatoire arbitraire de balayage des blocs. L'analyse théorique de ces algorithmes stochastiques d'optimisation convexe se base sur la théorie des opérateurs monotones. Un élément clé permettant de résoudre des problèmes d'optimisation de grande dimension réside dans la possibilité de mettre en oeuvre en parallèle certaines étapes de calculs. Cette parallélisation est possible pour les algorithmes proximaux primaux-duaux alternés par bloc que nous proposons: les variables primales, ainsi que celles duales, peuvent être mises à jour en parallèle, de manière tout à fait flexible. A partir de ces résultats, nous déduisons de nouvelles méthodes distribuées, où les calculs sont répartis sur différents agents communiquant entre eux suivant une topologie d'hypergraphe. Finalement, nos contributions méthodologiques sont validées sur différentes applications en traitement du signal et des images. Nous nous intéressons dans un premier temps à divers problèmes d'optimisation faisant intervenir des critères non convexes, en particulier en restauration d'images lorsque l'image originale est dégradée par un bruit gaussien dépendant du signal, en démélange spectral, en reconstruction de phase en tomographie, et en déconvolution aveugle pour la reconstruction de signaux sismiques parcimonieux. Puis, dans un second temps, nous abordons des problèmes convexes intervenant dans la reconstruction de maillages 3D et dans l'optimisation de requêtes pour la gestion de bases de données / An efficient approach for solving an inverse problem is to define the recovered signal/image as a minimizer of a penalized criterion which is often split in a sum of simpler functions composed with linear operators. In the situations of practical interest, these functions may be neither convex nor smooth. In addition, large scale optimization problems often have to be faced. This thesis is devoted to the design of new methods to solve such difficult minimization problems, while paying attention to computational issues and theoretical convergence properties. A first idea to build fast minimization algorithms is to make use of a preconditioning strategy by adapting, at each iteration, the underlying metric. We incorporate this technique in the forward-backward algorithm and provide an automatic method for choosing the preconditioning matrices, based on a majorization-minimization principle. The convergence proofs rely on the Kurdyka-L ojasiewicz inequality. A second strategy consists of splitting the involved data in different blocks of reduced dimension. This approach allows us to control the number of operations performed at each iteration of the algorithms, as well as the required memory. For this purpose, block alternating methods are developed in the context of both non-convex and convex optimization problems. In the non-convex case, a block alternating version of the preconditioned forward-backward algorithm is proposed, where the blocks are updated according to an acyclic deterministic rule. When additional convexity assumptions can be made, various alternating proximal primal-dual algorithms are obtained by using an arbitrary random sweeping rule. The theoretical analysis of these stochastic convex optimization algorithms is grounded on the theory of monotone operators. A key ingredient in the solution of high dimensional optimization problems lies in the possibility of performing some of the computation steps in a parallel manner. This parallelization is made possible in the proposed block alternating primal-dual methods where the primal variables, as well as the dual ones, can be updated in a quite flexible way. As an offspring of these results, new distributed algorithms are derived, where the computations are spread over a set of agents connected through a general hyper graph topology. Finally, our methodological contributions are validated on a number of applications in signal and image processing. First, we focus on optimization problems involving non-convex criteria, in particular image restoration when the original image is corrupted with a signal dependent Gaussian noise, spectral unmixing, phase reconstruction in tomography, and blind deconvolution in seismic sparse signal reconstruction. Then, we address convex minimization problems arising in the context of 3D mesh denoising and in query optimization for database management
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Algoritmy pro vybrané geometrické problémy nad zonotopy a jejich aplikace v optimalizaci a v analýze dat / Algorithms for various geometric problems over zonotopes and their applications in optimization and data analysisRada, Miroslav January 2009 (has links)
The thesis unifies the most important author's results in the field of algorithms concerning zonotopes and their applications in optimization and statistics. The computational-geometric results consist of a new compact output-sensitive algorithm for enumerating vertices of a zonotope, which outperforms the rival algorithm with the same complexity-theoretic properties both theoretically and empirically, and a polynomial algorithm for arbitrarily precise approximation of a zonotope with the Löwner-John ellipsoid. In the application area, the thesis presents a result, which connects linear regression model with interval outputs with the zonotope matters. The usage of presented geometric algorithms for solving a nonconvex optimisation problem is also discussed.
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A Nonsmooth Nonconvex Descent AlgorithmMankau, Jan Peter 09 December 2016 (has links)
In many applications nonsmooth nonconvex energy functions, which are Lipschitz continuous, appear quite naturally. Contact mechanics with friction is a classic example. A second example is the 1-Laplace operator and its eigenfunctions.
In this work we will give an algorithm such that for every locally Lipschitz continuous function f and every sequence produced by this algorithm it holds that every accumulation point of the sequence is a critical point of f in the sense of Clarke. Here f is defined on a reflexive Banach space X, such that X and its dual space X' are strictly convex and Clarkson's inequalities hold. (E.g. Sobolev spaces and every closed subspace equipped with the Sobolev norm satisfy these assumptions for p>1.) This algorithm is designed primarily to solve variational problems or their high dimensional discretizations, but can be applied to a variety of locally Lipschitz functions.
In elastic contact mechanics the strain energy is often smooth and nonconvex on a suitable domain, while the contact and the friction energy are nonsmooth and have a support on a subspace which has a substantially smaller dimension than the strain energy, since all points in the interior of the bodies only have effect on the strain energy. For such elastic contact problems we suggest a specialization of our algorithm, which treats the smooth part with Newton like methods. In the case that the gradient of the entire energy function is semismooth close to the minimizer, we can even prove superlinear convergence of this specialization of our algorithm.
We test the algorithm and its specialization with a couple of benchmark problems. Moreover, we apply the algorithm to the 1-Laplace minimization problem restricted to finitely dimensional subspaces of piecewise affine, continuous functions.
The algorithm developed here uses ideas of the bundle trust region method by Schramm, and a new generalization of the concept of gradients on a set. The basic idea behind this gradients on sets is that we want to find a stable descent direction, which is a descent direction on an entire neighborhood of an iteration point. This way we avoid oscillations of the gradients and very small descent steps (in the smooth and in the nonsmooth case). It turns out, that the norm smallest element of the gradient on a set provides a stable descent direction.
The algorithm we present here is the first algorithm which can treat locally Lipschitz continuous functions in this generality, up to our knowledge. In particular, large finitely dimensional Banach spaces haven't been studied for nonsmooth nonconvex functions so far. We will show that the algorithm is very robust and often faster than common algorithms. Furthermore, we will see that with this algorithm it is possible to compute reliably the first eigenfunctions of the 1-Laplace operator up to disretization errors, for the first time. / In vielen Anwendungen tauchen nichtglatte, nichtkonvexe, Lipschitz-stetige Energie Funktionen in natuerlicher Weise auf. Ein klassische Beispiel bildet die Kontaktmechanik mit Reibung. Ein weiteres Beispiel ist der $1$-Laplace Operator und seine Eigenfunktionen.
In dieser Dissertation werden wir ein Abstiegsverfahren angeben, so dass fuer jede lokal Lipschitz-stetige Funktion f jeder Haeufungspunkt einer durch dieses Verfahren erzeugten Folge ein kritischer Punkt von f im Sinne von Clarke ist. Hier ist f auf einem einem reflexiver, strikt konvexem Banachraum definierert, fuer den der Dualraum ebenfalls strikt konvex ist und die Clarkeson Ungleichungen gelten. (Z.B. Sobolevraeume und jeder abgeschlossene Unterraum mit der Sobolevnorm versehen, erfuellt diese Bedingung fuer p>1.) Dieser Algorithmus ist primaer entwickelt worden um Variationsprobleme, bzw. deren hochdimensionalen Diskretisierungen zu loesen. Er kann aber auch fuer eine Vielzahl anderer lokal Lipschitz stetige Funktionen eingesetzt werden.
In der elastischen Kontaktmechanik ist die Spannungsenergie oft glatt und nichtkonvex auf einem geeignetem Definitionsbereich, waehrend der Kontakt und die Reibung durch nicht glatte Funktionen modelliert werden, deren Traeger ein Unterraum mit wesentlich kleineren Dimension ist, da alle Punkte im Inneren des Koerpers nur die Spannungsenergie beeinflussen. Fuer solche elastischen Kontaktprobleme schlagen wir eine Spezialisierung unseres Algorithmuses vor, der den glatten Teil mit Newton aehnlichen Methoden behandelt. Falls der Gradient der gesamten Energiefunktion semiglatt in der Naehe der Minimalstelle ist, koennen wir sogar beweisen, dass der Algorithmus superlinear konvergiert.
Wir testen den Algorithmus und seine Spezialisierung an mehreren Benchmark Problemen. Ausserdem wenden wir den Algorithmus auf 1-Laplace Minimierungsproblem eingeschraenkt auf eine endlich dimensionalen Unterraum der stueckweise affinen, stetigen Funktionen an.
Der hier entwickelte Algorithmus verwendet Ideen des Bundle-Trust-Region-Verfahrens von Schramm, und einen neu entwickelten Verallgemeinerung von Gradienten auf Mengen. Die zentrale Idee hinter den Gradienten auf Mengen ist die, dass wir stabile Abstiegsrichtungen auf einer ganzen Umgebung der Iterationspunkte finden wollen. Auf diese Weise vermeiden wir das Oszillieren der Gradienten und sehr kleine Abstiegsschritte (im glatten, wie im nichtglatten Fall.) Es stellt sich heraus, dass das normkleinste Element dieses Gradienten auf der Umgebung eine stabil Abstiegsrichtung bestimmt.
So weit es uns bekannt ist, koennen die hier entwickelten Algorithmen zum ersten Mal lokal Lipschitz-stetige Funktionen in dieser Allgemeinheit behandeln. Insbesondere wurden nichtglatte, nichtkonvexe Funktionen auf derart hochdimensionale Banachraeume bis jetzt nicht behandelt. Wir werden zeigen, dass unser Algorithmus sehr robust und oft schneller als uebliche Algorithmen ist. Des Weiteren, werden wir sehen, dass es mit diesem Algorithmus das erste mal moeglich ist, zuverlaessig die erste Eigenfunktion des 1-Laplace Operators bis auf Diskretisierungsfehler zu bestimmen.
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Nonconvex Dynamical ProblemsRieger, Marc Oliver 28 November 2004 (has links)
Many problems in continuum mechanics, especially in the theory of elastic materials, lead to nonlinear partial differential equations. The nonconvexity of their underlying energy potential is a challenge for mathematical analysis, since convexity plays an important role in the classical theories of existence and regularity. In the last years one main point of interest was to develop techniques to circumvent these difficulties. One approach was to use different notions of convexity like quasi-- or polyconvexity, but most of the work was done only for static (time independent) equations. In this thesis we want to make some contributions concerning existence, regularity and numerical approximation of nonconvex dynamical problems.
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SMART-LEARNING ENABLED AND THEORY-SUPPORTED OPTIMAL CONTROLSixiong You (14374326) 03 May 2023 (has links)
<p> This work focuses on solving the general optimal control problems with smart-learning-enabled and theory-supported optimal control (SET-OC) approaches. The proposed SET-OC includes two main directions. Firstly, according to the basic idea of the direct method, the smart-learning-enabled iterative optimization algorithm (SEIOA) is proposed for solving discrete optimal control problems. Via discretization and reformulation, the optimal control problem is converted into a general quadratically constrained quadratic programming (QCQP) problem. Then, the SEIOA is applied to solving QCQPs. To be specific, first, a structure-exploiting decomposition scheme is introduced to reduce the complexity of the original problem. Next, an iterative search, combined with an intersection-cutting plane, is developed to achieve global convergence. Furthermore, considering the implicit relationship between the algorithmic parameters and the convergence rate of the iterative search, deep learning is applied to design the algorithmic parameters from an appropriate amount of training data to improve convergence property. To demonstrate the effectiveness and improved computational performance of the proposed SEIOA, the developed algorithms have been implemented in extensive real-world application problems, including unmanned aerial vehicle path planning problems and general QCQP problems. According to the theoretical analysis of global convergence and the simulation results, the efficiency, robustness, and improved convergence rate of the optimization framework compared to the state-of-the-art optimization methods for solving general QCQP problems are analyzed and verified. Secondly, the onboard learning-based optimal control method (L-OCM) is proposed to solve the optimal control problems. Supported by the optimal control theory, the necessary conditions of optimality for optimal control of the optimal control problem can be derived, which leads to two two-point-boundary-value-problems (TPBVPs). Then, critical parameters are identified to approximate the complete solutions of the TPBVPs. To find the implicit relationship between the initial states and these critical parameters, deep neural networks are constructed to learn the values of these critical parameters in real-time with training data obtained from the offline solutions. To demonstrate the effectiveness and improved computational performance of the proposed L-OCM approaches, the developed algorithms have been implemented in extensive real-world application problems, including two-dimensional human-Mars entry, powered-descent, landing guidance problems, and fuel-optimal powered descent guidance (PDG) problems. In addition, considering there is no thorough analysis of the properties of the optimal control profile for PDG when considering the state constraints, a rigid theoretical analysis of the fuel-optimal PDG problem with state constraints is further provided. According to the theoretical analysis and simulation results, the optimality, robustness, and real-time performance of the proposed L-OCM are analyzed and verified, which indicates the potential for onboard implementation. </p>
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Total Variation Based Methods for Speckle Image DenoisingBagchi Misra, Arundhati 11 August 2012 (has links)
This dissertation is about the partial differential equation (PDE) based image denoising models. In particular, we are interested about speckle noise images. We provide the mathematical analysis of existing speckle denoising models and propose three new models based on total variation minimization methods. The first model is developed using a new speckle noise model and the solution of associated numerical scheme is proven to be stable. The second one is a speckle version of Chambolle algorithm and the convergence of the numerical solution was proved under certain assumptions. The final model is a nonlocal PDE based speckle denoising model derived by combining the excellent noise removal properties of the nonlocal means algorithm with the PDE models. We enhanced the computational efficiency of this model by adopting the Split Bregman method. Numerical results of all three models show that they compare favorably to the conventional models.
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