The method of steepest descent is applied to a nonlinearly constrained optimization problem which arises in the study of liquid crystals. Let Ω denote the region bounded by two coaxial cylinders of height 1 with the outer cylinder having radius 1 and the inner having radius ρ. The problem is to find a mapping, u, from Ω into R^3 which agrees with a given function v on the surfaces of the cylinders and minimizes the energy function over the set of functions in the Sobolev space H^(1,2)(Ω; R^3) having norm 1 almost everywhere. In the variational formulation, the norm 1 condition is emulated by a constraint function B. The direction of descent studied here is given by a projected gradient, called a B-gradient, which involves the projection of a Sobolev gradient onto the tangent space for B. A numerical implementation of the algorithm, the results of which agree with the theoretical results and which is independent of any strong properties of the domain, is described. In chapter 2, the Sobolev space setting and a significant projection in the theory of Sobolev gradients are discussed. The variational formulation is introduced in Chapter 3, where the issues of differentiability and existence of gradients are explored. A theorem relating the B-gradient to the theory of Lagrange multipliers is stated as well. Basic theorems regarding the continuous steepest descent given by the Sobolev and B-gradients are stated in Chapter 4, and conditions for convergence in the application to the liquid crystal problem are given as well. Finally, in Chapter 5, the algorithm is described and numerical results are examined.

Most modern industrial and architectural designs need to satisfy the requirements of their targeted performance and respect the limitations of available fabrication technologies. At the same time, they should reflect the artistic considerations and personal taste of the designers, which cannot be simply formulated as optimization goals with single best solutions. This thesis aims at a general, flexible yet e cient computational framework for interactive creation, exploration and discovery of serviceable, constructible, and stylish designs. By formulating nonlinear engineering considerations as linear or quadratic expressions by introducing auxiliary variables, the constrained space could be e ciently accessed by the proposed algorithm Guided Projection, with the guidance of aesthetic formulations. The approach is introduced through applications in different scenarios, its effectiveness is demonstrated by examples that were difficult or even impossible to be computationally designed before. The first application is the design of meshes under both geometric and static constraints, including self-supporting polyhedral meshes that are not height fields. Then, with a formulation bridging mesh based and spline based representations, the application is extended to developable surfaces including origami with curved creases. Finally, general approaches to extend hard constraints and soft energies are discussed, followed by a concluding remark outlooking possible future studies.

The introduction of initial margin requirements for non-cleared OTC derivatives has made it possible to optimize initial margin when considering a network of trading participants. Applying CMA-ES, this thesis has explored a new method to handle the nonlinear constraints present in the initial margin optimization problem. The idea behind the method and the research question in this thesis are centered around leveraging data created during optimization. Specifically, by creating a linear approximation of the feasible region using support vector machines and in turn applying a repair strategy based on projection. The hypothesis was that by repairing solutions an increase in convergence speed should follow. In order to answer the research question, a reference method was at first created. Here CMA-ES along with feasibility rules was used, referred to as CMA-FS. The proposed method of optimization data leveraging (ODL) was then appended to CMA-FS, referred to as CMA-ODL. Both algorithms were then applied to a single initial margin optimization problem 100 times each with different random seeds used for sampling in the optimization algorithms. The results showed that CMA-ODL converged significantly faster than CMA-FS, without affecting final objective values significantly negatively. Convergence was measured in terms of iterations and not computational time. On average a 5% increase in convergence speed was achieved with CMA-ODL. No significant difference was found between CMA-FS and CMA-ODL in terms of the percentage of infeasible solutions generated. A reason behind the lack of a reduction in violations can be due to how ODL is implemented with the CMA-ES algorithm. Specifically, ODL will lead to a greater number of feasible solutions being available during recombination in CMA-ES. Although, due to the projection, the solutions after projection are not completely reflective of the actual parameters used for that generation. The projection should also bias the algorithm towards the boundary of the feasible region. Still, the performative difference in terms of convergence speed was significant. In conclusion, the proposed boundary constraint handling method increased performance, but it is not known whether the method has any major practical applicability, due to the restriction to only considering the number of iterations and not the computational time. / Införandet av initial margin för non-cleared OTC derivatives har gjort det möjligt att optimera initial margin när ett flertal marknadsdeltagare tas till hänsyn. Denna uppsats har applicerat CMA-ES och specifikt undersökt en ny metod för hantering av de icke-linjära bivillkoren som uppstår när initial margin optimeras. Idén bakom metoden och forskningsfrågan i rapporten bygger på att utnyttja data som generas vid optimering. Detta görs specifikt genom att den icke-linjära tillåtna regionen approximeras linjärt med support vector machines. Därefter används en reparationsstrategi bestående av projicering för att reparera otillåtna lösningar. Hypotesen i uppsatsen var att genom att reparera lösningar så skulle konvergenshastigheten öka. För att svara på forskningsfrågan så togs en referensmetod fram, där CMA-ES och feasibility rules användes för att hantera icke-linjära bivillkor. Denna version av CMA-ES kallades CMA-FS. Sedan integrerades den nya metoden med CMA-FS, denna version kallades för CMA-ODL. Därefter så applicerades båda algoritmer 100 gånger på ett initial margin optimeringsproblem, där olika seeds användes för generering av lösningar i algoritmerna. Resultaten visade att CMA-ODL konvergerade signifikant snabbare än CMA-FS utan att påverka optimeringsresultatet negativt. Med CMA-ODL så ökade konvergenshastigheten med ungefär 5%. Konvergens mättes genom antal iterationer och inte beräkningstid. Ingen signifikant skillnad mellan CMA-ODL och CMA-FS observerades när de jämfördes med avseende på mängden icke-tillåtna lösningar genererade. En anledning varför ingen skillnad observerades är hur den nya metoden var integrerad med CMA-ES algoritmen. Den tilltänkta metoden leder till att fler tillåtna lösningar är tillgängliga när CMA-ES ska bilda nästa generation men eftersom lösningar projiceras så kommer dom inte att reflektera dom parametrar som användes för att faktiskt generera dom. Projiceringen leder också till att fler lösningar på randen av det tillåtna området kommer att genereras. Sammanfattningsvis så observerades fortfarande en signifikant ökning i konvergenshastighet för CMA-ODL men det är oklart om algoritmen är praktiskt användbar p.g.a. restriktionen att enbart betrakta antalet iterationer och inte total beräkningstid.