Constrained Problems of Calculus of Variations Via Penalization Technique

Author(s):  
Vladimir F. Demyanov
Author(s):  
Fariba Zohrizadeh ◽  
Mohsen Kheirandishfard ◽  
Farhad Kamangar ◽  
Ramtin Madani

This paper is concerned with the class of non-convex optimization problems with orthogonality constraints. We develop computationally efficient relaxations that transform non-convex orthogonality constrained problems into polynomial-time solvable surrogates. A novel penalization technique is used to enforce feasibility and derive certain conditions under which the constraints of the original non-convex problem are guaranteed to be satisfied. Moreover, we extend our approach to a feasibility-preserving sequential scheme that solves penalized relaxation to obtain near-globally optimal points. Experimental results on synthetic and real datasets demonstrate the effectiveness of the proposed approach on two practical applications in machine learning.


2013 ◽  
Vol 1 ◽  
pp. 200-231 ◽  
Author(s):  
Andrea C.G. Mennucci

Abstract In this paper we discuss asymmetric length structures and asymmetric metric spaces. A length structure induces a (semi)distance function; by using the total variation formula, a (semi)distance function induces a length. In the first part we identify a topology in the set of paths that best describes when the above operations are idempotent. As a typical application, we consider the length of paths defined by a Finslerian functional in Calculus of Variations. In the second part we generalize the setting of General metric spaces of Busemann, and discuss the newly found aspects of the theory: we identify three interesting classes of paths, and compare them; we note that a geodesic segment (as defined by Busemann) is not necessarily continuous in our setting; hence we present three different notions of intrinsic metric space.


1964 ◽  
Vol 68 (638) ◽  
pp. 111-116 ◽  
Author(s):  
D. J. Bell

SummaryThe problem of maximising the range of a given unpowered, air-launched vehicle is formed as one of Mayer type in the calculus of variations. Eulers’ necessary conditions for the existence of an extremal are stated together with the natural end conditions. The problem reduces to finding the incidence programme which will give the greatest range.The vehicle is assumed to be an air-to-ground, winged unpowered vehicle flying in an isothermal atmosphere above a flat earth. It is also assumed to be a point mass acted upon by the forces of lift, drag and weight. The acceleration due to gravity is assumed constant.The fundamental constraints of the problem and the Euler-Lagrange equations are programmed for an automatic digital computer. By considering the Lagrange multipliers involved in the problem a method of search is devised based on finding flight paths with maximum range for specified final velocities. It is shown that this method leads to trajectories which are sufficiently close to the “best” trajectory for most practical purposes.It is concluded that such a method is practical and is particularly useful in obtaining the optimum incidence programme during the initial portion of the flight path.


2015 ◽  
Vol 124 ◽  
pp. 135-147 ◽  
Author(s):  
Shankar P. Sastry ◽  
Vidhi Zala ◽  
Robert M. Kirby

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