Author(s):  
Mikhail Krechetov ◽  
Jakub Marecek ◽  
Yury Maximov ◽  
Martin Takac

Low-rank methods for semi-definite programming (SDP) have gained a lot of interest recently, especially in machine learning applications. Their analysis often involves determinant-based or Schatten-norm penalties, which are difficult to implement in practice due to high computational efforts. In this paper, we propose Entropy-Penalized Semi-Definite Programming (EP-SDP), which provides a unified framework for a broad class of penalty functions used in practice to promote a low-rank solution. We show that EP-SDP problems admit an efficient numerical algorithm, having (almost) linear time complexity of the gradient computation; this makes it useful for many machine learning and optimization problems. We illustrate the practical efficiency of our approach on several combinatorial optimization and machine learning problems.


Author(s):  
Dimitiros I. Papadimitriou ◽  
Kyriakos C. Giannakoglou

In this paper, a constrained optimization algorithm is formulated and utilized to improve the aerodynamic performance of a 3D peripheral compressor blade cascade. The cascade efficiency is measured in terms of entropy generation along the developed flowfield, which defines the field objective functional to be minimized. Its gradient with respect to the design variables, which are the coordinates of the Non-Uniform Rational B-Spline (NURBS) control points defining the blade, is computed through a continuous adjoint formulation of the Navier-Stokes equations based on the aforementioned functional. The steepest descent algorithm is used to locate the optimal set of design variables, i.e. the optimal blade shape. In addition to the well-known advantages of the adjoint method, the current formulation has even less CPU cost for the gradient computation as it leads to gradient expression which is free of field variations in geometrical quantities (such as derivatives of interior grid node coordinates with respect to the design variables); the computation of the latter would be costly since it requires remeshing anew the computational domain for each bifurcated design variable. The geometrical constraints, which depend solely on the blade parameterization, are handled by a quadratic penalty method by introducing additional Lagrange multipliers.


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