scholarly journals A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets

2012 ◽  
Author(s):  
Bram Gorissen ◽  
Aharon Ben-Tal ◽  
Hans Blanc ◽  
Dick den Hertog
Keyword(s):  
Optimization Problems ◽  
New Method ◽  
Conic Optimization ◽  
Robust Solutions ◽  
Uncertainty Sets ◽  
General Convex

scholarly journals A new entropy-variable-based discretization method for minimum entropy moment approximations of linear kinetic equations

2021 ◽  
Author(s):  
Tobias Leibner ◽  
Mario Ohlberger
Keyword(s):  
Optimization Problems ◽  
Hessian Matrix ◽  
Computational Cost ◽  
Kinetic Equations ◽  
New Method ◽  
Minimum Entropy ◽  
Reduced Basis ◽  
Simple Task ◽  
Wide Range ◽  
The Moment

In this contribution we derive and analyze a new numerical method for kinetic equations based on a variable transformation of the moment approximation. Classical minimum-entropy moment closures are a class of reduced models for kinetic equations that conserve many of the fundamental physical properties of solutions. However, their practical use is limited by their high computational cost, as an optimization problem has to be solved for every cell in the space-time grid. In addition, implementation of numerical solvers for these models is hampered by the fact that the optimization problems are only well-defined if the moment vectors stay within the realizable set. For the same reason, further reducing these models by, e.g., reduced-basis methods is not a simple task. Our new method overcomes these disadvantages of classical approaches. The transformation is performed on the semi-discretized level which makes them applicable to a wide range of kinetic schemes and replaces the nonlinear optimization problems by inversion of the positive-definite Hessian matrix. As a result, the new scheme gets rid of the realizability-related problems. Moreover, a discrete entropy law can be enforced by modifying the time stepping scheme. Our numerical experiments demonstrate that our new method is often several times faster than the standard optimization-based scheme.

Toward the Use of Pareto Performance Solutions and Pareto Robustness Solutions for Multi-Objective Robust Optimization Problems

2012 ◽  
Author(s):  
Weijun Wang ◽  
Stéphane Caro ◽  
Fouad Bennis ◽  
Oscar Brito Augusto
Keyword(s):  
Robust Optimization ◽  
Pareto Front ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Multi Objective Optimization ◽  
Robust Solutions ◽  
Multi Objective ◽  
Robust Optimization Problem ◽  
Design Solutions ◽  
Further Development

For Multi-Objective Robust Optimization Problem (MOROP), it is important to obtain design solutions that are both optimal and robust. To find these solutions, usually, the designer need to set a threshold of the variation of Performance Functions (PFs) before optimization, or add the effects of uncertainties on the original PFs to generate a new Pareto robust front. In this paper, we divide a MOROP into two Multi-Objective Optimization Problems (MOOPs). One is the original MOOP, another one is that we take the Robustness Functions (RFs), robust counterparts of the original PFs, as optimization objectives. After solving these two MOOPs separately, two sets of solutions come out, namely the Pareto Performance Solutions (PP) and the Pareto Robustness Solutions (PR). Make a further development on these two sets, we can get two types of solutions, namely the Pareto Robustness Solutions among the Pareto Performance Solutions (PR(PP)), and the Pareto Performance Solutions among the Pareto Robustness Solutions (PP(PR)). Further more, the intersection of PR(PP) and PP(PR) can represent the intersection of PR and PP well. Then the designer can choose good solutions by comparing the results of PR(PP) and PP(PR). Thanks to this method, we can find out the optimal and robust solutions without setting the threshold of the variation of PFs nor losing the initial Pareto front. Finally, an illustrative example highlights the contributions of the paper.

Solving Topology Optimization Problems Using Wavelet Approximations

1998 ◽  
Author(s):  
Giuseppe C. A. DeRose ◽  
Alejandro R. Díaz
Keyword(s):  
Finite Element ◽  
Topology Optimization ◽  
Finite Element Methods ◽  
Condition Number ◽  
Optimization Problems ◽  
Mesh Size ◽  
Elasticity Problem ◽  
New Method ◽  
Galerkin Scheme

Abstract A new method to solve topology optimization problems is discussed. This method is based on the use of a Wavelet-Galerkin scheme to solve the elasticity problem associated with each iteration of the topology optimization sequence. Typically, finite element methods are used for this analysis. However, as the mesh size grows, the computational requirements necessary to solve the finite element equations increase beyond the capacity of current desk top computers. This problem is inherent to finite element methods, as the condition number of finite element matrices increases with mesh size. Wavelet-Galerkin techniques are used to replace standard finite element methods in an attempt to alleviate this problem. Examples demonstrating the performance of the new methodology are presented.

Soccer Game Optimization

2015 ◽  
pp. 1434-1469 ◽  
Author(s):  
Hindriyanto Dwi Purnomo ◽  
Hui-Ming Wee
Keyword(s):  
Evolutionary Algorithm ◽  
Information Sharing ◽  
Swarm Intelligence ◽  
Soccer Player ◽  
Optimization Problems ◽  
Optimization Method ◽  
New Method ◽  
Intelligence Algorithm ◽  
Reproduction Process ◽  
Swarm Intelligence Algorithm

A new metaheuristic algorithm is proposed. The algorithm integrates the information sharing as well as the evolution operators in the swarm intelligence algorithm and evolutionary algorithm respectively. The basic soccer player movement is used as the analogy to describe the algorithm. The new method has two basic operators; the move off and the move forward. The proposed method elaborates the reproduction process in evolutionary algorithm with the powerful information sharing in the swarm intelligence algorithm. Examples of implementations are provided for continuous and discrete problems. The experiment results reveal that the proposed method has the potential to become a powerful optimization method. As a new method, the proposed algorithm can be enhanced in many different ways such as investigating the parameter setting, elaborating more aspects of the soccer player movement as well as implementing the proposed method to solve various optimization problems.

scholarly journals The non-convex geometry of low-rank matrix optimization

2018 ◽  
Vol 8 (1) ◽  
pp. 51-96 ◽  
Author(s):  
Qiuwei Li ◽  
Zhihui Zhu ◽  
Gongguo Tang
Keyword(s):  
Convex Function ◽  
Optimization Problems ◽  
Hessian Matrix ◽  
Convex Geometry ◽  
Negative Eigenvalue ◽  
Global Optimum ◽  
Nuclear Norm ◽  
Low Rank ◽  
Scalable Algorithms ◽  
General Convex

Abstract This work considers two popular minimization problems: (i) the minimization of a general convex function f(X) with the domain being positive semi-definite matrices, and (ii) the minimization of a general convex function f(X) regularized by the matrix nuclear norm $\|X\|_{*}$ with the domain being general matrices. Despite their optimal statistical performance in the literature, these two optimization problems have a high computational complexity even when solved using tailored fast convex solvers. To develop faster and more scalable algorithms, we follow the proposal of Burer and Monteiro to factor the low-rank variable $X = UU^{\top } $ (for semi-definite matrices) or $X=UV^{\top } $ (for general matrices) and also replace the nuclear norm $\|X\|_{*}$ with $\big(\|U\|_{F}^{2}+\|V\|_{F}^{2}\big)/2$. In spite of the non-convexity of the resulting factored formulations, we prove that each critical point either corresponds to the global optimum of the original convex problems or is a strict saddle where the Hessian matrix has a strictly negative eigenvalue. Such a nice geometric structure of the factored formulations allows many local-search algorithms to find a global optimizer even with random initializations.

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