Proto-Differentiation of Subgradient Set-Valued Mappings

1990 ◽  
Vol 42 (3) ◽  
pp. 520-532 ◽  
Author(s):  
René A. Poliquin
Keyword(s):  
Nonsmooth Analysis ◽  
Optimization Problems ◽  
Optimal Solutions ◽  
Set Valued Mappings ◽  
Feasible Solutions

Set-valued mappings arise quite naturally in optimization and nonsmooth analysis. In optimization, typically one has a family of optimization problems that depend on some parameter. One can then associate to this family of problems the set-valued mappings that assign to the parameter the set of optimal solutions, the set of feasible solutions or the set of multipliers. Many of these set-valued mappings encountered in optimization have been shown to be “proto-differentiable” (see Rockafellar [16]) i.e., in some sense these set-valued mappings are “differentiable”. Using estimates provided by the proto-derivatives, see Proposition 2.1, one can then obtain information on how the sets depend on the parameter. The concept of proto-differentiation is described in Section 2.

Presorting as a method of acceleration of algorithms in multi-objective optimization problems

2016 ◽  
Vol 0 (0) ◽  
pp. 5-11
Author(s):  
Andrzej Ameljańczyk
Keyword(s):  
Distance Function ◽  
Pareto Front ◽  
Optimization Problems ◽  
Pareto Optimal ◽  
Pareto Optimal Solutions ◽  
Optimal Solutions ◽  
Multi Objective Optimization ◽  
Minkowski Distance ◽  
Finite Set ◽  
Feasible Solutions

The paper presents a method of algorithms acceleration for determining Pareto-optimal solutions (Pareto Front) multi-criteria optimization tasks, consisting of pre-ordering (presorting) set of feasible solutions. It is proposed to use the generalized Minkowski distance function as a presorting tool that allows build a very simple and fast algorithm Pareto Front for the task with a finite set of feasible solutions.

scholarly journals Existence of solutions and solving method of lexicographic problem of convex optimization with the linear criteria functions

2020 ◽  
pp. 19-27
Author(s):  
N.V. Semenova ◽  
◽  
M.M. Lomaha ◽  
V.V. Semenov ◽  
◽  
...  
Keyword(s):  
Existence Of Solutions ◽  
Optimization Problems ◽  
System Optimization ◽  
Linear Functions ◽  
Recession Cone ◽  
Cutting Plane Method ◽  
Optimal Solutions ◽  
Lexicographic Optimization ◽  
Feasible Solutions ◽  
Significant Class

Among vector problems, the lexicographic ones constitute a broad significant class of problems of optimization. Lexicographic ordering is applied to establish rules of subordination and priority. Hence, a lot of problems including the ones of complex system optimization, of stochastic programming under a risk, of the dynamic character, etc. may be presented in the form of lexicographic problems of optimization. We have revealed the conditions of existence of solutions of multicriteria of lexicographic optimization problems with an unbounded set of feasible solutions on the basis of applying the properties of a recession cone of a con vex feasible set, the cone which puts it in order lexicographically with respect to optimization criteria. The obtained conditions may be successfully used while developing algorithms for finding the optimal solutions of the mentioned problems of lexicographic optimization. A method of finding the optimal solutions of convex lexico graphic problems with the linear functions of criteria is built and grounded on the basis of ideas of the method of linearization and the Kelley cutting plane method.

scholarly journals Optimization problems and (0, 2)-η-approximated optimization problems

2012 ◽  
Vol 28 (1) ◽  
pp. 37-46
Author(s):  
LIANA CIOBAN ◽  
◽  
DOREL I. DUCA ◽  
Keyword(s):  
Optimization Problem ◽  
Original Problem ◽  
Optimization Problems ◽  
Saddle Points ◽  
Optimal Solutions ◽  
Feasible Solutions

In this paper, we attach to the optimization problem ... where X is a subset of Rn, f : X → R, g : X → Rm and h : X → Rq are three functions, m, n, q ∈ N, a (0, 2)-η-approximated optimization problem (AP). We will study the connections between the feasible solutions of the η-approximated problem and the feasible solutions of the original problem. Then we will study the connections between the optimal solutions of Problem (AP) and the optimal solutions of Problem (P) via the saddle points of the two problems.

scholarly journals R-Regularity of Set-Valued Mappings Under the Relaxed Constant Positive Linear Dependence Constraint Qualification with Applications to Parametric and Bilevel Optimization

2021 ◽  
Author(s):  
Patrick Mehlitz ◽  
Leonid I. Minchenko
Keyword(s):  
Linear Dependence ◽  
Constraint Qualification ◽  
Parametric Optimization ◽  
Optimization Problems ◽  
Sufficient Conditions ◽  
Bilevel Optimization ◽  
Regularity Property ◽  
Constant Rank Constraint Qualification ◽  
Existence Criterion ◽  
Set Valued Mappings

AbstractThe presence of Lipschitzian properties for solution mappings associated with nonlinear parametric optimization problems is desirable in the context of, e.g., stability analysis or bilevel optimization. An example of such a Lipschitzian property for set-valued mappings, whose graph is the solution set of a system of nonlinear inequalities and equations, is R-regularity. Based on the so-called relaxed constant positive linear dependence constraint qualification, we provide a criterion ensuring the presence of the R-regularity property. In this regard, our analysis generalizes earlier results of that type which exploited the stronger Mangasarian–Fromovitz or constant rank constraint qualification. Afterwards, we apply our findings in order to derive new sufficient conditions which guarantee the presence of R-regularity for solution mappings in parametric optimization. Finally, our results are used to derive an existence criterion for solutions in pessimistic bilevel optimization and a sufficient condition for the presence of the so-called partial calmness property in optimistic bilevel optimization.

scholarly journals On quantitative stability in infinite-dimensional optimization under uncertainty

2021 ◽  
Author(s):  
M. Hoffhues ◽  
W. Römisch ◽  
T. M. Surowiec
Keyword(s):  
Stochastic Optimization ◽  
Constrained Optimization ◽  
Optimization Problems ◽  
Optimization Under Uncertainty ◽  
Optimal Solutions ◽  
Probability Metrics ◽  
Pde Constrained Optimization ◽  
Quantitative Stability ◽  
Infinite Dimensional ◽  
Optimal Value

AbstractThe vast majority of stochastic optimization problems require the approximation of the underlying probability measure, e.g., by sampling or using observations. It is therefore crucial to understand the dependence of the optimal value and optimal solutions on these approximations as the sample size increases or more data becomes available. Due to the weak convergence properties of sequences of probability measures, there is no guarantee that these quantities will exhibit favorable asymptotic properties. We consider a class of infinite-dimensional stochastic optimization problems inspired by recent work on PDE-constrained optimization as well as functional data analysis. For this class of problems, we provide both qualitative and quantitative stability results on the optimal value and optimal solutions. In both cases, we make use of the method of probability metrics. The optimal values are shown to be Lipschitz continuous with respect to a minimal information metric and consequently, under further regularity assumptions, with respect to certain Fortet-Mourier and Wasserstein metrics. We prove that even in the most favorable setting, the solutions are at best Hölder continuous with respect to changes in the underlying measure. The theoretical results are tested in the context of Monte Carlo approximation for a numerical example involving PDE-constrained optimization under uncertainty.

LEXICOGRAPHIC PROBLEMS OF CONVEX OPTIMIZATION: SOLVABILITY AND OPTIMALITY CONDITIONS, CUTTING PLANE METHOD

2021 ◽  
Vol 1 ◽  
pp. 30-40
Author(s):  
Natalia V. Semenova ◽  
◽  
Maria M. Lomaga ◽  
Viktor V. Semenov ◽  
◽  
...  
Keyword(s):  
System Optimization ◽  
Cutting Plane ◽  
Recession Cone ◽  
Cutting Plane Method ◽  
Optimal Solutions ◽  
Feasible Set ◽  
Plane Method ◽  
Multicriteria Problems ◽  
Lexicographic Optimization ◽  
Feasible Solutions

The lexicographic approach for solving multicriteria problems consists in the strict ordering of criteria concerning relative importance and allows to obtain optimization of more important criterion due to any losses of all another, to the criteria of less importance. Hence, a lot of problems including the ones of com­plex system optimization, of stochastic programming under risk, of dynamic character, etc. may be presented in the form of lexicographic problems of opti­mization. We have revealed conditions of existence and optimality of solutions of multicriteria problems of lexicographic optimization with an unbounded convex set of feasible solutions on the basis of applying properties of a recession cone of a convex feasible set, the cone which puts in order lexicographically a feasible set with respect to optimization criteria and local tent built at the boundary points of the feasible set. The properties of lexicographic optimal solutions are described. Received conditions and properties may be successfully used while developing algorithms for finding optimal solutions of mentioned problems of lexicographic optimization. A method of finding lexicographic of optimal solutions of convex lexicographic problems is built and grounded on the basis of ideas of method of linearization and Kelley cutting-plane method.

Adaptive Grouping Brain Storm Optimization for Multimodal Optimization Problems

2021 ◽  
Vol 12 (4) ◽  
pp. 81-100
Author(s):  
Yao Peng ◽  
Zepeng Shen ◽  
Shiqi Wang
Keyword(s):  
Optimization Problem ◽  
Optimization Problems ◽  
Optimal Algorithm ◽  
Peak Detection ◽  
Multimodal Optimization ◽  
Optimal Solutions ◽  
Grouping Strategy ◽  
Different Dimensions ◽  
Global Optimal ◽  
Localization Ability

Multimodal optimization problem exists in multiple global and many local optimal solutions. The difficulty of solving these problems is finding as many local optimal peaks as possible on the premise of ensuring global optimal precision. This article presents adaptive grouping brainstorm optimization (AGBSO) for solving these problems. In this article, adaptive grouping strategy is proposed for achieving adaptive grouping without providing any prior knowledge by users. For enhancing the diversity and accuracy of the optimal algorithm, elite reservation strategy is proposed to put central particles into an elite pool, and peak detection strategy is proposed to delete particles far from optimal peaks in the elite pool. Finally, this article uses testing functions with different dimensions to compare the convergence, accuracy, and diversity of AGBSO with BSO. Experiments verify that AGBSO has great localization ability for local optimal solutions while ensuring the accuracy of the global optimal solutions.

Coordination of User and Agency Costs Using Two-Level Approach for Pavement Management Optimization

2017 ◽  
Vol 2639 (1) ◽  
pp. 110-118 ◽  
Author(s):  
André V. Moreira ◽  
Tien F. Fwa ◽  
Joel R. M. Oliveira ◽  
Lino Costa
Keyword(s):  
Life Cycle ◽  
Agency Costs ◽  
Optimization Problems ◽  
Pavement Management ◽  
Life Cycle Costs ◽  
Optimal Solutions ◽  
User Costs ◽  
Conflicting Objectives ◽  
Optimization Methodology ◽  
Management Optimization

Pavement maintenance and rehabilitation programming requires the consideration of conflicting objectives to optimize its life-cycle costs. While there are several approaches to solve multiobjective problems for pavement management systems, when user costs or environmental impacts are considered the optimal solutions are often impractical to be accepted by road agencies, given the dominating share of user costs in the total life-cycle costs. This paper presents a two-stage optimization methodology that considers maximization of pavement quality and minimization of agency costs as the objectives to be optimized at the pavement section level, while at the network level, the objectives are to minimize agency and user costs. The main goal of this approach is to provide decision makers with a range of optimal solutions from which a practically implementable one could be selected by the agency. A sensitivity analysis and some trade-off graphics illustrate the importance in balancing all the objectives to obtain reasonable solutions for highway agencies. Multiobjective optimization problems at both levels are solved using genetic algorithms. The results of a case study indicate the applicability of the methodology.

Multi Objective Design Optimization of Two Bar Truss Using NSGA II and TOPSIS

2014 ◽  
Vol 984-985 ◽  
pp. 419-424
Author(s):  
P. Sabarinath ◽  
M.R. Thansekhar ◽  
R. Saravanan
Keyword(s):  
Design Optimization ◽  
Optimization Problems ◽  
Optimization Methods ◽  
Optimal Solutions ◽  
Objective Functions ◽  
Nsga Ii ◽  
Multi Objective ◽  
Total Displacement ◽  
Design Variables ◽  
Conflicting Objectives

Arriving optimal solutions is one of the important tasks in engineering design. Many real-world design optimization problems involve multiple conflicting objectives. The design variables are of continuous or discrete in nature. In general, for solving Multi Objective Optimization methods weight method is preferred. In this method, all the objective functions are converted into a single objective function by assigning suitable weights to each objective functions. The main drawback lies in the selection of proper weights. Recently, evolutionary algorithms are used to find the nondominated optimal solutions called as Pareto optimal front in a single run. In recent years, Non-dominated Sorting Genetic Algorithm II (NSGA-II) finds increasing applications in solving multi objective problems comprising of conflicting objectives because of low computational requirements, elitism and parameter-less sharing approach. In this work, we propose a methodology which integrates NSGA-II and Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) for solving a two bar truss problem. NSGA-II searches for the Pareto set where two bar truss is evaluated in terms of minimizing the weight of the truss and minimizing the total displacement of the joint under the given load. Subsequently, TOPSIS selects the best compromise solution.

scholarly journals Ions motion optimization algorithm for multiobjective optimization problems

2021 ◽  
pp. 93-110 ◽  
Author(s):  
Hitarth Buch ◽  
Indrajit Trivedi
Keyword(s):  
Multiobjective Optimization ◽  
Optimization Problems ◽  
Computational Time ◽  
Selection Strategy ◽  
Pareto Optimum ◽  
Optimal Solutions ◽  
Good Convergence ◽  
Motion Optimization ◽  
Multiobjective Approach ◽  
Benchmark Test Functions

This paper offers a novel multiobjective approach – Multiobjective Ions Motion Optimization (MOIMO) algorithm stimulated by the movements of ions in nature. The main inspiration behind this approach is the force of attraction and repulsion between anions and cations. A storage and leader selection strategy is combined with the single objective Ions Motion Optimization (IMO) approach to estimate the Pareto optimum front for multiobjective optimization. The proposed method is applied to 18 different benchmark test functions to confirm its efficiency in finding optimal solutions. The outcomes are compared with three novel and well-accepted techniques in the literature using five performance parameters quantitatively and obtained Pareto fronts qualitatively. The comparison proves that MOIMO can approximate Pareto optimal solutions with good convergence and coverage with minimum computational time.

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