Results 1  10
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93
Interiorpoint methods for nonconvex nonlinear programming: Filter methods and merit functions
 Computational Optimization and Applications
, 2002
"... Abstract. In this paper, we present global and local convergence results for an interiorpoint method for nonlinear programming and analyze the computational performance of its implementation. The algorithm uses an ℓ1 penalty approach to relax all constraints, to provide regularization, and to bound ..."
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Cited by 85 (8 self)
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Abstract. In this paper, we present global and local convergence results for an interiorpoint method for nonlinear programming and analyze the computational performance of its implementation. The algorithm uses an ℓ1 penalty approach to relax all constraints, to provide regularization, and to bound the Lagrange multipliers. The penalty problems are solved using a simplified version of Chen and Goldfarb’s strictly feasible interiorpoint method [12]. The global convergence of the algorithm is proved under mild assumptions, and local analysis shows that it converges Qquadratically for a large class of problems. The proposed approach is the first to simultaneously have all of the following properties while solving a general nonconvex nonlinear programming problem: (1) the convergence analysis does not assume boundedness of dual iterates, (2) local convergence does not require the Linear Independence Constraint Qualification, (3) the solution of the penalty problem is shown to locally converge to optima that may not satisfy the KarushKuhnTucker conditions, and (4) the algorithm is applicable to mathematical programs with equilibrium constraints. Numerical testing on a set of general nonlinear programming problems, including degenerate problems and infeasible problems, confirm the theoretical results. We also provide comparisons to a highlyefficient nonlinear solver and thoroughly analyze the effects of enforcing theoretical convergence guarantees on the computational performance of the algorithm. 1.
Efficient solving of large nonlinear arithmetic constraint systems with complex boolean structure
 Journal on Satisfiability, Boolean Modeling and Computation
, 2007
"... In order to facilitate automated reasoning about large Boolean combinations of nonlinear arithmetic constraints involving transcendental functions, we provide a tight integration of recent SAT solving techniques with intervalbased arithmetic constraint solving. Our approach deviates substantially f ..."
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Cited by 47 (8 self)
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In order to facilitate automated reasoning about large Boolean combinations of nonlinear arithmetic constraints involving transcendental functions, we provide a tight integration of recent SAT solving techniques with intervalbased arithmetic constraint solving. Our approach deviates substantially from lazy theorem proving approaches in that it directly controls arithmetic constraint propagation from the SAT solver rather than delegating arithmetic decisions to a subordinate solver. Through this tight integration, all the algorithmic enhancements that were instrumental to the enormous performance gains recently achieved in propositional SAT solving carry over smoothly to the rich domain of nonlinear arithmetic constraints. As a consequence, our approach is able to handle large constraint systems with extremely complex Boolean structure, involving Boolean combinations of multiple thousand arithmetic constraints over some thousands of variables.
Infinite Kernel Learning
, 2008
"... In this paper we consider the problem of automatically learning the kernel from general kernel classes. Specifically we build upon the Multiple Kernel Learning (MKL) framework and in particular on the work of (Argyriou, Hauser, Micchelli, & Pontil, 2006). We will formulate a SemiInfinite Program ..."
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Cited by 17 (0 self)
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In this paper we consider the problem of automatically learning the kernel from general kernel classes. Specifically we build upon the Multiple Kernel Learning (MKL) framework and in particular on the work of (Argyriou, Hauser, Micchelli, & Pontil, 2006). We will formulate a SemiInfinite Program (SIP) to solve the problem and devise a new algorithm to solve it (Infinite Kernel Learning, IKL). The IKL algorithm is applicable to both the finite and infinite case and we find it to be faster and more stable than SimpleMKL (Rakotomamonjy, Bach, Canu, & Grandvalet, 2007) for cases of many kernels. In the second part we present the first large scale comparison of SVMs to MKL on a variety of benchmark datasets, also comparing IKL. The results show two things: a) for many datasets there is no benefit in linearly combining kernels with MKL/IKL instead of the SVM classifier, thus the flexibility of using more than one kernel seems to be of no use, b) on some datasets IKL yields impressive increases in accuracy over SVM/MKL due to the possibility of using a largely increased kernel set. In those cases, IKL remains practical, whereas both crossvalidation or standard MKL is infeasible.
Singular arcs in the generalized Goddard’s Problem
, 2007
"... We investigate variants of Goddard’s problems for nonvertical trajectories. The control is the thrust force, and the objective is to maximize a certain final cost, typically, the final mass. In this article, performing an analysis based on the Pontryagin Maximum Principle, we prove that optimal traj ..."
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Cited by 9 (6 self)
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We investigate variants of Goddard’s problems for nonvertical trajectories. The control is the thrust force, and the objective is to maximize a certain final cost, typically, the final mass. In this article, performing an analysis based on the Pontryagin Maximum Principle, we prove that optimal trajectories may involve singular arcs (along which the norm of the thrust is neither zero nor maximal), that are computed and characterized. Numerical simulations are carried out, both with direct and indirect methods, demonstrating the relevance of taking into account singular arcs in the control strategy. The indirect method we use is based on our previous theoretical analysis and consists in combining a shooting method with an homotopic method. The homotopic approach leads to a quadratic regularization of the problem and is a way to tackle with the problem of nonsmoothness of the optimal control.
ON MUTUAL IMPACT OF NUMERICAL LINEAR ALGEBRA AND LARGESCALE OPTIMIZATION WITH FOCUS ON INTERIOR POINT METHODS
, 2008
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On the Boundedness of Penalty Parameters in an Augmented Lagrangian Method with Constrained Subproblems
, 2011
"... Augmented Lagrangian methods are effective tools for solving largescale nonlinear programming problems. At each outer iteration a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When t ..."
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Cited by 6 (1 self)
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Augmented Lagrangian methods are effective tools for solving largescale nonlinear programming problems. At each outer iteration a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large the subproblem is difficult, therefore the effectiveness of this approach is associated with boundedness of penalty parameters. In this paper it is proved that, under more natural assumptions than the ones up to now employed, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.
Secondorder negativecurvature methods for boxconstrained and general constrained optimization
, 2009
"... A Nonlinear Programming algorithm that converges to secondorder stationary points is introduced in this paper. The main tool is a secondorder negativecurvature method for boxconstrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is ..."
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Cited by 6 (0 self)
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A Nonlinear Programming algorithm that converges to secondorder stationary points is introduced in this paper. The main tool is a secondorder negativecurvature method for boxconstrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (PowellHestenesRockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to secondorder stationary points in situations in which firstorder methods fail are exhibited.
Phase–field relaxation of topology optimization with local stress constraints
 Local Stress Constraints, SFBReport 0435 (SFB F013, University Linz, 2004), and submitted
, 2005
"... We introduce a new relaxation scheme for structural topology optimization problems with local stress constraints based on a phasefield method. The starting point of the relaxation is a reformulation of the material problem involving linear and 0–1 constraints only. The 0–1 constraints are then rela ..."
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Cited by 6 (0 self)
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We introduce a new relaxation scheme for structural topology optimization problems with local stress constraints based on a phasefield method. The starting point of the relaxation is a reformulation of the material problem involving linear and 0–1 constraints only. The 0–1 constraints are then relaxed and approximated by a CahnHilliard type penalty in the objective functional, which yields convergence of minimizers to 0–1 designs as the penalty parameter decreases to zero. A major advantage of this kind of relaxation opposed to standard approaches is a uniform constraint qualification that is satisfied for any positive value of the penalization parameter. The relaxation scheme yields a largescale optimization problem with a high number of linear inequality constraints. We discretize the problem by finite elements and solve the arising finitedimensional programming problems by a primaldual interior point method. Numerical experiments for problems with stress constraints based on different criteria indicate the success and robustness of the new approach.
Dynamic updates of the barrier parameter in primaldual methods for nonlinear programming
, 2006
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Convex programming upper bounds on the capacity of 2D constraints
 IEEE Transactions on Information Theory
, 2011
"... Abstract—The capacity of 1D constraints is given by the entropy of a corresponding stationary maxentropic Markov chain. Namely, the entropy is maximized over a set of probability distributions, which is defined by some linear requirements. In this paper, certain aspects of this characterization are ..."
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Cited by 5 (0 self)
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Abstract—The capacity of 1D constraints is given by the entropy of a corresponding stationary maxentropic Markov chain. Namely, the entropy is maximized over a set of probability distributions, which is defined by some linear requirements. In this paper, certain aspects of this characterization are extended to 2D constraints. The result is a method for calculating an upper bound on the capacity of 2D constraints. The key steps are: The maxentropic stationary probability distribution on square configurations is considered. A set of linear equalities and inequalities is derived from this stationarity. The result is a concave program, which can be easily solved numerically. Our method improves upon previous upper bounds for the capacity of the 2D “no independent bits ” constraint, as well as certain 2D RLL constraints. I.