Implementation of a proximal algorithm for linearly constrained nonsmooth optimization problems and computational results

1994 ◽  
Vol 6 (2) ◽  
pp. 245-273 ◽  
Author(s):  
J. C. Dodu ◽  
T. Eve ◽  
M. Minoux
Keyword(s):  
Nonsmooth Optimization ◽  
Optimization Problems ◽  
Computational Results ◽  
Proximal Algorithm ◽  
Linearly Constrained

scholarly journals A Novel Approach for Solving Nonsmooth Optimization Problems with Application to Nonsmooth Equations

2013 ◽  
Vol 2013 ◽  
pp. 1-10
Author(s):  
Hamid Reza Erfanian ◽  
M. H. Noori Skandari ◽  
A. V. Kamyad
Keyword(s):  
Nonsmooth Optimization ◽  
Optimization Problems ◽  
Piecewise Linear ◽  
Linear Optimization ◽  
Optimal Solution ◽  
Piecewise Linear Function ◽  
Nonsmooth Equations ◽  
Smooth Functions ◽  
Generalized Derivative ◽  
Novel Approach

We present a new approach for solving nonsmooth optimization problems and a system of nonsmooth equations which is based on generalized derivative. For this purpose, we introduce the first order of generalized Taylor expansion of nonsmooth functions and replace it with smooth functions. In other words, nonsmooth function is approximated by a piecewise linear function based on generalized derivative. In the next step, we solve smooth linear optimization problem whose optimal solution is an approximate solution of main problem. Then, we apply the results for solving system of nonsmooth equations. Finally, for efficiency of our approach some numerical examples have been presented.

A Sequential Approximation Method for Structural Optimization Using Logarithmic Barriers

1993 ◽  
Author(s):  
Ashok V. Kumar ◽  
David C. Gossard
Keyword(s):  
Structural Optimization ◽  
Objective Function ◽  
Line Search ◽  
Optimization Problems ◽  
Approximation Technique ◽  
Barrier Method ◽  
Non Linear Programming ◽  
Linearly Constrained ◽  
Sequential Approximation ◽  
And Function

Abstract A sequential approximation technique for non-linear programming is presented here that is particularly suited for problems in engineering design and structural optimization, where the number of variables are very large and function and sensitivity evaluations are computationally expensive. A sequence of sub-problems are iteratively generated using a linear approximation for the objective function and setting move limits on the variables using a barrier method. These sub-problems are strictly convex. Computation per iteration is significantly reduced by not solving the sub-problems exactly. Instead at each iteration, a few Newton-steps are taken for the sub-problem. A criteria for moving the move limit, is described that reduces or eliminates stepsize reduction during line search. The method was found to perform well for unconstrained and linearly constrained optimization problems. It requires very few function evaluations, does not require the hessian of the objective function and evaluates its gradient only once per iteration.

The Application of Fuzzification for Solving Quadratic Functions

2021 ◽  
Author(s):  
Lunshan Gao
Keyword(s):  
Approximate Solution ◽  
Approximation Algorithm ◽  
Critical Point ◽  
Numerical Experiments ◽  
Optimization Problems ◽  
Local Minimizer ◽  
Quadratic Functions ◽  
Computational Time ◽  
Computational Results ◽  
Average Computational Time

Abstract This paper describes an approximation algorithm for solving standard quadratic optimization problems(StQPs) over the standard simplex by using fuzzification technique. We show that the approximate solution of the algorithm is an epsilon -critical point and satisfies epsilon-delta condition. The algorithm is compared with IBM ILOG CPLEX (short for CPLEX). The computational results indicate that the new algorithm is faster than CPLEX. Especially for infeasible problems. Furthermore, we calculate 100 instances for different size StQP problems. The numerical experiments show that the average computational time of the new algorithm for calculating the first local minimizer is in BigO(n) when the size of the problems is less or equal to 450.

scholarly journals Randomized sketch descent methods for non-separable linearly constrained optimization

2020 ◽  
Author(s):  
Ion Necoara ◽  
Martin Takáč
Keyword(s):  
Objective Function ◽  
Large Scale ◽  
Convergence Rates ◽  
Optimization Problems ◽  
Sufficient Conditions ◽  
Linear Constraints ◽  
Descent Methods ◽  
Constrained Problems ◽  
Special Cases ◽  
Linearly Constrained

Abstract In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first investigate necessary and sufficient conditions for the sketch sampling to have well-defined algorithms. Based on these sampling conditions we develop new sketch descent methods for solving general smooth linearly constrained problems, in particular, random sketch descent (RSD) and accelerated random sketch descent (A-RSD) methods. To our knowledge, this is the first convergence analysis of RSD algorithms for optimization problems with multiple non-separable linear constraints. For the general case, when the objective function is smooth and non-convex, we prove for the non-accelerated variant sublinear rate in expectation for an appropriate optimality measure. In the smooth convex case, we derive for both algorithms, non-accelerated and A-RSD, sublinear convergence rates in the expected values of the objective function. Additionally, if the objective function satisfies a strong convexity type condition, both algorithms converge linearly in expectation. In special cases, where complexity bounds are known for some particular sketching algorithms, such as coordinate descent methods for optimization problems with a single linear coupled constraint, our theory recovers the best known bounds. Finally, we present several numerical examples to illustrate the performances of our new algorithms.

scholarly journals Convergence Analysis on an Accelerated Proximal Point Algorithm for Linearly Constrained Optimization Problems

2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Sha Lu ◽  
Zengxin Wei
Keyword(s):  
Machine Learning ◽  
Linear Programming ◽  
Proximal Point Algorithm ◽  
Original Problem ◽  
Optimization Problems ◽  
Linear Constraints ◽  
Proximal Point ◽  
Constrained Optimization Problems ◽  
Linearly Constrained ◽  
Linear Programming Problems

Proximal point algorithm is a type of method widely used in solving optimization problems and some practical problems such as machine learning in recent years. In this paper, a framework of accelerated proximal point algorithm is presented for convex minimization with linear constraints. The algorithm can be seen as an extension to G u ¨ ler’s methods for unconstrained optimization and linear programming problems. We prove that the sequence generated by the algorithm converges to a KKT solution of the original problem under appropriate conditions with the convergence rate of O 1 / k 2 .

Selectivity of Polypeptide Binding to Nanoscale Substrates

2002 ◽  
Vol 724 ◽  
Author(s):  
Steven R. Lustig ◽  
Anand Jagota
Keyword(s):  
Binding Energy ◽  
Optimization Problems ◽  
Electronic Devices ◽  
Computational Results ◽  
Materials Synthesis ◽  
Chain Flexibility ◽  
Rotational Isomeric State ◽  
Charged Surfaces ◽  
Gaas Substrates ◽  
Computational Methodology

AbstractWe present new computational methodology for designing polymers, such as polypeptides and polyelectrolytes, which can selectively recognize nanostructured substrates. The methodology applies to polymers which might be used to: control placement and assembly for electronic devices, template structure during materials synthesis, as well as add new biological and chemical functionality to surfaces. Optimization of the polymer configurational sequence permits enhancement of both binding energy on and binding selectivity between one or more atomistic surfaces. A novel Continuous Rotational Isomeric State (CRIS) method permits continuous backbone torsion sampling and is seen to be critical in binding optimization problems where chain flexibility is important. We illustrate selective polypeptide binding between either analytic, uniformly charged surfaces or atomistic GaAs(100), GaAs(110) and GaAs(111) surfaces. Computational results compare very favorably with prior experimental phage display observations [S.R. Whaley et al., Nature, 405, 665 (2000)] for GaAs substrates. Further investigation indicates that chain flexibility is important to exhibit selective binding between surfaces of similar charge density. Such chains begin with sequences which repel the surfaces, continue with sequences that attract the surface and end with sequences that neither attract nor repel strongly.

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