scholarly journals An active set method for solving linearly constrained nonsmooth optimization problems

1987 ◽  
Vol 37 (3) ◽  
pp. 269-292 ◽  
Author(s):  
Eliane R. Panier
Keyword(s):  
Nonsmooth Optimization ◽  
Optimization Problems ◽  
Active Set ◽  
Active Set Method ◽  
Linearly Constrained

scholarly journals Relaxed gradient projection algorithm for constrained node-based shape optimization

2021 ◽  
Author(s):  
Ihar Antonau ◽  
Majid Hojjat ◽  
Kai-Uwe Bletzinger
Keyword(s):  
Shape Optimization ◽  
Optimization Problems ◽  
Gradient Projection ◽  
Projection Algorithm ◽  
Design Parameters ◽  
Active Set ◽  
Physical Constraints ◽  
Original Algorithm ◽  
Gradient Projection Algorithm ◽  
Non Linear

AbstractIn node-based shape optimization, there are a vast amount of design parameters, and the objectives, as well as the physical constraints, are non-linear in state and design. Robust optimization algorithms are required. The methods of feasible directions are widely used in practical optimization problems and know to be quite robust. A subclass of these methods is the gradient projection method. It is an active-set method, it can be used with equality and non-equality constraints, and it has gained significant popularity for its intuitive implementation. One significant issue around efficiency is that the algorithm may suffer from zigzagging behavior while it follows non-linear design boundaries. In this work, we propose a modification to Rosen’s gradient projection algorithm. It includes the efficient techniques to damp the zigzagging behavior of the original algorithm while following the non-linear design boundaries, thus improving the performance of the method.

scholarly journals An Active Set Trust-Region Method for Bound-Constrained Optimization

2021 ◽  
Author(s):  
Morteza Kimiaei
Keyword(s):  
Constrained Optimization ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Positive Definiteness ◽  
Active Set ◽  
Sufficient Descent Condition ◽  
Critical Measure ◽  
Complexity Result ◽  
Bound Constrained Optimization

AbstractThis paper discusses an active set trust-region algorithm for bound-constrained optimization problems. A sufficient descent condition is used as a computational measure to identify whether the function value is reduced or not. To get our complexity result, a critical measure is used which is computationally better than the other known critical measures. Under the positive definiteness of approximated Hessian matrices restricted to the subspace of non-active variables, it will be shown that unlimited zigzagging cannot occur. It is shown that our algorithm is competitive in comparison with the state-of-the-art solvers for solving an ill-conditioned bound-constrained least-squares problem.

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.

scholarly journals A Distributed Active Set Method for Model Predictive Control

2021 ◽  
Vol 54 (3) ◽  
pp. 263-268
Author(s):  
Gösta Stomberg ◽  
Alexander Engelmann ◽  
Timm Faulwasser
Keyword(s):  
Model Predictive Control ◽  
Predictive Control ◽  
Active Set ◽  
Active Set Method

Nonsmooth Optimization Method for Image Restoration

1995 ◽  
Author(s):  
Kazufumi Ito ◽  
Karl Kunisch
Keyword(s):  
Image Restoration ◽  
Nonsmooth Optimization ◽  
Numerical Optimization ◽  
Augmented Lagrangian ◽  
Energy Criterion ◽  
Optimization Methods ◽  
Optimization Method ◽  
Augmented Lagrangian Methods ◽  
Active Set ◽  
First Order

Abstract In this paper we discuss applications of the numerical optimization methods for nonsmooth optimization, developed in [IK1] for the variational formulation of image restoration problems involving bounded variation type energy criterion. The Uzawa’s algorithm, first order augmented Lagrangian methods and Newton-like update using the active set strategy are described.

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