Quadratic models are of fundamental importance to the efficiency of many optimization algorithms when second derivatives of the objective function influence the required values of the variables. They may be constructe...
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Quadratic models are of fundamental importance to the efficiency of many optimization algorithms when second derivatives of the objective function influence the required values of the variables. They may be constructed by interpolation to function values for suitable choices of the interpolation points. We consider the lagrange functions of this technique, because they have some highly useful properties. In particular, they show whether a change to an interpolation point preserves nonsingularity of the interpolation equations, and they provide a bound on the error of the quadratic model. Further, they can be updated efficiently when an interpolation point is moved. These features are explained. Then it is shown that the error bound can control the adjustment of a trust region radius in a way that gives excellent convergence properties in an algorithm for unconstrained minimization calculations. Finally, a convenient procedure for generating the initial interpolation points is described.
In this paper, we propose a general meshless structure-preserving Galerkin method for solving dissipative PDEs on surfaces. By posing the PDE in the variational formulation and simulating the solution in the finite-di...
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In this paper, we propose a general meshless structure-preserving Galerkin method for solving dissipative PDEs on surfaces. By posing the PDE in the variational formulation and simulating the solution in the finite-dimensional approximation space spanned by (local) lagrange functions generated with positive definite kernels, we obtain a semi-discrete Galerkin equation that inherits the energy dissipation property. The fully-discrete structure-preserving scheme is derived with the average vector field method. We provide a convergence analysis of the proposed method for the Allen-Cahn equation. The numerical experiments also verify the theoretical analysis including the convergence order and structure-preserving properties. Furthermore, we provide numerical evidence demonstrating that the lagrange function and the coefficients generated by a restricted kernel decay exponentially, even though a comprehensive theory has not yet been developed.
Graph-based approximation methods are of growing interest in many areas, including transportation, biological and chemical networks, financial models, image processing, network flows, and more. In these applications, ...
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Graph-based approximation methods are of growing interest in many areas, including transportation, biological and chemical networks, financial models, image processing, network flows, and more. In these applications, often a basis for the approximation space is not available analytically and must be computed. We propose perturbations of lagrange bases on graphs, where the lagrange functions come from a class of functions analogous to classical splines. The basis functions we consider have local support, with each basis function obtained by solving a small energy minimization problem related to a differential operator on the graph. We present B infinity error estimates between the local basis and the corresponding interpolatory lagrange basis functions in cases where the underlying graph satisfies an assumption on the connections of vertices where the function is not known, and the theoretical bounds are examined further in numerical experiments. Included in our analysis is a mixed-norm inequality for positive definite matrices that is tighter than the general estimate ||Al||(infinity) <= root n ||A||(2). (c) 2024 Published by Elsevier Inc.
The Dubovitskii-Milyutin method is useful to obtain a necessary condition for the extremal problems with only one equality constraint. A generalization of the Dubovitskii-Milyutin method is the case of n equality cons...
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The Dubovitskii-Milyutin method is useful to obtain a necessary condition for the extremal problems with only one equality constraint. A generalization of the Dubovitskii-Milyutin method is the case of n equality constraints in any form under some assumptions about the cones has been previoulsy applied to problems of an optimal control with equality constraints on the phase coordinates in and to a problem with no-operator equality constraint. Specification of the Dubovitskii-Milyutin method has been given without any additional assumption about the cones but for the case of n equality constraints given in the operator form. This specification is applied here to obtain a necessary condition for the problem of an optimal control with equality constraints onthe phase coordinates and the control.
This article focuses on optimality conditions for a robust fractional interval-valued optimization problem with uncertain inequality constraints (RNFIVP) based on convexificators. Using the tools of convexity, an exam...
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This article focuses on optimality conditions for a robust fractional interval-valued optimization problem with uncertain inequality constraints (RNFIVP) based on convexificators. Using the tools of convexity, an example of sufficient optimality conditions is demonstrated. Robust parametric duality for (RNFIVP) is formulated and utilizing the concept of convexity, usual duality results between the primal and dual problems are investigated. Further, the equivalence between the saddle point criteria of a Lagrangian type function and a robust LU-optimal solution for (RNFIVP) with convexity is also examined.
By leveraging the information of a typical CAD model in the analysis, the intensive process of discretization can be circumvented. This unification has led to the 'Isogeometric Analysis' (IGA) (Hughes et al., ...
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By leveraging the information of a typical CAD model in the analysis, the intensive process of discretization can be circumvented. This unification has led to the 'Isogeometric Analysis' (IGA) (Hughes et al., 2005). However, as the CAD model provides information only of the boundary, a 2D/3D stress analysis is still one major step away. In this work, the concepts of isogeometric analysis and the scaled boundary finite element method (SBFEM) are combined. The SBFEM requires only the boundary information and hence provides a seamless integration with the CAD modeling. Within the proposed framework, the NURBS basis functions are used to discretize the unknown fields in the circumferential direction, whilst analytical solution is sought in the radial direction. We further extend the framework to problems with singularities and to dynamic analysis. The accuracy and the convergence properties of the proposed method are demonstrated with benchmark problems in the context of linear elasticity and linear elastic fracture mechanics. (C) 2014 Elsevier B.V. All rights reserved.
We introduce a meshfree discretization for a nonlocal diffusion problem using a localized basis of radial basis functions. Our method consists of a conforming radial basis of local lagrange functions for a variational...
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We introduce a meshfree discretization for a nonlocal diffusion problem using a localized basis of radial basis functions. Our method consists of a conforming radial basis of local lagrange functions for a variational formulation of a volume constrained nonlocal diffusion equation. We also establish an L-2 error estimate on the local lagrange interpolant. The stiffness matrix is assembled by a special quadrature routine unique to the localized basis. Combining the quadrature method with the localized basis produces a well-conditioned, sparse, symmetric positive definite stiffness matrix. We demonstrate that both the continuum and discrete problems are well-posed and present numerical results for the convergence behavior of the radial basis function method. We explore approximating the solution to inhomogeneous differential equations by solving inhomogeneous nonlocal integral equations using the proposed radial basis function method. (C) 2015 Elsevier B.V. All rights reserved.
We introduce intrinsic interpolatory bases for data structured on graphs and derive properties of those bases. Polyharmonic lagrange functions are shown to satisfy exponential decay away from their centers. The decay ...
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We introduce intrinsic interpolatory bases for data structured on graphs and derive properties of those bases. Polyharmonic lagrange functions are shown to satisfy exponential decay away from their centers. The decay depends on the density of the zeros of the lagrange function, showing that they scalewith the density of the data. These results indicate that lagrange-type bases are ideal building blocks for analyzing data on graphs, and we illustrate their use in kernel-based machine learning applications. (C) 2020 Elsevier Inc. All rights reserved.
A semi-infinite minimax fractional programming problem with both inequality and equality constraints is considered. Characterizations of an optimal solution by a saddle point of the scalar lagrange function and the ve...
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A semi-infinite minimax fractional programming problem with both inequality and equality constraints is considered. Characterizations of an optimal solution by a saddle point of the scalar lagrange function and the vector-valued lagrange function defined for such an optimization problem are given. Hence, the equivalence between an optimal solution and a saddle point of the scalar lagrange function and the vector-valued lagrange function in the considered semi-infinite minmax fractional programming problem is established under various (p, r)-invexity assumptions.
A new algorithm for solving nonconvex, equality-constrained optimization problems with separable structures is proposed in the present paper. A new augmented Lagrangian function is derived, and an iterative method is ...
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A new algorithm for solving nonconvex, equality-constrained optimization problems with separable structures is proposed in the present paper. A new augmented Lagrangian function is derived, and an iterative method is presented. The new proposed Lagrangian function preserves separability when the original problem is separable, and the property of linear convergence of the new algorithm is also presented. Unlike earlier algorithms for nonconvex decomposition, the convergence ratio for this method can be made arbitrarily small. Furthermore, it is feasible to extend this method to algorithms suited for inequality-constrained optimization problems. An example is included to illustrate the method.
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