In a recent article, Lucambio Perez and Prudente extended the Wolfe conditions for the vector-valued optimization. Here, we propose a line search algorithm for finding a step size satisfying the strong Wolfe condition...
详细信息
In a recent article, Lucambio Perez and Prudente extended the Wolfe conditions for the vector-valued optimization. Here, we propose a line search algorithm for finding a step size satisfying the strong Wolfe conditions in the vector optimization setting. Well definedness and finite termination results are provided. We discuss practical aspects related to the algorithm and present some numerical experiments illustrating its applicability. Codes supporting this article are written in Fortran 90 and are freely available for download.
In this paper, we propose nonlinear conjugate gradient methods for vector optimization on Riemannian manifolds. The concepts of Wolfe and Zoutendjik conditions are extended to Riemannian manifolds. Specifically, the e...
详细信息
In this paper, we propose nonlinear conjugate gradient methods for vector optimization on Riemannian manifolds. The concepts of Wolfe and Zoutendjik conditions are extended to Riemannian manifolds. Specifically, the existence of intervals of step sizes that satisfy the Wolfe conditions is established. The convergence analysis covers the vector extensions of the Fletcher- Reeves, conjugate descent, and Dai-Yuan parameters. Under some assumptions, we prove that the sequence obtained by the proposed algorithm can converge to a Pareto stationary point. Moreover, several other choices of the parameter are discussed. Numerical experiments illustrating the practical behavior of the methods are presented.
We introduce a novel method for solving density-based topology optimization problems: Sigmoidal Mirror descent with a Projected Latent variable (SiMPL). The SiMPL method (pronounced as "the simple method") o...
详细信息
We introduce a novel method for solving density-based topology optimization problems: Sigmoidal Mirror descent with a Projected Latent variable (SiMPL). The SiMPL method (pronounced as "the simple method") optimizes a design using only first-order derivative information of the objective function. The bound constraints on the density field are enforced with the help of the (negative) Fermi-Dirac entropy, which is also used to define a non-symmetric distance function called a Bregman divergence on the set of admissible designs. This Bregman divergence leads to a simple update rule that is further simplified with the help of a so-called latent variable. Because the SiMPL method involves discretizing the latent variable, it produces a sequence of pointwise-feasible iterates, even when high-order finite elements are used in the discretization. Numerical experiments demonstrate that the method outperforms other popular first-order optimization algorithms. To outline the general applicability of the technique, we include examples with (self-load) compliance minimization and compliant mechanism optimization problems.
This paper proposes a linesearch technique to satisfy a relaxed form of the strong Wolfe conditions in order to guarantee the descent condition at each iteration of the Polak-Ribiere-Polyak conjugate gradient algorit...
详细信息
This paper proposes a linesearch technique to satisfy a relaxed form of the strong Wolfe conditions in order to guarantee the descent condition at each iteration of the Polak-Ribiere-Polyak conjugate gradient algorithm. It is proved that this line search algorithm preserves the usual convergence properties of any descent algorithm. In particular, it is shown that the Zoutendijk condition holds under mild assumptions. It is also proved that the resulting conjugate gradient algorithm is convergent under a strong convexity assumption. For the nonconvex case, a globally convergent modification is proposed. Numerical tests are presented.
Particle swarm optimization, a new good swarm intelligence paradigm, has been successfully applied to many non-linear optimization problems. In a swarm each particle adjusts its flying toward a promising area dependin...
详细信息
ISBN:
(纸本)0780385667
Particle swarm optimization, a new good swarm intelligence paradigm, has been successfully applied to many non-linear optimization problems. In a swarm each particle adjusts its flying toward a promising area depending on cooperative interaction with others. The cooperative interaction of particles provides effective ways to determine the right flying direction for every particle, which is the key reason for the success of PSO. However, previous PSO algorithms are not good at choosing the step-size along the promising direction. In this paper a linesearch method is employed to enhance particle swarm optimizer so that the step size is chosen rationally. The experimental results show that PSO with linesearch method has a potential to achieve better solutions.
In this paper, we seek a new modification way to ensure the positiveness of the conjugate parameter and, based on the Dai-Yuan (DY) method in the vector setting, propose an associated family of conjugate gradient (CG)...
详细信息
In this paper, we seek a new modification way to ensure the positiveness of the conjugate parameter and, based on the Dai-Yuan (DY) method in the vector setting, propose an associated family of conjugate gradient (CG) methods with guaranteed descent for solving unconstrained vector optimization problems. Several special members of the family are analyzed and the (sufficient) descent condition is established for them (in the vector sense). Under mild conditions, a general convergence result for the CG methods with specific parameters is presented, which, in particular, covers the global convergence of the aforementioned members. Furthermore, for the purpose of comparison, we then consider the direct extension versions of some Dai-Yuan type methods which are obtained by modifying the DY method of the scalar case. These vector extensions can retrieve the classical parameters in the scalar minimization case and their descent property and global convergence are also studied under mild assumptions. Finally, numerical experiments are given to illustrate the practical behavior of all proposed methods.
In this work, we propose nonlinear conjugate gradient methods for finding critical points of vector-valued functions with respect to the partial order induced by a closed, convex, and pointed cone with nonempty interi...
详细信息
In this work, we propose nonlinear conjugate gradient methods for finding critical points of vector-valued functions with respect to the partial order induced by a closed, convex, and pointed cone with nonempty interior. No convexity assumption is made on the objectives. The concepts of Wolfe and Zoutendjik conditions are extended for the vector-valued optimization. In particular, we show that there exist intervals of step sizes satisfying the Wolfe-type conditions. The convergence analysis covers the vector extensions of the Fletcher-Reeves, conjugate descent, Dai-Yuan, Polak-Ribiere-Polyak, and Hestenes-Stiefel parameters that retrieve the classical ones in the scalar minimization case. Under inexact linesearches and without regular restarts, we prove that the sequences generated by the proposed methods find points that satisfy the first-order necessary condition for Pareto-optimality. Numerical experiments illustrating the practical behavior of the methods are presented.
The extension of the Hager-Zhang (HZ) nonlinear conjugate gradient method for vector optimization is discussed in the present research. In the scalar minimization case, this method generates descent directions wheneve...
详细信息
The extension of the Hager-Zhang (HZ) nonlinear conjugate gradient method for vector optimization is discussed in the present research. In the scalar minimization case, this method generates descent directions whenever, for example, the linesearch satisfies the standard Wolfe conditions. We first show that, in general, the direct extension of the HZ method for vector optimization does not yield descent (in the vector sense) even when an exact linesearch is employed. By using a sufficiently accurate linesearch, we then propose a self-adjusting HZ method which possesses the descent property. The proposed HZ method with suitable parameters reduces to the classical one in the scalar minimization case. Global convergence of the new scheme is proved without regular restarts and any convex assumption. Finally, numerical experiments illustrating the practical behavior of the approach are presented, and comparisons with the Hestenes-Stiefel conjugate gradient and the steepest descent methods are discussed.
The combination of the multiple shooting strategy with the generalized Gauss-Newton algorithm turns out in a recognized method for estimating parameters in ordinary differential equations (ODEs) from noisy discrete ob...
详细信息
The combination of the multiple shooting strategy with the generalized Gauss-Newton algorithm turns out in a recognized method for estimating parameters in ordinary differential equations (ODEs) from noisy discrete observations. A key issue for an efficient implementation of this method is the accurate integration of the ODE and the evaluation of the derivatives involved in the optimization algorithm. In this paper, we study the feasibility of the Local linearization (LL) approach for the simultaneous numerical integration of the ODE and the evaluation of such derivatives. This integration approach results in a stable method for the accurate approximation of the derivatives with no more computational cost than that involved in the integration of the ODE. The numerical simulations show that the proposed Multiple Shooting-Local linearization method recovers the true parameters value under different scenarios of noisy data. (C) 2016 Elsevier B.V. All rights reserved.
The effect of friction and strain state in upset deformation on deformed texture was investigated by crystal plasticity finite element method. It was observed that around 60% among random initial texture evolves to w...
详细信息
The effect of friction and strain state in upset deformation on deformed texture was investigated by crystal plasticity finite element method. It was observed that around 60% among random initial texture evolves to < 111 > within 10 degrees of the upset axis(ND) by 80% upset near the quasi-uniaxial regions, while smearing of this texture components was predicted near the shear dominant regions. Texture intensity plot was introduced to quantitatively investigate the distributions of deformed textures. In addition, a simple Schmid analysis was also performed to explain the origin of strong ND parallel to < 111 > and ND parallel to < 100 > textures from randomly distributed grains.
暂无评论