We present a branch and bound algorithm for the global optimization of a twice differentiable nonconvex objective function with a Lipschitz continuous Hessian over a compact, convex set. The algorithm is based on appl...
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We present a branch and bound algorithm for the global optimization of a twice differentiable nonconvex objective function with a Lipschitz continuous Hessian over a compact, convex set. The algorithm is based on applying cubic regularisation techniques to the objective function within an overlapping branch and bound algorithm for convex constrained global optimization. Unlike other branch and bound algorithms, lower bounds are obtained via nonconvex underestimators of the function. For a numerical example, we apply the proposed branch and bound algorithm to radial basis function approximations.
This paper considers some programming problems with absolute-value (objective) functions subject to linear constraints. Necessary and sufficient conditions for the existence of finite optimum solutions to these proble...
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The primary objective of this thesis is to develop and implement a global optimization algorithm to solve a class of nonconvex programming problems, and to test it using a collection of engineering design problem ***...
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The primary objective of this thesis is to develop and implement a global optimization algorithm to solve a class of nonconvex programming problems, and to test it using a collection of engineering design problem *** class of problems we consider involves the optimization of a general nonconvex factorable objective function over a feasible region that is restricted by a set of constraints, each of which is defined in terms of nonconvex factorable functions. Such problems find widespread applications in production planning, location and allocation, chemical process design and control, VLSI chip design, and numerous engineering design problems. This thesis offers a first comprehensive methodological development and implementation for determining a global optimal solution to such factorable programming problems. To solve this class of problems, we propose a branch-and-bound approach based on linear programming (LP) relaxations generated through various approximation schemes that utilize, for example, the Mean-Value Theorem and Chebyshev interpolation polynomials, coordinated with a {em Reformulation-Linearization Technique} (RLT). The initial stage of the lower bounding step generates a tight, nonconvex polynomial programming relaxation for the given problem. Subsequently, an LP relaxation is constructed for the resulting polynomial program via a suitable RLT procedure. The underlying motivation for these two steps is to generate a tight outer approximation of the convex envelope of the objective function over the convex hull of the feasible region. The bounding step is thenintegrated into a general branch-and-bound framework. The construction of the bounding polynomials and the node partitioning schemes are specially designed so that the gaps resulting from these two levels of approximations approach zero in the limit, thereby ensuring convergence to a global optimum. Various implementation issues regarding the formulation of such tight bounding p
We study the dynamics of nonaligning, noninteracting self-propelled particles confined to a box in two dimensions. In the strong confinement limit, when the persistence length of the active particles is much larger th...
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We study the dynamics of nonaligning, noninteracting self-propelled particles confined to a box in two dimensions. In the strong confinement limit, when the persistence length of the active particles is much larger than the size of the box, particles stay on the boundary and align with the local boundary normal. It is then possible to derive the steady-state density on the boundary for arbitrary box shapes. In nonconvex boxes, the nonuniqueness of the boundary normal results in hysteretic dynamics and the density is nonlocal, i.e., it depends on the global geometry of the box. These findings establish a general connection between the geometry of a confining box and the behavior of an ideal active gas it confines, thus providing a powerful tool to understand and design such confinements.
A large number of problems in engineering design and in many areas of social and physical sciences and technology lend themselves to particular instances of problems studied in this paper. Cutting-plane methods have t...
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A large number of problems in engineering design and in many areas of social and physical sciences and technology lend themselves to particular instances of problems studied in this paper. Cutting-plane methods have traditionally been used as an effective tool in devising exact algorithms for solving convex and large-scale combinatorial optimization problems. Its utilization in nonconvex optimization has been also promising. A cutting plane, essentially a hyperplane defined by a linear inequality, can be used to effectively reduce the computational efforts in search of a global solution. Each cut is generated in order to eliminate a large portion of the search domain. Thus, a deep cut is intuitively superior in which it will exclude a larger set of extraneous points from consideration. This paper is concerned with the development of deep-cutting-plane techniques applied to reverse-convex programs. An upper bound and a lower bound for the optimal value are found, updated, and improved at each iteration. The algorithm terminates when the two bounds collapse or all the generated subdivisions have been fathomed. Finally, computational considerations and numerical results on a set of test problems are discussed. An illustrative example, walking through the steps of the algorithm and explaining the computational process, is presented.
We propose a novel algorithm to optimize the energy efficiency (EE) of OFDM-based cognitive opportunistic relaying links (CORL) under secondary users (SUs) incorrectly sensing the unlicensed spectrum. We formulate an ...
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We propose a novel algorithm to optimize the energy efficiency (EE) of OFDM-based cognitive opportunistic relaying links (CORL) under secondary users (SUs) incorrectly sensing the unlicensed spectrum. We formulate an optimization problem with imperfect sensing that satisfies a specified power budget for the secondary users (SUs), while restricting the interference to primary user (PU) in a statistical manner. Unlike all related works in the literature, we consider the effect of subcarrier transmission mode on the relaying links and we additionally consider the effect of limited sensing capabilities of the SUs. The optimization problem is nonconvex and it is transformed to an equivalent problem using the concept of fractional programming. With the aid of the fractional programming method, an EE-oriented power allocation policy with low complexity is proposed which adopts the bisection method to speed up the search of the optimum. Simulation results show that the EE deteriorates as the channel sensing error increases. Comparisons with relevant works from the literature show that the EE is slightly deteriorated if the SU does not account for spectrum sensing errors.
This paper studies a statistical learning model where the model coefficients have a pre-determined non-overlapping group sparsity structure. We consider a combination of a loss function and a regularizer to recover th...
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This paper studies a statistical learning model where the model coefficients have a pre-determined non-overlapping group sparsity structure. We consider a combination of a loss function and a regularizer to recover the desired group sparsity patterns, which can embrace many existing works. We analyze directional stationary solutions of the proposed formulation, obtaining a sufficient condition for a directional stationary solution to achieve optimality and establishing a bound of the distance from the solution to a reference point. We develop an efficient algorithm that adopts an alternating direction method of multiplier (ADMM), showing that the iterates converge to a directional stationary solution under certain conditions. In the numerical experiment, we implement the algorithm for generalized linear models with convex and nonconvex group regularizers to evaluate the model performance on various data types, noise levels, and sparsity settings.
A stochastic and rate-dependent response originating from thermal fluctuations over a highly nonconvex energy landscape is a prevailing aspect of the mechanical behavior of nanoscale structures. The overdamped dynamic...
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A stochastic and rate-dependent response originating from thermal fluctuations over a highly nonconvex energy landscape is a prevailing aspect of the mechanical behavior of nanoscale structures. The overdamped dynamics of a bistable chain subjected to thermal fluctuations is prototypical of such behavior. Based on this approach, we find a new nondimensional quantity, similar in its mathematical structure to Boltzmann’s factor, which captures the intricate competition between rate, temperature, and energy barriers underlying the system dynamics. In turn, we obtain simple universal laws for predicting statistical properties of the mechanical response.
We consider two coupled particles moving along a periodic substrate potential with negligible inertia effects (overdamped limit). Even when the particles are identical and the substrate spatially symmetric, a sinusoid...
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We consider two coupled particles moving along a periodic substrate potential with negligible inertia effects (overdamped limit). Even when the particles are identical and the substrate spatially symmetric, a sinusoidal external driving of appropriate amplitude and frequency may lead to spontaneous symmetry breaking in the form of a permanent directed motion of the dimer. Thermal noise restores ergodicity and thus zero net velocity, but entails arbitrarily fast diffusion of the dimer for sufficiently weak noise. Moreover, upon application of a static bias force, the dimer exhibits a motion opposite to that force (absolute negative mobility). The key requirement for all these effects is a nonconvex interaction potential of the two particles.
We show via counterexamples that relative entropy between the solution of a Markovian master equation and the steady state is not a convex function of time. We thus disprove the hypotheses that a general evolution pri...
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We show via counterexamples that relative entropy between the solution of a Markovian master equation and the steady state is not a convex function of time. We thus disprove the hypotheses that a general evolution principle of thermodynamics based on the decrease of the nonadiabatic entropy production could hold. However, we argue that a large separation of typical decay times is necessary for nonconvex solutions to occur, making concave transients extremely short lived with respect to the main relaxation modes. We describe a general method based on the Fisher information matrix to discriminate between generators that admit nonconvex solutions and those that do not. While initial conditions leading to concave transients are shown to be extremely fine-tuned, by our method we are able to select nonconvex initial conditions that are arbitrarily close to the steady state. Convexity does occur when the system is close to satisfying detailed balance or, more generally, when certain normality conditions of the decay modes are satisfied. Our results circumscribe the range of validity of a conjecture by Maes et al. [Phys. Rev. Lett. 107, 010601 (2011)] regarding monotonicity of the large deviation rate functional for the occupation probability, showing that while the conjecture might hold in the long-time limit, the conditions for Lyapunov's second criterion for stability are not met.
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