Yu Xia – Optimization Online

A Subgradient Method for Free Material Design

Published: 2016/07/02

Applications - Science and Engineering, Mechanical Engineering complexity, constrained least squares, duality, fast gradient method, free material optimization, lagrangian, large-scale optimization, nesterov's primal-dual subgradient method, rst-order method, saddle point problem

A small improvement in the structure of the material could save the manufactory a lot of money. The free material design can be formulated as an optimization problem. However, due to its large scale, second-order methods cannot solve the free material design problem in reasonable size. We formulate the free material optimization (FMO) problem into … Read more

Second-Order Cone Programming for P-Spline Simulation Metamodeling

Published: 2015/06/17

Farid Alizadeh

Yu Xia

Optimization of Simulated Systems, Second-Order Cone Programming, Statistics nonnegative polynomial, second-order cone programming, simulation metamodel

This paper approximates simulation models by B-splines with a penalty on high-order finite differences of the coefficients of adjacent B-splines. The penalty prevents overfitting. The simulation output is assumed to be nonnegative. The nonnegative spline simulation metamodel is casted as a second-order cone programming model, which can be solved efficiently by modern optimization techniques. The … Read more