The “thirteen spheres problem”, also known as the “Gregory-Newton problem” is to determine the maximum number of three-dimensional spheres that can simultaneously touch a given sphere, where all the spheres have the same radius. The history of the problem goes back to a disagreement between Isaac Newton and David Gregory in 1694. Using a combination … Read more
Given a real function on a Euclidean space, we consider its “robust regularization”: the value of this new function at any given point is the maximum value of the original function in a fixed neighbourhood of the point in question. This construction allows us to impose constraints in an optimization problem *robustly*, safeguarding a constraint … Read more
We present a review of several software products that serve to analyze and solve nonlinear (specifically including global) optimization problems across different hardware and software platforms. The implementations discussed are LGO, as a stand-alone, but compiler-dependent modeling and solver environment; its Excel platform implementation; and MathOptimizer, a native solver package for Mathematica users. The discussion … Read more
Model predictive control requires the solution of a sequence of continuous optimization problems that are nonlinear if a nonlinear model is used for the plant. We describe briefly a trust-region feasibility-perturbed sequential quadratic programming algorithm (developed in a companion report), then discuss its adaptation to the problems arising in nonlinear model predictive control. Computational experience … Read more
High Dimension Low Sample Size statistical analysis is becoming increasingly important in a wide range of applied contexts. In such situations, it is seen that the popular Support Vector Machine suffers from “data piling” at the margin, which can diminish generalizability. This leads naturally to the development of Distance Weighted Discrimination, which is based on … Read more
This is a short guide to use the Fortran and Matlab package TfMin designed for the numerical solution of continuous 3D minimum-time orbit transfer around the Earth (with free final longitude), especially for low thrust engines. The underlying method is single shooting. The Matlab interface with the solver allows the user to define the problem … Read more
We present a multigrid approach to the optimization of systems governed by differential equations. Such optimization problems have many applications, and are a broader class of problems than systems of equations. Using several model problems we give evidence (both theoretical and numerical) that a multigrid approach can often be successful in the setting of optimization. … Read more
A standard stochastic global optimization method is applied to the challenging problem of finding the minimum energy conformation of cluster of identical atoms interacting through the Lennard-Jones potential. The method proposed is based on the use of a two-phase local search procedure which is capable of significantly enlarge the basin of attraction of the global … Read more
This paper deals with the application of pattern search methods to the numerical solution of a class of molecular geometry problems with important applications in molecular physics and chemistry. The goal is to find a configuration of a cluster or a molecule with minimum total energy. The minimization problems in this class of geometry molecular … Read more
We introduce a computer program PENNON for the solution of problems of convex Nonlinear and Semidefinite Programming (NLP-SDP). The algorithm used in PENNON is a generalized version of the Augmented Lagrangian method, originally introduced by Ben-Tal and Zibulevsky for convex NLP problems. We present generalization of this algorithm to convex NLP-SDP problems, as implemented in … Read more