A Globally Asymptotically Stable Polynomial Vector Field with Rational Coefficients and no Local Polynomial Lyapunov Function

We give an explicit example of a two-dimensional polynomial vector field of degree seven that has rational coefficients, is globally asymptotically stable, but does not admit an analytic Lyapunov function even locally. CitationSubmitted for publicationArticleDownload View PDF

The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables

The mesh adaptive direct search (Mads) algorithm is designed for blackbox optimization problems for which the functions defining the objective and the constraints are typically the outputs of a simulation seen as a blackbox. It is a derivative-free optimization method designed for continuous variables and is supported by a convergence analysis based on the Clarke … Read more

Optimality conditions and global convergence for nonlinear semidefinite programming

Sequential optimality conditions have played a major role in unifying and extending global convergence results for several classes of algorithms for general nonlinear optimization. In this paper, we extend theses concepts for nonlinear semidefinite programming. We define two sequential optimality conditions for nonlinear semidefinite programming. The first is a natural extension of the so-called Approximate-Karush-Kuhn-Tucker … Read more

MIQP-Based Algorithm for the Global Solution of Economic Dispatch Problems with Valve-Point Effects

Even in a static setting, the economic load dispatch problem (ELDP)—namely the cost-optimal distribution of power among generating units to meet a specific demand subject to system constraints—turns out to be a challenge owing to the consideration of valve-point effects (VPE), which make the cost function nonsmooth and nonconvex. We present a new method, termed … Read more

Superiorization and perturbation resilience of algorithms: A continuously updated bibliography

This document presents a, chronologically ordered, bibliography of scientific publications on the superiorization methodology and perturbation resilience of algorithms which is compiled and continuously updated by us at: http://math.haifa.ac.il/yair/bib-superiorization-censor.html. Since the topic is relatively new it is possible to trace the work that has been published about it since its inception. To the best of … Read more

A comparison of methods for traversing non-convex regions in optimization problems

This paper considers again the well-known problem of dealing with non-convex regions during the minimization of a nonlinear function F(x) by Newton-like methods. The proposal made here involves a curvilinear search along an approximation to the continuous steepest descent path defined by the solution of the ODE dx/dt = -grad F(x). The algorithm we develop … Read more

A Newton-CG Algorithm with Complexity Guarantees for Smooth Unconstrained Optimization

We consider minimization of a smooth nonconvex objective function using an iterative algorithm based on Newton’s method and linear conjugate gradient, with explicit detection and use of negative curvature directions for the Hessian of the objective function. The algorithm tracks Newton-conjugate gradient procedures developed in the 1980s closely, but includes enhancements that allow worst-case complexity … Read more

An Improved Method of Total Variation Superiorization Applied to Reconstruction in Proton Computed Tomography

Previous work showed that total variation superiorization (TVS) improves reconstructed image quality in proton computed tomography (pCT). The structure of the TVS algorithm has evolved since then and this work investigated if this new algorithmic structure provides additional benefits to pCT image quality. Structural and parametric changes introduced to the original TVS algorithm included: (1) … Read more

On Algebraic Proofs of Stability for Homogeneous Vector Fields

We prove that if a homogeneous, continuously differentiable vector field is asymptotically stable, then it admits a Lyapunov function which is the ratio of two polynomials (i.e., a rational function). We further show that when the vector field is polynomial, the Lyapunov inequalities on both the rational function and its derivative have sum of squares … Read more

A Distributed Quasi-Newton Algorithm for Empirical Risk Minimization with Nonsmooth Regularization

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this problem either do not work well in the distributed setting or work only for specific regularizers. Our algorithm uses successive quadratic approximations, and we describe how to … Read more