Nonlinear Optimization

An implicit function formulation for optimization of discretized index-1 differential algebraic systems

  • Robert Parker
  • Bethany Nicholson
  • John D. Siirola
  • Carl D. Laird
  • Lorenz T. Biegler
    • Categories Systems governed by Differential Equations Optimization Tags , , ,

    A formulation for the optimization of index-1 differential algebraic equation systems (DAEs) that uses implicit functions to remove algebraic variables and equations from the optimization problem is described. The formulation uses the implicit function theorem to calculate derivatives of functions that remain in the optimization problem in terms of a reduced space of variables, allowing … Read more

    An Exact Approach for Solving Pickup-and-Delivery Traveling Salesman Problems with Neighborhoods

  • Cai Gao
  • Ningji Wei
  • Jose L. Walteros
    • Categories Nonlinear Optimization, Production and Logistics, Transportation Tags , , , ,

    This paper studies a variant of the traveling salesman problem called the pickup-and-delivery traveling salesman problem with neighborhoods that combines traditional pickup and delivery requirements with the flexibility of visiting the customers at locations within compact neighborhoods of arbitrary shape. We derive two optimality conditions for the problem, a local condition that verifies whether a … Read more

    Duality assertions in vector optimization w.r.t. relatively solid convex cones in real linear spaces

  • Christian Günther
  • Bahareh Khazayel
  • Christiane Tammer
    • Categories Constrained Nonlinear Optimization, Multi-Criteria Optimization Tags , , , , , , ,

    We derive duality assertions for vector optimization problems in real linear spaces based on a scalarization using recent results concerning the concept of relative solidness for convex cones (i.e., convex cones with nonempty intrinsic cores). In our paper, we consider an abstract vector optimization problem with generalized inequality constraints and investigate Lagrangian type duality assertions … Read more

    A Gauss-Newton-based Decomposition Algorithm for Nonlinear Mixed-Integer Optimal Control Problems

  • Adrian Bürger
  • Clemens Zeile
  • Angelika Altmann-Dieses
  • Sebastian Sager
  • Moritz Diehl
    • Categories (Mixed) Integer Nonlinear Programming, Control Applications, Systems governed by Differential Equations Optimization Tags , ,

    For the fast approximate solution of Mixed-Integer Non-Linear Programs (MINLPs) arising in the context of Mixed-Integer Optimal Control Problems (MIOCPs) a decomposition algorithm exists that solves a sequence of three comparatively less hard subproblems to determine an approximate MINLP solution. In this work, we propose a problem formulation for the second algorithm stage that is … Read more

    Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization

  • Frank E. Curtis
  • Qi Wang
    • Categories Nonlinear Optimization, Unconstrained Optimization Tags , , , ,

    An algorithm for solving nonconvex smooth optimization problems is proposed, analyzed, and tested. The algorithm is an extension of the Trust Region Algorithm with Contractions and Expansions (TRACE) [Math. Prog. 162(1):132, 2017]. In particular, the extension allows the algorithm to use inexact solutions of the arising subproblems, which is an important feature for solving large-scale … Read more

    Improved RIP-Based Bounds for Guaranteed Performance of Two Compressed Sensing Algorithms

  • Yun-Bin Zhao
  • Zhi-Quan Luo
    • Categories Constrained Nonlinear Optimization, Global Optimization Applications, Nonsmooth Optimization Tags , , , ,

    Iterative hard thresholding (IHT) and compressive sampling matching pursuit (CoSaMP) are two mainstream compressed sensing algorithms using the hard thresholding operator. The guaranteed performance of the two algorithms for signal recovery was mainly analyzed in terms of the restricted isometry property (RIP) of sensing matrices. At present, the best known bound using RIP of order … Read more

    A Generalized Formulation for Group Selection via ADMM

  • Chengyu Ke
  • Sunyoung Shin
  • Yifei Lou
  • Miju Ahn
    • Categories Nonlinear Optimization Tags , , ,

    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 the stationary solution of the proposed formulation, obtaining a sufficient condition … Read more

    A generalized block-iterative projection method for the common fixed point problem induced by cutters

  • Yair Censor
  • Daniel Reem
  • Maroun Zaknoon
    • Categories Convex Optimization, Nonlinear Optimization Tags , , , ,

    The block-iterative projections (BIP) method of Aharoni and Censor [Block-iterative projection methods for parallel computation of solutions to convex feasibility problems, Linear Algebra and its Applications 120, (1989), 165-175] is an iterative process for finding asymptotically a point in the nonempty intersection of a family of closed convex subsets. It employs orthogonal projections onto the … Read more

    Convexity and continuity of specific set-valued maps and their extremal value functions

  • Gabriele Eichfelder
  • Tobias Gerlach
  • Stefan Rocktäschel
    • Categories Convex Optimization, Generalized Convexity/Monoticity, Nonlinear Optimization Tags , , ,

    In this paper, we study several classes of set-valued maps, which can be used in set-valued optimization and its applications, and their respective maximum and minimum value functions. The definitions of these maps are based on scalar-valued, vector-valued, and cone-valued maps. Moreover, we consider those extremal value functions which are obtained when optimizing linear functionals … Read more

    A practical second-order optimality condition for cardinality-constrained problems with application to an augmented Lagrangian method

  • Jean C. A. Medeiros
  • Ademir A. Ribeiro
  • Mael Sachine
  • Leonardo D. Secchin
    • Categories Nonlinear Optimization Tags , ,

    This paper addresses the mathematical programs with cardinality constraints (MPCaC). We first define two new tailored (strong and weak) second-order necessary conditions, MPCaC-SSONC and MPCaC-WSONC. We then propose a constraint qualification (CQ), namely, MPCaC-relaxed constant rank constraint qualification (MPCaC-RCRCQ), and establish the validity of MPCaC-SSONC at minimizers under this new CQ. All proposed concepts are … Read more