3,058 research outputs found
Optimization Methods for Inverse Problems
Optimization plays an important role in solving many inverse problems.
Indeed, the task of inversion often either involves or is fully cast as a
solution of an optimization problem. In this light, the mere non-linear,
non-convex, and large-scale nature of many of these inversions gives rise to
some very challenging optimization problems. The inverse problem community has
long been developing various techniques for solving such optimization tasks.
However, other, seemingly disjoint communities, such as that of machine
learning, have developed, almost in parallel, interesting alternative methods
which might have stayed under the radar of the inverse problem community. In
this survey, we aim to change that. In doing so, we first discuss current
state-of-the-art optimization methods widely used in inverse problems. We then
survey recent related advances in addressing similar challenges in problems
faced by the machine learning community, and discuss their potential advantages
for solving inverse problems. By highlighting the similarities among the
optimization challenges faced by the inverse problem and the machine learning
communities, we hope that this survey can serve as a bridge in bringing
together these two communities and encourage cross fertilization of ideas.Comment: 13 page
A Simple and Efficient Algorithm for Nonlinear Model Predictive Control
We present PANOC, a new algorithm for solving optimal control problems
arising in nonlinear model predictive control (NMPC). A usual approach to this
type of problems is sequential quadratic programming (SQP), which requires the
solution of a quadratic program at every iteration and, consequently, inner
iterative procedures. As a result, when the problem is ill-conditioned or the
prediction horizon is large, each outer iteration becomes computationally very
expensive. We propose a line-search algorithm that combines forward-backward
iterations (FB) and Newton-type steps over the recently introduced
forward-backward envelope (FBE), a continuous, real-valued, exact merit
function for the original problem. The curvature information of Newton-type
methods enables asymptotic superlinear rates under mild assumptions at the
limit point, and the proposed algorithm is based on very simple operations:
access to first-order information of the cost and dynamics and low-cost direct
linear algebra. No inner iterative procedure nor Hessian evaluation is
required, making our approach computationally simpler than SQP methods. The
low-memory requirements and simple implementation make our method particularly
suited for embedded NMPC applications
Multidisciplinary Design Optimization of an Aircraft Wing via a Matrix-Free Approach
Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/140437/1/6.2014-2429.pd
Shape-Changing Trust-Region Methods Using Multipoint Symmetric Secant Matrices
In this work, we consider methods for large-scale and nonconvex unconstrained
optimization. We propose a new trust-region method whose subproblem is defined
using a so-called "shape-changing" norm together with densely-initialized
multipoint symmetric secant (MSS) matrices to approximate the Hessian.
Shape-changing norms and dense initializations have been successfully used in
the context of traditional quasi-Newton methods, but have yet to be explored in
the case of MSS methods. Numerical results suggest that trust-region methods
that use densely-initialized MSS matrices together with shape-changing norms
outperform MSS with other trust-region methods
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