834 research outputs found
An Alternating Trust Region Algorithm for Distributed Linearly Constrained Nonlinear Programs, Application to the AC Optimal Power Flow
A novel trust region method for solving linearly constrained nonlinear
programs is presented. The proposed technique is amenable to a distributed
implementation, as its salient ingredient is an alternating projected gradient
sweep in place of the Cauchy point computation. It is proven that the algorithm
yields a sequence that globally converges to a critical point. As a result of
some changes to the standard trust region method, namely a proximal
regularisation of the trust region subproblem, it is shown that the local
convergence rate is linear with an arbitrarily small ratio. Thus, convergence
is locally almost superlinear, under standard regularity assumptions. The
proposed method is successfully applied to compute local solutions to
alternating current optimal power flow problems in transmission and
distribution networks. Moreover, the new mechanism for computing a Cauchy point
compares favourably against the standard projected search as for its activity
detection properties
A Simple Sufficient Descent Method for Unconstrained Optimization
We develop a sufficient descent method for solving large-scale unconstrained optimization problems. At each iteration, the search direction is a linear combination of the gradient
at the current and the previous steps. An attractive property of this method is that the generated directions are always descent. Under some appropriate conditions, we show that the proposed
method converges globally. Numerical experiments on some unconstrained minimization problems
from CUTEr library are reported, which illustrate that the proposed method is promising
Composing Scalable Nonlinear Algebraic Solvers
Most efficient linear solvers use composable algorithmic components, with the
most common model being the combination of a Krylov accelerator and one or more
preconditioners. A similar set of concepts may be used for nonlinear algebraic
systems, where nonlinear composition of different nonlinear solvers may
significantly improve the time to solution. We describe the basic concepts of
nonlinear composition and preconditioning and present a number of solvers
applicable to nonlinear partial differential equations. We have developed a
software framework in order to easily explore the possible combinations of
solvers. We show that the performance gains from using composed solvers can be
substantial compared with gains from standard Newton-Krylov methods.Comment: 29 pages, 14 figures, 13 table
A New Hybrid Approach for Solving Large-scale Monotone Nonlinear Equations
In this paper, a new hybrid conjugate gradient method for solving monotone nonlinear equations is introduced. The scheme is a combination of the Fletcher-Reeves (FR) and Polak-Ribiére-Polyak (PRP) conjugate gradient methods with the Solodov and Svaiter projection strategy. Using suitable assumptions, the global convergence of the scheme with monotone line search is provided. Lastly, a numerical experiment was used to enumerate the suitability of the proposed scheme for large-scale problems
NLTGCR: A class of Nonlinear Acceleration Procedures based on Conjugate Residuals
This paper develops a new class of nonlinear acceleration algorithms based on
extending conjugate residual-type procedures from linear to nonlinear
equations. The main algorithm has strong similarities with Anderson
acceleration as well as with inexact Newton methods - depending on which
variant is implemented. We prove theoretically and verify experimentally, on a
variety of problems from simulation experiments to deep learning applications,
that our method is a powerful accelerated iterative algorithm.Comment: Under Revie
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