3,267 research outputs found
A Semismooth Newton Method for Tensor Eigenvalue Complementarity Problem
In this paper, we consider the tensor eigenvalue complementarity problem
which is closely related to the optimality conditions for polynomial
optimization, as well as a class of differential inclusions with nonconvex
processes. By introducing an NCP-function, we reformulate the tensor eigenvalue
complementarity problem as a system of nonlinear equations. We show that this
function is strongly semismooth but not differentiable, in which case the
classical smoothing methods cannot apply. Furthermore, we propose a damped
semismooth Newton method for tensor eigenvalue complementarity problem. A new
procedure to evaluate an element of the generalized Jocobian is given, which
turns out to be an element of the B-subdifferential under mild assumptions. As
a result, the convergence of the damped semismooth Newton method is guaranteed
by existing results. The numerical experiments also show that our method is
efficient and promising
Bilinearity rank of the cone of positive polynomials and related cones
For a proper cone K â Rn and its dual cone K the complementary slackness condition xT s = 0 defines an n-dimensional manifold C(K) in the space { (x, s) | x â K, s â K^* }. When K is a symmetric cone, this manifold can be described by a set of n bilinear equalities. When K is a symmetric cone, this fact translates to a set of n linearly independent bilinear identities (optimality conditions) satisfied by every (x, s) â C(K). This proves to be very useful when
optimizing over such cones, therefore it is natural to look for similar optimality conditions for non-symmetric cones. In this paper we define the bilinearity rank of a cone, which is the number of linearly independent bilinear identities valid for the cone, and describe a linear algebraic technique to bound this quantity. We examine several well-known cones, in particular
the cone of positive polynomials P2n+1 and its dual, the closure of the moment cone M2n+1, and compute their bilinearity ranks. We show that there are exactly four linearly independent bilinear identities which hold for all (x,s) â C(P2n+1), regardless of the dimension of the cones. For nonnegative polynomials over an interval or half-line there are only two linearly independent bilinear identities. These results are extended to trigonometric and exponential
polynomials
Strong Stationarity Conditions for Optimal Control of Hybrid Systems
We present necessary and sufficient optimality conditions for finite time
optimal control problems for a class of hybrid systems described by linear
complementarity models. Although these optimal control problems are difficult
in general due to the presence of complementarity constraints, we provide a set
of structural assumptions ensuring that the tangent cone of the constraints
possesses geometric regularity properties. These imply that the classical
Karush-Kuhn-Tucker conditions of nonlinear programming theory are both
necessary and sufficient for local optimality, which is not the case for
general mathematical programs with complementarity constraints. We also present
sufficient conditions for global optimality.
We proceed to show that the dynamics of every continuous piecewise affine
system can be written as the optimizer of a mathematical program which results
in a linear complementarity model satisfying our structural assumptions. Hence,
our stationarity results apply to a large class of hybrid systems with
piecewise affine dynamics. We present simulation results showing the
substantial benefits possible from using a nonlinear programming approach to
the optimal control problem with complementarity constraints instead of a more
traditional mixed-integer formulation.Comment: 30 pages, 4 figure
Bilinearity rank of the cone of positive polynomials and related cones
For a proper cone K â Rn and its dual cone K the complementary slackness condition xT s = 0 defines an n-dimensional manifold C(K) in the space { (x, s) | x â K, s â K^* }. When K is a symmetric cone, this manifold can be described by a set of n bilinear equalities. When K is a symmetric cone, this fact translates to a set of n linearly independent bilinear identities (optimality conditions) satisfied by every (x, s) â C(K). This proves to be very useful when
optimizing over such cones, therefore it is natural to look for similar optimality conditions for non-symmetric cones. In this paper we define the bilinearity rank of a cone, which is the number of linearly independent bilinear identities valid for the cone, and describe a linear algebraic technique to bound this quantity. We examine several well-known cones, in particular
the cone of positive polynomials P2n+1 and its dual, the closure of the moment cone M2n+1, and compute their bilinearity ranks. We show that there are exactly four linearly independent bilinear identities which hold for all (x,s) â C(P2n+1), regardless of the dimension of the cones. For nonnegative polynomials over an interval or half-line there are only two linearly independent bilinear identities. These results are extended to trigonometric and exponential
polynomials
Switched networks and complementarity
A modeling framework is proposed for circuits that are subject both to externally induced switches (time events) and to state events. The framework applies to switched networks with linear and piecewise-linear elements, including diodes. We show that the linear complementarity formulation, which already has proved effective for piecewise-linear networks, can be extended in a natural way to also cover switching circuits. To achieve this, we use a generalization of the linear complementarity problem known as the cone-complementarity problem. We show that the proposed framework is sound in the sense that existence and uniqueness of solutions is guaranteed under a passivity assumption. We prove that only first-order impulses occur and characterize all situations that give rise to a state jump; moreover, we provide rules that determine the jump. Finally, we show that within our framework, energy cannot increase as a result of a jump, and we derive a stability result from this
A sequential semidefinite programming method and an application in passive reduced-order modeling
We consider the solution of nonlinear programs with nonlinear
semidefiniteness constraints. The need for an efficient exploitation of the
cone of positive semidefinite matrices makes the solution of such nonlinear
semidefinite programs more complicated than the solution of standard nonlinear
programs. In particular, a suitable symmetrization procedure needs to be chosen
for the linearization of the complementarity condition. The choice of the
symmetrization procedure can be shifted in a very natural way to certain linear
semidefinite subproblems, and can thus be reduced to a well-studied problem.
The resulting sequential semidefinite programming (SSP) method is a
generalization of the well-known SQP method for standard nonlinear programs. We
present a sensitivity result for nonlinear semidefinite programs, and then
based on this result, we give a self-contained proof of local quadratic
convergence of the SSP method. We also describe a class of nonlinear
semidefinite programs that arise in passive reduced-order modeling, and we
report results of some numerical experiments with the SSP method applied to
problems in that class
- âŠ