Solving the G-problems in less than 500 iterations: Improved efficient constrained optimization by surrogate modeling and adaptive parameter control

Constrained optimization of high-dimensional numerical problems plays an important role in many scientific and industrial applications. Function evaluations in many industrial applications are severely limited and no analytical information about objective function and constraint functions is available. For such expensive black-box optimization tasks, the constraint optimization algorithm COBRA was proposed, making use of RBF surrogate modeling for both the objective and the constraint functions. COBRA has shown remarkable success in solving reliably complex benchmark problems in less than 500 function evaluations. Unfortunately, COBRA requires careful adjustment of parameters in order to do so. In this work we present a new self-adjusting algorithm SACOBRA, which is based on COBRA and capable to achieve high-quality results with very few function evaluations and no parameter tuning. It is shown with the help of performance profiles on a set of benchmark problems (G-problems, MOPTA08) that SACOBRA consistently outperforms any COBRA algorithm with fixed parameter setting. We analyze the importance of the several new elements in SACOBRA and find that each element of SACOBRA plays a role to boost up the overall optimization performance. We discuss the reasons behind and get in this way a better understanding of high-quality RBF surrogate modeling

Inner approximation of convex cones via primal-dual ellipsoidal norms

We study ellipsoids from the point of view of approximating convex sets. Our focus is on finding largest volume ellipsoids with specified centers which are contained in certain convex cones. After reviewing the related literature and establishing some fundamental mathematical techniques that will be useful, we derive such maximum volume ellipsoids for second order cones and the cones of symmetric positive semidefinite matrices. Then we move to the more challenging problem of finding a largest pair (in the sense of geometric mean of their radii) of primal-dual ellipsoids (in the sense of dual norms) with specified centers that are contained in their respective primal-dual pair of convex cones

Quantum entanglement

All our former experience with application of quantum theory seems to say: {\it what is predicted by quantum formalism must occur in laboratory}. But the essence of quantum formalism - entanglement, recognized by Einstein, Podolsky, Rosen and Schr\"odinger - waited over 70 years to enter to laboratories as a new resource as real as energy. This holistic property of compound quantum systems, which involves nonclassical correlations between subsystems, is a potential for many quantum processes, including ``canonical'' ones: quantum cryptography, quantum teleportation and dense coding. However, it appeared that this new resource is very complex and difficult to detect. Being usually fragile to environment, it is robust against conceptual and mathematical tools, the task of which is to decipher its rich structure. This article reviews basic aspects of entanglement including its characterization, detection, distillation and quantifying. In particular, the authors discuss various manifestations of entanglement via Bell inequalities, entropic inequalities, entanglement witnesses, quantum cryptography and point out some interrelations. They also discuss a basic role of entanglement in quantum communication within distant labs paradigm and stress some peculiarities such as irreversibility of entanglement manipulations including its extremal form - bound entanglement phenomenon. A basic role of entanglement witnesses in detection of entanglement is emphasized.Comment: 110 pages, 3 figures, ReVTex4, Improved (slightly extended) presentation, updated references, minor changes, submitted to Rev. Mod. Phys