23,570 research outputs found
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
Numerical recovery of material parameters in Euler-Bernoulli beam models
A fully Sinc-Galerkin method for recovering the spatially varying stiffness parameter in fourth-order time-dependence problems with fixed and cantilever boundary conditions is presented. The forward problems are discretized with a sinc basis in both the spatial and temporal domains. This yields an approximation solution which converges exponentially and is valid on the infinite time interval. When the forward methods are applied to parameter recovery problems, the resulting inverse problems are ill-posed. Tikhonov regularization is applied and the resulting minimization problems are solved via a quasi-Newton/trust region algorithm. The L-curve method is used to determine an appropriate value of the regularization parameter. Numerical results which highlight the method are given for problems with both fixed and cantilever boundary conditions
A trust region-type normal map-based semismooth Newton method for nonsmooth nonconvex composite optimization
We propose a novel trust region method for solving a class of nonsmooth and
nonconvex composite-type optimization problems. The approach embeds inexact
semismooth Newton steps for finding zeros of a normal map-based stationarity
measure for the problem in a trust region framework. Based on a new merit
function and acceptance mechanism, global convergence and transition to fast
local q-superlinear convergence are established under standard conditions. In
addition, we verify that the proposed trust region globalization is compatible
with the Kurdyka-{\L}ojasiewicz (KL) inequality yielding finer convergence
results. We further derive new normal map-based representations of the
associated second-order optimality conditions that have direct connections to
the local assumptions required for fast convergence. Finally, we study the
behavior of our algorithm when the Hessian matrix of the smooth part of the
objective function is approximated by BFGS updates. We successfully link the KL
theory, properties of the BFGS approximations, and a Dennis-Mor{\'e}-type
condition to show superlinear convergence of the quasi-Newton version of our
method. Numerical experiments on sparse logistic regression and image
compression illustrate the efficiency of the proposed algorithm.Comment: 56 page
Sinc-Galerkin estimation of diffusivity in parabolic problems
A fully Sinc-Galerkin method for the numerical recovery of spatially varying diffusion coefficients in linear partial differential equations is presented. Because the parameter recovery problems are inherently ill-posed, an output error criterion in conjunction with Tikhonov regularization is used to formulate them as infinite-dimensional minimization problems. The forward problems are discretized with a sinc basis in both the spatial and temporal domains thus yielding an approximate solution which displays an exponential convergence rate and is valid on the infinite time interval. The minimization problems are then solved via a quasi-Newton/trust region algorithm. The L-curve technique for determining an approximate value of the regularization parameter is briefly discussed, and numerical examples are given which show the applicability of the method both for problems with noise-free data as well as for those whose data contains white noise
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