Mixed nonderivative algorithms for unconstrained optimization

A general technique is developed to restart nonderivative algorithms in unconstrained optimization. Application of the technique is shown to result in mixed algorithms which are considerably more robust than their component procedures. A general mixed algorithm is developed and its convergence is demonstrated. A uniform computational comparison is given for the new mixed algorithms and for a collection of procedures from the literature --Abstract, page ii

Less is more: simplified Nelder-Mead method for large unconstrained optimization

Nelder-Mead method (NM) for solving continuous non-linear optimization problem is probably the most cited and the most used method in the optimization literature and in practical applications, too. It belongs to the direct search methods, those which do not use the first and the second order derivatives. The popularity of NM is based on its simplicity. In this paper we propose even more simple algorithm for larger instances that follows NM idea. We call it Simplified NM (SNM): instead of generating all n + 1 simplex points in Rn, we perform search using just q + 1 vertices, where q is usually much smaller than n. Though the results cannot be better than after performing calculations in n+1 points as in NM, significant speed-up allows to run many times SNM from different starting solutions, usually getting better results than those obtained by NM within the same cpu time. Computational analysis is performed on 10 classical convex and non-convex instances, where the number of variables n can be arbitrarily large. The obtained results show that SNM is more effective than the original NM, confirming that LIMA yields good results when solving a continuous optimization problem

Efficiency of unconstrained minimization techniques in nonlinear analysis

Unconstrained minimization algorithms have been critically evaluated for their effectiveness in solving structural problems involving geometric and material nonlinearities. The algorithms have been categorized as being zeroth, first, or second order depending upon the highest derivative of the function required by the algorithm. The sensitivity of these algorithms to the accuracy of derivatives clearly suggests using analytically derived gradients instead of finite difference approximations. The use of analytic gradients results in better control of the number of minimizations required for convergence to the exact solution

Multiscale structural optimisation with concurrent coupling between scales

A robust three-dimensional multiscale topology optimisation framework with concurrent coupling between scales is presented. Concurrent coupling ensures that only the microscale data required to evaluate the macroscale model during each iteration of optimisation is collected and results in considerable computational savings. This represents the principal novelty of the framework and permits a previously intractable number of design variables to be used in the parametrisation of the microscale geometry, which in turn enables accessibility to a greater range of mechanical point properties during optimisation. Additionally, the microscale data collected during optimisation is stored in a re-usable database, further reducing the computational expense of subsequent iterations or entirely new optimisation problems. Application of this methodology enables structures with precise functionally-graded mechanical properties over two-scales to be derived, which satisfy one or multiple functional objectives. For all applications of the framework presented within this thesis, only a small fraction of the microstructure database is required to derive the optimised multiscale solutions, which demonstrates a significant reduction in the computational expense of optimisation in comparison to contemporary sequential frameworks. The derivation and integration of novel additive manufacturing constraints for open-walled microstructures within the concurrently coupled multiscale topology optimisation framework is also presented. Problematic fabrication features are discouraged through the application of an augmented projection filter and two relaxed binary integral constraints, which prohibit the formation of unsupported members, isolated assemblies of overhanging members and slender members during optimisation. Through the application of these constraints, it is possible to derive self-supporting, hierarchical structures with varying topology, suitable for fabrication through additive manufacturing processes.Open Acces

Adaptive hybrid optimization strategy for calibration and parameter estimation of physical models

A new adaptive hybrid optimization strategy, entitled squads, is proposed for complex inverse analysis of computationally intensive physical models. The new strategy is designed to be computationally efficient and robust in identification of the global optimum (e.g. maximum or minimum value of an objective function). It integrates a global Adaptive Particle Swarm Optimization (APSO) strategy with a local Levenberg-Marquardt (LM) optimization strategy using adaptive rules based on runtime performance. The global strategy optimizes the location of a set of solutions (particles) in the parameter space. The LM strategy is applied only to a subset of the particles at different stages of the optimization based on the adaptive rules. After the LM adjustment of the subset of particle positions, the updated particles are returned to the APSO strategy. The advantages of coupling APSO and LM in the manner implemented in squads is demonstrated by comparisons of squads performance against Levenberg-Marquardt (LM), Particle Swarm Optimization (PSO), Adaptive Particle Swarm Optimization (APSO; the TRIBES strategy), and an existing hybrid optimization strategy (hPSO). All the strategies are tested on 2D, 5D and 10D Rosenbrock and Griewank polynomial test functions and a synthetic hydrogeologic application to identify the source of a contaminant plume in an aquifer. Tests are performed using a series of runs with random initial guesses for the estimated (function/model) parameters. Squads is observed to have the best performance when both robustness and efficiency are taken into consideration than the other strategies for all test functions and the hydrogeologic application

Application of optimization algorithms in the design of a superconducting A.C. generator rotor

The superconducting a.c. generator is expected to be the optimum choice among a.c. generation systems in future because of its reduced size, high efficiency, high terminal voltage and its contribution to the stability of the power system. Such machines also exhibit unique design problems which remain unsolved. The optimal selection of the basic design parameters is a current problem of interest. This thesis is intended as a contribution in this direction, and a general design strategy has been developed for the superconducting a.c. generator. Elements of the design process include magnetic field analysis, losses, and mechanical performance all which of are discussed in the thesis. An analytical model has been developed to help determine the distribution of magnetic flux density inside the superconducting machine. This model takes into account the number, and the geometric structure, of the winding slots and allows the rotor of the superconducting machine to be designed with optimum magnetic field distribution. A general design strategy has been developed for the superconducting a.c. generator rotor for predicting the optimum design. The design optimization process incorporates "direct search" and random-shrinkage methods. Two direct search methods of minimization have been compared on mathematical functions and also on machine design problems. The best method is highlighted and discussed. A general computer program package is presented that will optimize and analyse machine design problems. The package is organised in such away that future addition or deletion of performance specifications, constraints, optimization methods and design process elements are readily implemented

On Quasi-Newton Forward--Backward Splitting: Proximal Calculus and Convergence

We introduce a framework for quasi-Newton forward--backward splitting algorithms (proximal quasi-Newton methods) with a metric induced by diagonal $\pm$ rank-$r$ symmetric positive definite matrices. This special type of metric allows for a highly efficient evaluation of the proximal mapping. The key to this efficiency is a general proximal calculus in the new metric. By using duality, formulas are derived that relate the proximal mapping in a rank-$r$ modified metric to the original metric. We also describe efficient implementations of the proximity calculation for a large class of functions; the implementations exploit the piece-wise linear nature of the dual problem. Then, we apply these results to acceleration of composite convex minimization problems, which leads to elegant quasi-Newton methods for which we prove convergence. The algorithm is tested on several numerical examples and compared to a comprehensive list of alternatives in the literature. Our quasi-Newton splitting algorithm with the prescribed metric compares favorably against state-of-the-art. The algorithm has extensive applications including signal processing, sparse recovery, machine learning and classification to name a few.Comment: arXiv admin note: text overlap with arXiv:1206.115