On global minimizers of quadratic functions with cubic regularization

In this paper, we analyze some theoretical properties of the problem of minimizing a quadratic function with a cubic regularization term, arising in many methods for unconstrained and constrained optimization that have been proposed in the last years. First we show that, given any stationary point that is not a global solution, it is possible to compute, in closed form, a new point with a smaller objective function value. Then, we prove that a global minimizer can be obtained by computing a finite number of stationary points. Finally, we extend these results to the case where stationary conditions are approximately satisfied, discussing some possible algorithmic applications.Comment: Optimization Letters (2018

Schnelle Löser für Partielle Differentialgleichungen

This workshop was well attended by 52 participants with broad geographic representation from 11 countries and 3 continents. It was a nice blend of researchers with various backgrounds

Parallel inexact Newton-Krylov and quasi-Newton solvers for nonlinear elasticity

In this work, we address the implementation and performance of inexact Newton-Krylov and quasi-Newton algorithms, more specifically the BFGS method, for the solution of the nonlinear elasticity equations, and compare them to a standard Newton-Krylov method. This is done through a systematic analysis of the performance of the solvers with respect to the problem size, the magnitude of the data and the number of processors in both almost incompressible and incompressible mechanics. We consider three test cases: Cook's membrane (static, almost incompressible), a twist test (static, incompressible) and a cardiac model (complex material, time dependent, almost incompressible). Our results suggest that quasi-Newton methods should be preferred for compressible mechanics, whereas inexact Newton-Krylov methods should be preferred for incompressible problems. We show that these claims are also backed up by the convergence analysis of the methods. In any case, all methods present adequate performance, and provide a significant speed-up over the standard Newton-Krylov method, with a CPU time reduction exceeding 50% in the best cases