Evaluation of advanced optimisation methods for estimating Mixed Logit models

The performances of different simulation-based estimation techniques for mixed logit modeling are evaluated. A quasi-Monte Carlo method (modified Latin hypercube sampling) is compared with a Monte Carlo algorithm with dynamic accuracy. The classic Broyden-Fletcher-Goldfarb-Shanno (BFGS) optimization algorithm line-search approach and trust region methods, which have proved to be extremely powerful in nonlinear programming, are also compared. Numerical tests are performed on two real data sets: stated preference data for parking type collected in the United Kingdom, and revealed preference data for mode choice collected as part of a German travel diary survey. Several criteria are used to evaluate the approximation quality of the log likelihood function and the accuracy of the results and the associated estimation runtime. Results suggest that the trust region approach outperforms the BFGS approach and that Monte Carlo methods remain competitive with quasi-Monte Carlo methods in high-dimensional problems, especially when an adaptive optimization algorithm is used

05031 Abstracts Collection -- Algorithms for Optimization with Incomplete Information

From 16.01.05 to 21.01.05, the Dagstuhl Seminar 05031 ``Algorithms for Optimization with Incomplete Information\u27\u27 was held in the International Conference and Research Center (IBFI), Schloss Dagstuhl. During the seminar, several participants presented their current research, and ongoing work and open problems were discussed. Abstracts of the presentations given during the seminar as well as abstracts of seminar results and ideas are put together in this paper. The first section describes the seminar topics and goals in general. Links to extended abstracts or full papers are provided, if available

State-of-the-art in aerodynamic shape optimisation methods

Aerodynamic optimisation has become an indispensable component for any aerodynamic design over the past 60 years, with applications to aircraft, cars, trains, bridges, wind turbines, internal pipe flows, and cavities, among others, and is thus relevant in many facets of technology. With advancements in computational power, automated design optimisation procedures have become more competent, however, there is an ambiguity and bias throughout the literature with regards to relative performance of optimisation architectures and employed algorithms. This paper provides a well-balanced critical review of the dominant optimisation approaches that have been integrated with aerodynamic theory for the purpose of shape optimisation. A total of 229 papers, published in more than 120 journals and conference proceedings, have been classified into 6 different optimisation algorithm approaches. The material cited includes some of the most well-established authors and publications in the field of aerodynamic optimisation. This paper aims to eliminate bias toward certain algorithms by analysing the limitations, drawbacks, and the benefits of the most utilised optimisation approaches. This review provides comprehensive but straightforward insight for non-specialists and reference detailing the current state for specialist practitioners

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Self-Evaluation Applied Mathematics 2003-2008 University of Twente

This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008

Statistical extraction of process zones and representative subspaces in fracture of random composite

We propose to identify process zones in heterogeneous materials by tailored statistical tools. The process zone is redefined as the part of the structure where the random process cannot be correctly approximated in a low-dimensional deterministic space. Such a low-dimensional space is obtained by a spectral analysis performed on pre-computed solution samples. A greedy algorithm is proposed to identify both process zone and low-dimensional representative subspace for the solution in the complementary region. In addition to the novelty of the tools proposed in this paper for the analysis of localised phenomena, we show that the reduced space generated by the method is a valid basis for the construction of a reduced order model.Comment: Submitted for publication in International Journal for Multiscale Computational Engineerin