An infeasible interior-point arc-search method with Nesterov's restarting strategy for linear programming problems

An arc-search interior-point method is a type of interior-point methods that approximates the central path by an ellipsoidal arc, and it can often reduce the number of iterations. In this work, to further reduce the number of iterations and computation time for solving linear programming problems, we propose two arc-search interior-point methods using Nesterov's restarting strategy that is well-known method to accelerate the gradient method with a momentum term. The first one generates a sequence of iterations in the neighborhood, and we prove that the convergence of the generated sequence to an optimal solution and the computation complexity is polynomial time. The second one incorporates the concept of the Mehrotra-type interior-point method to improve numerical performance. The numerical experiments demonstrate that the second one reduced the number of iterations and computational time. In particular, the average number of iterations was reduced compared to existing interior-point methods due to the momentum term.Comment: 33 pages, 6 figures, 2 table

From O(n)O(\sqrt n) to O(log⁡n)O(\log n) in Quadratic Programming

A "dark cloud" hangs over numerical optimization theory for decades, namely, whether an optimization algorithm $O(\log(n))$ iteration complexity exists. "Yes", this paper answers, with a new optimization algorithm and strict theory proof. It starts with box-constrained quadratic programming (Box-QP), and many practical optimization problems fall into Box-QP. Smooth quadratic programming (QP) and nonsmooth Lasso can be reformulated as Box-QP via duality theory. It is the first time to present an $O(\log(n))$ iteration complexity QP algorithm, in particular, which behaves like a "direct" method: the required number of iterations is deterministic with exact value $\left\lceil\log\left(\frac{3.125n}{\epsilon}\right)/\log(1.5625)\right\rceil$. This significant breakthrough enables us to transition from the $O(\sqrt{n})$ to the $O(\log(n))$ optimization algorithm, whose amazing scalability is particularly relevant in today's era of big data and artificial intelligence

A new search direction of IPM for horizontal linear complementarity problems

This study presents a new search direction for the horizontal linear complementarity problem. A vector-valued function is applied to the system of xy=μe, which defines the central path. Usually, the way to get the equivalent form of the central path is using the square root function. However, in our study, we substitute a new search function formed by a different identity map, which obtains the equivalent shape of the central path using the square root function. We get the new search directions from Newton’s Method. Given this framework, we prove polynomial complexity for the Newton directions. We show that the algorithm’s complexity is O(nlognϵ), which is the same as the best-given algorithms for the horizontal linear complementarity problem

Optimization and Applications

[no abstract available

A new Ai-Zhang type interior point algorithm for sufficient linear complementarity problems

In this paper, we propose a new long-step interior point method for solving sufficient linear complementarity problems. The new algorithm combines two important approaches from the literature: the main ideas of the long-step interior point algorithm introduced by Ai and Zhang, and the algebraic equivalent transformation technique proposed by Darvay. Similarly to the method of Ai and Zhang, our algorithm also works in a wide neighbourhood of the central path and has the best known iteration complexity of short-step variants. We implemented the new method in Matlab and tested its efficiency on both sufficient and non-sufficient problem instances. In addition to presenting our numerical results, we also make some interesting observations regarding the analysis of Ai-Zhang type methods

A new long-step interior point algorithm for linear programming based on the algebraic equivalent transformation

In this paper, we investigate a new primal-dual long-step interior point algorithm for linear optimization. Based on the step-size, interior point algorithms can be divided into two main groups, short-step and long-step methods. In practice, long-step variants perform better, but usually, a better theoretical complexity can be achieved for the short-step methods. One of the exceptions is the large-update algorithm of Ai and Zhang. The new wide neighbourhood and the main characteristics of the presented algorithm are based on their approach. In addition, we use the algebraic equivalent transformation technique by Darvay to determine the search directions of the method

Two dimensional search algorithms for linear programming

Linear programming is one of the most important classes of optimization problems. These mathematical models have been used by academics and practitioners to solve numerous real world applications. Quickly solving linear programs impacts decision makers from both the public and private sectors. Substantial research has been performed to solve this class of problems faster, and the vast majority of the solution techniques can be categorized as one dimensional search algorithms. That is, these methods successively move from one solution to another solution by solving a one dimensional subspace linear program at each iteration. This dissertation proposes novel algorithms that move between solutions by repeatedly solving a two dimensional subspace linear program. Computational experiments demonstrate the potential of these newly developed algorithms and show an average improvement of nearly 25% in solution time when compared to the corresponding one dimensional search version. This dissertation\u27s research creates the core concept of these two dimensional search algorithms, which is a fast technique to determine an optimal basis and an optimal solution to linear programs with only two variables. This method, called the slope algorithm, compares the slope formed by the objective function with the slope formed by each constraint to determine a pair of constraints that intersect at an optimal basis and an optimal solution. The slope algorithm is implemented within a simplex framework to perform two dimensional searches. This results in the double pivot simplex method. Differently than the well-known simplex method, the double pivot simplex method simultaneously pivots up to two basic variables with two nonbasic variables at each iteration. The theoretical computational complexity of the double pivot simplex method is identical to the simplex method. Computational results show that this new algorithm reduces the number of pivots to solve benchmark instances by approximately 40% when compared to the classical implementation of the simplex method, and 20% when compared to the primal simplex implementation of CPLEX, a high performance mathematical programming solver. Solution times of some random linear programs are also improved by nearly 25% on average. This dissertation also presents a novel technique, called the ratio algorithm, to find an optimal basis and an optimal solution to linear programs with only two constraints. When the ratio algorithm is implemented within a simplex framework to perform two dimensional searches, it results in the double pivot dual simplex method. In this case, the double pivot dual simplex method behaves similarly to the dual simplex method, but two variables are exchanged at every step. Two dimensional searches are also implemented within an interior point framework. This dissertation creates a set of four two dimensional search interior point algorithms derived from primal and dual affine scaling and logarithmic barrier search directions. Each iteration of these techniques quickly solves a two dimensional subspace linear program formed by the intersection of two search directions and the feasible region of the linear program. Search directions are derived by orthogonally partitioning the objective function vector, which allows these novel methods to improve the objective function value at each step by at least as much as the corresponding one dimensional search version. Computational experiments performed on benchmark linear programs demonstrate that these two dimensional search interior point algorithms improve the average solution time by approximately 12% and the average number of iterations by 15%. In conclusion, this dissertation provides a change of paradigm in linear programming optimization algorithms. Implementing two dimensional searches within both a simplex and interior point framework typically reduces the computational time and number of iterations to solve linear programs. Furthermore, this dissertation sets the stage for future research topics in multidimensional search algorithms to solve not only linear programs but also other critical classes of optimization methods. Consequently, this dissertation\u27s research can become one of the first steps to change how commercial and open source mathematical programming software will solve optimization problems

The Use of Preconditioned Iterative Linear Solvers in Interior-Point Methods and Related Topics

Over the last 25 years, interior-point methods (IPMs) have emerged as a viable class of algorithms for solving various forms of conic optimization problems. Most IPMs use a modified Newton method to determine the search direction at each iteration. The system of equations corresponding to the modified Newton system can often be reduced to the so-called normal equation, a system of equations whose matrix ADA' is positive definite, yet often ill-conditioned. In this thesis, we first investigate the theoretical properties of the maximum weight basis (MWB) preconditioner, and show that when applied to a matrix of the form ADA', where D is positive definite and diagonal, the MWB preconditioner yields a preconditioned matrix whose condition number is uniformly bounded by a constant depending only on A. Next, we incorporate the results regarding the MWB preconditioner into infeasible, long-step, primal-dual, path-following algorithms for linear programming (LP) and convex quadratic programming (CQP). In both LP and CQP, we show that the number of iterative solver iterations of the algorithms can be uniformly bounded by n and a condition number of A, while the algorithmic iterations of the IPMs can be polynomially bounded by n and the logarithm of the desired accuracy. We also expand the scope of the LP and CQP algorithms to incorporate a family of preconditioners, of which MWB is a member, to determine an approximate solution to the normal equation. For the remainder of the thesis, we develop a new preconditioning strategy for solving systems of equations whose associated matrix is positive definite but ill-conditioned. Our so-called adaptive preconditioning strategy allows one to change the preconditioner during the course of the conjugate gradient (CG) algorithm by post-multiplying the current preconditioner by a simple matrix, consisting of the identity matrix plus a rank-one update. Our resulting algorithm, the Adaptive Preconditioned CG (APCG) algorithm, is shown to have polynomial convergence properties. Numerical tests are conducted to compare a variant of the APCG algorithm with the CG algorithm on various matrices.Ph.D.Committee Chair: Monteiro, Renato; Committee Member: Green, William; Committee Member: Nemirovski, Arkadi; Committee Member: Parker, R. Gary; Committee Member: Shapiro, Alexande

Frame Fields for Hexahedral Mesh Generation

As a discretized representation of the volumetric domain, hexahedral meshes have been a popular choice in computational engineering science and serve as one of the main mesh types in leading industrial software of relevance. The generation of high quality hexahedral meshes is extremely challenging because it is essentially an optimization problem involving multiple (conflicting) objectives, such as fidelity, element quality, and structural regularity. Various hexahedral meshing methods have been proposed in past decades, attempting to solve the problem from different perspectives. Unfortunately, algorithmic hexahedral meshing with guarantees of robustness and quality remains unsolved. The frame field based hexahedral meshing method is the most promising approach that is capable of automatically generating hexahedral meshes of high quality, but unfortunately, it suffers from several robustness issues. Field based hexahedral meshing follows the idea of integer-grid maps, which pull back the Cartesian hexahedral grid formed by integer isoplanes from a parametric domain to a surface-conforming hexahedral mesh of the input object. Since directly optimizing for a high quality integer-grid map is mathematically challenging, the construction is usually split into two steps: (1) generation of a feature-aligned frame field and (2) generation of an integer-grid map that best aligns with the frame field. The main robustness issue stems from the fact that smooth frame fields frequently exhibit singularity graphs that are inappropriate for hexahedral meshing and induce heavily degenerate integer-grid maps. The thesis aims at analyzing the gap between the topologies of frame fields and hexahedral meshes and developing algorithms to realize a more robust field based hexahedral mesh generation. The first contribution of this work is an enumeration of all local configurations that exist in hexahedral meshes with bounded edge valence and a generalization of the Hopf-Poincaré formula to octahedral (orthonormal frame) fields, leading to necessary local and global conditions for the hex-meshability of an octahedral field in terms of its singularity graph. The second contribution is a novel algorithm to generate octahedral fields with prescribed hex-meshable singularity graphs, which requires the solution of a large non-linear mixed-integer algebraic system. This algorithm is an important step toward robust automatic hexahedral meshing since it enables the generation of a hex-meshable octahedral field. In the collaboration work with colleagues [BRK+22], the dataset HexMe consisting of practically relevant models with feature tags is set up, allowing a fair evaluation for practical hexahedral mesh generation algorithms. The extendable and mutable dataset remains valuable as hexahedral meshing algorithms develop. The results of the standard field based hexahedral meshing algorithms on the HexMesh dataset expose the fragility of the automatic pipeline. The major contribution of this thesis improves the robustness of the automatic field based hexahedral meshing by guaranteeing local meshability of general feature aligned smooth frame fields. We derive conditions on the meshability of frame fields when feature constraints are considered, and describe an algorithm to automatically turn a given non-meshable frame field into a similar but locally meshable one. Despite the fact that local meshability is only a necessary but not sufficient condition for the stronger requirement of meshability, our algorithm increases the 2% success rate of generating valid integer-grid maps with state-of-the-art methods to 57%, when compared on the challenging HexMe dataset