Chebyshev model arithmetic for factorable functions

This article presents an arithmetic for the computation of Chebyshev models for factorable functions and an analysis of their convergence properties. Similar to Taylor models, Chebyshev models consist of a pair of a multivariate polynomial approximating the factorable function and an interval remainder term bounding the actual gap with this polynomial approximant. Propagation rules and local convergence bounds are established for the addition, multiplication and composition operations with Chebyshev models. The global convergence of this arithmetic as the polynomial expansion order increases is also discussed. A generic implementation of Chebyshev model arithmetic is available in the library MC++. It is shown through several numerical case studies that Chebyshev models provide tighter bounds than their Taylor model counterparts, but this comes at the price of extra computational burden

A novel multigrid method for electronic structure calculations

A general real-space multigrid algorithm for the self-consistent solution of the Kohn-Sham equations appearing in the state-of-the-art electronic-structure calculations is described. The most important part of the method is the multigrid solver for the Schroedinger equation. Our choice is the Rayleigh quotient multigrid method (RQMG), which applies directly to the minimization of the Rayleigh quotient on the finest level. Very coarse correction grids can be used, because there is no need to be able to represent the states on the coarse levels. The RQMG method is generalized for the simultaneous solution of all the states of the system using a penalty functional to keep the states orthogonal. The performance of the scheme is demonstrated by applying it in a few molecular and solid-state systems described by non-local norm-conserving pseudopotentials.Comment: 9 pages, 3 figure

A simplified analysis of the multigrid V-cycle as a fast elliptic solver

For special model problems, Fourier analysis gives exact convergence rates for the two-grid multigrid cycle and, for more general problems, provides estimates of the two-grid convergence rates via local mode analysis. A method is presented for obtaining mutigrid convergence rate estimates for cycles involving more than two grids (using essentially the same analysis as for the two-grid cycle). For the simple cast of the V-cycle used as a fast Laplace solver on the unit square, the k-grid convergence rate bounds obtained by this method are sharper than the bounds predicted by the variational theory. Both theoretical justification and experimental evidence are presented

Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control

This paper presents a branch-and-lift algorithm for solving optimal control problems with smooth nonlinear dynamics and potentially nonconvex objective and constraint functionals to guaranteed global optimality. This algorithm features a direct sequential method and builds upon a generic, spatial branch-and-bound algorithm. A new operation, called lifting, is introduced, which refines the control parameterization via a Gram-Schmidt orthogonalization process, while simultaneously eliminating control subregions that are either infeasible or that provably cannot contain any global optima. Conditions are given under which the image of the control parameterization error in the state space contracts exponentially as the parameterization order is increased, thereby making the lifting operation efficient. A computational technique based on ellipsoidal calculus is also developed that satisfies these conditions. The practical applicability of branch-and-lift is illustrated in a numerical example. © 2013 Springer Science+Business Media New York

The improved robustness of multigrid elliptic solvers based on multiple semicoarsened grids

Multigrid convergence rates degenerate on problems with stretched grids or anisotropic operators, unless one uses line or plane relaxation. For 3-D problems, only plane relaxation suffices, in general. While line and plane relaxation algorithms are efficient on sequential machines, they are quite awkward and inefficient on parallel machines. A new multigrid algorithm is presented based on the use of multiple coarse grids, that eliminates the need for line or plane relaxation in anisotropic problems. This algorithm was developed and the standard multigrid theory was extended to establish rapid convergence for this class of algorithms. The new algorithm uses only point relaxation, allowing easy and efficient parallel implementation, yet achieves robustness and convergence rates comparable to line and plane relaxation multigrid algorithms. The algorithm described is a variant of Mulder's multigrid algorithm for hyperbolic problems. The latter uses multiple coarse grids to achieve robustness, but is unsuitable for elliptic problems, since its V-cycle convergence rate goes to one as the number of levels increases. The new algorithm combines the contributions from the multiple coarse grid via a local switch, based on the strength of the discrete operator in each coordinate direction

MIKA: a multigrid-based program package for electronic structure calculations

A general real-space multigrid algorithm MIKA (Multigrid Instead of the K-spAce) for the self-consistent solution of the Kohn-Sham equations appearing in the state-of-the-art electronic-structure calculations is described. The most important part of the method is the multigrid solver for the Schr\"odinger equation. Our choice is the Rayleigh quotient multigrid method (RQMG), which applies directly to the minimization of the Rayleigh quotient on the finest level. Very coarse correction grids can be used, because there is in principle no need to represent the states on the coarse levels. The RQMG method is generalized for the simultaneous solution of all the states of the system using a penalty functional to keep the states orthogonal. Special care has been taken to optimize the iterations towards the self-consistency and to run the code in parallel computer architectures. The scheme has been implemented in multiple geometries. We show examples from electronic structure calculations employing nonlocal pseudopotentials and/or the jellium model. The RQMG solver is also applied for the calculation of positron states in solids.Comment: To appear in a special issue of Int J. Quant. Chem. devoted to the conference proceedings of 9th International Conference on the Applications of the Density Functional Theory in Chemistry and Physic

Global Deterministic Optimization with Artificial Neural Networks Embedded

Artificial neural networks (ANNs) are used in various applications for data-driven black-box modeling and subsequent optimization. Herein, we present an efficient method for deterministic global optimization of ANN embedded optimization problems. The proposed method is based on relaxations of algorithms using McCormick relaxations in a reduced-space [\textit{SIOPT}, 20 (2009), pp. 573-601] including the convex and concave envelopes of the nonlinear activation function of ANNs. The optimization problem is solved using our in-house global deterministic solver MAiNGO. The performance of the proposed method is shown in four optimization examples: an illustrative function, a fermentation process, a compressor plant and a chemical process optimization. The results show that computational solution time is favorable compared to the global general-purpose optimization solver BARON.Comment: J Optim Theory Appl (2018