A Note on Separable Nonlinear Least Squares Problem

Separable nonlinear least squares (SNLS)problem is a special class of nonlinear least squares (NLS)problems, whose objective function is a mixture of linear and nonlinear functions. It has many applications in many different areas, especially in Operations Research and Computer Sciences. They are difficult to solve with the infinite-norm metric. In this paper, we give a short note on the separable nonlinear least squares problem, unseparated scheme for NLS, and propose an algorithm for solving mixed linear-nonlinear minimization problem, method of which results in solving a series of least squares separable problems.Comment: 3 pages; IEEE, 2011 International Conference on Future Computer Sciences and Application (ICFCSA 2011), Jun. 18- 19, 2011, Hong Kon

The GNAT method for nonlinear model reduction: effective implementation and application to computational fluid dynamics and turbulent flows

The Gauss--Newton with approximated tensors (GNAT) method is a nonlinear model reduction method that operates on fully discretized computational models. It achieves dimension reduction by a Petrov--Galerkin projection associated with residual minimization; it delivers computational efficency by a hyper-reduction procedure based on the `gappy POD' technique. Originally presented in Ref. [1], where it was applied to implicit nonlinear structural-dynamics models, this method is further developed here and applied to the solution of a benchmark turbulent viscous flow problem. To begin, this paper develops global state-space error bounds that justify the method's design and highlight its advantages in terms of minimizing components of these error bounds. Next, the paper introduces a `sample mesh' concept that enables a distributed, computationally efficient implementation of the GNAT method in finite-volume-based computational-fluid-dynamics (CFD) codes. The suitability of GNAT for parameterized problems is highlighted with the solution of an academic problem featuring moving discontinuities. Finally, the capability of this method to reduce by orders of magnitude the core-hours required for large-scale CFD computations, while preserving accuracy, is demonstrated with the simulation of turbulent flow over the Ahmed body. For an instance of this benchmark problem with over 17 million degrees of freedom, GNAT outperforms several other nonlinear model-reduction methods, reduces the required computational resources by more than two orders of magnitude, and delivers a solution that differs by less than 1% from its high-dimensional counterpart

Projection methods in conic optimization

There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of applications in science, finance and engineering. This chapter reviews some of these algorithms, emphasizing the so-called regularization algorithms for linear conic optimization, and applications in polynomial optimization. This is a presentation of the material of several recent research articles; we aim here at clarifying the ideas, presenting them in a general framework, and pointing out important techniques

The wavelet-NARMAX representation : a hybrid model structure combining polynomial models with multiresolution wavelet decompositions

A new hybrid model structure combing polynomial models with multiresolution wavelet decompositions is introduced for nonlinear system identification. Polynomial models play an important role in approximation theory, and have been extensively used in linear and nonlinear system identification. Wavelet decompositions, in which the basis functions have the property of localization in both time and frequency, outperform many other approximation schemes and offer a flexible solution for approximating arbitrary functions. Although wavelet representations can approximate even severe nonlinearities in a given signal very well, the advantage of these representations can be lost when wavelets are used to capture linear or low-order nonlinear behaviour in a signal. In order to sufficiently utilise the global property of polynomials and the local property of wavelet representations simultaneously, in this study polynomial models and wavelet decompositions are combined together in a parallel structure to represent nonlinear input-output systems. As a special form of the NARMAX model, this hybrid model structure will be referred to as the WAvelet-NARMAX model, or simply WANARMAX. Generally, such a WANARMAX representation for an input-output system might involve a large number of basis functions and therefore a great number of model terms. Experience reveals that only a small number of these model terms are significant to the system output. A new fast orthogonal least squares algorithm, called the matching pursuit orthogonal least squares (MPOLS) algorithm, is also introduced in this study to determine which terms should be included in the final model