Global Solutions to Nonconvex Optimization of 4th-Order Polynomial and Log-Sum-Exp Functions

This paper presents a canonical dual approach for solving a nonconvex global optimization problem governed by a sum of fourth-order polynomial and a log-sum-exp function. Such a problem arises extensively in engineering and sciences. Based on the canonical duality-triality theory, this nonconvex problem is transformed to an equivalent dual problem, which can be solved easily under certain conditions. We proved that both global minimizer and the biggest local extrema of the primal problem can be obtained analytically from the canonical dual solutions. As two special cases, a quartic polynomial minimization and a minimax problem are discussed. Existence conditions are derived, which can be used to classify easy and relative hard instances. Applications are illustrated by several nonconvex and nonsmooth examples

Global solutions to nonconvex optimization of 4th-order polynomial and log-sum-exp functions

This paper presents a canonical dual approach for solving a nonconvex global optimization problem governed by a sum of 4th-order polynomial and a log-sum-exp function. Such a problem arises extensively in engineering and sciences. Based on the canonical duality–triality theory, this nonconvex problem is transformed to an equivalent dual problem, which can be solved easily under certain conditions. We proved that both global minimizer and the biggest local extrema of the primal problem can be obtained analytically from the canonical dual solutions. As two special cases, a quartic polynomial minimization and a minimax problem are discussed. Existence conditions are derived, which can be used to classify easy and relative hard instances. Applications are illustrated by several nonconvex and nonsmooth examples. © 2014, Springer Science+Business Media New York

Canonical dual finite element method for solving nonconvex mechanics and topology optimization

Canonical duality theory (CDT) is a newly developed, potentially powerful methodological theory which can transfer general multi-scale nonconvex/discrete problems in Rn to a unified convex dual problem in continuous space Rm with m n and without a duality gap. The associated triality theory provides extremality criteria for both global and local optimal solutions, which can be used to develop powerful algorithms for solving general nonconvex variational problems. This thesis, first, presents a detailed study of large deformation problems in 2-D structural system. Based on the canonical duality theory, a canonical dual finite element method is applied to find a global minimization to the general nonconvex optimization problem using a new primal-dual semi-definite programming algorithm. Applications are illustrated by numerical examples with different structural designs and different external loads. Next, a new methodology and algorithm for solving post buckling problems of a large deformed elastic beam is investigated. The total potential energy of this beam is a nonconvex functional, which can be used to model both pre- and post-buckling phenomena. By using the canonical dual finite element method, a new primal-dual semi-definite programming algorithm is presented, which can be used to obtain all possible post-buckled solutions. In order to verify the triality theory, mixed meshes of different dual stress interpolation are applied to obtain the closed dimensions between discretized displacement and discretized stress. Applications are illustrated by several numerical examples with different boundary conditions. We find that the global minimum solution of the nonconvex potential leads to the unbuckled state, and both of these two solutions are numerically stable. However, the local minimum solution leads to an unstable buckled state, which is very sensitive to the external load, thickness of the beam, numerical precision, and the size of finite elements. Finally, a mathematically rigorous and computationally powerful method for solving 3-D topology optimization problems is demonstrated. This method is based on CDT developed by Gao in nonconvex mechanics and global optimization. It shows that the so-called NP-hard Knapsack problem in topology optimization can be solved deterministically in polynomial-time via a canonical penalty-duality (CPD) method to obtain precise global optimal 0-1 density distribution at each volume evolution. The relation between this CPD method and Gao's pure complementary energy principle is revealed for the first time. A CPD algorithm is proposed for 3-D topology optimization of linear elastic structures. Its novelty is demonstrated by benchmark problems. Results show that without using any artificial technique, the CPD method can provide mechanically sound optimal design, also it is much more powerful than the well-known BESO and SIMP methods. Finally, computational complexity and conceptual/mathematical mistakes in topology optimization modeling and popular methods are explicitly addressed.Doctor of Philosoph

Canonical Duality Theory for Global Optimization problems and applications

The canonical duality theory is studied, through a discussion on a general global optimization problem and applications on fundamentally important problems. This general problem is a formulation of the minimization problem with inequality constraints, where the objective function and constraints are any convex or nonconvex functions satisfying certain decomposition conditions. It covers convex problems, mixed integer programming problems and many other nonlinear programming problems. The three main parts of the canonical duality theory are canonical dual transformation, complementary-dual principle and triality theory. The complementary-dual principle is further developed, which conventionally states that each critical point of the canonical dual problem is corresponding to a KKT point of the primal problem with their sharing the same function value. The new result emphasizes that there exists a one-to-one correspondence between KKT points of the dual problem and of the primal problem and each pair of the corresponding KKT points share the same function value, which implies that there is truly no duality gap between the canonical dual problem and the primal problem. The triality theory reveals insightful information about global and local solutions. It is shown that as long as the global optimality condition holds true, the primal problem is equivalent to a convex problem in the dual space, which can be solved efficiently by existing convex methods; even if the condition does not hold, the convex problem still provides a lower bound that is at least as good as that by the Lagrangian relaxation method. It is also shown that through examining the canonical dual problem, the hidden convexity of the primal problem is easily observable. The canonical duality theory is then applied to dealing with three fundamentally important problems. The first one is the spherically constrained quadratic problem, also referred to as the trust region subproblem. The canonical dual problem is onedimensional and it is proved that the primal problem, no matter with convex or nonconvex objective function, is equivalent to a convex problem in the dual space. Moreover, conditions are found which comprise the boundary that separates instances into “hard case” and “easy case”. A canonical primal-dual algorithm is developed, which is able to efficiently solve the problem, including the “hard case”, and can be used as a unified method for similar problems. The second one is the binary quadratic problem, a fundamental problem in discrete optimization. The discussion is focused on lower bounds and analytically solvable cases, which are obtained by analyzing the canonical dual problem with perturbation techniques. The third one is a general nonconvex problem with log-sum-exp functions and quartic polynomials. It arises widely in engineering science and it can be used to approximate nonsmooth optimization problems. The work shows that problems can still be efficiently solved, via the canonical duality approach, even if they are nonconvex and nonsmooth.Doctor of Philosoph