2,940 research outputs found
ColDICE: a parallel Vlasov-Poisson solver using moving adaptive simplicial tessellation
Resolving numerically Vlasov-Poisson equations for initially cold systems can
be reduced to following the evolution of a three-dimensional sheet evolving in
six-dimensional phase-space. We describe a public parallel numerical algorithm
consisting in representing the phase-space sheet with a conforming,
self-adaptive simplicial tessellation of which the vertices follow the
Lagrangian equations of motion. The algorithm is implemented both in six- and
four-dimensional phase-space. Refinement of the tessellation mesh is performed
using the bisection method and a local representation of the phase-space sheet
at second order relying on additional tracers created when needed at runtime.
In order to preserve in the best way the Hamiltonian nature of the system,
refinement is anisotropic and constrained by measurements of local Poincar\'e
invariants. Resolution of Poisson equation is performed using the fast Fourier
method on a regular rectangular grid, similarly to particle in cells codes. To
compute the density projected onto this grid, the intersection of the
tessellation and the grid is calculated using the method of Franklin and
Kankanhalli (1993) generalised to linear order. As preliminary tests of the
code, we study in four dimensional phase-space the evolution of an initially
small patch in a chaotic potential and the cosmological collapse of a
fluctuation composed of two sinusoidal waves. We also perform a "warm" dark
matter simulation in six-dimensional phase-space that we use to check the
parallel scaling of the code.Comment: Code and illustration movies available at:
http://www.vlasix.org/index.php?n=Main.ColDICE - Article submitted to Journal
of Computational Physic
Efficient Computation of Expected Hypervolume Improvement Using Box Decomposition Algorithms
In the field of multi-objective optimization algorithms, multi-objective
Bayesian Global Optimization (MOBGO) is an important branch, in addition to
evolutionary multi-objective optimization algorithms (EMOAs). MOBGO utilizes
Gaussian Process models learned from previous objective function evaluations to
decide the next evaluation site by maximizing or minimizing an infill
criterion. A common criterion in MOBGO is the Expected Hypervolume Improvement
(EHVI), which shows a good performance on a wide range of problems, with
respect to exploration and exploitation. However, so far it has been a
challenge to calculate exact EHVI values efficiently. In this paper, an
efficient algorithm for the computation of the exact EHVI for a generic case is
proposed. This efficient algorithm is based on partitioning the integration
volume into a set of axis-parallel slices. Theoretically, the upper bound time
complexities are improved from previously and , for two- and
three-objective problems respectively, to , which is
asymptotically optimal. This article generalizes the scheme in higher
dimensional case by utilizing a new hyperbox decomposition technique, which was
proposed by D{\"a}chert et al, EJOR, 2017. It also utilizes a generalization of
the multilayered integration scheme that scales linearly in the number of
hyperboxes of the decomposition. The speed comparison shows that the proposed
algorithm in this paper significantly reduces computation time. Finally, this
decomposition technique is applied in the calculation of the Probability of
Improvement (PoI)
New Dependencies of Hierarchies in Polynomial Optimization
We compare four key hierarchies for solving Constrained Polynomial
Optimization Problems (CPOP): Sum of Squares (SOS), Sum of Diagonally Dominant
Polynomials (SDSOS), Sum of Nonnegative Circuits (SONC), and the Sherali Adams
(SA) hierarchies. We prove a collection of dependencies among these hierarchies
both for general CPOPs and for optimization problems on the Boolean hypercube.
Key results include for the general case that the SONC and SOS hierarchy are
polynomially incomparable, while SDSOS is contained in SONC. A direct
consequence is the non-existence of a Putinar-like Positivstellensatz for
SDSOS. On the Boolean hypercube, we show as a main result that Schm\"udgen-like
versions of the hierarchies SDSOS*, SONC*, and SA* are polynomially equivalent.
Moreover, we show that SA* is contained in any Schm\"udgen-like hierarchy that
provides a O(n) degree bound.Comment: 26 pages, 4 figure
Reformulation and decomposition of integer programs
In this survey we examine ways to reformulate integer and mixed integer programs. Typically, but not exclusively, one reformulates so as to obtain stronger linear programming relaxations, and hence better bounds for use in a branch-and-bound based algorithm. First we cover in detail reformulations based on decomposition, such as Lagrangean relaxation, Dantzig-Wolfe column generation and the resulting branch-and-price algorithms. This is followed by an examination of Benders’ type algorithms based on projection. Finally we discuss in detail extended formulations involving additional variables that are based on problem structure. These can often be used to provide strengthened a priori formulations. Reformulations obtained by adding cutting planes in the original variables are not treated here.Integer program, Lagrangean relaxation, column generation, branch-and-price, extended formulation, Benders' algorithm
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