2,028 research outputs found
Lagrange optimality system for a class of nonsmooth convex optimization
In this paper, we revisit the augmented Lagrangian method for a class of
nonsmooth convex optimization. We present the Lagrange optimality system of the
augmented Lagrangian associated with the problems, and establish its
connections with the standard optimality condition and the saddle point
condition of the augmented Lagrangian, which provides a powerful tool for
developing numerical algorithms. We apply a linear Newton method to the
Lagrange optimality system to obtain a novel algorithm applicable to a variety
of nonsmooth convex optimization problems arising in practical applications.
Under suitable conditions, we prove the nonsingularity of the Newton system and
the local convergence of the algorithm.Comment: 19 page
Efficient numerical schemes for viscoplastic avalanches. Part 2: the 2D case
This paper deals with the numerical resolution of a shallow water viscoplastic flow model. Viscoplastic materials are characterized by the existence of a yield stress: below a certain critical threshold in the imposed stress, there is no deformation and the material behaves like a rigid solid, but when that yield value is exceeded, the material flows like a fluid. In the context of avalanches, it means that after going down a slope, the material can stop and its free surface has a non-trivial shape, as opposed to the case of water (Newtonian fluid). The model involves variational inequalities associated with the yield threshold: finite volume schemes are used together with duality methods (namely Augmented Lagrangian and Bermúdez–Moreno) to discretize the problem. To be able to accurately simulate the stopping behavior of the avalanche, new schemes need to be designed, involving the classical notion of well-balancing. In the present context, it needs to be extended to take into account the viscoplastic nature of the material as well as general bottoms with wet/dry fronts which are encountered in geophysical geometries. Here we derive such schemes in 2D as the follow up of the companion paper treating the 1D case. Numerical tests include in particular a generalized 2D benchmark for Bingham codes (the Bingham–Couette flow with two non-zero boundary conditions on the velocity) and a simulation of the avalanche path of Taconnaz in Chamonix—Mont-Blanc to show the usability of these schemes on real topographies from digital elevation models (DEM)
A Subgradient Method for Free Material Design
A small improvement in the structure of the material could save the
manufactory a lot of money. The free material design can be formulated as an
optimization problem. However, due to its large scale, second-order methods
cannot solve the free material design problem in reasonable size. We formulate
the free material optimization (FMO) problem into a saddle-point form in which
the inverse of the stiffness matrix A(E) in the constraint is eliminated. The
size of A(E) is generally large, denoted as N by N. This is the first
formulation of FMO without A(E). We apply the primal-dual subgradient method
[17] to solve the restricted saddle-point formula. This is the first
gradient-type method for FMO. Each iteration of our algorithm takes a total of
foating-point operations and an auxiliary vector storage of size O(N),
compared with formulations having the inverse of A(E) which requires
arithmetic operations and an auxiliary vector storage of size . To
solve the problem, we developed a closed-form solution to a semidefinite least
squares problem and an efficient parameter update scheme for the gradient
method, which are included in the appendix. We also approximate a solution to
the bounded Lagrangian dual problem. The problem is decomposed into small
problems each only having an unknown of k by k (k = 3 or 6) matrix, and can be
solved in parallel. The iteration bound of our algorithm is optimal for general
subgradient scheme. Finally we present promising numerical results.Comment: SIAM Journal on Optimization (accepted
A Nitsche-based domain decomposition method for hypersingular integral equations
We introduce and analyze a Nitsche-based domain decomposition method for the
solution of hypersingular integral equations. This method allows for
discretizations with non-matching grids without the necessity of a Lagrangian
multiplier, as opposed to the traditional mortar method. We prove its almost
quasi-optimal convergence and underline the theory by a numerical experiment.Comment: 21 pages, 5 figure
On the local stability of semidefinite relaxations
We consider a parametric family of quadratically constrained quadratic
programs (QCQP) and their associated semidefinite programming (SDP)
relaxations. Given a nominal value of the parameter at which the SDP relaxation
is exact, we study conditions (and quantitative bounds) under which the
relaxation will continue to be exact as the parameter moves in a neighborhood
around the nominal value. Our framework captures a wide array of statistical
estimation problems including tensor principal component analysis, rotation
synchronization, orthogonal Procrustes, camera triangulation and resectioning,
essential matrix estimation, system identification, and approximate GCD. Our
results can also be used to analyze the stability of SOS relaxations of general
polynomial optimization problems.Comment: 23 pages, 3 figure
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