Optimal Control of Convective FitzHugh-Nagumo Equation

We investigate smooth and sparse optimal control problems for convective FitzHugh-Nagumo equation with travelling wave solutions in moving excitable media. The cost function includes distributed space-time and terminal observations or targets. The state and adjoint equations are discretized in space by symmetric interior point Galerkin (SIPG) method and by backward Euler method in time. Several numerical results are presented for the control of the travelling waves. We also show numerically the validity of the second order optimality conditions for the local solutions of the sparse optimal control problem for vanishing Tikhonov regularization parameter. Further, we estimate the distance between the discrete control and associated local optima numerically by the help of the perturbation method and the smallest eigenvalue of the reduced Hessian

Hessian barrier algorithms for linearly constrained optimization problems

In this paper, we propose an interior-point method for linearly constrained optimization problems (possibly nonconvex). The method - which we call the Hessian barrier algorithm (HBA) - combines a forward Euler discretization of Hessian Riemannian gradient flows with an Armijo backtracking step-size policy. In this way, HBA can be seen as an alternative to mirror descent (MD), and contains as special cases the affine scaling algorithm, regularized Newton processes, and several other iterative solution methods. Our main result is that, modulo a non-degeneracy condition, the algorithm converges to the problem's set of critical points; hence, in the convex case, the algorithm converges globally to the problem's minimum set. In the case of linearly constrained quadratic programs (not necessarily convex), we also show that the method's convergence rate is $\mathcal{O}(1/k^\rho)$ for some $\rho\in(0,1]$ that depends only on the choice of kernel function (i.e., not on the problem's primitives). These theoretical results are validated by numerical experiments in standard non-convex test functions and large-scale traffic assignment problems.Comment: 27 pages, 6 figure

A variational description of the ground state structure in random satisfiability problems

A variational approach to finite connectivity spin-glass-like models is developed and applied to describe the structure of optimal solutions in random satisfiability problems. Our variational scheme accurately reproduces the known replica symmetric results and also allows for the inclusion of replica symmetry breaking effects. For the 3-SAT problem, we find two transitions as the ratio $\alpha$ of logical clauses per Boolean variables increases. At the first one $\alpha_s \simeq 3.96$, a non-trivial organization of the solution space in geometrically separated clusters emerges. The multiplicity of these clusters as well as the typical distances between different solutions are calculated. At the second threshold $\alpha_c \simeq 4.48$, satisfying assignments disappear and a finite fraction $B_0 \simeq 0.13$ of variables are overconstrained and take the same values in all optimal (though unsatisfying) assignments. These values have to be compared to $\alpha_c \simeq 4.27, B_0 \simeq 0.4$ obtained from numerical experiments on small instances. Within the present variational approach, the SAT-UNSAT transition naturally appears as a mixture of a first and a second order transition. For the mixed $2+p$-SAT with $p<2/5$, the behavior is as expected much simpler: a unique smooth transition from SAT to UNSAT takes place at $\alpha_c=1/(1-p)$.Comment: 24 pages, 6 eps figures, to be published in Europ. Phys. J.

Data-Driven Estimation in Equilibrium Using Inverse Optimization

Equilibrium modeling is common in a variety of fields such as game theory and transportation science. The inputs for these models, however, are often difficult to estimate, while their outputs, i.e., the equilibria they are meant to describe, are often directly observable. By combining ideas from inverse optimization with the theory of variational inequalities, we develop an efficient, data-driven technique for estimating the parameters of these models from observed equilibria. We use this technique to estimate the utility functions of players in a game from their observed actions and to estimate the congestion function on a road network from traffic count data. A distinguishing feature of our approach is that it supports both parametric and \emph{nonparametric} estimation by leveraging ideas from statistical learning (kernel methods and regularization operators). In computational experiments involving Nash and Wardrop equilibria in a nonparametric setting, we find that a) we effectively estimate the unknown demand or congestion function, respectively, and b) our proposed regularization technique substantially improves the out-of-sample performance of our estimators.Comment: 36 pages, 5 figures Additional theorems for generalization guarantees and statistical analysis adde