Recent contributions to linear semi-infinite optimization

This paper reviews the state-of-the-art in the theory of deterministic and uncertain linear semi-infinite optimization, presents some numerical approaches to this type of problems, and describes a selection of recent applications in a variety of fields. Extensions to related optimization areas, as convex semi-infinite optimization, linear infinite optimization, and multi-objective linear semi-infinite optimization, are also commented.This work was supported by the MINECO of Spain and ERDF of EU, Grant MTM2014-59179-C2-1-P, and by the Australian Research Council, Project DP160100854

Recent contributions to linear semi-infinite optimization: an update

This paper reviews the state-of-the-art in the theory of deterministic and uncertain linear semi-infinite optimization, presents some numerical approaches to this type of problems, and describes a selection of recent applications in a variety of fields. Extensions to related optimization areas, as convex semi-infinite optimization, linear infinite optimization, and multi-objective linear semi-infinite optimization, are also commented.This is an updated version of the paper “Recent contributions to linear semi-infinite optimization” that appeared in 4OR, 15(3), 221–264 (2017). It was supported by the MINECO of Spain and ERDF of EU, Grant MTM2014-59179-C2-1-P, and by the Australian Research Council, Project DP160100854

Microscopically-based energy density functionals for nuclei using the density matrix expansion: Implementation and pre-optimization

In a recent series of papers, Gebremariam, Bogner, and Duguet derived a microscopically based nuclear energy density functional by applying the Density Matrix Expansion (DME) to the Hartree-Fock energy obtained from chiral effective field theory (EFT) two- and three-nucleon interactions. Due to the structure of the chiral interactions, each coupling in the DME functional is given as the sum of a coupling constant arising from zero-range contact interactions and a coupling function of the density arising from the finite-range pion exchanges. Since the contact contributions have essentially the same structure as those entering empirical Skyrme functionals, a microscopically guided Skyrme phenomenology has been suggested in which the contact terms in the DME functional are released for optimization to finite-density observables to capture short-range correlation energy contributions from beyond Hartree-Fock. The present paper is the first attempt to assess the ability of the newly suggested DME functional, which has a much richer set of density dependencies than traditional Skyrme functionals, to generate sensible and stable results for nuclear applications. The results of the first proof-of-principle calculations are given, and numerous practical issues related to the implementation of the new functional in existing Skyrme codes are discussed. Using a restricted singular value decomposition (SVD) optimization procedure, it is found that the new DME functional gives numerically stable results and exhibits a small but systematic reduction of our test $\chi^2$ function compared to standard Skyrme functionals, thus justifying its suitability for future global optimizations and large-scale calculations.Comment: 17 pages, 6 figure

From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming

We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite convex programs in which the performance of the approximation is quantified explicitly. To this end, we adopt the recent developments in two areas of randomized optimization and first order methods, leading to a priori as well as a posterior performance guarantees. We illustrate the generality and implications of our theoretical results in the special case of the long-run average cost and discounted cost optimal control problems for Markov decision processes on Borel spaces. The applicability of the theoretical results is demonstrated through a constrained linear quadratic optimal control problem and a fisheries management problem.Comment: 30 pages, 5 figure