Survey of Non-smooth Optimisation Methods and an Evaluation of a Method for Minimax Optimisation

Computing and Information Scienc

Strong Metric (Sub)regularity of KKT Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization

This work concerns the local convergence theory of Newton and quasi-Newton methods for convex-composite optimization: minimize f(x):=h(c(x)), where h is an infinite-valued proper convex function and c is C^2-smooth. We focus on the case where h is infinite-valued piecewise linear-quadratic and convex. Such problems include nonlinear programming, mini-max optimization, estimation of nonlinear dynamics with non-Gaussian noise as well as many modern approaches to large-scale data analysis and machine learning. Our approach embeds the optimality conditions for convex-composite optimization problems into a generalized equation. We establish conditions for strong metric subregularity and strong metric regularity of the corresponding set-valued mappings. This allows us to extend classical convergence of Newton and quasi-Newton methods to the broader class of non-finite valued piecewise linear-quadratic convex-composite optimization problems. In particular we establish local quadratic convergence of the Newton method under conditions that parallel those in nonlinear programming when h is non-finite valued piecewise linear

Geometric characterizations for strong minima with applications to nuclear norm minimization problems

In this paper, we introduce several geometric characterizations for strong minima of optimization problems. Applying these results to nuclear norm minimization problems allows us to obtain new necessary and sufficient quantitative conditions for this important property. Our characterizations for strong minima are weaker than the Restricted Injectivity and Nondegenerate Source Condition, which are usually used to identify solution uniqueness of nuclear norm minimization problems. Consequently, we obtain the minimum (tight) bound on the number of measurements for (strong) exact recovery of low-rank matrices.Comment: 41 page

Solution of feasibility problems via non-smooth optimization

Ankara : The Department of Industrial Engineering and the Institute of Engineering and Sciences of Bilkent Univ., 1990.Thesis (Master's) -- Bilkent University, 1990.Includes bibliographical references leaves 33-34In this study we present a penalty function approach for linear feasibility problems. Our attempt is to find an eiL· coive algorithm based on an exterior method. Any given feasibility (for a set of linear inequalities) problem, is first transformed into an unconstrained minimization of a penalty function, and then the problem is reduced to minimizing a convex, non-smooth, quadratic function. Due to non-differentiability of the penalty function, the gradient type methods can not be applied directly, so a modified nonlinear programming technique will be used in order to overcome the difficulties of the break points. In this research we present a new algorithm for minimizing this non-smooth penalty function. By dropping the nonnegativity constraints and using conjugate gradient method we compute a maximum set of conjugate directions and then we perform line searches on these directions in order to minimize our penalty function. Whenever the optimality criteria is not satisfied and the improvements in all directions are not enough, we calculate the new set of conjugate directions by conjugate Gram Schmit process, but one of the directions is the element of sub differential at the present point.Ouveysi, IradjM.S

Virtual Element based formulations for computational materials micro-mechanics and homogenization

In this thesis, a computational framework for microstructural modelling of transverse behaviour of heterogeneous materials is presented. The context of this research is part of the broad and active field of Computational Micromechanics, which has emerged as an effective tool both to understand the influence of complex microstructure on the macro-mechanical response of engineering materials and to tailor-design innovative materials for specific applications through a proper modification of their microstructure. While the classical continuum approximation does not account for microstructural details within the material, computational micromechanics allows detailed modelling of a heterogeneous material's internal structural arrangement by treating each constituent as a continuum. Such an approach requires modelling a certain material microstructure by considering most of the microstructure's morphological features. The most common numerical technique used in computational micromechanics analysis is the Finite Element Method (FEM). Its use has been driven by the development of mesh generation programs, which lead to the quasi-automatic discretisation of the artificial microstructure domain and the possibility of implementing appropriate constitutive equations for the different phases and their interfaces. In FEM's applications to computational micromechanics, the phase arrangements are discretised using continuum elements. The mesh is created so that element boundaries and, wherever required, special interface elements are located at all interfaces between material's constituents. This approach can be effective in modelling many microstructures, and it is readily available in commercial codes. However, the need to accurately resolve the kinematic and stress fields related to complex material behaviours may lead to very large models that may need prohibitive processing time despite the increasing modern computers' performance. When rather complex microstructure's morphologies are considered, the quasi-automatic discretisation process stated before might fail to generate high-quality meshes. Time-consuming mesh regularisation techniques, both automatic and operator-driven, may be needed to obtain accurate numeric results. Indeed, the preparation of high-quality meshes is today one of the steps requiring more attention, and time, from the analyst. In this respect, the development of computational techniques to deal with complex and evolving geometries and meshes with accuracy, effectiveness, and robustness attracts relevant interest. The computational framework presented in this thesis is based on the Virtual Element Method (VEM), a recently developed numerical technique that has proven to provide robust numerical results even with highly-distorted mesh. These peculiar features have been exploited to analyse two-dimensional representations of heterogeneous materials' microstructures. Ad-hoc polygonal multi-domain meshing strategies have been developed and tested to exploit the discretisation freedom that VEM allows. To further simplify the preprocessing stage of the analysis and reduce the total computational cost, a novel hybrid formulation for analysing multi-domain problems has been developed by combining the Virtual Element Method with the well-known Boundary Element Method (BEM). The hybrid approach has been used to study both composite material's transverse behaviour in the presence of inclusions with complex geometries and damage and crack propagation in the matrix phase. Numerical results are presented that demonstrate the potential of the developed framework