A simplicial homology algorithm for Lipschitz optimisation

The simplicial homology global optimisation (SHGO) algorithm is a general purpose global optimisation algorithm based on applications of simplicial integral homology and combinatorial topology. SHGO approximates the homology groups of a complex built on a hypersurface homeomorphic to a complex on the objective function. This provides both approximations of locally convex subdomains in the search space through Sperner’s lemma and a useful visual tool for characterising and efficiently solving higher dimensional black and grey box optimisation problems. This complex is built up using sampling points within the feasible search space as vertices. The algorithm is specialised in finding all the local minima of an objective function with expensive function evaluations efficiently which is especially suitable to applications such as energy landscape exploration. SHGO was initially developed as an improvement on the topographical global optimisation (TGO) method. It is proven that the SHGO algorithm will always outperform TGO on function evaluations if the objective function is Lipschitz smooth. In this paper SHGO is applied to non-convex problems with linear and box constraints with bounds placed on the variables. Numerical experiments on linearly constrained test problems show that SHGO gives competitive results compared to TGO and the recently developed Lc-DISIMPL algorithm as well as the PSwarm, LGO and DIRECT-L1 algorithms. Furthermore SHGO is compared with the TGO, basinhopping (BH) and differential evolution (DE) global optimisation algorithms over a large selection of black-box problems with bounds placed on the variables from the SciPy benchmarking test suite. A Python implementation of the SHGO and TGO algorithms published under a MIT license can be found from https://bitbucket.org/upiamcompthermo/shgo/.http://link.springer.com/journal/108982019-10-01hj2018Chemical Engineerin

Bifurcated topological optimization for IVIM

In this work, we shed light on the issue of estimating Intravoxel Incoherent Motion (IVIM) for diffusion and perfusion estimation by characterizing the objective function using simplicial homology tools. We provide a robust solution via topological optimization of this model so that the estimates are more reliable and accurate. Estimating the tissue microstructure from diffusion MRI is in itself an ill-posed and a non-linear inverse problem. Using variable projection functional (VarPro) to fit the standard bi-exponential IVIM model we perform the optimization using simplicial homology based global optimization to better understand the topology of objective function surface. We theoretically show how the proposed methodology can recover the model parameters more accurately and consistently by casting it in a reduced subspace given by VarPro. Additionally we demonstrate that the IVIM model parameters cannot be accurately reconstructed using conventional numerical optimization methods due to the presence of infinite solutions in subspaces. The proposed method helps uncover multiple global minima by analyzing the local geometry of the model enabling the generation of reliable estimates of model parameters.The National Institute of Biomedical Imaging And Bioengineering (NIBIB) of the National Institutes of Health (NIH); University of Washington’s Royalty Research Fund; NIH grants; the German Research Foundation (DFG) and a grant from the Alfred P. Sloan Foundation and the Gordon & Betty Moore Foundation to the University of Washington eScience Institute Data Science Environment.http://www.frontiersin.org/Neuroscienceam2022Chemical Engineerin