713 research outputs found
Forward-backward truncated Newton methods for convex composite optimization
This paper proposes two proximal Newton-CG methods for convex nonsmooth
optimization problems in composite form. The algorithms are based on a a
reformulation of the original nonsmooth problem as the unconstrained
minimization of a continuously differentiable function, namely the
forward-backward envelope (FBE). The first algorithm is based on a standard
line search strategy, whereas the second one combines the global efficiency
estimates of the corresponding first-order methods, while achieving fast
asymptotic convergence rates. Furthermore, they are computationally attractive
since each Newton iteration requires the approximate solution of a linear
system of usually small dimension
Douglas-Rachford Splitting: Complexity Estimates and Accelerated Variants
We propose a new approach for analyzing convergence of the Douglas-Rachford
splitting method for solving convex composite optimization problems. The
approach is based on a continuously differentiable function, the
Douglas-Rachford Envelope (DRE), whose stationary points correspond to the
solutions of the original (possibly nonsmooth) problem. By proving the
equivalence between the Douglas-Rachford splitting method and a scaled gradient
method applied to the DRE, results from smooth unconstrained optimization are
employed to analyze convergence properties of DRS, to tune the method and to
derive an accelerated version of it
Studies of Classical and Quantum Annealing
A summary of the results of recent applications of PIMC-QA on different optimization problems is given in Chapter 1.
In order to gain understanding on these problems, we have moved one step back, and concentrated attention on the simplest textbook problems where the energy landscape is well under control: essentially, one-dimensional potentials, starting from a double-well potential, the simplest form of barrier. On these well controlled landscapes we have carried out a detailed and exhaustive comparison between quantum adiabatic Schr\uf6dinger evolution, both in real and in imaginary time, and its classical deterministic counterpart, i.e., Fokker-Planck evolution [17]. This work will be
illustrated in Chapter 2. On the same double well-potential, we have also studied the performance of different
stochastic annealing approaches, both classical Monte Carlo annealing and PIMCQA. The CA work is illustrated in Chapter 3, where we analyze the different annealing behaviors of three possible types of Monte Carlo moves (with Box, Gaussian, and Lorentzian distributions) in a numerical and analytical way. The PIMC-QA work is illustrated in Chapter 4, were we show the difficulties that a state-of-the-art PIMCQA algorithm can encounter in describing tunneling even in a simple landscape, and we also investigate the role of the kinetic energy choice, by comparing the standard
non-relativistic dispersion, Hkin = Tau(t)p^2, with a relativistic one, Hkin = Tau(t)|p|, which turns out to be definitely more effective. In view of the difficulties encountered by PIMC-QA even in a simple double-well potential, we finally explored the capabilities of another well established QMC technique, the Green's Function Monte Carlo (GFMC), as a base for a QA algorithm. This time, we concentrated our attention on a very studied and challenging optimization problem, the random Ising model ground state search, for which both CA and PIMC-QA data are available [10, 11]. A more detailed summary of the results and achievements described in this Thesis, and a discussion of open issues, is contained in the final section `Conclusions and Perspectives'. Finally, in order to keep this Thesis as self-contained as possible, we include in the appendices a large amount of supplemental material
A Simple and Efficient Algorithm for Nonlinear Model Predictive Control
We present PANOC, a new algorithm for solving optimal control problems
arising in nonlinear model predictive control (NMPC). A usual approach to this
type of problems is sequential quadratic programming (SQP), which requires the
solution of a quadratic program at every iteration and, consequently, inner
iterative procedures. As a result, when the problem is ill-conditioned or the
prediction horizon is large, each outer iteration becomes computationally very
expensive. We propose a line-search algorithm that combines forward-backward
iterations (FB) and Newton-type steps over the recently introduced
forward-backward envelope (FBE), a continuous, real-valued, exact merit
function for the original problem. The curvature information of Newton-type
methods enables asymptotic superlinear rates under mild assumptions at the
limit point, and the proposed algorithm is based on very simple operations:
access to first-order information of the cost and dynamics and low-cost direct
linear algebra. No inner iterative procedure nor Hessian evaluation is
required, making our approach computationally simpler than SQP methods. The
low-memory requirements and simple implementation make our method particularly
suited for embedded NMPC applications
Strong electronic correlation in the Hydrogen chain: a variational Monte Carlo study
In this article, we report a fully ab initio variational Monte Carlo study of
the linear, and periodic chain of Hydrogen atoms, a prototype system providing
the simplest example of strong electronic correlation in low dimensions. In
particular, we prove that numerical accuracy comparable to that of benchmark
density matrix renormalization group calculations can be achieved by using a
highly correlated Jastrow-antisymmetrized geminal power variational wave
function. Furthermore, by using the so-called "modern theory of polarization"
and by studying the spin-spin and dimer-dimer correlations functions, we have
characterized in details the crossover between the weakly and strongly
correlated regimes of this atomic chain. Our results show that variational
Monte Carlo provides an accurate and flexible alternative to highly correlated
methods of quantum chemistry which, at variance with these methods, can be also
applied to a strongly correlated solid in low dimensions close to a crossover
or a phase transition.Comment: 7 pages, 4 figures, submitted to Physical Review
Rocking behaviour of multi-block columns subjected to pulse-type ground motion accelerations
Ancient columns, made with a variety of materials such as marble, granite, stone or masonry are an important part of the European cultural heritage. In particular columns of ancient temples in Greece and Sicily which support only the architrave are characterized by small axial load values. This feature together with the slenderness typical of these structural members clearly highlights as the evaluation of the rocking behaviour is a key aspect of their safety assessment and maintenance. It has to be noted that the rocking response of rectangular cross-sectional columns modelled as monolithic rigid elements, has been widely investigated since the first theoretical study carried out by Housner (1963). However, the assumption of monolithic member, although being widely used and accepted for practical engineering applications, is not valid for more complex systems such as multi-block columns made of stacked stone blocks, with or without mortar beds. In these cases, in fact, a correct analysis of the system should consider rocking and sliding phenomena between the individual blocks of the structure. Due to the high non-linearity of the problem, the evaluation of the dynamic behaviour of multi-block columns has been mostly studied in the literature using a numerical approach such as the Discrete Element Method (DEM). This paper presents an introductory study about a proposed analytical-numerical approach for analysing the rocking behaviour of multi-block columns subjected to a sine-pulse type ground motion. Based on the approach proposed by Spanoset al.(2001) for a system made of two rigid blocks, the Eulero-Lagrange method to obtain the motion equations of the system is discussed and numerical applications are performed with case studies reported in the literature and with a real acceleration record. The rocking response of single block and multi-block columns is compared and considerations are made about the overturning conditions and on the effect of forcing function’s frequency.</jats:p
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