Operator Splitting Methods for Convex and Nonconvex Optimization

This dissertation focuses on a family of optimization methods called operator splitting methods. They solve complicated problems by decomposing the problem structure into simpler pieces and make progress on each of them separately. Over the past two decades, there has been a resurgence of interests in these methods as the demand for solving structured large-scale problems grew. One of the major challenges for splitting methods is their sensitivity to ill-conditioning, which often makes them struggle to achieve a high order of accuracy. Furthermore, their classical analyses are restricted to the nice settings where solutions do exist, and everything is convex. Much less is known when either of these assumptions breaks down.This work aims to address the issues above. Specifically, we propose a novel acceleration technique called inexact preconditioning, which exploits second-order information at relatively low computation cost. We also show that certain splitting methods still work on problems without solutions, in the sense that their iterates provide information on what goes wrong and how to fix. Finally, for nonconvex problems with saddle points, we show that almost surely, splitting methods will only converge to the local minimums under certain assumptions

Modelling and parameter identification for a two-stage fractional dynamical system in microbial batch process

In this paper, we consider mathematical modelling and parameter identification problem in bioconversion of glycerol to 1,3-propanediol by Klebsiella pneumoniae. In view of the dynamic behavior with memory and heredity and experimental results in batch culture, a two-stage fractional dynamical system with unknown fractional orders and unknown kinetic parameters is proposed to describe the fermentation process. For this system, some important properties of the solution are discussed. Then, taking the weighted least-squares error between the computational values and the experimental data as the performance index, a parameter identification model subject to continuous state inequality constraints is presented. An exact penalty method is introduced to transform the parameter identification problem into the one only with box constraints. On this basis, we develop a parallel Particle Swarm Optimization algorithm to find the optimal fractional orders and kinetic parameters. Finally, numerical results show that the model can reasonably describe the batch fermentation process, as well as the effectiveness of the developed algorithm. Keywords: fractional dynamical system, parameter identification, parallel optimization