Data and performance of an active-set truncated Newton method with non-monotone line search for bound-constrained optimization

In this data article, we report data and experiments related to the research article entitled “A Two-Stage Active-Set Algorithm for Bound-Constrained Optimization”, by Cristofari et al. (2017). The method proposed in Cristofari et al. (2017), tackles optimization problems with bound constraints by properly combining an active-set estimate with a truncated Newton strategy. Here, we report the detailed numerical experience performed over a commonly used test set, namely CUTEst (Gould et al., 2015). First, the algorithm ASA-BCP proposed in Cristofari et al. (2017) is compared with the related method NMBC (De Santis et al., 2012). Then, a comparison with the renowned methods ALGENCAN (Birgin and Martínez et al., 2002) and LANCELOT B (Gould et al., 2003) is reported

A derivative-free algorithm for bound constrained optimization.

In this work, we propose a new globally convergent derivative-free algorithm for the minimization of a continuously differentiable function in the case that some of (or all) the variables are bounded. This algorithm investigates the local behaviour of the objective function on the feasible set by sampling it along the coordinate directions. Whenever a "suitable" descent feasible coordinate direction is detected a new point is produced by performing a linesearch along this direction. The information progressively obtained during the iterates of the algorithm can be used to build an approximation model of the objective function. The minimum of such a model is accepted if it produces an improvement of the objective function value. We also derive a bound for the limit accuracy of the algorithm in the minimization of noisy functions. Finally, we report the results of a preliminary numerical experience

A nonmonotone GRASP

A greedy randomized adaptive search procedure (GRASP) is an itera- tive multistart metaheuristic for difficult combinatorial optimization problems. Each GRASP iteration consists of two phases: a construction phase, in which a feasible solution is produced, and a local search phase, in which a local optimum in the neighborhood of the constructed solution is sought. Repeated applications of the con- struction procedure yields different starting solutions for the local search and the best overall solution is kept as the result. The GRASP local search applies iterative improvement until a locally optimal solution is found. During this phase, starting from the current solution an improving neighbor solution is accepted and considered as the new current solution. In this paper, we propose a variant of the GRASP framework that uses a new “nonmonotone” strategy to explore the neighborhood of the current solu- tion. We formally state the convergence of the nonmonotone local search to a locally optimal solution and illustrate the effectiveness of the resulting Nonmonotone GRASP on three classical hard combinatorial optimization problems: the maximum cut prob- lem (MAX-CUT), the weighted maximum satisfiability problem (MAX-SAT), and the quadratic assignment problem (QAP)

On the Global Convergence of Derivative Free Methods for Unconstrained Optimization.

In this paper, starting from the study of the common elements that some globally convergent direct search methods share, a general convergence theory is established for unconstrained minimization methods employing only function values. The introduced convergence conditions are useful for developing and analyzing new derivative-free algorithms with guaranteed global convergence. As examples, we describe three new algorithms which combine pattern and line search approaches

Hybridization of multi-objective deterministic particle swarm with derivative-free local searches

The paper presents a multi-objective derivative-free and deterministic global/local hybrid algorithm for the efficient and effective solution of simulation-based design optimization (SBDO) problems. The objective is to show how the hybridization of two multi-objective derivative-free global and local algorithms achieves better performance than the separate use of the two algorithms in solving specific SBDO problems for hull-form design. The proposed method belongs to the class of memetic algorithms, where the global exploration capability of multi-objective deterministic particle swarm optimization is enriched by exploiting the local search accuracy of a derivative-free multi-objective line-search method. To the authors best knowledge, studies are still limited on memetic, multi-objective, deterministic, derivative-free, and evolutionary algorithms for an effective and efficient solution of SBDO for hull-form design. The proposed formulation manages global and local searches based on the hypervolume metric. The hybridization scheme uses two parameters to control the local search activation and the number of function calls used by the local algorithm. The most promising values of these parameters were identified using forty analytical tests representative of the SBDO problem of interest. The resulting hybrid algorithm was finally applied to two SBDO problems for hull-form design. For both analytical tests and SBDO problems, the hybrid method achieves better performance than its global and local counterparts

Effects of personal and situational factors on self-referenced doping likelihood

Objectives The present study examined the role of moral identity, self-regulatory efficacy and moral disengagement on athletes' doping likelihood in situations representing potential benefits and costs for themselves. Design Using a cross-sectional design, doping likelihood was assessed indirectly via hypothetical scenarios. Method Athletes (N = 262) indicated their likelihood of doping in hypothetical situations and completed measures of moral identity, doping self-regulatory efficacy, and doping moral disengagement. Results Doping was more likely in benefit situations than in cost situations. Doping likelihood was negatively correlated moral identity, negatively correlated with self-regulatory efficacy, and positively correlated with moral disengagement in both situations. The coefficients were higher for moral identity in cost situations, self-regulatory efficacy in benefit situations, and moral disengagement in benefit situations. Process analyses indicated that moral identity was directly related to doping likelihood only in cost situations and indirectly related to doping likelihood via increased self-regulatory efficacy only in benefit situations. Moral identity was indirectly related to doping likelihood via decreased moral disengagement and via increased self-regulatory efficacy and decreased moral disengagement in both situations. Conclusions By showing that doping likelihood is associated with personal and situational factors our findings provide support for a social cognitive model of doping based on Bandura’s theory of moral thought and action and Aquino’s theory of moral identity

A multi-objective DIRECT algorithm for ship hull optimization

The paper is concerned with black-box nonlinear constrained multi-objective optimization problems. Our interest is the definition of a multi-objective deterministic partition-based algorithm. The main target of the proposed algorithm is the solution of a real ship hull optimization problem. To this purpose and in pursuit of an efficient method, we develop an hybrid algorithm by coupling a multi-objective DIRECT-type algorithm with an efficient derivative-free local algorithm. The results obtained on a set of “hard” nonlinear constrained multi-objective test problems show viability of the proposed approach. Results on a hull-form optimization of a high-speed catamaran (sailing in head waves in the North Pacific Ocean) are also presented. In order to consider a real ocean environment, stochastic sea state and speed are taken into account. The problem is formulated as a multi-objective optimization aimed at (i) the reduction of the expected value of the mean total resistance in irregular head waves, at variable speed and (ii) the increase of the ship operability, with respect to a set of motion-related constraints. We show that the hybrid method performs well also on this industrial problem

A convergent decomposition algorithm for support vector machines.

In this work we consider nonlinear minimization problems with a single linear equality constraint and box constraints. In particular we are interested in solving problems where the number of variables is so huge that traditional optimization methods cannot be directly applied. Many interesting real world problems lead to the solution of large scale constrained problems with this structure. For example, the special subclass of problems with convex quadratic objective function plays a fundamental role in the training of Support Vector Machine, which is a technique for machine learning problems. For this particular subclass of convex quadratic problem, some convergent decomposition methods, based on the solution of a sequence of smaller subproblems, have been proposed. In this paper we define a new globally convergent decomposition algorithm that differs from the previous methods in the rule for the choice of the subproblem variables and in the presence of a proximal point modification in the objective function of the subproblems. In particular, the new rule for sequentially selecting the subproblems appears to be suited to tackle large scale problems, while the introduction of the proximal point term allows us to ensure the global convergence of the algorithm for the general case of nonconvex objective function. Furthermore, we report some preliminary numerical results on support vector classification problems with up to 100 thousands variables