Light reflection is nonlinear optimization

In this paper, we show that the near field reflector problem is a nonlinear optimization problem. From the corresponding functional and constraint function, we derive the Monge-Amp\`ere type equation for such a problem.Comment: to appear in Calc. Var. and PDE

Formal Proofs for Nonlinear Optimization

We present a formally verified global optimization framework. Given a semialgebraic or transcendental function $f$ and a compact semialgebraic domain $K$, we use the nonlinear maxplus template approximation algorithm to provide a certified lower bound of $f$ over $K$. This method allows to bound in a modular way some of the constituents of $f$ by suprema of quadratic forms with a well chosen curvature. Thus, we reduce the initial goal to a hierarchy of semialgebraic optimization problems, solved by sums of squares relaxations. Our implementation tool interleaves semialgebraic approximations with sums of squares witnesses to form certificates. It is interfaced with Coq and thus benefits from the trusted arithmetic available inside the proof assistant. This feature is used to produce, from the certificates, both valid underestimators and lower bounds for each approximated constituent. The application range for such a tool is widespread; for instance Hales' proof of Kepler's conjecture yields thousands of multivariate transcendental inequalities. We illustrate the performance of our formal framework on some of these inequalities as well as on examples from the global optimization literature.Comment: 24 pages, 2 figures, 3 table

Radio Interferometric Calibration Using a Riemannian Manifold

In order to cope with the increased data volumes generated by modern radio interferometers such as LOFAR (Low Frequency Array) or SKA (Square Kilometre Array), fast and efficient calibration algorithms are essential. Traditional radio interferometric calibration is performed using nonlinear optimization techniques such as the Levenberg-Marquardt algorithm in Euclidean space. In this paper, we reformulate radio interferometric calibration as a nonlinear optimization problem on a Riemannian manifold. The reformulated calibration problem is solved using the Riemannian trust-region method. We show that calibration on a Riemannian manifold has faster convergence with reduced computational cost compared to conventional calibration in Euclidean space.Comment: Draft version. Final version will appear in IEEE ICASSP 2013, http://www.icassp2013.com

Study of non-linear optimization techniques

Nonlinear optimization techniques in dynamic programming and solution of ordinary nonlinear differential equations by Runge-Kutta metho

Optimizing Memory-Bounded Controllers for Decentralized POMDPs

We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a nonlinear program, leveraging powerful existing nonlinear optimization techniques for solving the problem. While existing solvers only guarantee locally optimal solutions, we show that our formulation produces higher quality controllers than the state-of-the-art approach. We also incorporate a shared source of randomness in the form of a correlation device to further increase solution quality with only a limited increase in space and time. Our experimental results show that nonlinear optimization can be used to provide high quality, concise solutions to decentralized decision problems under uncertainty.Comment: Appears in Proceedings of the Twenty-Third Conference on Uncertainty in Artificial Intelligence (UAI2007

Guest Editorial: Nonlinear Optimization of Communication Systems

Linear programming and other classical optimization techniques have found important applications in communication systems for many decades. Recently, there has been a surge in research activities that utilize the latest developments in nonlinear optimization to tackle a much wider scope of work in the analysis and design of communication systems. These activities involve every “layer” of the protocol stack and the principles of layered network architecture itself, and have made intellectual and practical impacts significantly beyond the established frameworks of optimization of communication systems in the early 1990s. These recent results are driven by new demands in the areas of communications and networking, as well as new tools emerging from optimization theory. Such tools include the powerful theories and highly efficient computational algorithms for nonlinear convex optimization, together with global solution methods and relaxation techniques for nonconvex optimization

Transmission Network Reduction Method using Nonlinear Optimization

This paper presents a new method to determine the susceptances of a reduced transmission network representation by using nonlinear optimization. We use Power Transfer Distribution Factors (PTDFs) to convert the original grid into a reduced version, from which we determine the susceptances. From our case studies we find that considering a reduced injection-independent evaluated PTDF matrix is the best approximation and is by far better than an injection-dependent evaluated PTDF matrix over a given set of arbitrarily-chosen power injection scenarios. We also compare our nonlinear approach with existing methods from literature in terms of the approximation error and computation time. On average, we find that our approach reduces the mean error of the power flow deviations between the original power system and its reduced version, while achieving higher but reasonable computation times

Nonlinear Optimization over a Weighted Independence System

We consider the problem of optimizing a nonlinear objective function over a weighted independence system presented by a linear-optimization oracle. We provide a polynomial-time algorithm that determines an r-best solution for nonlinear functions of the total weight of an independent set, where r is a constant that depends on certain Frobenius numbers of the individual weights and is independent of the size of the ground set. In contrast, we show that finding an optimal (0-best) solution requires exponential time even in a very special case of the problem