基于分段常值水平集的抛物型方程的参数识别算法

研究了线性抛物型方程不连续参数的识别算法.根据原有算法对于加噪观测数据计算不收敛的问题,本文基于分段常值水平集方法,根据水平集函数和优化过程的特点,修正原有Uzawa型算法中的带有总变差(TV)正则化的极小化模型和对常值向量的极小化模型,并且利用分裂Bregman迭代算法处理TV范数的优越性,构造一种新的参数识别算法格式.数值实验结果显示,新算法具有计算时间短、精度高、抗噪性强的优点.     

Optimality criteria coupled adaptive mesh method for optimal shape design of Stokes flow

An adaptive mesh method combined with the optimality criteria algorithm is applied to optimal shape design problems of fluid dynamics. The shape sensitivity analysis of the cost functional is derived. The optimization problem is solved by a simple but robust optimality criteria algorithm, and an automatic local adaptive mesh refinement method is proposed. The mesh adaptation, with an indicator based on the material distribution information, is itself shown as a shape or topology optimization problem. Taking advantages of this algorithm, the optimal shape design problem concerning fluid flow can be solved with higher resolution of the interface and a minimum of additional expense. Details on the optimization procedure are provided. Numerical results for two benchmark topology optimization problems are provided and compared with those obtained by other methods. Copyright © 2016 John Wiley & Sons, Ltd.     

Inexact subgradient methods for quasi-convex optimization problems

In this paper, we consider a generic inexact subgradient algorithm to solve a nondifferentiable quasi-convex constrained optimization problem. The inexactness stems from computation errors and noise, which come from practical considerations and applications. Assuming that the computational errors and noise are deterministic and bounded, we study the effect of the inexactness on the subgradient method when the constraint set is compact or the objective function has a set of generalized weak sharp minima. In both cases, using the constant and diminishing stepsize rules, we describe convergence results in both objective values and iterates, and finite convergence to approximate optimality. We also investigate efficiency estimates of iterates and apply the inexact subgradient algorithm to solve the Cobb–Douglas production efficiency problem. The numerical results verify our theoretical analysis and show the high efficiency of our proposed algorithm, especially for the large-scale problems.     

Optimal design of a fin in steady-state

A fin serves as an extended surface to enhance the heat transfer from a larger heated mass to which it is attached. We consider a fin in steady-state and find its shape that maximizes the efficiency. Our approach is based on a piecewise linear approximation of design. We develop the corresponding algorithm and conduct numerical experiments. Our optimization problem is similar but not identical to the problem studied by L. Hanin. We discuss the applicability of Schmidt’s hypothesis for our model. This paper is an extension of the previous authors’ paper where we considered the shape of the fin that minimizes the cooling time of a heated mass.     

Global Optimization Versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs

This paper is concerned with a portfolio optimization problem under concave and piecewise constant transaction cost. We formulate the problem as nonconcave maximization problem under linear constraints using absolute deviation as a measure of risk and solve it by a branch and bound algorithm developed in the field of global optimization. Also, we compare it with a more standard 0–1 integer programming approach. We will show that a branch and bound method elaborating the special structure of the problem can solve the problem much faster than the state-of-the integer programming code.     

Two-Phase Image Segmentation by Nonconvex Nonsmooth Models with Convergent Alternating Minimization Algorithms

Two-phase image segmentation is a fundamental task to partition an image into foreground and background. In this paper, two types of nonconvex and nonsmooth regularization models are proposed for basic two-phase segmentation. They extend the convex regularization on the characteristic function on the image domain to the nonconvex case, which are able to better obtain piecewise constant regions with neat boundaries. By analyzing the proposed non-Lipschitz model, we combine the proximal alternating minimization framework with support shrinkage and linearization strategies to design our algorithm. This leads to two alternating strongly convex subproblems which can be easily solved. Similarly, we present an algorithm without support shrinkage operation for the nonconvex Lipschitz case. Using the Kurdyka-Łojasiewicz property of the objective function, we prove that the limit point of the generated sequence is a critical point of the original nonconvex nonsmooth problem. Numerical experiments and comparisons illustrate the effectiveness of our method in two-phase image segmentation.     

A Dual Active-Set Algorithm for Regularized Monotonic Regression

Monotonic (isotonic) regression is a powerful tool used for solving a wide range of important applied problems. One of its features, which poses a limitation on its use in some areas, is that it produces a piecewise constant fitted response. For smoothing the fitted response, we introduce a regularization term in the monotonic regression, formulated as a least distance problem with monotonicity constraints. The resulting smoothed monotonic regression is a convex quadratic optimization problem. We focus on the case, where the set of observations is completely (linearly) ordered. Our smoothed pool-adjacent-violators algorithm is designed for solving the regularized problem. It belongs to the class of dual active-set algorithms. We prove that it converges to the optimal solution in a finite number of iterations that does not exceed the problem size. One of its advantages is that the active set is progressively enlarging by including one or, typically, more constraints per iteration. This resulted in solving large-scale test problems in a few iterations, whereas the size of that problems was prohibitively too large for the conventional quadratic optimization solvers. Although the complexity of our algorithm grows quadratically with the problem size, we found its running time to grow almost linearly in our computational experiments.     

Solving a free boundary problem with nonconstant coefficients

The present article is concerned with the numerical solution of a free boundary problem for an elliptic state equation with nonconstant coefficients. We maximize the Dirichlet energy functional over all domains of fixed volume. The domain under consideration is represented by a level set function, which is driven by the objective's shape gradient. The state is computed by the finite element method where the underlying triangulation is constructed by means of a marching cubes algorithm. We show that the combination of these tools lead to an efficient solver for general shape optimization problems.     

Shape functional optimization with restrictions boosted with machine learning techniques

Shape optimization is a widely used technique in the design phase of a product. Current ongoing improvement policies require a product to fulfill a series of conditions from the perspective of mechanical resistance, fatigue, natural frequency, impact resistance, etc. All these conditions are translated into equality or inequality restrictions which must be satisfied during the optimization process that is necessary in order to determine the optimal shape. This article describes a new method for shape optimization that considers any regular shape as a possible shape, thereby improving on traditional methods limited to straight profiles or profiles established a priori. Our focus is based on using functional techniques and this approach is, based on representing the shape of the object by means of functions belonging to a finite-dimension functional space. In order to resolve this problem, the article proposes an optimization method that uses machine learning techniques for functional data in order to represent the perimeter of the set of feasible functions and to speed up the process of evaluating the restrictions in each iteration of the algorithm. The results demonstrate that the functional approach produces better results in the shape optimization process and that speeding up the algorithm using machine learning techniques ensures that this approach does not negatively affect design process response times.     

Noniterative Reconstruction Method for an Inverse Potential Problem Modeled by a Modified Helmholtz Equation

This paper deals with an inverse potential problem posed in two dimensional space whose forward problem is governed by a modified Helmholtz equation. The inverse problem consists in the reconstruction of a set of anomalies embedded into a geometrical domain from partial measurements of the associated potential. Since the inverse problem, we are dealing with, is written in the form of an ill-posed boundary value problem, the idea is to rewrite it as a topology optimization problem. In particular, a shape functional is defined to measure the misfit of the solution obtained from the model and the data taken from the partial measurements. This shape functional is minimized with respect to a set of ball-shaped anomalies using the concept of topological derivatives. It means that the shape functional is expanded asymptotically and then truncated up to the desired order term. The resulting expression is trivially minimized with respect to the parameters under consideration which leads to a noniterative second-order reconstruction algorithm. As a result, the reconstruction process becomes very robust with respect to noisy data and independent of any initial guess. Finally, some numerical experiments are presented to show the effectiveness of the proposed reconstruction algorithm.     

考虑多仓库的共享单车重新配置问题研究

共享单车是我国大力提倡的低碳交通出行模式,加快共享单车发展是解决最后一公里、城市拥堵和环境污染等问题的重要途径。由于人们停放共享单车的无规律性,使得共享单车系统中各车桩的单车库存量存在不平衡。如何合理的对车桩中的单车进行重新调配,来满足用户的需求,是相关企业亟待解决的问题。共享单车的调配路线优化是优化车桩库存量的重要手段之一。本文研究多仓库条件下的货车调配路线优化问题,建立了一个混合整数非线性规划模型。不同于传统的路径优化问题的研究大多是以成本或时间为目标,本文采用基于车桩库存量的非线性惩罚函数来表示用户需求,从而使得所研究的问题是一个凸函数优化问题。为了简化本文的问题,将目标函数分段线性化。基于车桩网络的特点,设计了变邻域搜索算法,以及构建初始解的贪婪算法。最后,以某共享单车公司为例,进行算例分析,来说明模型和算法的合理性和有效性。     

A Retinex modulated piecewise constant variational model for image segmentation and bias correction

In this paper, we propose a novel Retinex induced piecewise constant variational model for simultaneous segmentation of images with intensity inhomogeneity and bias correction. Firstly, we obtain an additive model by decomposing the original image into a smooth bias component and a structure part based on the Retinex theory. Secondly, the structure part can be modeled by the piecewise constant variational model and thus deduced a new data fidelity term. Finally, we formulate a new energy functional by incorporating the data fidelity term into the level set framework and introducing a GL-regularizer to the level set function and a smooth regularizer to model the bias component. Based on the alternating minimization algorithm and the operator splitting method, we present a numerical scheme to solve the minimization problem efficiently. Experimental results on images from diverse modalities demonstrate the competitive performances of the proposed model and algorithm over other representative methods in term of efficiency and robustness.     

Inverse problem for a class of one-dimensional wave equations with piecewise constant coefficients

We consider the problem of reconstructing the piecewise constant coefficient of a one-dimensional wave equation on the halfline from the knowledge of the displacement on the boundary caused by an impulse at time zero. This problem is formulated as a nonlinear optimization problem. The objective function of this optimization problem has several special features that have been exploited in building an ad hoc optimization method. The optimization method is based on the solution of a nonlinear system of equations by an algorithm consisting of the evaluation of the unknowns one by one.The research of the third author has been made possible through the support and sponsorship of the Italian Government through the Ministero Pubblica Istruzione under Contract M.P.I. 60% 1987 at the Università di Roma—La Sapienza.     

A new reconstruction method for a parabolic inverse source problem

In this paper, we focus on the detection of the shape and location of a discontinuous source term from the knowledge of boundary measurements. We propose a non-iterative reconstruction algorithm based on the Kohn-Vogelius formulation and the topological sensitivity analysis method. The inverse source problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from an energy-like cost function. The unknown shape of the term source support is reconstructed using a level-set curve of the topological gradient. The efficiency of our algorithm is illustrated by some numerical simulations.     

Optimization of generalized desirability functions under model uncertainty

Desirability functions are increasingly used in multi-criteria decision-making which we support by modern optimization. It is necessary to formulate desirability functions to obtain a generalized version with a piecewise max type-structure for optimizing them in different areas of mathematics, operational research, management science and engineering by nonsmooth optimization approaches. This optimization problem needs to be robustified as regression models employed by the desirability functions are typically built under lack of knowledge about the underlying model. In this paper, we contribute to the theory of desirability functions by our robustification approach. We present how generalized semi-infinite programming and disjunctive optimization can be used for this purpose. We show our findings on a numerical example. The robustification of the optimization problem eventually aims at variance reduction in the optimal solutions.     

Semivectorial Bilevel Optimization Problem: Penalty Approach

We consider a bilevel optimization problem where the upper level is a scalar optimization problem and the lower level is a vector optimization problem. For the lower level, we deal with weakly efficient solutions. We approach our problem using a suitable penalty function which vanishes over the weakly efficient solutions of the lower-level vector optimization problem and which is nonnegative over its feasible set. Then, we use an exterior penalty method.Communicated by H. P. Benson(Formerly Serban Bolintinéanu) Professor, University of New Caledonia, ERIM, Nouméa, New Caledonia. This author thanks the University of Naples Federico II for its support and the Department of Mathematics and Statistics for its hospitality.     

Shape optimization of a body in the Oseen flow

This article is concerned with a numerical simulation of shape optimization of the Oseen flow around a solid body. The shape gradient for shape optimization problem in a viscous incompressible flow is computed by the velocity method. The flow is governed by the Oseen equations with mixed boundary conditions containing the pressure. The structure of continuous shape gradient of the cost functional is derived by using the differentiability of a minimax formulation involving a Lagrange functional with a function space parametrization technique. A gradient type algorithm is applied to the shape optimization problem. Numerical examples show that our theory is useful for practical purpose and the proposed algorithm is feasible. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

求多目标优化问题Pareto最优解集的方法

主要讨论了无约束多目标优化问题Pareto最优解集的求解方法,其中问题的目标函数是C1连续函数.给出了Pareto最优解集的一个充要条件,定义了α强有效解,并结合区间分析的方法,建立了求解无约束多目标优化问题Pareto最优解集的区间算法,理论分析和数值结果均表明该算法是可靠和有效的.     

Maximum network flows with concave gains

This paper deals with a generalized maximum flow problem with concave gains, which is a nonlinear network optimization problem. Optimality conditions and an algorithm for this problem are presented. The optimality conditions are extended from the corresponding results for the linear gain case. The algorithm is based on the scaled piecewise linear approximation and on the fat path algorithm described by Goldberg, Plotkin and Tardos for linear gain cases. The proposed algorithm solves a problem with piecewise linear concave gains faster than the naive solution by adding parallel arcs. Supported by a Grant-in-Aid for Scientific Research (No. 13780351 and No.14380188) from The Ministry of Education, Culture, Sports, Science and Technology of Japan.     

The shape optimization of the arterial graft design by level set methods

The goal of the arterial graft design problem is to find an optimal graft built on an occluded artery, which can be mathematically modeled by a fluid based shape optimization problem. The smoothness of the graft is one of the important aspects in the arterial graft design problem since it affects the flow of the blood significantly. As an attractive design tool for this problem, level set methods are quite efficient for obtaining better shape of the graft. In this paper, a cubic spline level set method and a radial basis function level set method are designed to solve the arterial graft design problem. In both approaches, the shape of the arterial graft is implicitly tracked by the zero-level contour of a level set function and a high level of smoothness of the graft is achieved. Numerical results show the efficiency of the algorithms in the arterial graft design.