Nonlinear programming

Summary

In mathematics, nonlinear programming (NLP) is the process of solving an optimization problem where some of the constraints or the objective function are nonlinear. An optimization problem is one of calculation of the extrema (maxima, minima or stationary points) of an objective function over a set of unknown real variables and conditional to the satisfaction of a system of equalities and inequalities, collectively termed constraints. It is the sub-field of mathematical optimization that deals with problems that are not linear. Applicability A typical non-convex problem is that of optimizing transportation costs by selection from a set of transportation methods, one or more of which exhibit economies of scale, with various connectivities and capacity constraints. An example would be petroleum product transport given a selection or combination of pipeline, rail tanker, road tanker, river barge, or coastal tankship. Owing to economic batch size the cost functions may have disc

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A Least-Squares Method for the Solution of the Non-smooth Prescribed Jacobian Equation

Alexandre Caboussat, Dimitrios Gourzoulidis

We consider a least-squares/relaxation finite element method for the numerical solution of the prescribed Jacobian equation. We look for its solution via a least-squares approach. We introduce a relaxation algorithm that decouples this least-squares problem into a sequence of local nonlinear problems and variational linear problems. We develop dedicated solvers for the algebraic problems based on Newton's method and we solve the differential problems using mixed low-order finite elements. Various numerical experiments demonstrate the accuracy, efficiency and the robustness of the proposed method, compared for instance to augmented Lagrangian approaches.

SPRINGER/PLENUM PUBLISHERS2022

We develop a non-intrusive reduced basis (RB) method for parametrized steady-state partial differential equations (PDEs). The method extracts a reduced basis from a collection of high-fidelity solutions via a proper orthogonal decomposition (POD) and employs artificial neural networks (ANNs), particularly multi-layer perceptrons (MLPs), to accurately approxi- mate the coefficients of the reduced model. The search for the optimal number of neurons and the minimum amount of training samples to avoid overfitting is carried out in the offline phase through an automatic routine, relying upon a joint use of the latin hypercube sampling (LHS) and the Levenberg-Marquardt training algorithm. This guarantees a complete offline-online decoupling, leading to an efficient RB method - referred to as POD-NN - suitable also for general nonlinear problems with a non-affine parametric dependence. Numerical studies are presented for the nonlinear Poisson equation and for driven cavity viscous flows, modeled through the steady incompressible Navier-Stokes equations. Both physical and geometrical parametrizations are considered. Several results confirm the accuracy of the POD-NN method and show the substantial speed-up enabled at the online stage as compared to a traditional RB strategy.

2018

Some constructions of maximal witness codes

Nikolaos Makriyannis, Bertrand Meyer

Given a code C is an element of F-2(n) and a word c is an element of C, a witness of c is a subset W subset of {, 1 ... , n} of coordinate positions such that c differs from any other codeword c' is an element of C on the indices in W. If any codeword posseses a witness of given length w, C is called a w-witness code. This paper gives new constructions of large w-witness codes and proves with a numerical method that their sizes are maximal for certain values of n and w. Our technique is in the spirit of Delsarte's linear programming bound on the size of classical codes and relies on the Lovasz theta number, semidefinite programming, and reduction through symmetry.

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