Class Of Problems Research Articles

Efficient mini-batch stochastic gradient descent with Centroidal Voronoi Tessellation for PDE-constrained optimization under uncertainty

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is frequently utilized in engineering, biology and finance. Although stochastic gradient descent is a well-known stochastic optimization technique for solving the approximate optimal control problem, it often exhibits a slow convergence rate due to the inherent variance in gradient approximation. To address this issue, we propose a more efficient stochastic optimization algorithm based on Centroidal Voronoi Tessellation sampling. This strategy reduces the error in gradient estimation compared to the conventional mini-batch stochastic gradient descent method. Our approach involves dividing the whole snapshot set into several Voronoi cells with low variance and extracting samples with good uniformity from each region to construct an unbiased estimation of the full gradient. Our method can economically and stably approximate numerical optimal control functions even with a fixed step size. Numerical results demonstrate that the proposed method is a reliable algorithm with great potential for applications in the field of optimization.

An optimal advertising model with carryover effect and mean field terms

We consider a class of optimal advertising problems under uncertainty for the introduction of a new product into the market, on the line of the seminal papers of Vidale and Wolfe (Oper Res 5:370–381, 1957) and Nerlove and Arrow (Economica 29:129–142, 1962). The main features of our model are that, on one side, we assume a carryover effect (i.e. the advertisement spending affects the goodwill with some delay); on the other side we introduce, in the state equation and in the objective, some mean field terms that take into account the presence of other agents. We take the point of view of a planner who optimizes the average profit of all agents, hence we fall into the family of the so-called “Mean Field Control” problems. The simultaneous presence of the carryover effect makes the problem infinite dimensional hence belonging to a family of problems which are very difficult in general and whose study started only very recently, see Cosso et al. [Ann Appl Probab 33(4):2863–2918, 2023]. Here we consider, as a first step, a simple version of the problem providing the solutions in a simple case through a suitable auxiliary problem.

On a localization-in-frequency approach for a class of elliptic problems with singular boundary data

We consider a class of nonhomogeneous elliptic equations in the half-space with critical singular boundary potentials and nonlinear fractional derivative terms. The forcing terms are considered on the boundary and can be taken as singular measure. Employing a functional setting and approach based on localization-in-frequency and Littlewood–Paley decomposition, we obtain results on solvability, regularity, and symmetry of solutions.

Introduction to Section of Dynamic Mathematics: Dynamic Sets Theory: Parallel Sprt-Elements and their Applications

There is a need to develop an instrumental mathematical base for new technologies. The task of the work is to create new approaches for this by introducing new concepts and methods. Our mathematics is unusual for a mathematician, because here the fulcrum is the action, and not the result of the action as in classical mathematics. Therefore, our mathematics is adapted not only to obtain results, but also to directly control actions, which will certainly show its benefits on a fundamentally new type of neural networks with directly parallel calculations, for which it was created. Any action has much greater potential than its result. Significance of the article: in a new qualitatively different approach to the study of complex processes through new mathematical hierarchical parallel dynamic structures, in particular those processes that are dealt with by Synergetics. Our approach is not based on deterministic equations that generate self-organization, which is very difficult to study and gives very small results for a very limited class of problems and does not provide the most important thing - the structure of self-organization. We are just starting from the assumed structure of self-organization, since we are interested not so much in the numerical calculation of this as in the structure of self-organization itself, its formation (construction) for the necessary purposes and its management. Although we are also interested in numerical calculations. Nobel laureates in physics 2023 Ferenc Kraus and his colleagues Pierre Agostini and Anna Lhuillier used a short-pulse laser to generate attosecond pulses of light to study the dynamics of electrons in matter. According to our Theory of singularities of the type synthesizing, its action corresponds to singularity ↑I↓ h q , which allows one to reach the upper level of subtle energies to manipulate lower levels. In April 2023, we proposed using a short-pulse laser to achieve the desired goals by a directly parallel neural network [1]. We then proposed the fundamental development of this directly parallel neural network. In the articles new mathematical structures and operators are constructed through one action - “containment” [2-9]. Here, the construction of new mathematical structures and operators is carried out with generalization to any actions. The significance of our articles is in the formation of the presumptive mathematical structure of subtle energies, this is being done for the first time in science, and the presumptive classification of the mathematical structures of subtle energies for the first time. The experiments of the 2022 Nobel laureates Asle Ahlen, John Clauser, Anton Zeilinger and the experiments in chemistry Nazhipa Valitov eloquently demonstrate that we are right and that these studies are necessary. Be that as it may, we created classes of new mathematical structures, new mathematical singularities, i.e., made a contribution to the development of mathematics

An efficient global optimization algorithm for a class of linear multiplicative problems based on convex relaxation

An efficient global optimization algorithm for a class of linear multiplicative problems based on convex relaxation

Viscoelastic Analysis of Asphalt Concrete with a Digitally Reconstructed Microstructure.

In the finite element analysis of asphalt concrete (AC), it is nowadays common to incorporate the information from the underlying scales to study the overall response of this material. Heterogeneity observed at the asphalt mixture scale is analyzed in this paper. Reliable finite element analysis (FEA) of asphalt concrete comprises a set of complex issues. The two main aspects of the asphalt concrete FEA discussed in this study are: (1) digital reconstruction of the asphalt pavement microstructure using processing of the high-quality images; and (2) FEA of the asphalt concrete idealized samples accounting for the viscoelastic material model. Reconstruction of the asphalt concrete microstructure is performed using a sequence of image processing operations (binarization, removing holes, filtering, segmentation and boundaries detection). Geometry of the inclusions (aggregate) are additionally simplified in a controlled mode to reduce the numerical cost of the analysis. As is demonstrated in the study, the introduced geometry simplifications are justified. Computational cost reduction exceeds of several orders of magnitude additional modeling error occurring due to the applied simplification technique. Viscoelastic finite element analysis of the AC identified microstructure is performed using the Burgers material model. The analysis algorithm is briefly described with a particular focus on the computational efficiency aspects. In order to illustrate the proposed approach, a set of 2D problems is solved. Numerical results confirm both the effectiveness of the self-developed code and the applicability of the Burgers model to the analyzed class of AC analysis problems. Further research directions are also described to highlight the potential benefits of the developed approach to numerical modeling of asphalt concrete.

Optimal multivariate mixture: a genetic algorithm approach

AbstractThe Optimal Multivariate Mixture Problem (OMMP) consists of finding an optimal mixture which, starting from a set of elements (items) described by a set of variables (features), is as close as possible to an ideal solution. This problem has numerous applications spanning various fields, including food science, agriculture, chemistry, materials science, medicine, and pharmaceuticals. The OMMP is a class of optimization problems that can be addressed using traditional Operations Research (OR) approaches. However, it can also be effectively tackled using meta-heuristic techniques within Artificial Intelligence (AI). This paper aims to present an Artificial Intelligence perspective. It proposes a Genetic Algorithm (GA) for Optimal Multivariate Mixture (GA-OMM), a novel improved version of a GA whose modified genetic operators prove to improve the exploration efficiency. Here, the algorithm is described in its general framework, and a test case 8-items 5-features is conducted to evaluate efficiency by exploring various combinations of hyperparameters. Test cases are also set up for the previous version, as well as a linear programming (LP) approach. The data experiments indicate that the proposed GA is efficient, converges towards the global optimum, consistently outperforms its predecessor, and delivers highly competitive results. In particular, GA-OMM shows an average fitness of GA-OMMP/LP and standard deviation with an order of magnitude ranging between $$10^{-8}$$ 10 - 8 to $$10^{-4}$$ 10 - 4 . Moreover, it consistently outperforms its predecessor, which exhibits similar values around $$10^{-3}$$ 10 - 3

A branch-and-cut algorithm for a skip pick-up and delivery problem

In this study we present a branch-and-cut algorithm for a skip pick-up and delivery problem. The study is motivated by a real-life problem in which full skips are transported from waste drop-off stations to treatment facilities where they are emptied, and then brought back to the original drop-off station. The transportation of the skips is done by trucks with the capacity of carrying two containers at a time. The planning problem is to design the routes of the trucks that perform the collection to satisfy a number of requests in a planning period. A truck route starts at the first pick-up, the truck then performs a sequence of pick-ups, treatments, and deliveries, and the route ends at the last delivery. From the truck perspective, the three actions of pick-up, treatment, and delivery can be performed in any order that respects the vehicle capacity of two and the route duration constraint, but for the single request, the three actions must be performed in the stated order. The problem is formulated as a mixed integer linear problem and several classes of valid inequalities are proposed and integrated into a branch-and-cut algorithm.

Singular control of (reflected) Brownian motion: a computational method suitable for queueing applications

AbstractMotivated by applications in queueing theory, we consider a class of singular stochastic control problems whose state space is the d-dimensional positive orthant. The original problem is approximated by a drift control problem, to which we apply a recently developed computational method that is feasible for dimensions up to $$d=30$$ d = 30 or more. To show that nearly optimal solutions are obtainable using this method, we present computational results for a variety of examples, including queueing network examples that have appeared previously in the literature.

The Maximum Attainable Flow and Minimal Cost Problem in a Network

This paper, presents an efficient algorithm that solves such a large class of optimization problems. Ford-Fulkerson determines the maximum flow in a network by iteratively augmenting flow paths until no further improvement is possible. On the other hand, Dijkstra's algorithm excels in finding the shortest path in a weighted graph, making it suitable for minimizing costs in network traversal. However, this paper simultaneously optimizes both objectives (flow and cost) dependently in unique iterations by considering all constraints and objectives holistically. The aim of this work is to develop efficient algorithms that can handle complex optimization problems in transportation, network design, and other fields, ultimately improving resource utilization and minimizing costs as its crucial for enhancing decision-making processes, improving efficiency in resource utilization, and achieving cost savings in diverse applications ranging from transportation networks to production planning. This paper deals about formulating the linear programming for the optimizations problems and finding the maximum amount of flow that can be sent from a source node to a sink node while minimizing the total cost of sending that flow by using simplex method (Two phase method). Through computational experiments and case studies, everybody demonstrate the effectiveness and efficiency of the proposed approach in solving real-world network flow problems. Our method yields efficient algorithms with in smallest numbers of iterations and time that enable the optimal allocation of resources within networks, achieving both maximum flow and minimum cost simultaneously.

On a class of obstacle problem via Young measure in generalized Sobolev space

On a class of obstacle problem via Young measure in generalized Sobolev space

Local properties and augmented Lagrangians in fully nonconvex composite optimization

A broad class of optimization problems can be cast in composite form, that is, considering the minimization of the composition of a lower semicontinuous function with a differentiable mapping. This paper investigates the versatile template of composite optimization without any convexity assumptions. First- and second-order optimality conditions are discussed. We highlight the difficulties that stem from the lack of convexity when dealing with necessary conditions in a Lagrangian framework and when considering error bounds. Building upon these characterizations, a local convergence analysis is delineated for a recently developed augmented Lagrangian method, deriving rates of convergence in the fully nonconvex setting.

A Bregman proximal subgradient algorithm for nonconvex and nonsmooth fractional optimization problems

In this paper, we study a class of nonconvex and nonsmooth fractional optimization problem, where the numerator of which is the sum of a nonsmooth and nonconvex function and a relative smooth nonconvex function, while the denominator is relative weakly convex nonsmooth function. We propose a Bregman proximal subgradient algorithm for solving this type of fractional optimization problems. Under moderate conditions, we prove that the subsequence generated by the proposed algorithm converges to a critical point, and the generated sequence globally converges to a critical point when the objective function satisfies the Kurdyka-Łojasiewicz property. We also obtain the convergence rate of the proposed algorithm. Finally, two numerical experiments illustrate the effectiveness and superiority of the algorithm. Our results give a positive answer to an open problem proposed by Bot et al. [14].

Fragmentation of colliding liquid rims

We present direct numerical simulations of the splashing process between two cylindrical liquid rims. This belongs to a class of impact and collision problems with a wide range of applications in science and engineering, and motivated here by splashing of breaking ocean waves. Interfacial perturbations with a truncated white noise frequency profile are introduced to the rims before their collision, whose subsequent morphological development is simulated by solving the two-phase incompressible Navier–Stokes equation with the adaptive mesh refinement technique, within the Basilisk software environment. We first derive analytical solutions predicting the unsteady interfacial and velocity profiles of the expanding sheet forming between the two rims, and develop scaling laws for the evolution of the lamella rim under capillary deceleration. We then analyse the formation and growth of transverse ligaments ejected from the lamella rims, which we find to originate from the initial corrugated geometry of the perturbed rim surface. Novel scaling models are proposed for predicting the decay of the ligament number density due to the ongoing ligament merging phenomenon, and found to agree well with the numerical results presented here. The role of the mechanism in breaking waves is discussed further and necessary next steps in the problem are identified.

R-linear and strong convergence of Tseng methods for solving certain split and non-split problems

In the recent past, authors have fondly assumed the co-coercive condition for solving certain class of split inverse problems. Recently, some attempts have been made to relax this very strict condition, however, only few results exists in literature in such case. In this paper, we present some new Mann-type Tseng methods for solving split monotone variational inclusion and common fixed point problems for a finite collection of quasi-pseudocontractive operators. We prove strong convergence and R − linear convergence rate results of our methods, while the co-coerciveness property is dispensed with. Our methods incorporate the relaxation, inertial extrapolation and self-adaptive step size techniques to achieve better performance and faster convergence. With the aid of relevant numerical experiments, we showcase the performance profile of our methods in comparison with recent methods in literature.

Parameter-setting heuristic for the quantum alternating operator ansatz

The quantum alternating operator ansatz (QAOA) is a generalized approach for solving challenging optimization problems that builds on the alternating structure of the quantum approximate optimization algorithm. Finding high-quality parameters efficiently for QAOA remains a major challenge in practice. In this work, we introduce a classical strategy for parameter setting, suitable for cases in which the number of distinct cost values grows only polynomially with the problem size, such as is common for constraint-satisfaction problems. The crux of our strategy is that we replace the cost function expectation value step of QAOA with a classical model that can be efficiently evaluated classically and has parameters which play an analogous role to the QAOA parameters. This model is based on empirical observations that, in some QAOA states, variable configurations with the same cost have the same amplitudes from step to step. We define this class of states as homogeneous states. For problems with particular symmetries, QAOA states are guaranteed to be homogeneous. More generally, high overlaps between QAOA states and homogeneous states have been empirically observed in a number of settings. Building on this idea, we define a classical homogeneous proxy for QAOA in which this property holds exactly and which yields information describing both states and expectation values. We then classically determine high-quality parameters for this proxy and then use these parameters in QAOA, an approach we label the homogeneous heuristic for parameter setting. We numerically examine this heuristic for MaxCut on unweighted Erdős-Rényi random graphs. For up to three QAOA levels we demonstrate that the heuristic is easily able to find parameters that match approximation ratios corresponding to previously found globally optimized approaches. For levels up to 20 we obtain parameters using our heuristic with approximation ratios monotonically increasing with depth, while a strategy that uses parameter transfer instead fails to converge with comparable classical resources. These results suggest that our heuristic may find good parameters in regimes that are intractable with noisy intermediate-scale quantum devices. Finally, we outline how our heuristic may be applied to wider classes of problems. Published by the American Physical Society 2024

Sufficiency of -cyclical monotonicity in a class of multi-marginal optimal transport problems

Abstract $c$ -cyclical monotonicity is the most important optimality condition for an optimal transport plan. While the proof of necessity is relatively easy, the proof of sufficiency is often more difficult or even elusive. We present here a new approach, and we show how known results are derived in this new framework and how this approach allows to prove sufficiency in situations previously not treatable.

Initial Value Problem for Hybrid Improved Conformable Fractional Differential Equations with Retardation and Anticipation

This manuscript is devoted to proving some results concerning the existence of solutions for a class of initial value problem for nonlinear implicit fractional Hybrid differential equations and improved conformable fractional derivative. The result is based on a fixed point theorem due to Dhage. Further, an example is provided for the justification of our main result.

Interatomic Interaction Models for Magnetic Materials: Recent Advances

Abstract Atomistic modeling is a widely employed theoretical method of computational materials science. It has found particular utility in the study of magnetic materials. Initially, magnetic empirical interatomic potentials or spin-polarized density functional theory (DFT) served as the primary models for describing interatomic interactions in atomistic simulations of magnetic systems. Furthermore, in recent years, a new class of interatomic potentials known as magnetic machine-learning interatomic potentials (magnetic MLIPs) has emerged. These MLIPs combine the computational efficiency, in terms of CPU time, of empirical potentials with the accuracy of DFT calculations. In this review, our focus lies on providing a comprehensive summary of the interatomic interaction models developed specifically for investigating magnetic materials. We also delve into the various problem classes to which these models can be applied. Finally, we offer insights into the future prospects of interatomic interaction model development for the exploration of magnetic materials.

A line search technique for a class of multi-objective optimization problems using subgradient

A line search technique for a class of multi-objective optimization problems using subgradient