Derivative-free optimization and filter methods to solve nonlinear constrained problems

In real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives, or the verification of their existence, is not necessary: the Direct Search Methods or Derivative-free Methods are one solution. When the problem has constraints, penalty functions are often used. Unfortunately the choice of the penalty parameters is, frequently, very difficult, because most strategies for choosing it are heuristics strategies. As an alternative to penalty function appeared the filter methods. A filter algorithm introduces a function that aggregates the constrained violations and constructs a biobjective problem. In this problem the step is accepted if it either reduces the objective function or the constrained violation. This implies that the filter methods are less parameter dependent than a penalty function. In this work, we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of the simplex method and filter methods. This method does not compute or approximate any derivatives, penalty constants or Lagrange multipliers. The basic idea of simplex filter algorithm is to construct an initial simplex and use the simplex to drive the search. We illustrate the behavior of our algorithm through some examples. The proposed methods were implemented in Java.

Direct-search penalty/barrier methods

In Nonlinear Optimization Penalty and Barrier Methods are normally used to solve Constrained Problems. There are several Penalty/Barrier Methods and they are used in several areas from Engineering to Economy, through Biology, Chemistry, Physics among others. In these areas it often appears Optimization Problems in which the involved functions (objective and constraints) are non-smooth and/or their derivatives are not know. In this work some Penalty/Barrier functions are tested and compared, using in the internal process, Derivative-free, namely Direct Search, methods. This work is a part of a bigger project involving the development of an Application Programming Interface, that implements several Optimization Methods, to be used in applications that need to solve constrained and/or unconstrained Nonlinear Optimization Problems. Besides the use of it in applied mathematics research it is also to be used in engineering software packages.

Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

Investigating Formative Assessment: Exploring the Impact on the Self-Efficacy and Motivation of Mathematics Students

This is a study of the implementation and impact of formative assessment strategies on the motivation and self-efficacy of secondary school mathematics students. An explanatory sequential mixed methods design was implemented where quantitative and qualitative data were collected and analyzed sequentially in 2 different phases. The first phase involved quantitative data from student questionnaires and the second phase involved qualitative data from individual student and teacher interviews. The findings of the study suggest that formative assessment is implemented in practice in diverse ways and is a process where the strategies are interconnected. Teachers experience difficulty in incorporating peer and self-assessment and perceive a need for exemplars. Key factors described as influencing implementation include teaching philosophies, interpretation of ministry documents, teachers’ experiences, leadership in administration and department, teacher collaboration, misconceptions of teachers, and student understanding of formative assessment. Findings suggest that overall, formative assessment positively impacts student motivation and self-efficacy, because feedback is provided which offers encouragement and recognition by highlighting the progress that has been made and what steps need to be taken to improve. However, students are impacted differently with some considerations including how students perceive mistakes and if they fear judgement. Additionally, the impact of formative assessment is influenced by the connection between self-efficacy and motivation, namely how well a student is doing is a source of both concepts.

Clique Irreducibility of Some Iterative Classes of Graphs

In this paper, two notions, the clique irreducibility and clique vertex irreducibility are discussed. A graph G is clique irreducible if every clique in G of size at least two, has an edge which does not lie in any other clique of G and it is clique vertex irreducible if every clique in G has a vertex which does not lie in any other clique of G. It is proved that L(G) is clique irreducible if and only if every triangle in G has a vertex of degree two. The conditions for the iterations of line graph, the Gallai graphs, the anti-Gallai graphs and its iterations to be clique irreducible and clique vertex irreducible are also obtained.

ON APPROXIMATION METHODS FOR UNBOUNDED OPERATORS

Department of Mathematics, Cochin University of Science and Technology

Studies of stability of fluid flowa using variational methods

The study of stability problems is relevant to the study of structure of a physical system. It 1S particularly important when it is not possible to probe into its interior and obtain information on its structure by a direct method. The thesis states about stability theory that has become of dominant importance in the study of dynamical systems. and has many applications in basic fields like meteorology, oceanography, astrophysics and geophysics- to mention few of them. The definition of stability was found useful 1n many situations, but inadequate in many others so that a host of other important concepts have been introduced in past many years which are more or less related to the first definition and to the common sense meaning of stability. In recent years the theoretical developments in the studies of instabilities and turbulence have been as profound as the developments in experimental methods. The study here Points to a new direction for stability studies based on Lagrangian formulation instead of the Hamiltonian formulation used by other authors.

The Navier-Stokes Equations with Particle Methods

The non-stationary nonlinear Navier-Stokes equations describe the motion of a viscous incompressible fluid flow for 0

Numerical Methods for Non-Stationary Stokes Flow

We consider a first order implicit time stepping procedure (Euler scheme) for the non-stationary Stokes equations in smoothly bounded domains of R3. Using energy estimates we can prove optimal convergence properties in the Sobolev spaces Hm(G) (m = 0;1;2) uniformly in time, provided that the solution of the Stokes equations has a certain degree of regularity. For the solution of the resulting Stokes resolvent boundary value problems we use a representation in form of hydrodynamical volume and boundary layer potentials, where the unknown source densities of the latter can be determined from uniquely solvable boundary integral equations’ systems. For the numerical computation of the potentials and the solution of the boundary integral equations a boundary element method of collocation type is used. Some simulations of a model problem are carried out and illustrate the efficiency of the method.

On Nonlinear Preconditioners in Newton-Krylov-Methods for Unsteady Flows

The application of nonlinear schemes like dual time stepping as preconditioners in matrix-free Newton-Krylov-solvers is considered and analyzed. We provide a novel formulation of the left preconditioned operator that says it is in fact linear in the matrix-free sense, but changes the Newton scheme. This allows to get some insight in the convergence properties of these schemes which are demonstrated through numerical results.

Discrimination between organically and conventionally grown winter wheat by means of holistic and selected analytical methods

Die Verordnung des Europäischen Rates (EC) 834/2007 erkennt das Recht des Konsumenten auf eine Entscheidung basierend auf vollständiger Information bezüglich der enthaltenen Zutaten im Produkt und deren Herkunft (Qualität der Verarbeitung). Die primäre Kennzeichnungsverordnung betont „organische“ Produktionsstandards ebenso wie die Notwendigkeit zur Kontrolle und Aufsicht. Jedoch ist zurzeit keine validierte Methode zur analytischen Diskriminierung zwischen „organischer“ und „konventioneller“ Herkunft von angebotenen Lebensmitteln verfügbar. Das Ziel der Dissertationsarbeit war die Überprüfung der Möglichkeit mit ausgewählten analytischen und holistischen Methoden zwischen organisch und konventionell angebautem Weizen objektiv zu unterscheiden. Dies beinhaltete die Bestimmung des Gesamtstickstoff (Protein) nach Dumas, zweidimensionale Fluoreszenzdifferenz Gelelektrophorese (2D DIGE) und die Kupferchloridkristallisation. Zusätzlich wurde die Anzahl der Körner pro Ähre (Kornzahl) bestimmt. Alle Bestimmungen wurden an rückverfolgbaren in den Jahren 2005 – 2007 in Belgien gesammelten Proben des Winterweizen (Triticum aestivum L. cv. Cubus) durchgeführt. Statistisch signifikante (p < 0.05) Unterschiede wurden innerhalb der untersuchten Probengruppen sowohl in der Kornzahl, dem Gesamtsticksoff (Eiweißgehalt), als auch in der Gesamtausbeute gefunden, wobei in den meisten Fällen die konventionellen Proben höhere Kornzahlen und Gesamtsticksoff (Eiweißgehalte) aufwiesen. Eine mit der 2D DIGE kompatible Probenvorbereitungsmethode für Winterweizen wurde entwickelt und auf einen internen Winterweizenstandard sowie die entsprechenden Proben angewendet. Die organischen Proben waren im Vergleich mit den konventionellen Gegenstücken in allen Fällen durch eine kleinere Anzahl von signifikant (p < 0.05) stärker exprimierten Proteinspots gekennzeichnet. Gewisse Tendenzen in Richtung der Bevorzugung bestimmter Regionen von stärker ausgeprägten Proteinspots auf aufeinanderfolgenden 2D Abbildungen in Abhängigkeit von der landwirtschaftlichen Methode konnten zwar beobachtet werden, jedoch konnte kein universelles Markerprotein zur Unterscheidung von konventionell und biologisch angebautem Winterweizen identifiziert werden. Die rechnergestützte Verarbeitung der digitalisierten Kristallisierungsbilder mittels multivariater statistischer Analyse und der Regression partieller kleinster Quadrate ermöglichte eine 100%ig korrekte Vorhersage der landwirtschaftlichen Methode unbekannter Proben sowie der Beschreibung der Kristallisierungsbilder. Diese Vorhersage bezieht sich nur auf den hier verwendeten Datensatz (Proben einer Sorte von drei Standorten über zwei Jahre) und kann nicht ohne weiteres übertragen (generalisiert) werden. Die Ergebnisse deuten an, dass die Quantifizierung der beschriebenen Parameter ein hohes Potential zur Lösung der gestellten Aufgabe besitzt.

Nichtüberlappende Gebietszerlegungsmethoden für lineare und quasilineare (monotone und nichtmonotone) Probleme

In dieser Arbeit werden nichtüberlappende Gebietszerlegungsmethoden einerseits hinsichtlich der zu lösenden Problemklassen verallgemeinert und andererseits in bisher nicht untersuchten Kontexten betrachtet. Dabei stehen funktionalanalytische Untersuchungen zur Wohldefiniertheit, eindeutigen Lösbarkeit und Konvergenz im Vordergrund. Im ersten Teil werden lineare elliptische Dirichlet-Randwertprobleme behandelt, wobei neben Problemen mit dominantem Hauptteil auch solche mit singulärer Störung desselben, wie konvektions- oder reaktionsdominante Probleme zugelassen sind. Der zweite Teil befasst sich mit (gleichmäßig) monotonen koerziven quasilinearen elliptischen Dirichlet-Randwertproblemen. In beiden Fällen wird das Lipschitz-Gebiet in endlich viele Lipschitz-Teilgebiete zerlegt, wobei insbesondere Kreuzungspunkte und Teilgebiete ohne Außenrand zugelassen sind. Anschließend werden Transmissionsprobleme mit frei wählbaren $L^{\infty}$-Parameterfunktionen hergeleitet, wobei die Konormalenableitungen als Funktionale auf geeigneten Funktionenräumen über den Teilrändern ($H_{00}^{1/2}(\Gamma)$) interpretiert werden. Die iterative Lösung dieser Transmissionsprobleme mit einem Ansatz von Deng führt auf eine Substrukturierungsmethode mit Robin-artigen Transmissionsbedingungen, bei der eine Auswertung der Konormalenableitungen aufgrund einer geschickten Aufdatierung der Robin-Daten nicht notwendig ist (insbesondere ist die bekannte Robin-Robin-Methode von Lions als Spezialfall enthalten). Die Konvergenz bezüglich einer partitionierten $H^1$-Norm wird für beide Problemklassen gezeigt. Dabei werden keine über $H^1$ hinausgehende Regularitätsforderungen an die Lösungen gestellt und die Gebiete müssen keine zusätzlichen Glattheitsvoraussetzungen erfüllen. Im letzten Kapitel werden nichtmonotone koerzive quasilineare Probleme untersucht, wobei das Zugrunde liegende Gebiet nur in zwei Lipschitz-Teilgebiete zerlegt sein soll. Das zugehörige nichtlineare Transmissionsproblem wird durch Kirchhoff-Transformation in lineare Teilprobleme mit nichtlinearen Kopplungsbedingungen überführt. Ein optimierungsbasierter Lösungsansatz, welcher einen geeigneten Abstand der rücktransformierten Dirichlet-Daten der linearen Teilprobleme auf den Teilrändern minimiert, führt auf ein optimales Kontrollproblem. Die dabei entstehenden regularisierten freien Minimierungsprobleme werden mit Hilfe eines Gradientenverfahrens unter minimalen Glattheitsforderungen an die Nichtlinearitäten gelöst. Unter zusätzlichen Glattheitsvoraussetzungen an die Nichtlinearitäten und weiteren technischen Voraussetzungen an die Lösung des quasilinearen Ausgangsproblems, kann zudem die quadratische Konvergenz des Newton-Verfahrens gesichert werden.

Numerical Methods for the Unsteady Compressible Navier-Stokes Equations

We consider numerical methods for the compressible time dependent Navier-Stokes equations, discussing the spatial discretization by Finite Volume and Discontinuous Galerkin methods, the time integration by time adaptive implicit Runge-Kutta and Rosenbrock methods and the solution of the appearing nonlinear and linear equations systems by preconditioned Jacobian-Free Newton-Krylov, as well as Multigrid methods. As applications, thermal Fluid structure interaction and other unsteady flow problems are considered. The text is aimed at both mathematicians and engineers.

Semi-algebraic methods for symbolic analysis of complex reaction networks

The identification of chemical mechanism that can exhibit oscillatory phenomena in reaction networks are currently of intense interest. In particular, the parametric question of the existence of Hopf bifurcations has gained increasing popularity due to its relation to the oscillatory behavior around the fixed points. However, the detection of oscillations in high-dimensional systems and systems with constraints by the available symbolic methods has proven to be difficult. The development of new efficient methods are therefore required to tackle the complexity caused by the high-dimensionality and non-linearity of these systems. In this thesis, we mainly present efficient algorithmic methods to detect Hopf bifurcation fixed points in (bio)-chemical reaction networks with symbolic rate constants, thereby yielding information about their oscillatory behavior of the networks. The methods use the representations of the systems on convex coordinates that arise from stoichiometric network analysis. One of the methods called HoCoQ reduces the problem of determining the existence of Hopf bifurcation fixed points to a first-order formula over the ordered field of the reals that can then be solved using computational-logic packages. The second method called HoCaT uses ideas from tropical geometry to formulate a more efficient method that is incomplete in theory but worked very well for the attempted high-dimensional models involving more than 20 chemical species. The instability of reaction networks may lead to the oscillatory behaviour. Therefore, we investigate some criterions for their stability using convex coordinates and quantifier elimination techniques. We also study Muldowney's extension of the classical Bendixson-Dulac criterion for excluding periodic orbits to higher dimensions for polynomial vector fields and we discuss the use of simple conservation constraints and the use of parametric constraints for describing simple convex polytopes on which periodic orbits can be excluded by Muldowney's criteria. All developed algorithms have been integrated into a common software framework called PoCaB (platform to explore bio- chemical reaction networks by algebraic methods) allowing for automated computation workflows from the problem descriptions. PoCaB also contains a database for the algebraic entities computed from the models of chemical reaction networks.