A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the εk-global minimization of the Augmented Lagrangian with simple constraints, where εk → ε. Global convergence to an ε-global minimizer of the original problem is proved. The subproblems are solved using the αBB method. Numerical experiments are presented.

... these new methods, we develop a prototype, called Novel (Nonlinear Optimization Via External Lead), that solves nonlinear constrained and unconstrained problems in a unified framework. We show experimental results in applying Novel to solve nonlinear optimization problems, including (a) the learning of feedforward neural networks, (b) the design of quadrature-mirror-filter digital filter banks, (c) the satisfiability problem, (d) the maximum satisfiability problem, and (e) the design of multiplierless quadrature-mirror-filter digital filter banks. Our method achieves better solutions than existing methods, or achieves solutions of the same quality but at a lower cost.

Summary. Mathematical programming is a language for describing optimization problems; it is based on parameters, decision variables, objective function(s) subject to various types of constraints. The present treatment is concerned with the case when objective(s) and constraints are algebraic mathematical expressions of the parameters and decision variables, and therefore excludes optimization of black-box functions. A reformulation of a mathematical program P is a mathematical program Q obtained from P via symbolic transformations applied to the sets of variables, objectives and constraints. We present a survey of existing reformulations interpreted along these lines, some example applications, and describe the implementation of a software framework for reformulation and optimization. 1

This paper presents a systematic approach to quantifying the effectiveness of compliant grasps and fixtures of an object. The approach is physically motivated and applies to the grasping of 2D and 3D objects by any number of fingers. The approach is based on a characterization of the frame-invariant features of a grasp or fixture stiffness matrix. In particular, we define a set of frame-invariant characteristic stiffness parameters, and provide physical and geometric interpretation for these parameters. Using a physically meaningful scheme to make the rotational and translational stiffness parameters comparable, we define a frame-invariant quality measure, which we call the stiffness quality measure. An example of a frictional grasp illustrates the effectiveness of the quality measure. We then consider the optimal grasping of frictionless polygonal objects by three and four fingers. Such frictionless grasps are useful in high-load fixturing applications, and their relative simplicity allows ...

We describe a nonnegative variant of the ”Sparse PCA ” problem. The goal is to create a low dimensional representation from a collection of points which on the one hand maximizes the variance of the projected points and on the other uses only parts of the original coordinates, and thereby creating a sparse representation. What distinguishes our problem from other Sparse PCA formulations is that the projection involves only nonnegative weights of the original coordinates — a desired quality in various fields, including economics, bioinformatics and computer vision. Adding nonnegativity contributes to sparseness, where it enforces a partitioning of the original coordinates among the new axes. We describe a simple yet efficient iterative coordinate-descent type of scheme which converges to a local optimum of our optimization criteria, giving good results on large real world datasets. 1

. This paper presents an overview of the deterministic global optimization approaches and their applications in the areas of Process Design, Control, and Computational Chemistry. The focus is on (i) decomposition-based primal dual methods, (ii) methods for generalized geometric programming problems, and (iii) global optimization methods for general nonlinear programming problems. The classes of mathematical problems that are addressed range from indefinite quadratic programming to concave programs, to quadratically constrained problems, to polynomials, to general twice continuously differentiable nonlinear optimization problems. For the majority of the presented methods nondistributed global optimization approaches are discussed with the exception of decomposition-based methods where a distributed global optimization approach is presented. 1. Background. A significant effort has been expended in the last five decades toward theoretical and algorithmic studies of applications that arise...

Many engineering optimization problems can be formulated as nonconvex nonlinear programming problems (NLPs) involving a nonlinear objective function subject to nonlinear constraints. Such problems may exhibit more than one locally optimal point. However, one is often solely or primarily interested in determining the globally optimal point. This thesis is concerned with techniques for establishing such global optima using spatial Branch-and-Bound (sBB) algorithms.

Abstract. This paper presents a duality theory for solving concave minimization problem and nonconvex quadratic programming problem subjected to nonlinear inequality constraints. By use of the canonical dual transformation developed recently, two canonical dual problems are formulated, respectively. These two dual problems are perfectly dual to the primal problems with zero duality gap. It is proved that the sufficient conditions for global minimizers and local extrema (both minima and maxima) are controlled by the triality theory discovered recently [5]. This triality theory can be used to develop certain useful primal-dual methods for solving difficult nonconvex minimization problems. Results shown that the difficult quadratic minimization problem with quadratic constraint can be converted into a one-dimensional dual problem, which can be solved completely to obtain all KKT points and global minimizer. 1. Concave Minimization Problem and Parametrization. The concave minimization problem to be discussed in this paper is denoted as the primal problem ((P) in short)

Abstract. By using the canonical dual transformation developed recently, we derive a pair of canonical dual problems for 0-1 quadratic programming problems in both minimization and maximization form. Regardless convexity, when the canonical duals are solvable, no duality gap exists between the primal and corresponding dual problems. Both global and local optimality conditions are given. An algorithm is presented for finding global minimizers, even when the primal objective function is not convex. Examples are included to illustrate this new approach.

. The feasibility problem for constant scaling in output feedback control is considered. This is an inherently difficult problem [20, 21] since the set of feasible solutions is nonconvex and may be disconnected. Nevertheless, we show that this problem can be reduced to the global maximization of a concave function over a convex set, or alternatively, to the global minimization of a convex program with an additional reverse convex constraint. Thus this feasiblity problem belongs to the realm of d.c. optimization [14, 15, 32, 33], a new field which has recently emerged as an active promising research direction in nonconvex global optimization. By exploiting the specific d.c. structure of the problem, several algorithms are proposed which at every iteration require solving only either convex or linear subproblems. Analogous algorithms with new characterizations are proposed for the Bilinear Matrix Inequality (BMI) feasibility problem. 1 Introduction Consider the system given by Fig.1, ...