Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 40 for “"Trust Region"”.
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New Trust Region SQP Methods for Continuous and Integer Optimization
… To obtain global convergence, techniques of trust region methods are employed by the new algorithms. The first version of an algorithm for MINLPs presented in this thesis employs the Linf-penalty function as merit function. Applying this penalty function might lead to a slow convergence. The …
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Adaptive sampling trust-region methods for derivative-based and derivative-free simulation optimization problems
… ASTRO, which is an adaptive sampling based trust-region optimization method where a stochastic local model is constructed, optimized, and updated iteratively. ASTRO is a derivative-based algorithm and provides almost sure convergence to a first-order critical point with good practical …
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Location of stable and unstable equilibrium configurations using a model trust region quasi-Newton method and tunnelling
A hybrid method consists of a quasi-Newton method and a homotopy method for locating multiple equilibrium configurations has been proposed recently. The hybrid method combined the efficiency of a quasi-Newton method capable of locating stable and unstable equilibrium solutions with a robust …
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Ein Verfahren der sequentiellen, konvexen Optimierung mit kombinierter Trust-Region- und Moving-Asymptotes-Stabilisierung zur Lösung nichtlinearer, restringierter Optimierungsprobleme
… "Method of Moving Asymptotes" (MMA) mit einer Trust-Region-Strategie kombiniert. Als Trust-Region für diese Methode wird das Gebiet zwischen den MMA-Asymptoten abzüglich einem festen Sicherheitsabstand definiert, um die Beschränktheit der Approximationen zu gewährleisten. Die Asymptoten, die …
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Glättungsverfahren für semidefinite Programme
… (Schrittweitenbestimmung, Trust-Region-Ansatz) untersucht. Für das betrachtete Prädiktor-Korrektor-Verfahren und das Trust-Region-Verfahren wird lokal superlineare Konvergenz unter strikter Komplementarität und Nichtdegeneriertheit gezeigt. Die theoretische Untersuchung …
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Derivative-Free Methods for High-Dimensional Optimization with Application to Centrifugal Pump Design
… the effective problem dimension by combining trust region methodologies with dimension reduction techniques. In particular, surrogate models over a few linear combinations of the problem inputs are constructed and subsequently optimized in a trust region subproblem. These ridge functions …
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Data Driven Surrogate Based Optimization in the Problem Solving Environment WBCSim
… based optimization algorithm that uses a trust region based sequential approximate optimization (SAO) framework and a statistical sampling approach based on design of experiment (DOE) arrays. The algorithm is implemented using techniques from the two packages SURFPACK and SHEPPACK that …
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Optimal reservoir management using adaptive reduced-order models
… boundary conditions training runs), we apply a trust-region approach that provides an adaptive framework to systemically retrain and update ROMs utilizing new solutions (flow) characteristics revealed during the course of the optimization run. The adaptive framework for determining the optimal …
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Scaling rank-one updating formula and its application in unconstrained optimization
… are also discussed, for example, the trust region step, the descent direction with supermemory and. the detection of large residual in nonlinear least squares problems. The thesis consists of two parts. The first part gives a brief survey of unconstrained optimization. It contains four …
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Scaling rank-one updating formula and its application in unconstrained optimization
… are also discussed, for example, the trust region step, the descent direction with supermemory and. the detection of large residual in nonlinear least squares problems. The thesis consists of two parts. The first part gives a brief survey of unconstrained optimization. It contains four …
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A certified reduced basis approach to PDE-constrained optimization
… RB offline/online decomposition and use a trust region framework to adaptiviely build the RB model along the optimization trajectory only. Novel a posteriori error bounds on the RB cost and cost gradient for quadratic cost functionals (e.g., least squares) are presented, and used to …
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A novel optimization formulation for the direct computation of the voltage collapse point
… using a robust scheme known as the Dog-leg Trust Region. This technique is mainly characterized by its reliability and fast convergence as it makes advantage of the merits of classical optimization techniques and gets rid of their limitations. The proposed method was examined on several test …
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Impact of Discretization Techniques on Nonlinear Model Reduction and Analysis of the Structure of the POD Basis
… Problems. To this end, the ROM is embedded in a Trust Region Framework and the convergence results of Arian et al. (2000) is extended to POD-DEIM. Based on the convergence theorem and the results of the numerical studies, the emphasis is on implementation strategies for numerical speedup.
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On the Effect of Numerical Noise in Simulation-Based Optimization
… The two flow problems are optimized with a trust region optimization algorithm using both sets of gradient calculations. Optimization results are also compared, and the CSE gradient approximation yields impressive results for these examples.
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DEEP REINFORCEMENT LEARNING FOR BUILDING ENERGY MANAGEMENT
… algorithm with an actor-critic framework and Trust Region Policy, to control a thermal energy storage scheduling problem in a continuous state-action space with stochastic electric generation. To this end, two main steps are carried out in this thesis. First, the PPO algorithm is trained on a …
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Optimization of force fields for molecular dynamics
… data. In particular, we show that the Newton Trust-Region protocol allows for accurate and robust optimization. POP is illustrated for a toy problem of alanine dipeptide and is applied to folding of the peptide WAAAH. The helix fraction is highly sensitive to the potential parameters while the …
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MULTI-MODEL ALGORITHMS FOR OPTIMIZATION (TRUST REGIONS, NONLINEAR LEAST SQUARES, SECANT, HYBRID METHODS, MODEL SWITCHING)
… to the exact value of the Hessian). We present a trust region formulation for multi-model methods which allows the efficient incorporation of an arbitrary number of models. Global convergence can be shown for three classes of algorithms under different assumptions on the models. First, essentially …
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Computational Tools for Molecular Networks in Biological Systems
… estimation and ODRPACK is used to perform (a trust region Levenberg-Marquardt based) local estimation of rate constants. One such transformation performed on the ODE solutions determines the value of the steady state of the ODE solutions. A new algorithm was developed that finds all steady …
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Nondifferentiable Optimization of Lagrangian Dual Formulations for Linear Programs with Recovery of Primal Solutions
… design a novel algorithm, called the <i>Trust Region Target Value</i> (TRTV) method, in which a trust region is constructed in the dual space, and its center and size are adjusted in a manner that eventually induces a dual optimum to lie at the center of the hypercube trust region. A …
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The sensitivity equation method for optimal design
… optimal design problems. The SEM couples a trust-region/quasi-Newton optimization algorithm with gradient information provided by apprOXimately solving the sensitivity equation for (design) sensitivities. The sensitivity equation is (in the problems considered here) a partial differential …
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