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This paper introduces an efficient second-order method for solving the elastic net problem. Its key innovation is a computationally efficient technique for injecting curvature information in the optimization process which admits a strong…

Optimization and Control · Mathematics 2019-01-25 Vien V. Mai , Mikael Johansson

In this paper we consider a method of solving optimal stopping problems in discrete and continuous time based on their dual representation. A novel and generic simulation-based optimization algorithm not involving nested simulations is…

Probability · Mathematics 2013-09-10 Denis Belomestny

We consider the differentiation of the value function for parametric optimization problems. Such problems are ubiquitous in Machine Learning applications such as structured support vector machines, matrix factorization and min-min or…

Optimization and Control · Mathematics 2020-12-29 Sheheryar Mehmood , Peter Ochs

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

This article develops a duality principle applicable to a large class of variational problems. Firstly, we apply the results to a Ginzburg-Landau type model. In a second step, we develop another duality principle and related primal dual…

Optimization and Control · Mathematics 2018-01-18 Fabio Botelho

It is well known that the solution of topology optimization problems may be affected both by the geometric properties of the computational mesh, which can steer the minimization process towards local (and non-physical) minima, and by the…

Numerical Analysis · Mathematics 2016-12-28 Paola F. Antonietti , Matteo Bruggi , Simone Scacchi , Marco Verani

Wide variety of engineering design tasks can be formulated as constrained optimization problems where the shape and topology of the domain are optimized to reduce costs while satisfying certain constraints. Several mathematical approaches…

Optimization and Control · Mathematics 2015-03-10 Igor Ostanin , Denis Zorin , Ivan Oseledets

We investigate a fixed domain approach in shape optimization, using a regularization of the Heaviside function both in the cost functional and in the state system. We consider the compliance minimization problem in linear elasticity, a well…

Optimization and Control · Mathematics 2020-04-07 Cornel Marius Murea , Dan Tiba

We study the convex duality method for robust utility maximization in the presence of a random endowment. When the underlying price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true for a…

Computational Finance · Quantitative Finance 2015-03-17 Keita Owari

This paper presents a method for simultaneous optimization of the outer shape and internal topology of aircraft wings, with the objective of minimizing drag subject to lift and compliance constraints for multiple load cases. The physics are…

Computational Engineering, Finance, and Science · Computer Science 2023-05-01 Lukas C. Høghøj , Cian Conlan-Smith , Ole Sigmund , Casper Schousboe Andreasen

We propose a solution strategy for a multimaterial minimum compliance topology optimization problem, which consists in finding the optimal allocation of a finite number of candidate (possibly anisotropic) materials inside a reference…

Numerical Analysis · Mathematics 2018-07-04 Francesco Regazzoni , Nicola Parolini , Marco Verani

Generalized polyhedral convex optimization problems in locally convex Hausdorff topological vector spaces are studied systematically in this paper. We establish solution existence theorems, necessary and sufficient optimality conditions,…

Optimization and Control · Mathematics 2017-10-02 Nguyen Ngoc Luan , Jen-Chih Yao

Topology optimization of natural convection problems is computationally expensive, due to the large number of degrees of freedom (DOFs) in the model and its two-way coupled nature. Herein, a method is presented to reduce the computational…

Computational Engineering, Finance, and Science · Computer Science 2019-02-20 Janus Asmussen , Joe Alexandersen , Ole Sigmund , Casper Schousboe Andreasen

A finite element based computational scheme is developed and employed to assess a duality based variational approach to the solution of the linear heat and transport PDE in one space dimension and time, and the nonlinear system of ODEs of…

Numerical Analysis · Mathematics 2023-10-10 Uditnarayan Kouskiya , Amit Acharya

Topology optimization is computationally demanding that requires the assembly and solution to a finite element problem for each material distribution hypothesis. As a complementary alternative to the traditional physics-based topology…

Machine Learning · Computer Science 2018-08-23 Saurabh Banga , Harsh Gehani , Sanket Bhilare , Sagar Patel , Levent Kara

Topology optimization (TopOpt) is a mathematical-driven design procedure to realize optimal material architectures. This procedure is often used to automate the design of devices involving flow through porous media, such as micro-fluidic…

Numerical Analysis · Mathematics 2021-06-01 T. Phatak , K. B. Nakshatrala

Inverse design of morphing slender structures with programmable curvature has significant applications in various engineering fields. Most existing studies formulate it as an optimization problem, which requires repeatedly solving the…

Soft Condensed Matter · Physics 2025-08-28 JiaHao Li , Weicheng Huang , YinBo Zhu , Luxia Yu , Xiaohao Sun , Mingchao Liu , HengAn Wu

This paper proposes a topology optimization method that considers the geometric constraint of no closed cavities to improve the effectiveness of additive manufacturing based on the fictitious physical model approach. First, the basic…

Software Engineering · Computer Science 2022-02-10 Takayuki Yamada , Yuki Noguchi

The topological derivative represents the sensitivity of a domain-dependent functional with respect to a local perturbation of the domain and is a valuable tool in topology optimization. Motivated by an application from electrical…

Optimization and Control · Mathematics 2020-01-24 Peter Gangl , Samuel Amstutz

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres