Italian FIRB Project on
 Parallel Algorithms and Numerical Nonlinear Optimization

Third year research advances


Research activities
  1. Perturbed dumped Newton and SQP-IP methods for discretized optimal control problems  [description]
  2. Variable projection methods: a success approach for SVMs and large-scale simply contrained QP  [description]
  3. Adaptive diagonal space-filling curves: linking geometric Lipschitz and Bayesian approaches for non-differentiable global optimization.  [description]
  4. Symbolic calculus and parallel computing for error propagation automatic control  [description]
  5. Parallel domain decomposition techniques for space-variant blurred images restoration  [description]
  6. A parallel computing approach to dynamic magnetic  resonance imaging  [description]


Research Advances

Note: due to an excessive delay of the Italian University and Research Ministry (MIUR) in providing the funds, the project activities are slowed. Thus an extension of 12 months of the project has been requested and obtained.


Perturbed dumped Newton and SQP-IP methods for discretized optimal control problems

Researchers. V. Ruggiero, S. Bonettini, F. Tinti.

Advances. For the nonlinear systems of equations with restriction on the sign of the variables, arising from NLP problems, all the theoretical and numerical results on the inexact IP methods have been collected by the research group [BGR-06]. In [BR-05] various iterative solvers of the inner linear KKT system (Hestenes, preconditioned conjugate gradient with indefinite blocks preconditioner combined with regularization techniques) have been analyzed.
For the numerical solution of the Variational Inequalities (VI), a semismooth Newton scheme is proposed in combination with iterative inner solvers with adaptive stopping rule; this approach leads to a converging inexact semismooth Newton method. In this scheme, for large-scale, sparse problems the LSQR method with an incomplete LU block preconditioner can be used. In this case, only submatrices with reduced size have to be factorized directly [RT-06].

[Top]


Variable projection methods: a successful approach to SVMs and large-scale simply constrained QP

Researchers. L. Zanni, G. Zanghirati.

Advances. In the machine learning context, new decomposition techniques based on the projected gradient methods for the SVMs have been developed. The effectiveness of the new algorithms for the projection on the feasible region consisting in one linear equality constraint and box constraints have been studied. These algorithms have been evaluated in the class of projected gradient methods, in serial as well as in parallel environments [SZZ-05b, Z-06], and they have been employed in a new parallel version of the decomposition software gpdt (dm.unife.it/gpdt).

[Top]


Adaptive diagonal space-filling curves: linking geometric  Lipschitz and Bayesian approaches for non-differentiable global optimization

Researchers. Ya. D. Sergeyev, D. Lera, D. Kvasov.

Advances. The design of algorithms for the global constrained optimization where the object function and the constraints are "block-box" multiextremal Lipschitz functions, not necessarily differentiable, has been developed. In [S-06a, SKK-07b] unidimensional problems with nondifferentiable multiextremal constraints with a feasible region given by nonconvex disjoint subregions have been considered. For the index scheme methods, support functions without additional variables and penalty coefficients have been proposed. In [SK-06, SK-04], for multidimensional problems with box constraints, a new technique for the estimation of the Lipschitz constant and for the partitioning of the research domain, with a different balancing the local and global phases in the optimum search have been employed. The global optimization techniques have been employed to the solution of a practical problem arising from the control theory [CPS-06].

[Top]

 Symbolic calculus and parallel computing for error propagation automatic control

Researchers. G. Spaletta.

Advances. In the Mathematica framework, functionalities for the derivation and the analysis of numerical solvers both for differential equations and for medical and astronomic data approximation have been carried out [SC-05, SC-06]. For both the problems types, a suitable accuracy is required for the obtained approximation, maintaining the qualitative characteristics of the solution with a low computational cost. The possibility of using a variable precision, as for example with the Significant Arithmetics, becomes very important [SS-05a].

[Top]

 Parallel domain decomposition techniques for space-variant blurred images restoration

Researchers. F. Zama, E. Loli Piccolomini, G. Landi.

Advances. In [LZ-06] a method based on the active set has been introduced for determining the regularized Tikhonov solutions with positivity constraints on the solutions. This method showed to be effective in the removing of the oscillations which are characteristics of the solution regularized with the Tikhonov method. Even if this method is suitable for medium size problems, the computational cost can be reduced by inexactly solving the subproblems, in order to obtain regularized solutions of good quality. In [MRSZ-06] an heuristic stopping criterion based on the norm of the difference of two successive solutions is introduced for the truncation of the iteration of the bidiagonalization Lanczos method in the computation of the regularized solution of a least square problem. Furthermore, it is shown how such criterion could be used for determining a search interval of the corner for the L-curve.

 A parallel computing approach to dynamic magnetic  resonance imaging

Researchers. F. Zama, E. Loli Piccolomini, G. Landi.

Advances. In [LLZ-05] a reconstruction algorithm for the RNM representing the signal by means of the B-spline functions is proposed. The algorithm requires to solve many ill-conditioned subproblems of small size. Between different regularization schemes, truncation criteria of the conjugate gradient iteration are examined. These criteria are based on the residual and solution norm.

 

 




Status: completed.
Info: g.zanghirati@unife.it

 Last updated: 15/3/2007.