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Gabriele Eichfelder

Publications and source records attributed to Gabriele Eichfelder.

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Novel insights into Pareto fronts in multiobjective topology optimization and a comparative study of scalarization strategies

Topology optimization seeks structures that minimize an objective function subject to constraints. While extensive research has focused on single-objective formulations, design is usually a trade-off between conflicting criteria. This naturally leads topology optimization to the multiobjective optimization field. Unfortunately, despite their long coexistence, interaction between these fields has remained limited. This work aims to bridge this gap. First, we provide a theoretical comparison of two common scalarization techniques, the weighted-sum and $\varepsilon$-constraint method, to the established Pascoletti-Serafini scalarization. Then, we perform extensive bi-objective numerical experiments, including minimization of volume, compliance, maximum stress and dynamic compliance. For each experiment, the four scalarization methods are aggregated, often alongside design space sampling and continuation, to better resolve the Pareto front. The major contribution of this work is the observation that the Pareto front consists of segments belonging to local fronts. Contrary to the smooth, convex fronts often reported in the literature, we show that this property can lead to discontinuous and nonconvex fronts. Finally, we numerically compare the approximation quality of the scalarization methods. The numerical examples demonstrate the robustness of the Pascoletti-Serafini scalarization against fronts with pronounced discontinuities, nonconvexities and high-curvature regions. In contrast, the weighted-sum and $\varepsilon$-constraint methods can produce clustering and gaps, depending on the shape of the front.

math.OC

Objective-Function Free Multi-Objective Optimization: Rate of Convergence and Performance of an Adagrad-like algorithm

We propose an Adagrad-like algorithm for multi-objective unconstrained optimization that relies on the computation of a common descent direction only. Unlike classical local algorithms for multi-objective optimization, our approach does not rely on the dominance property to accept new iterates, which allows for a flexible and function-free optimization framework. New points are obtained using an adaptive stepsize that does not require neither knowledge of Lipschitz constants nor the use of line search procedures. The rate of convergence is analyzed and is shown to be $\mathcal{O}(1 / \sqrt{ k+1})$ with respect to the norm of the common descent direction. The method is extensively validated on a broad class of unconstrained multi-objective problems and simple multi-task learning instances, and compared against a first-order line search algorithm. Additionally, we present a preliminary study of the behavior under noisy multi-objective settings, highlighting the robustness of the method.

math.OC

Warm-starting outer approximation for parameterized convex MINLP

We address the challenge of efficiently solving parameterized sequences of convex Mixed-Integer Nonlinear Programming (MINLP) problems through warm-starting techniques. We focus on an outer approximation (OA) approach, for which we develop the theoretical foundation and present two warm-starting techniques for solving sequences of convex MINLPs. These types of problem sequences arise in several important applications, such as, multiobjective MINLPs using scalarization techniques, sparse linear regression, hybrid model predictive control, or simply in analyzing the impact of certain problem parameters. The main contribution of this paper is the mathematical analysis of the proposed warm-starting framework for OA-based algorithms, which shows that a simple adaptation of the linear relaxation from one problem to the next can greatly improve computational performance. In the case that the parameters depend linearly on the parameter, we prove under some assumptions that one of the proposed warm-starting techniques results in only one OA iteration to find an optimal solution and verify optimality. Numerical results demonstrate noticeable performance improvements compared to two common initialization approaches, and show that the warm-starting can also in practice result in a single iteration to converge for several problems in the sequences. Our methods are especially effective for problems where consecutive problems in the sequence are similar, and where the integer part of the optimal solutions remains constant for several problems in the sequence. The results show that it is possible, both in theory and practice, to perform warm-starting to significantly enhance the computational efficiency of solving parameterized convex MINLPs.

math.OC

Set-based Robust Optimization of Uncertain Multiobjective Problems via Epigraphical Reformulations

In this paper, we study a method for finding robust solutions to multiobjective optimization problems under uncertainty. We follow the set-based minmax approach for handling the uncertainties which leads to a certain set optimization problem with the strict upper type set relation. We introduce, under some assumptions, a reformulation using instead the strict lower type set relation without sacrificing the compactness property of the image sets. This allows to apply vectorization results to characterize the optimal solutions of these set optimization problems as optimal solutions of a multiobjective optimization problem. We end up with multiobjective semi-infinite problems which can then be studied with classical techniques from the literature.

math.OC

Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC

We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an algorithm and give performance guarantees for the resulting MPC closed loop system. Thereby, we significantly simplify the assumptions made in the literature so far by assuming strict dissipativity and the existence of a compatible terminal cost for one of the competing objective functions only. We give conditions which ensure asymptotic stability of the closed loop and, what is more, obtain performance estimates for all cost criteria. Numerical simulations on various instances illustrate our findings. The proposed algorithm requires the selection of an efficient solution in each iteration, thus we examine several selection rules and their impact on the results.

math.OC

A Vectorization Scheme for Nonconvex Set Optimization Problems

In this paper, we study a solution approach for set optimization problems with respect to the lower set less relation. This approach can serve as a base for numerically solving set optimization problems by using established solvers from multiobjective optimization. Our strategy consists of deriving a parametric family of multiobjective optimization problems whose optimal solution sets approximate, in a specific sense, that of the set-valued problem with arbitrary accuracy. We also examine particular classes of set-valued mappings for which the corresponding set optimization problem is equivalent to a multiobjective optimization problem in the generated family. Surprisingly, this includes set-valued mappings with a convex graph.

math.OC

An algorithm for computing Fréchet means on the sphere

For most optimisation methods an essential assumption is the vector space structure of the feasible set. This condition is not fulfilled if we consider optimisation problems over the sphere. We present an algorithm for solving a special global problem over the sphere, namely the determination of Fréchet means, which are points minimising the mean distance to a given set of points. The Branch and Bound method derived needs no further assumptions on the input data, but is able to cope with this objective function which is neither convex nor differentiable. The algorithm's performance is tested on simulated and real data.

stat.CO