arrow
Return

Tensor train solution to uncertain optimization problems with shared sparsity penalty

delete2025-12-01
delete0
delete
OA
AI
H
Harbir Antil *
S
Sergey Dolgov
A
Akwum Onwunta
DOI:10.1007/s11081-025-10036-7delete
deleteOriginal
deleteShare
deleteSave
View PDF
Abstract

Abstract

En 中文
We develop both first and second order numerical optimization methods to solve non-smooth optimization problems featuring a shared sparsity penalty, constrained by differential equations with uncertainty. To alleviate the curse of dimensionality we use tensor product approximations. To handle the non-smoothness of the objective function we employ a smoothed version of the shared sparsity objective. We consider both a benchmark elliptic PDE constraint, and a more realistic topology optimization problem in engineering. We demonstrate that the error converges linearly in iterations and the smoothing parameter, and faster than algebraically in the number of degrees of freedom, consisting of the number of quadrature points in one variable and tensor ranks. Moreover, in the topology optimization problem, the smoothed shared sparsity penalty actually reduces the tensor ranks compared to the unpenalised solution. This enables us to find a sparse high-resolution design under a high-dimensional uncertainty.
Keywords:
Shared sparsity
Nonsmooth regularization
Penalization
Smoothing
Tensor train
Topology optimization
AI Summary

AI Summary

Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.

Journal

O
Optimization and Engineering
IF:
1.7
Papers:
75
Citations:
0

Organization

U
university of bath
Scholars:
1.1W
Papers: 1.3W
Citations: 13
G
george mason university
Scholars:
1.2K
Papers: 651
Citations: 0
L
lehigh university
Scholars:
222
Papers: 118
Citations: 0
researcher View more organizations
Cited Papers

Cited Papers

SPECTRAL TENSOR-TRAIN DECOMPOSITION
err2016-01-01
err87
errOAAI
errBigoni, Daniele; Engsig-Karup, Allan P.; Marzouk, Youssef M.
errShare
errSave
errShare
errSave
errShare
errSave
researcher View more