1. Introduction
In this section we establish a dual formulation for a large class of models in non-convex optimization.
The main duality principle is applied to double well models similar as those found in the phase transition theory.
Such results are based on the works of J.J. Telega and W.R. Bielski [
2,
3,
13,
14] and on a D.C. optimization approach developed in Toland [
15].
About the other references, details on the Sobolev spaces involved are found in [
1]. Related results on convex analysis and duality theory are addressed in [
5,
6,
7,
9,
12].
Finally, in this text we adopt the standard Einstein convention of summing up repeated indices, unless otherwise indicated.
In order to clarify the notation, here we introduce the definition of topological dual space.
Definition 1.1 (Topological dual spaces).
Let U be a Banach space. We shall define its dual topological space, as the set of all linear continuous functionals defined on U. We suppose such a dual space of U, may be represented by another Banach space , through a bilinear form (here we are referring to standard representations of dual spaces of Sobolev and Lebesgue spaces). Thus, given linear and continuous, we assume the existence of a unique such that
The norm of f , denoted by , is defined as
At this point we start to describe the primal and dual variational formulations.
2. A general duality principle non-convex optimization
In this section we present a duality principle applicable to a model in phase transition.
This case corresponds to the vectorial one in the calculus of variations.
Let be an open, bounded, connected set with a regular (Lipschitzian) boundary denoted by
Consider a functional
where
and where
and
We assume there exists
such that
Moreover, suppose F and G are Fréchet differentiable but not necessarily convex. A global optimum point may not be attained for J so that the problem of finding a global minimum for J may not be a solution.
Anyway, one question remains, how the minimizing sequences behave close the infimum of J.
We intend to use duality theory to approximately solve such a global optimization problem.
Denoting
,
,
,
at this point we define,
,
,
,
and
by
and
and
Define now
,
Observe that
.
Here we assume are large enough so that and are convex.
Hence, from the general results in [
15], we may infer that
On the other hand
where
refers to a standard quasi-convex regularization of
J.
From these last two results we may obtain
Moreover, from standards results on convex analysis, we may have
where
and
Thus, defining
we have got
This last variational formulation corresponds to a concave relaxed formulation in concerning the original primal formulation.
3. Another duality principle for a simpler related model in phase transition with a respective numerical example
In this section we present another duality principle for a related model in phase transition.
Let
and consider a functional
where
and where
and
A global optimum point is not attained for J so that the problem of finding a global minimum for J has no solution.
Anyway, one question remains, how the minimizing sequences behave close the infimum of J.
We intend to use duality theory to approximately solve such a global optimization problem.
Denoting
, at this point we define,
and
by
and
Observe
where
refers to a quasi-convex regularization of
We define also
and
by
and
Observe that if is large enough, both and G are convex.
Denoting
we also define the polar functional
by
With such results in mind, we define a relaxed primal dual variational formulation for the primal problem, represented by
, where
Having defined such a functional, we may obtain numerical results by solving a sequence of convex auxiliary sub-problems, through the following algorithm.
Set and and
Choose such that and
Set
Calculate
solution of the system of equations:
and
that is
and
so that
and
Calculate
by solving the system of equations:
and
that is
and
If , then stop, else set and go to item d.
For the case in which
, we have obtained numerical results for
and
. For such a concerning solution
obtained, please see
Figure 1. For the case in which
, we have obtained numerical results for
and
. For such a concerning solution
obtained, please see
Figure 2.
Remark 3.1. Observe that the solutions obtained are approximate critical points. They are not, in a classical sense, the global solutions for the related optimization problems. Indeed, such solutions reflect the average behavior of weak cluster points for concerning minimizing sequences.
4. A convex dual variational formulation for a third similar model
In this section we present another duality principle for a third related model in phase transition.
Let
and consider a functional
where
and where
and
A global optimum point is not attained for J so that the problem of finding a global minimum for J has no solution.
Anyway, one question remains, how the minimizing sequences behave close to the infimum of J.
We intend to use the duality theory to solve such a global optimization problem in an appropriate sense to be specified.
At this point we define,
and
by
and
Denoting
we also define the polar functional
and
by
and
Observe this is the scalar case of the calculus of variations, so that from the standard results on convex analysis, we have
Indeed, from the direct method of the calculus of variations, the maximum for the dual formulation is attained at some .
Moreover, the corresponding solution
is obtained from the equation
Finally, the Euler-Lagrange equations for the dual problem stands for
We have computed the solutions and corresponding solutions for the cases in which and
For the solution
for the case in which
, please see
Figure 3.
For the solution
for the case in which
, please see
Figure 4.
Remark 4.1. Observe that such solutions obtained are not the global solutions for the related primal optimization problems. Indeed, such solutions reflect the average behavior of weak cluster points for concerning minimizing sequences.
4.1. The algorithm through which we have obtained the numerical results
In this subsection we present the software in MATLAB through which we have obtained the last numerical results.
This algorithm is for solving the concerning Euler-Lagrange equations for the dual problem, that is, for solving the equation
Here the concerning software in MATLAB. We emphasize to have used the smooth approximation
where a small value for
is specified in the next lines.
*************************************
clear all
(number of nodes)
-
-
-
(we have fixed the number of iterations)
-
-
-
-
-
********************************
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