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 [2,3,14,15] and on a D.C. optimization approach developed in Toland [16].
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 [5,6,7,9,13].
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.may be added if there are patents resulting from the work reported in this manuscript.
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 [16], 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.
- 1.
Set and and
- 2.
Choose such that and
- 3.
Set
- 4.
Calculate
solution of the system of equations:
and
that is
and
so that
and
- 5.
Calculate
by solving the system of equations:
and
that is
and
- 6.
If , then stop, else set and go to Item 4.
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
where
if
if
and
if
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)
-
-
-
-
-
5. 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
where
if
if
and
if
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 5.
For the solution
for the case in which
, please see
Figure 6.
Remark 5.1. 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.
5.1. 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)
-
-
-
-
-
6. An Improvement of the Convexity Conditions for a Non-Convex Related Model Through an Approximate Primal Dual Formulation
In this section we develop an approximate primal dual formulation suitable for a large class of variational models.
Here, the applications are for the Kirchhoff-Love plate model, which may be found in Ciarlet, [10].
At this point we start to describe the primal variational formulation.
Let be an open, bounded, connected set which represents the middle surface of a plate of thickness h. The boundary of , which is assumed to be regular (Lipschitzian), is denoted by . The vectorial basis related to the cartesian system is denoted by , where (in general Greek indices stand for 1 or 2), and where is the vector normal to , whereas and are orthogonal vectors parallel to Also, is the outward normal to the plate surface.
The displacements will be denoted by
The Kirchhoff-Love relations are
Here
so that we have
where
It is worth emphasizing that the boundary conditions here specified refer to a clamped plate.
We also define
for a real constant
to be specified in the next lines, and the operator
, where
, by
The constitutive relations are given by
where:
and
, are symmetric positive definite fourth order tensors. From now on, we denote
and
.
Furthermore
denote the membrane force tensor and
the moment one. The plate stored energy, represented by
is expressed by
and the external work, represented by
, is given by
where
are external loads in the directions
,
and
respectively. The potential energy, denoted by
is expressed by:
6.1. The Primal Dual Variational Formulation
In this subsection we establish a concerning approximate primal dual formulation.
For
,
, define
by
The Euler-Lagrange equations for
stands for
and
The solution
of this last equation is given by
so that, in such a case
Hence, at a critical point, we have
so that the original equation
is approximately satisfied in an appropriate sense.
Finally, defining
we obtain
so that for
and
obtained from (
26) we have
Remark 6.1. This new functional has a relevant improvement in the convexity conditions concerning the previous functional J.
Indeed, we have obtained a gain in positiveness for
which has increased of order.
Moreover the difference between the approximate and exact equation
is of order which corresponds to a small perturbation in the original equation for a load of for example. Summarizing, the exact equation may be approximate solved in an appropriate sense. Finally, we highlight the constants , , specified are suitable for a large class of materials and loads but obviously does not comprise all models and possible numerical values. In some other non-standard cases or even other models may be necessary to redefine such constants.
Remark 6.2.
Another simpler way for improving the convexity conditions of J is to define by
In such a case for and
we get
and
This new functional has a relevant improvement in the convexity conditions concerning the previous functional J.
Indeed, we have obtained a gain in positiveness for the second variation which has increased of order
Moreover the difference between the approximate and exact equation
is of order which corresponds to a small perturbation in the original equation for a load of for example. Summarizing, the exact equation may be approximate solved in an appropriate sense.
6.2. A Third Way of Improving the Convexity Conditions Concerning the Original Variational Model
Another third way for improving the convexity conditions of
J is to define
by
where here
and
Thus, we may obtain
and
where in this case
Remark 6.3. This new functional has a relevant improvement in the convexity conditions concerning the previous functional J.
Indeed, we have obtained a gain in positiveness for the second variation which has increased of order
Moreover the difference between the approximate and exact equation
is of order which corresponds to a small perturbation in the original equation for a load of for example. Summarizing, the exact equation may be approximate solved in an appropriate sense.
Finally, for this last example, we highlight it is relatively easy to improve both such an approximation quality and the convexity conditions concerning the original variational model.
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