TY - GEN A1 - Schiela, Anton A1 - Wachsmuth, Daniel T1 - Convergence Analysis of Smoothing Methods for Optimal Control of Stationary Variational Inequalities N2 - In the article an optimal control problem subject to a stationary variational inequality is investigated. The optimal control problem is complemented with pointwise control constraints. The convergence of a smoothing scheme is analyzed. There, the variational inequality is replaced by a semilinear elliptic equation. It is shown that solutions of the regularized optimal control problem converge to solutions of the original one. Passing to the limit in the optimality system of the regularized problem allows to prove C-stationarity of local solutions of the original problem. Moreover, convergence rates with respect to the regularization parameter for the error in the control are obtained. These rates coincide with rates obtained by numerical experiments, which are included in the paper. T3 - ZIB-Report - 11-23 KW - Variational inequalities KW - optimal control KW - control constraints KW - path-following KW - C-stationarity Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13125 ER - TY - GEN A1 - Schiela, Anton A1 - Hintermüller, Michael T1 - On the Length of the Primal-Dual Path in Moreau-Yosida-based Path-following for State Constrained Optimal Control: Analysis and Numerics N2 - We derive a-priori estimates on the length of the primal-dual path that results from a Moreau-Yosida approximation of the feasible set for state constrained optimal control problems. These bounds depend on the regularity of the state and the dimension of the problem. Comparison with numerical results indicates that these bounds are sharp and are attained for the case of a single active point. T3 - ZIB-Report - 11-37 KW - state constraints KW - PDE constrained optimization KW - path-following Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14071 SN - 1438-0064 ER - TY - GEN A1 - Deuflhard, Peter A1 - Schiela, Anton A1 - Weiser, Martin T1 - Mathematical Cancer Therapy Planning in Deep Regional Hyperthermia N2 - This paper surveys the required mathematics for a typical challenging problem from computational medicine, the cancer therapy planning in deep regional hyperthermia. In the course of many years of close cooperation with clinics, the medical problem gave rise to quite a number of subtle mathematical problems, part of which had been unsolved when the common project started. Efficiency of numerical algorithms, i.e. computational speed and monitored reliability, play a decisive role for the medical treatment. Off-the-shelf software had turned out to be not sufficient to meet the requirements of medicine. Rather, new mathematical theory as well as new numerical algorithms had to be developed. In order to make our algorithms useful in the clinical environment, new visualization software, a virtual lab, including 3D geometry processing of individual virtual patients had to be designed and implemented. Moreover, before the problems could be attacked by numerical algorithms, careful mathematical modelling had to be done. Finally, parameter identification and constrained optimization for the PDEs had to be newly analyzed and realized over the individual patient's geometry. Our new techniques had an impact on the specificity of the individual patients' treatment and on the construction of an improved hyperthermia applicator. T3 - ZIB-Report - 11-39 KW - hyperthermia therapy planning KW - mathematical modelling KW - Maxwell equations KW - state constraints KW - parameter identification Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14204 SN - 1438-0064 ER - TY - THES A1 - Moualeu-Ngangue, Dany Pascal T1 - A Mathematical Tuberculosis Model in Cameroon N2 - This thesis firstly presents a nonlinear extended deterministic model for the transmission dynamics of tuberculosis, based on realistic assumptions and data collected from the WHO. This model enables a comprehensive qualitative analysis of various aspects in the outbreak and control of tuberculosis in Sub-Saharan Africa countries and successfully reproduces the epidemiology of tuberculosis in Cameroon for the past (from 1994-2010). Some particular properties of the model and its solution have been presented using the comparison theorem applied to the theory of differential equations. The existence and the stability of a disease free equilibrium has been discussed using the Perron-Frobenius theorem and Metzler stable matrices. Furthermore, we computed the basic reproduction number, i.e. the number of cases that one case generates on average over the course of its infectious period. Rigorous qualitative analysis of the model reveals that, in contrast to the model without reinfections, the full model with reinfection exhibits the phenomenon of backward bifurcation, where a stable disease-free equilibrium coexists with a stable endemic equilibrium when a certain threshold quantity, known as the basic reproduction ratio (R0), is less than unity. The global stability of the disease-free equilibrium has been discussed using the concepts of Lyapunov stability and bifurcation theory. With the help of a sensitivity analysis using data of Cameroon, we identified the relevant parameters which play a key role for the transmission and the control of the disease. This was possible applying sophisticated numerical methods (POEM) developed at ZIB. Using advanced approaches for optimal control considering the costs for chemoprophylaxis, treatment and educational campaigns should provide a framework for designing realistic cost effective strategies with different intervention methods. The forward-backward sweep method has been used to solve the numerical optimal control problem. The numerical result of the optimal control problem reveals that combined effort in education and chemoprophylaxis may lead to a reduction of 80\% in the number of infected people in 10 years. The mathematical and numerical approaches developed in this thesis could be similarly applied in many other Sub-Saharan countries where TB is a public health problem. Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:188-fudissthesis000000095327-7 UR - http://www.diss.fu-berlin.de/diss/receive/FUDISS_thesis_000000095327 ER - TY - GEN A1 - Moualeu-Ngangue, Dany Pascal A1 - Weiser, Martin A1 - Ehrig, Rainald A1 - Deuflhard, Peter T1 - Optimal control for a tuberculosis model with undetected cases in Cameroon N2 - This paper considers the optimal control of tuberculosis through education, diagnosis campaign and chemoprophylaxis of latently infected. A mathematical model which includes important components such as undiagnosed infectious, diagnosed infectious, latently infected and lost-sight infectious is formulated. The model combines a frequency dependent and a density dependent force of infection for TB transmission. Through optimal control theory and numerical simulations, a cost-effective balance of two different intervention methods is obtained. Seeking to minimize the amount of money the government spends when tuberculosis remain endemic in the Cameroonian population, Pontryagin's maximum principle is used to characterize the optimal control. The optimality system is derived and solved numerically using the forward-backward sweep method (FBSM). Results provide a framework for designing cost-effective strategies for diseases with multiple intervention methods. It comes out that combining chemoprophylaxis and education, the burden of TB can be reduced by 80 % in 10 years T3 - ZIB-Report - 13-73 KW - Tuberculosis KW - Optimal control KW - Nonlinear dynamical systems Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-43142 SN - 1438-0064 ER - TY - GEN A1 - Anderson, Lovis A1 - Hiller, Benjamin T1 - A Sweep-Plane Algorithm for the Computation of the Volume of a Union of Polytopes N2 - Optimization models often feature disjunctions of polytopes as submodels. Such a disjunctive set is initially (at best) relaxed to its convex hull, which is then refined by branching. To measure the error of the convex relaxation, the (relative) difference between the volume of the convex hull and the volume of the disjunctive set may be used. This requires a method to compute the volume of the disjunctive set. Naively, this can be done via inclusion/exclusion and leveraging the existing code for the volume of polytopes. However, this is often inefficient. We propose a revised variant of an old algorithm by Bieri and Nef (1983) for this purpose. The algorithm uses a sweep-plane to incrementally calculate the volume of the disjunctive set as a function of the offset parameter of the sweep-plane. T3 - ZIB-Report - 18-37 KW - Disjunctive Programming KW - Volume Algorithm KW - Union of Polytopes Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-69489 SN - 1438-0064 ER - TY - GEN A1 - Lubkoll, Lars A1 - Schiela, Anton A1 - Weiser, Martin T1 - An affine covariant composite step method for optimization with PDEs as equality constraints N2 - We propose a composite step method, designed for equality constrained optimization with partial differential equations. Focus is laid on the construction of a globalization scheme, which is based on cubic regularization of the objective and an affine covariant damped Newton method for feasibility. We show finite termination of the inner loop and fast local convergence of the algorithm. We discuss preconditioning strategies for the iterative solution of the arising linear systems with projected conjugate gradient. Numerical results are shown for optimal control problems subject to a nonlinear heat equation and subject to nonlinear elastic equations arising from an implant design problem in craniofacial surgery. T3 - ZIB-Report - 15-09 KW - composite step methods KW - cubic regularization KW - affine covariant KW - optimization with PDEs Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53954 SN - 1438-0064 ER - TY - GEN A1 - Nava-Yazdani, Esfandiar A1 - Hege, Hans-Christian A1 - von Tycowicz, Christoph T1 - A Hierarchical Geodesic Model for Longitudinal Analysis on Manifolds N2 - In many applications, geodesic hierarchical models are adequate for the study of temporal observations. We employ such a model derived for manifold-valued data to Kendall's shape space. In particular, instead of the Sasaki metric, we adapt a functional-based metric, which increases the computational efficiency and does not require the implementation of the curvature tensor. We propose the corresponding variational time discretization of geodesics and employ the approach for longitudinal analysis of 2D rat skulls shapes as well as 3D shapes derived from an imaging study on osteoarthritis. Particularly, we perform hypothesis test and estimate the mean trends. T3 - ZIB-Report - 21-39 KW - Longitudinal KW - Hierarchical Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-85187 SN - 1438-0064 N1 - sumbitted to: Journal of Mathematical Imaging and Vision ER - TY - GEN A1 - Ribera Borrell, Enric A1 - Quer, Jannes A1 - Richter, Lorenz A1 - Schütte, Christof T1 - Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics N2 - Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings. T3 - ZIB-Report - 21-40 KW - importance sampling KW - stochastic optimal control KW - rare event simulation KW - metastability KW - neural networks KW - metadynamics Y1 - 2021 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Danecker, Fabian A1 - Weiser, Martin T1 - Convergence Properties of Newton's Method for Globally Optimal Free Flight Trajectory Optimization N2 - The algorithmic efficiency of Newton-based methods for Free Flight Trajectory Optimization is heavily influenced by the size of the domain of convergence. We provide numerical evidence that the convergence radius is much larger in practice than what the theoretical worst case bounds suggest. The algorithm can be further improved by a convergence-enhancing domain decomposition. T3 - ZIB-Report - 23-19 KW - shortest path KW - flight planning KW - free flight KW - optimal control KW - global optimization KW - Newton's method Y1 - 2023 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-91309 SN - 1438-0064 ER - TY - GEN A1 - Vierhaus, Ingmar A1 - Fügenschuh, Armin A1 - Gottwald, Robert Lion A1 - Grösser, Stefan N. T1 - Modern Nonlinear Optimization Techniques for an Optimal Control of System Dynamics Models N2 - We study System Dynamics models with several free parameters that can be altered by the user. We assume that the user's goal is to achieve a certain dynamic behavior of the model by varying these parameters. In order to the find best possible combination of parameter settings, several automatic parameter tuning methods are described in the literature and readily available within existing System Dynamic software packages. We give a survey on the available techniques in the market and describe their theoretical background. Some of these methods are already six decades old, and meanwhile newer and more powerful optimization methods have emerged in the mathematical literature. One major obstacle for their direct use are tabled data in System Dynamics models, which are usually interpreted as piecewise linear functions. However, modern optimization methods usually require smooth functions which are twice continuously differentiable. We overcome this problem by a smooth spline interpolation of the tabled data. We use a test set of three complex System Dynamic models from the literature, describe their individual transition into optimization problems, and demonstrate the applicability of modern optimization algorithms to these System Dynamics Optimization problems. T3 - ZIB-Report - 14-08 KW - System Dynamics KW - Optimal Control KW - Nonlinear Optimization KW - Spline Interpolation Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-48159 SN - 1438-0064 ER - TY - GEN A1 - Hennig, Kai A1 - Schwarz, Robert T1 - Using Bilevel Optimization to find Severe Transport Situations in Gas Transmission Networks N2 - In the context of gas transmission in decoupled entry-exit systems, many approaches to determine the network capacity are based on the evaluation of realistic and severe transport situations. In this paper, we review the Reference Point Method, which is an algorithm used in practice to generate a set of scenarios using the so-called transport moment as a measure for severity. We introduce a new algorithm for finding severe transport situations that considers an actual routing of the flow through the network and is designed to handle issues arising from cyclic structures in a more dynamical manner. Further, in order to better approximate the physics of gas, an alternative, potential based flow formulation is proposed. The report concludes with a case study based on data from the benchmark library GasLib. T3 - ZIB-Report - 16-68 KW - bilevel optimization KW - gas networks KW - network flow Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-61519 SN - 1438-0064 ER -