@phdthesis{Sen2013, author = {Sen, Surath}, title = {Character Analysis and Numerical Computations of Standard M.I. Probability Distributions}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-78623}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2013}, abstract = {Development and character analysis of software programs, which compute minimum information probability distributions.}, subject = {Newton-Verfahren}, language = {en} } @phdthesis{Nagel2003, author = {Nagel, Christian}, title = {Gl{\"a}ttungsverfahren f{\"u}r semidefinite Programme}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-8099}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2003}, abstract = {In dieser Arbeit werden Algorithmen zur L{\"o}sung von linearen semidefiniten Programmen beschrieben. Unter einer geeigneten Regularit{\"a}tsvoraussetzung ist ein semidefinites Programm {\"a}quivalent zu seinen Optimalit{\"a}tsbedingungen. Die Optimalit{\"a}tsbedingungen bzw. die Zentralen-Pfad-Bedingungen {\"u}berf{\"u}hren wir zun{\"a}chst durch matrixwertige NCP-Funktionen in ein nichtlineares Gleichungssystem. Dieses nichtlineare und teilweise nicht differenzierbare Gleichungssystem l{\"o}sen wir dann mit einem Newton-{\"a}hnlichen Verfahren. Durch die Umformulierung in ein nichtlineares Gleichungssystem muss w{\"a}hrend der Iteration nicht mehr explizit die positive (Semi-)Definitheit der beteiligten Matrizen beachtet werden. Weiter wird gezeigt, dass dieser Ansatz im Gegensatz zu Inneren-Punkte-Methoden sofort symmetrische Suchrichtungen erzeugt. Um globale Konvergenz zu erhalten, werden verschiedene Globalisierungsstrategien (Schrittweitenbestimmung, Trust-Region-Ansatz) untersucht. F{\"u}r das betrachtete Pr{\"a}diktor-Korrektor-Verfahren und das Trust-Region-Verfahren wird lokal superlineare Konvergenz unter strikter Komplementarit{\"a}t und Nichtdegeneriertheit gezeigt. Die theoretische Untersuchung eines nichtglatten Newton-Verfahrens liefert ein lokal quadratisches Konvergenzverhalten ohne strikte Komplementarit{\"a}t, wenn die Nichtdegeneriertheitsvoraussetzung geeignet modifiziert wird.}, subject = {Semidefinite Optimierung}, language = {de} } @phdthesis{Schroeter2012, author = {Schr{\"o}ter, Martin}, title = {Newton Methods for Image Registration}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-71490}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2012}, abstract = {Consider the situation where two or more images are taken from the same object. After taking the first image, the object is moved or rotated so that the second recording depicts it in a different manner. Additionally, take heed of the possibility that the imaging techniques may have also been changed. One of the main problems in image processing is to determine the spatial relation between such images. The corresponding process of finding the spatial alignment is called "registration". In this work, we study the optimization problem which corresponds to the registration task. Especially, we exploit the Lie group structure of the set of transformations to construct efficient, intrinsic algorithms. We also apply the algorithms to medical registration tasks. However, the methods developed are not restricted to the field of medical image processing. We also have a closer look at more general forms of optimization problems and show connections to related tasks.}, subject = {Newton-Verfahren}, language = {en} } @phdthesis{Baumann2008, author = {Baumann, Markus}, title = {Newton's Method for Path-Following Problems on Manifolds}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-28099}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2008}, abstract = {Many optimization problems for a smooth cost function f on a manifold M can be solved by determining the zeros of a vector field F; such as e.g. the gradient F of the cost function f. If F does not depend on additional parameters, numerous zero-finding techniques are available for this purpose. It is a natural generalization however, to consider time-dependent optimization problems that require the computation of time-varying zeros of time-dependent vector fields F(x,t). Such parametric optimization problems arise in many fields of applied mathematics, in particular path-following problems in robotics, recursive eigenvalue and singular value estimation in signal processing, as well as numerical linear algebra and inverse eigenvalue problems in control theory. In the literature, there are already some tracking algorithms for these tasks, but these do not always adequately respect the manifold structure. Hence, available tracking results can often be improved by implementing methods working directly on the manifold. Thus, intrinsic methods are of interests that evolve during the entire computation on the manifold. It is the task of this thesis, to develop such intrinsic zero finding methods. The main results of this thesis are as follows: - A new class of continuous and discrete tracking algorithms is proposed for computing zeros of time-varying vector fields on Riemannian manifolds. This was achieved by studying the newly introduced time-varying Newton Flow and the time-varying Newton Algorithm on Riemannian manifolds. - Convergence analysis is performed on arbitrary Riemannian manifolds. - Concretization of these results on submanifolds, including for a new class of algorithms via local parameterizations. - More specific results in Euclidean space are obtained by considering inexact and underdetermined time-varying Newton Flows. - Illustration of these newly introduced algorithms by examining time-varying tracking tasks in three application areas: Subspace analysis, matrix decompositions (in particular EVD and SVD) and computer vision.}, subject = {Dynamische Optimierung}, language = {en} } @phdthesis{vonHeusinger2009, author = {von Heusinger, Anna}, title = {Numerical Methods for the Solution of the Generalized Nash Equilibrium Problem}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-47662}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2009}, abstract = {In the generalized Nash equilibrium problem not only the cost function of a player depends on the rival players' decisions, but also his constraints. This thesis presents different iterative methods for the numerical computation of a generalized Nash equilibrium, some of them globally, others locally superlinearly convergent. These methods are based on either reformulations of the generalized Nash equilibrium problem as an optimization problem, or on a fixed point formulation. The key tool for these reformulations is the Nikaido-Isoda function. Numerical results for various problem from the literature are given.}, subject = {Spieltheorie}, language = {en} } @phdthesis{Curtef2012, author = {Curtef, Oana}, title = {Rayleigh-quotient optimization on tensor products of Grassmannians}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-83383}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2012}, abstract = {Applications in various research areas such as signal processing, quantum computing, and computer vision, can be described as constrained optimization tasks on certain subsets of tensor products of vector spaces. In this work, we make use of techniques from Riemannian geometry and analyze optimization tasks on subsets of so-called simple tensors which can be equipped with a differentiable structure. In particular, we introduce a generalized Rayleigh-quotient function on the tensor product of Grassmannians and on the tensor product of Lagrange- Grassmannians. Its optimization enables a unified approach to well-known tasks from different areas of numerical linear algebra, such as: best low-rank approximations of tensors (data compression), computing geometric measures of entanglement (quantum computing) and subspace clustering (image processing). We perform a thorough analysis on the critical points of the generalized Rayleigh-quotient and develop intrinsic numerical methods for its optimization. Explicitly, using the techniques from Riemannian optimization, we present two type of algorithms: a Newton-like and a conjugated gradient algorithm. Their performance is analysed and compared with established methods from the literature.}, subject = {Optimierung}, language = {en} } @phdthesis{Buchholzer2011, author = {Buchholzer, Hannes}, title = {The Semismooth Newton Method for the Solution of Reactive Transport Problems Including Mineral Precipitation-Dissolution Reactions}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-65342}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2011}, abstract = {In dieser Arbeit befassen wir uns mit einem reaktiven Transportmodell mit Niederschlags-Aufl{\"o}sung Reaktionen das aus den Geowissenschaften stammt. Es besteht aus PDGs, gew{\"o}hnlichen Differentialgleichungen, algebraischen Gleichungen und Komplementarit{\"a}tsbedingungen. Nach Diskretisation dieses Modells erhalten wir eine großes nichtlineares und nichtglattes Gleichungssystem. Wir l{\"o}sen dieses System mit der semismoothen Newtonverfahren, das von Qi und Sun eingef{\"u}hrt wurde. Der Fokus dieser Arbeit ist in der Anwendung und Konvergenz dieses Algorithmus. Wir zeigen, dass dieser Algorithmus f{\"u}r dieses Problem wohldefiniert ist und sogar lokal quadratisch konvergiert gegen eine BD-regul{\"a}re L{\"o}sung. Wir befassen uns auch mit den dabei entstehenden linearen Gleichungssystemen, die sehr groß und d{\"u}nn besetzt sind, und wie sie effizient gel{\"o}st werden k{\"o}nnen. Ein wichtiger Bestandteil dieser Untersuchung ist die Beschr{\"a}nktheit einer gewissen matrixwertigen Funktion, die in einem eigenen Kapitel gezeigt wird. Als Seitenbetrachtung untersuchen wir wie die extremalen Eigenwerte (und Singul{\"a}rwerte) von gewissen PDE-Operatoren, welche in unserem diskretisierten Modell vorkommen, genau abgesch{\"a}tzt werden k{\"o}nnen.}, subject = {Komplementarit{\"a}tsproblem}, language = {en} }