Non-convex optimization problems have multiple local optimal solutions. Non-convex optimization problems are commonly found in numerous applications. One of the methods recently proposed to efficiently explore multiple local optimal solutions without random re-initialization relies on the concept of deflation. In this paper, different ways to use deflation in non-convex optimization and nonlinear system solving are discussed. A simple, general and novel deflation constraint is proposed to enable the use of deflation together with existing nonlinear programming solvers or nonlinear system solvers. The connection between the proposed deflation constraint and a minimum distance constraint is presented. Additionally, a number of variations of deflation constraints and their limitations are discussed. Finally, a number of applications of the proposed methodology in the fields of approximate Bayesian inference and topology optimization are presented.
翻译:非convex优化问题有多重当地最佳解决办法。非convex优化问题通常在许多应用中出现。最近提出的有效探讨多种当地最佳解决办法而不随机重新启用的方法之一,依赖于通货紧缩的概念。本文讨论了在非convex优化和非线性系统解决方案中使用通货紧缩的不同方法。提出了简单、一般和新颖的通货紧缩制约,以便能够与现有的非线性编程求解器或非线性系统解决方案一起使用通货紧缩。提出了拟议的通货紧缩制约与最低距离制约之间的联系。此外,还讨论了通货紧缩制约及其局限性的若干变异。最后,提出了在近似Bayesian推断和地形优化领域采用拟议方法的若干应用。