

Math 6426:
Introduction to Nonconvex Optimization
Index 7839, McBryde Hall 207,
2:00-3:15pm, TT
Instructor: David Y. Gao
(gao@math.vt.edu)
Office: McBryde 524 (Phone: 1-2768)
Office Hours: 3:15pm - 4:30pm TT & by appointment
Exams:
There will have only one take-home project.
REFERENCES:
There are some books on this topic
which may serve well as a references for the course:
- M. Sihavy, The Mechanics and Thermodynamics
of Continuous Media,
Springer, 1997.
- I. Ekeland and R. Temam, Convex analysis and Variational Problems,
North-Holland, 1976
- B. Dacorogna, Direct Methods in the Calculus of Variations,
Springer-Verlag, Berlin, 1989.
- J. T. Oden, Qualitative Methods in Nonlinear Mechanics.
- J.T. Oden and J.N. Reddy, Variational methods in theoretical mechanics
Prerequisites and Corequisites:
Some experience with advanced calculus, linear
algebra and partial differential equations.
Some previous experience with functional
analysis and continuum mechanics would be helpful but is not essential.
Objectives:
The fields of nonconvex analysis and optimization have experieced
significant development
during the recent decads. Many nonlinear problems arising in
applied mathematics, physics, economics and engineering sciences
require the consideration of nonconvexity and nondifferentiablity.
Since the 1980's, the theories of nonconvex analysis and variational
mathods have become the important mathematical tools for nonlinear
analysis and mechanics.
The objective of this second part of the two-semester course
offering is to provide a clear
and unified presentation of the modern mathematical skills and
qualitative variational methods needed for applied mathematicians
and engineers in solving
nonlinear problems in mathematical physics,
optimizations, continuum mechanics, and economics, etc.
The emphasis is on understanding and
applying not proving.
Course Content:
The course will discuss the following themes
(these can be adjusted to suit the interests of the students):
Chapter 1. Introduction to Nonconvex Analysis
- 1.0 Review: Dynamical Systems and Convex Analysis
- 1.1 Symmetrical Hamiltonian Systems
- 1.2 Clarke Duality
- 1.3 Minimax Theory in Nonconvex Variational Problems
- 1.4 Classification of the critical points
- 1.5 Complementary Formulations in Dynamics
- 1.6 Eigenvalue problems
- 1.7 Applications in linear elastic dynamics.
Chapter 2. Nonconvex Analysis in Fully Nonlinear Systems
- 2.1 Framework and virtual work principles
- 2.2 Potential extremum principles
- 2.3 Dual extremum principles
- 2.4 Minimax Theory and Triality extremum principle
- 2.5 Lagrangian and complementary energy principles
- 2.6 Complementary principles
- 2.7 Relaxation methods
Chapter 3. Applications in Finite Deformation Theory
- 3.1 Finite deforamtion theory and super potentials
- 3.2 Constitive inequalities and conjugate tensor measures
- 3.3 Quasiconvexity, Polyconvexity, and Rank-1 convexity.
- 3.4 Null Lagrangians and Weak Sequential Continuity.
- 3.5 Complementary-dual variational principles
- 3.6 Bifurcation theory, degree theory, and nonlinear eigenvalue problems.
- 3.7 Applications in Phase transitions, Mathematical theory of hysteresis.
Chapter 4. Numerical Methods and Algorithms
- 4.1 Duality theory in mathematical programming
- 4.2 Mixed finite element methods
- 4.3 Hybrid finite element methods
- 4.4 Complementary finite element methods
- 4.5 Nonconvex programming
- 4.6 Other problems of nonlinear programming.
General:
I reserve the option of modifying these policies where appropriate as the
course develops.
Virginia Tech Honor System Information
http://www.math.vt.edu/people/gao/class_home/5495_7679.html
Mathematics Department
Virginia Polytechnic Institute & State University
Last updated on September 10, 1996.