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Coarse-convex-compactification approach to numerical solution of nonconvex variational problems

  • Universidad de los Andes Colombia
  • Charles University
  • Czech Academy of Sciences

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

A numerical method for a (possibly nonconvex) scalar variational problem for the functional [image omitted] to be minimized where uW1, p() and u|=uD is proposed; n is a bounded Lipschitz domain, n=1 or 2. This method allows the computation of the Young-measure solution of the generalized relaxed version of the original problem and applies to those cases in which 1(x, ) is polynomial. The Young measures involved in the relaxed problem can be represented by their algebraic moments, and a finite-element mesh is used to discretize and thus to approximate both u and the Young measure (in the momentum representation). Eventually, this obtained convex semidefinite program is solved by efficient specialized mathematical-programming solvers. This method is justified by convergence analysis and eventually tested on a 2-dimensional benchmark numerical example. It serves as an example of how convex compactification can efficiently be used numerically if small enough, that is, coarse enough.

Original languageEnglish
Pages (from-to)460-488
Number of pages29
JournalNumerical Functional Analysis and Optimization
Volume31
Issue number4
DOIs
StatePublished - Apr 2010
Externally publishedYes

Keywords

  • Convex approximations
  • Method of moments
  • Relaxed variational problems
  • Semidefinite programming

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