论文标题

关于Tikhonov正规化在标准优化问题中的作用

On the Role of Tikhonov Regularizations in Standard Optimization Problems

论文作者

Adriazola, J.

论文摘要

Tikhonov正则化是解决行为不良的优化问题时使用的一种常见技术。通常,有充分的理由,这种技术是由临时方式应用的。在本说明中,我们系统地说明了两个简单但有启发性的例子中Tikhonov正规化的作用。在一个示例中,我们使用规则的扰动理论来预测Tikhonov的正规化对对称,正定矩阵的条件数量的影响。然后,我们使用一个数值示例来确认我们的结果。在另一个示例中,我们构建了一个表现出边界层现象的准确解决的最佳控制问题。由于最佳控制问题很少是完全可解决的,因此这使得该示例所代表的问题类别的重要台子正规化如何使这一清晰度。我们使用MATLAB的内置优化软件来数字解决问题,并将结果与​​galerkin-type/遗传算法进行比较。我们发现第二种方法通常优于MATLAB的优化例程,并提供用于生成数字的MATLAB代码。最后,为了在更现实的应用程序中从第二个示例中证明Tikhonov正则化的实用性,我们表明正则化指导梯度 - 索引光学设备的设计向那些构造价格较低的人的设计。

Tikhonov regularization is a common technique used when solving poorly behaved optimization problems. Often, and with good reason, this technique is applied by practitioners in an ad hoc fashion. In this note, we systematically illustrate the role of Tikhonov regularizations in two simple, yet instructive examples. In one example, we use regular perturbation theory to predict the impact Tikhonov regularizations have on condition numbers of symmetric, positive semi-definite matrices. We then use a numerical example to confirm our result. In another example, we construct an exactly solvable optimal control problem that exhibits a boundary layer phenomenon. Since optimal control problems are rarely exactly solvable, this brings clarity to how vital Tikhonov regularizations are for the class of problems this example represents. We solve the problem numerically using MATLAB's built-in optimization software and compare results with a Galerkin-type/genetic algorithm. We find the second method generally outperforms MATLAB's optimization routines and we provide the MATLAB code used to generate the numerics. Finally, to demonstrate the utility of Tikhonov regularization from the second example in a more technologically realistic application, we show that regularization guides the design of gradient-index optical devices toward those which are significantly less expensive to fabricate.

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