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Many combinatorial optimization problems on finite graphs can be formulated as conic convex programs, e.g. the stable set problem, the maximum clique problem or the maximum cut problem. Especially NP-hard problems can be written as copositive programs. In this case the complexity is moved entirely into the copositivity constraint.
Copositive programming is a quite new topic in optimization. It deals with optimization over the so-called copositive cone, a superset of the positive semidefinite cone, where the quadratic form x^T Ax has to be nonnegative for only the nonnegative vectors x. Its dual cone is the cone of completely positive matrices, which includes all matrices that can be decomposed as a sum of nonnegative symmetric vector-vector-products.
The related optimization problems are linear programs with matrix variables and cone constraints.
However, some optimization problems can be formulated as combinatorial problems on infinite graphs. For example, the kissing number problem can be formulated as a stable set problem on a circle.
In this thesis we will discuss how the theory of copositive optimization can be lifted up to infinite dimension. For some special cases we will give applications in combinatorial optimization.

The dissertation deals with methods to improve design-based and model-assisted estimation techniques for surveys in a finite population framework. The focus is on the development of the statistical methodology as well as their implementation by means of tailor-made numerical optimization strategies. In that regard, the developed methods aim at computing statistics for several potentially conflicting variables of interest at aggregated and disaggregated levels of the population on the basis of one single survey. The work can be divided into two main research questions, which are briefly explained in the following sections.
First, an optimal multivariate allocation method is developed taking into account several stratification levels. This approach results in a multi-objective optimization problem due to the simultaneous consideration of several variables of interest. In preparation for the numerical solution, several scalarization and standardization techniques are presented, which represent the different preferences of potential users. In addition, it is shown that by solving the problem scalarized with a weighted sum for all combinations of weights, the entire Pareto frontier of the original problem can be generated. By exploiting the special structure of the problem, the scalarized problems can be efficiently solved by a semismooth Newton method. In order to apply this numerical method to other scalarization techniques as well, an alternative approach is suggested, which traces the problem back to the weighted sum case. To address regional estimation quality requirements at multiple stratification levels, the potential use of upper bounds for regional variances is integrated into the method. In addition to restrictions on regional estimates, the method enables the consideration of box-constraints for the stratum-specific sample sizes, allowing minimum and maximum stratum-specific sampling fractions to be defined.
In addition to the allocation method, a generalized calibration method is developed, which is supposed to achieve coherent and efficient estimates at different stratification levels. The developed calibration method takes into account a very large number of benchmarks at different stratification levels, which may be obtained from different sources such as registers, paradata or other surveys using different estimation techniques. In order to incorporate the heterogeneous quality and the multitude of benchmarks, a relaxation of selected benchmarks is proposed. In that regard, predefined tolerances are assigned to problematic benchmarks at low aggregation levels in order to avoid an exact fulfillment. In addition, the generalized calibration method allows the use of box-constraints for the correction weights in order to avoid an extremely high variation of the weights. Furthermore, a variance estimation by means of a rescaling bootstrap is presented.
Both developed methods are analyzed and compared with existing methods in extensive simulation studies on the basis of a realistic synthetic data set of all households in Germany. Due to the similar requirements and objectives, both methods can be successively applied to a single survey in order to combine their efficiency advantages. In addition, both methods can be solved in a time-efficient manner using very comparable optimization approaches. These are based on transformations of the optimality conditions. The dimension of the resulting system of equations is ultimately independent of the dimension of the original problem, which enables the application even for very large problem instances.

A matrix A is called completely positive if there exists an entrywise nonnegative matrix B such that A = BB^T. These matrices can be used to obtain convex reformulations of for example nonconvex quadratic or combinatorial problems. One of the main problems with completely positive matrices is checking whether a given matrix is completely positive. This is known to be NP-hard in general. rnrnFor a given matrix completely positive matrix A, it is nontrivial to find a cp-factorization A=BB^T with nonnegative B since this factorization would provide a certificate for the matrix to be completely positive. But this factorization is not only important for the membership to the completely positive cone, it can also be used to recover the solution of the underlying quadratic or combinatorial problem.rnrnIn addition, it is not a priori known how many columns are necessary to generate a cp-factorization for the given matrix. The minimal possible number of columns is called the cp-rank of A and so far it is still an open question how to derive the cp-rank for a given matrix. Some facts on completely positive matrices and the cp-rank will be given in Chapter 2.rnrnMoreover, in Chapter 6, we will see a factorization algorithm, which, for a given completely positive matrix A and a suitable starting point, computes the nonnegative factorization A=BB^T. The algorithm therefore returns a certificate for the matrix to be completely positive. As introduced in Chapter 3, the fundamental idea of the factorization algorithm is to start from an initial square factorization which is not necessarily entrywise nonnegative, and extend this factorization to a matrix for which the number of columns is greater than or equal to the cp-rank of A. Then it is the goal to transform this generated factorization into a cp-factorization.rnrnThis problem can be formulated as a nonconvex feasibility problem, as shown in Section 4.1, and solved by a method which is based on alternating projections, as proven in Chapter 6.rnrnOn the topic of alternating projections, a survey will be given in Chapter 5. Here we will see how to apply this technique to several types of sets like subspaces, convex sets, manifolds and semialgebraic sets. Furthermore, we will see some known facts on the convergence rate for alternating projections between these types of sets. Considering more than two sets yields the so called cyclic projections approach. Here some known facts for subspaces and convex sets will be shown. Moreover, we will see a new convergence result on cyclic projections among a sequence of manifolds in Section 5.4.rnrnIn the context of cp-factorizations, a local convergence result for the introduced algorithm will be given. This result is based on the known convergence for alternating projections between semialgebraic sets.rnrnTo obtain cp-facrorizations with this first method, it is necessary to solve a second order cone problem in every projection step, which is very costly. Therefore, in Section 6.2, we will see an additional heuristic extension, which improves the numerical performance of the algorithm. Extensive numerical tests in Chapter 7 will show that the factorization method is very fast in most instances. In addition, we will see how to derive a certificate for the matrix to be an element of the interior of the completely positive cone.rnrnAs a further application, this method can be extended to find a symmetric nonnegative matrix factorization, where we consider an additional low-rank constraint. Here again, the method to derive factorizations for completely positive matrices can be used, albeit with some further adjustments, introduced in Section 8.1. Moreover, we will see that even for the general case of deriving a nonnegative matrix factorization for a given rectangular matrix A, the key aspects of the completely positive factorization approach can be used. To this end, it becomes necessary to extend the idea of finding a completely positive factorization such that it can be used for rectangular matrices. This yields an applicable algorithm for nonnegative matrix factorization in Section 8.2.rnNumerical results for this approach will suggest that the presented algorithms and techniques to obtain completely positive matrix factorizations can be extended to general nonnegative factorization problems.

Shape optimization is of interest in many fields of application. In particular, shape optimization problems arise frequently in technological processes which are modelled by partial differential equations (PDEs). In a lot of practical circumstances, the shape under investigation is parametrized by a finite number of parameters, which, on the one hand, allows the application of standard optimization approaches, but, on the other hand, unnecessarily limits the space of reachable shapes. Shape calculus presents a way to circumvent this dilemma. However, so far shape optimization based on shape calculus is mainly performed using gradient descent methods. One reason for this is the lack of symmetry of second order shape derivatives or shape Hessians. A major difference between shape optimization and the standard PDE constrained optimization framework is the lack of a linear space structure on shape spaces. If one cannot use a linear space structure, then the next best structure is a Riemannian manifold structure, in which one works with Riemannian shape Hessians. They possess the often sought property of symmetry, characterize well-posedness of optimization problems and define sufficient optimality conditions. In general, shape Hessians are used to accelerate gradient-based shape optimization methods. This thesis deals with shape optimization problems constrained by PDEs and embeds these problems in the framework of optimization on Riemannian manifolds to provide efficient techniques for PDE constrained shape optimization problems on shape spaces. A Lagrange-Newton and a quasi-Newton technique in shape spaces for PDE constrained shape optimization problems are formulated. These techniques are based on the Hadamard-form of shape derivatives, i.e., on the form of integrals over the surface of the shape under investigation. It is often a very tedious, not to say painful, process to derive such surface expressions. Along the way, volume formulations in the form of integrals over the entire domain appear as an intermediate step. This thesis couples volume integral formulations of shape derivatives with optimization strategies on shape spaces in order to establish efficient shape algorithms reducing analytical effort and programming work. In this context, a novel shape space is proposed.

This work investigates the industrial applicability of graphics and stream processors in the field of fluid simulations. For this purpose, an explicit Runge-Kutta discontinuous Galerkin method in arbitrarily high order is implemented completely for the hardware architecture of GPUs. The same functionality is simultaneously realized for CPUs and compared to GPUs. Explicit time steppings as well as established implicit methods are under consideration for the CPU. This work aims at the simulation of inviscid, transsonic flows over the ONERA M6 wing. The discontinuities which typically arise in hyperbolic equations are treated with an artificial viscosity approach. It is further investigated how this approach fits into the explicit time stepping and works together with the special architecture of the GPU. Since the treatment of artificial viscosity is close to the simulation of the Navier-Stokes equations, it is reviewed how GPU-accelerated methods could be applied for computing viscous flows. This work is based on a nodal discontinuous Galerkin approach for linear hyperbolic problems. Here, it is extended to non-linear problems, which makes the application of numerical quadrature obligatory. Moreover, the representation of complex geometries is realized using isoparametric mappings. Higher order methods are typically very sensitive with respect to boundaries which are not properly resolved. For this purpose, an approach is presented which fits straight-sided DG meshes to curved geometries which are described by NURBS surfaces. The mesh is modeled as an elastic body and deformed according to the solution of closest point problems in order to minimize the gap to the original spline surface. The sensitivity with respect to geometry representations is reviewed in the end of this work in the context of shape optimization. Here, the aerodynamic drag of the ONERA M6 wing is minimized according to the shape gradient which is implicitly smoothed within the mesh deformation approach. In this context a comparison to the classical Laplace-Beltrami operator is made in a Stokes flow situation.

Copositive programming is concerned with the problem of optimizing a linear function over the copositive cone, or its dual, the completely positive cone. It is an active field of research and has received a growing amount of attention in recent years. This is because many combinatorial as well as quadratic problems can be formulated as copositive optimization problems. The complexity of these problems is then moved entirely to the cone constraint, showing that general copositive programs are hard to solve. A better understanding of the copositive and the completely positive cone can therefore help in solving (certain classes of) quadratic problems. In this thesis, several aspects of copositive programming are considered. We start by studying the problem of computing the projection of a given matrix onto the copositive and the completely positive cone. These projections can be used to compute factorizations of completely positive matrices. As a second application, we use them to construct cutting planes to separate a matrix from the completely positive cone. Besides the cuts based on copositive projections, we will study another approach to separate a triangle-free doubly nonnegative matrix from the completely positive cone. A special focus is on copositive and completely positive programs that arise as reformulations of quadratic optimization problems. Among those we start by studying the standard quadratic optimization problem. We will show that for several classes of objective functions, the relaxation resulting from replacing the copositive or the completely positive cone in the conic reformulation by a tractable cone is exact. Based on these results, we develop two algorithms for solving standard quadratic optimization problems and discuss numerical results. The methods presented cannot immediately be adapted to general quadratic optimization problems. This is illustrated with examples.

In der modernen Survey-Statistik treten immer häufifiger Optimierungsprobleme auf, die es zu lösen gilt. Diese sind oft von hoher Dimension und Simulationsstudien erfordern das mehrmalige Lösen dieser Optimierungsprobleme. Um dies in angemessener Zeit durchführen zu können, sind spezielle Algorithmen und Lösungsansätze erforderlich, welche in dieser Arbeit entwickelt und untersucht werden. Bei den Optimierungsproblemen handelt es sich zum einen um Allokationsprobleme zur Bestimmung optimaler Teilstichprobenumfänge. Hierbei werden neben auf einem Nullstellenproblem basierende, stetige Lösungsmethoden auch ganzzahlige, auf der Greedy-Idee basierende Lösungsmethoden untersucht und die sich ergebenden Optimallösungen miteinander verglichen.Zum anderen beschäftigt sich diese Arbeit mit verschiedenen Kalibrierungsproblemen. Hierzu wird ein alternativer Lösungsansatz zu den bisher praktizierten Methoden vorgestellt. Dieser macht das Lösen eines nichtglatten Nullstellenproblemes erforderlich, was mittels desrnnichtglatten Newton Verfahrens erfolgt. Im Zusammenhang mit nichtglatten Optimierungsalgorithmen spielt die Schrittweitensteuerung eine große Rolle. Hierzu wird ein allgemeiner Ansatz zur nichtmonotonen Schrittweitensteuerung bei Bouligand-differenzierbaren Funktionen betrachtet. Neben der klassischen Kalibrierung wird ferner ein Kalibrierungsproblem zur kohärenten Small Area Schätzung unter relaxierten Nebenbedingungen und zusätzlicher Beschränkung der Variation der Designgewichte betrachtet. Dieses Problem lässt sich in ein hochdimensionales quadratisches Optimierungsproblem umwandeln, welches die Verwendung von Lösern für dünn besetzte Optimierungsprobleme erfordert.Die in dieser Arbeit betrachteten numerischen Probleme können beispielsweise bei Zensen auftreten. In diesem Zusammenhang werden die vorgestellten Ansätze abschließend in Simulationsstudien auf eine mögliche Anwendung auf den Zensus 2011 untersucht, die im Rahmen des Zensus-Stichprobenforschungsprojektes untersucht wurden.

Optimal control problems are optimization problems governed by ordinary or partial differential equations (PDEs). A general formulation is given byrn \min_{(y,u)} J(y,u) with subject to e(y,u)=0, assuming that e_y^{-1} exists and consists of the three main elements: 1. The cost functional J that models the purpose of the control on the system. 2. The definition of a control function u that represents the influence of the environment of the systems. 3. The set of differential equations e(y,u) modeling the controlled system, represented by the state function y:=y(u) which depends on u. These kind of problems are well investigated and arise in many fields of application, for example robot control, control of biological processes, test drive simulation and shape and topology optimization. In this thesis, an academic model problem of the form \min_{(y,u)} J(y,u):=\min_{(y,u)}\frac{1}{2}\|y-y_d\|^2_{L^2(\Omega)}+\frac{\alpha}{2}\|u\|^2_{L^2(\Omega)} subject to -\div(A\grad y)+cy=f+u in \Omega, y=0 on \partial\Omega and u\in U_{ad} is considered. The objective is tracking type with a given target function y_d and a regularization term with parameter \alpha. The control function u takes effect on the whole domain \Omega. The underlying partial differential equation is assumed to be uniformly elliptic. This problem belongs to the class of linear-quadratic elliptic control problems with distributed control. The existence and uniqueness of an optimal solution for problems of this type is well-known and in a first step, following the paradigm 'first optimize, then discretize', the necessary and sufficient optimality conditions are derived by means of the adjoint equation which ends in a characterization of the optimal solution in form of an optimality system. In a second step, the occurring differential operators are approximated by finite differences and the hence resulting discretized optimality system is solved with a collective smoothing multigrid method (CSMG). In general, there are several optimization methods for solving the optimal control problem: an application of the implicit function theorem leads to so-called black-box approaches where the PDE-constrained optimization problem is transformed into an unconstrained optimization problem and the reduced gradient for these reduced functional is computed via the adjoint approach. Another possibilities are Quasi-Newton methods, which approximate the Hessian by a low-rank update based on gradient evaluations, Krylov-Newton methods or (reduced) SQP methods. The use of multigrid methods for optimization purposes is motivated by its optimal computational complexity, i.e. the number of required computer iterations scales linearly with the number of unknowns and the rate of convergence, which is independent of the grid size. Originally multigrid methods are a class of algorithms for solving linear systems arising from the discretization of partial differential equations. The main part of this thesis is devoted to the investigation of the implementability and the efficiency of the CSMG on commodity graphics cards. GPUs (graphic processing units) are designed for highly parallelizable graphics computations and possess many cores of SIMD-architecture, which are able to outperform the CPU regarding to computational power and memory bandwidth. Here they are considered as prototype for prospective multi-core computers with several hundred of cores. When using GPUs as streamprocessors, two major problems arise: data have to be transferred from the CPU main memory to the GPU main memory, which can be quite slow and the limited size of the GPU main memory. Furthermore, only when the streamprocessors are fully used to capacity, a remarkable speed-up comparing to a CPU is achieved. Therefore, new algorithms for the solution of optimal control problems are designed in this thesis. To this end, a nonoverlapping domain decomposition method is introduced which allows the exploitation of the computational power of many GPUs resp. CPUs in parallel. This algorithm is based on preliminary work for elliptic problems and enhanced for the application to optimal control problems. For the domain decomposition into two subdomains the linear system for the unknowns on the interface is solved with a Schur complement method by using a discrete approximation of the Steklov-Poincare operator. For the academic optimal control problem, the arising capacitance matrix can be inverted analytically. On this basis, two different algorithms for the nonoverlapping domain decomposition for the case of many subdomains are proposed in this thesis: on the one hand, a recursive approach and on the other hand a simultaneous approach. Numerical test compare the performance of the CSMG for the one domain case and the two approaches for the multi-domain case on a GPU and CPU for different variants.

Krylov subspace methods are often used to solve large-scale linear equations arising from optimization problems involving partial differential equations (PDEs). Appropriate preconditioning is vital for designing efficient iterative solvers of this type. This research consists of two parts. In the first part, we compare two different kinds of preconditioners for a conjugate gradient (CG) solver attacking one partial integro-differential equation (PIDE) in finance, both theoretically and numerically. An analysis on mesh independence and rate of convergence of the CG solver is included. The knowledge of preconditioning the PIDE is applied to a relevant optimization problem. The second part aims at developing a new preconditioning technique by embedding reduced order models of nonlinear PDEs, which are generated by proper orthogonal decomposition (POD), into deflated Krylov subspace algorithms in solving corresponding optimization problems. Numerical results are reported for a series of test problems.