Interior-point algorithms for semi-infinite programming

In order to study the behavior of interior-point methods on very large-scale linear programming problems, we consider the application of such methods to continuous semi-infinite linear programming problems in both primal and dual form. By considering different discretizations of such problems we are led to a certain invariance property for (finite-dimensional) interior-point methods. We find that while many methods are invariant, several, including all those with the currently best complexity bound, are not. We then devise natural extensions of invariant methods to the semi-infinite case. Our motivation comes from our belief that for a method to work well on large-scale linear programming problems, it should be effective on fine discretizations of a semi-infinite problem and it should have a natural extension to the limiting semi-infinite case.Research supported in part by NSF, AFORS and ONR through NSF grant DMS-8920550.     

A survey of preconditioned iterative methods for linear systems of algebraic equations

We survey preconditioned iterative methods with the emphasis on solving large sparse systems such as arise by discretization of boundary value problems for partial differential equations.We discuss shortly various acceleration methods but the main emphasis is on efficient preconditioning techniques. Numerical simulations on practical problems have indicated that an efficient preconditioner is the most important part of an iterative algorithm. We report in particular on the state of the art of preconditioning methods for vectorizable and/or parallel computers.Dedicated to Carl-Erik Fröberg, a pioneer in Numerical Methods.     

Iterative methods for variational and complementarity problems

In this paper, we study both the local and global convergence of various iterative methods for solving the variational inequality and the nonlinear complementarity problems. Included among such methods are the Newton and several successive overrelaxation algorithms. For the most part, the study is concerned with the family of linear approximation methods. These are iterative methods in which a sequence of vectors is generated by solving certain linearized subproblems. Convergence to a solution of the given variational or complementarity problem is established by using three different yet related approaches. The paper also studies a special class of variational inequality problems arising from such applications as computing traffic and economic spatial equilibria. Finally, several convergence results are obtained for some nonlinear approximation methods.This research was based on work supported by the National Science Foundation under grant ECS-7926320.     

Averaging principle for perturbed random evolution equations and corresponding Dirichlet problems

Summary We continue the study of exit problems for perturbed random evolution equations corresponding to the weakly coupled elliptic PDE systems. In the present paper we consider the cases where the corresponding random evolutions stay in a given domain for ever with probability one, but do not hinder the exit of the perturbed process. We treat such problems by methods based on the averaging principle. In such a way we also study the asymptotic behavior of the solutions of the corresponding perturbed Dirichlet problems.Supported in part by US-Israel BSFSponsored in part by the Landau Center for Mathematical Research in Analysis supported by the Minerva Foundation (Federal Republic of Germany)     

Field-of-values analysis of preconditioned iterative methods for nonsymmetric elliptic problems

Summary. The convergence rate of Krylov subspace methods for the solution of nonsymmetric systems of linear equations, such as GMRES or FOM, is studied. Bounds on the convergence rate are presented which are based on the smallest real part of the field of values of the coefficient matrix and of its inverse. Estimates for these quantities are available during the iteration from the underlying Arnoldi process. It is shown how these bounds can be used to study the convergence properties, in particular, the dependence on the mesh-size and on the size of the skew-symmetric part, for preconditioners for finite element discretizations of nonsymmetric elliptic boundary value problems. This is illustrated for the hierarchical basis and multilevel preconditioners which constitute popular preconditioning strategies for such problems. Received May 3, 1996     

Extrapolation with spline-collocation methods for two-point boundary-value problems I: Proposals and justifications

Asymptotic expansions for the error in some spline interpolation schemes are used to derive asymptotic expansions for the truncation errors in some spline-collocation methods for two-point boundary-value problems. This raises the possibility of using Richardson extrapolation or iterated deferred corrections to develop efficient high-order algorithms based on low-order collocation in analogy with similar codes based on low-order finite difference methods; some specific such procedures are proposed.This research was supported in part by the United States Office of Naval Research under Contract N00014-67-A-0126-0015.     

Bounding multi-stage stochastic programs from above

The purpose of this paper is to present general approaches for bounding some multi-stage stochastic programs from above. The results are based on restricting the solution set, such that the remaining multi-stage stochastic program is easy to solve. An example where the methods can be applied is presented.Supported in part by NATO Collaborative Research Grant No. 0785/87.     

An analysis of multistep methods for solving integral-algebraic equations: Construction of stability domains

Systems of Volterra integral equations with identically singular matrices in the principal part (called integral-algebraic equations) are examined. Multistep methods for the numerical solution of a selected class of such systems are proposed and examined.     

Numerical solution of integral-algebraic equations for multistep methods

Systems of Volterra linear integral equations with identically singular matrices in the principal part (called integral-algebraic equations) are examined. Multistep methods for the numerical solution of a selected class of such systems are proposed and justified.     

On the quadratic two-parameter eigenvalue problem and its linearization

We introduce the quadratic two-parameter eigenvalue problem and linearize it as a singular two-parameter eigenvalue problem. This, together with an example from model updating, shows the need for numerical methods for singular two-parameter eigenvalue problems and for a better understanding of such problems.There are various numerical methods for two-parameter eigenvalue problems, but only few for nonsingular ones. We present a method that can be applied to singular two-parameter eigenvalue problems including the linearization of the quadratic two-parameter eigenvalue problem. It is based on the staircase algorithm for the extraction of the common regular part of two singular matrix pencils.     

On SSOR‐like preconditioners for non‐Hermitian positive definite matrices

We construct, analyze, and implement SSOR‐like preconditioners for non‐Hermitian positive definite system of linear equations when its coefficient matrix possesses either a dominant Hermitian part or a dominant skew‐Hermitian part. We derive tight bounds for eigenvalues of the preconditioned matrices and obtain convergence rates of the corresponding SSOR‐like iteration methods as well as the corresponding preconditioned GMRES iteration methods. Numerical implementations show that Krylov subspace iteration methods such as GMRES, when accelerated by the SSOR‐like preconditioners, are efficient solvers for these classes of non‐Hermitian positive definite linear systems. Copyright © 2015 John Wiley & Sons, Ltd.     

Partitioned adaptive Runge-Kutta methods and their stability

Summary This paper deals with the solution of partitioned systems of nonlinear stiff differential equations. Given a differential system, the user may specify some equations to be stiff and others to be nonstiff. For the numerical solution of such a system partitioned adaptive Runge-Kutta methods are studied. Nonstiff equations are integrated by an explicit Runge-Kutta method while an adaptive Runge-Kutta method is used for the stiff part of the system.The paper discusses numerical stability and contractivity as well as the implementation and usage of such compound methods. Test results for three partitioned stiff initial value problems for different tolerances are presented.     

Explicit Volume-Preserving Splitting Methods for Linear and Quadratic Divergence-Free Vector Fields

We present new explicit volume-preserving methods based on splitting for polynomial divergence-free vector fields. The methods can be divided in two classes: methods that distinguish between the diagonal part and the off-diagonal part and methods that do not. For the methods in the first class it is possible to combine different treatments of the diagonal and off-diagonal parts, giving rise to a number of possible combinations. This paper is dedicated to Arieh Iserles on the occasion of his 60th anniversary.     

Least squares completions for nonlinear differential algebraic equations

Summary A method has been proposed for numerically solving lower dimensional, nonlinear, higher index differential algebraic equations for which more classical methods such as backward differentiation or implicit Runge-Kutta may not be appropriate. This method is based on solving nonlinear DAE derivative arrays using nonlinear singular least squares methods. The theoretical foundations, generality, and limitations of this approach remain to be determined. This paper carefully examines several key aspects of this approach. The emphasis is on general results rather than specific results based on the structure of various applications.Research supported in part by the U.S. Army Research Office under DAALO3-89-D-0003 and the National Science Foundation under ECS-9012909 and DMS-9122745     

A problem of the bending of a plate for a doubly connected domain with a partially unknown boundary

The problem of the bending of an isotropic elastic plate, bounded by two rectangles with vertices lying on the same half-line, drawn from the common centre, is considered. The vertices of the inner rectangle are cut by convex smooth arcs (we will call the set of these arcs the unknown part of the boundary). It is assumed that normal bending moments act on each rectilinear section of the boundary contours in such a way that the angle of rotation of the midsurface of the plate is a piecewise-constant function. The unknown part of the boundary is free from external forces. The problem consists of determining the bending of the midsurface of the plate and the analytic form of the unknown part of the boundary when the tangential normal moment acting on it takes a constant value, while the shearing force and the normal bending moments and torques are equal to zero. The problem is solved by the methods of the theory of boundary-value problems of analytical functions.     

Project Ranking in the Armenian Energy Sector Using a Multicriteria Method for Groups

Project ranking is a complex problem that is often faced by the decision makers involved in the planning process. The necessity to take into account several decision parameters apart from purely economic ones, such as socio-political, technical, institutional and environmental, lead to the use of multicriteria methods instead of single uni-criterion ones. Moreover, most of the times such decisions are taken in a group environment. A hybrid of ELECTRE III and PROMETHEE methods, MURAME, has been specially developed and constitutes the main part of an integrated project ranking methodology for groups. The experience of the application of the methodology in the Armenian energy sector is presented.     

Extrapolation-based implicit-explicit general linear methods

For many systems of differential equations modeling problems in science and engineering, there are natural splittings of the right hand side into two parts, one non-stiff or mildly stiff, and the other one stiff. For such systems implicit-explicit (IMEX) integration combines an explicit scheme for the non-stiff part with an implicit scheme for the stiff part. In a recent series of papers two of the authors (Sandu and Zhang) have developed IMEX GLMs, a family of implicit-explicit schemes based on general linear methods. It has been shown that, due to their high stage order, IMEX GLMs require no additional coupling order conditions, and are not marred by order reduction. This work develops a new extrapolation-based approach to construct practical IMEX GLM pairs of high order. We look for methods with large absolute stability region, assuming that the implicit part of the method is A- or L-stable. We provide examples of IMEX GLMs with optimal stability properties. Their application to a two dimensional test problem confirms the theoretical findings.     

Analysis of a quadratic functional with a partly degenerate legendre condition

The question of nonnegativity of a quadratic functional such that its matrix at the square of control is degenerate in part of controls is studied. After some transformation of the phase variables, the “degenerate” part of controls disappears, while its role passes to new phase variables. The obtained quadratic functional can have a non-degenerate matrix at the square of new control variables, allowing us to study its sign definiteness by standard methods.     

判别分析在基因剪切位点识别中的应用

基因的结构预测是目前极为活跃的研究领域,而基因剪切位点的识别则是基因结构预测中的重要环节.本文采用自己提出的平均似然比等方法,同时采用目前较为有效的权重矩阵(WMM)、最大相关分解(MDD)、动态规划等模型,充分提取剪切位点信号区的统计特征,采用统计中判别分析的方法进行判别,得到了较好的判别效果,并与其它方法进行了比较.     

A CLASS OF FACTORIZED QUASI-NEWTON METHODS FOR NONLINEAR LEAST SQUARES PROBLEMS

1.IntroductionThispaPerdealswiththeproblemofndniedingasumofsquaresofnonlinearfuntions-mwhereri(x),i==1,2,',maretwicecontinuouslyfferentiable,m2n'r(x)=(rl(x),rz(x),'jbe(x))"and"T"denotestranspose.NoIilinearleastSquaresproblemisakindofAnportan0ptiedationprobletnsandisaPpearedinmanyfield8suchasscientilicexperiments,mbomumlikelihoodestimation,solutionofnonlinearequaions'patternrecoghtionandetc.ThederiVativesofthefUnctionj(x)aregivenbywhereAEppxnistheJacobianmatrisofr(x)anditselementsare~=f…