A spline smoothing homotopy method for nonconvex nonlinear programming

Homotopy methods are globally convergent under weak conditions and robust; however, the efficiency of a homotopy method is closely related with the construction of the homotopy map and the path tracing algorithm. Different homotopies may behave very different in performance even though they are all theoretically convergent. In this paper, a spline smoothing homotopy method for nonconvex nonlinear programming is developed using cubic spline to smooth the max function of the constraints of nonlinear programming. Some properties of spline smoothing function are discussed and the global convergence of spline smoothing homotopy under the weak normal cone condition is proven. The spline smoothing technique uses a smooth constraint instead of m constraints and acts also as an active set technique. So the spline smoothing homotopy method is more efficient than previous homotopy methods like combined homotopy interior point method, aggregate constraint homotopy method and other probability one homotopy methods. Numerical tests with the comparisons to some other methods show that the new method is very efficient for nonlinear programming with large number of complicated constraints.     

The Budget Constrained Multi-Product Newsboy Problem with Reactive Production: A Problem from Entrepreneurial Network Construction

This paper develops an extended newsboy model and presents a formulation for this model. This new model has solved the budget contained multi-product newsboy problem with the reactive production. This model can be used to describe the status of entrepreneurial network construction. We use the Lagrange multiplier procedure to deal with our problem, but it is too complicated to get the exact solution. So we introduce the homotopy method to deal with it. We give the flow chart to describe how to get the solution via the homotopy method. We also illustrate our model in both the classical procedure and the homotopy method. Comparing the two methods, we can see that the homotopy method is more exact and efficient.     

MHD flows of UCM fluids above porous stretching sheets using two-auxiliary-parameter homotopy analysis method

The performance of a two-auxiliary-parameter homotopy analysis method (HAM) is investigated in solving laminar MHD flow of an upper-convected Maxwell fluid (UCM) above a porous isothermal stretching sheet. The analysis is carried out up to the 20th-order of approximation, and the effect of parameters such as elasticity number, suction/injection velocity, and magnetic number are studied on the velocity field above the sheet. The results will be contrasted with those reported recently by Hayat et al. [Hayat T, Abbas Z, Sajid M. Series solution for the upper-convected Maxwell fluid over a porous stretching plate. Phys Lett A 358;2006:396–403] obtained using a third-order one-auxiliary-parameter homotopy analysis method. It is concluded that the flow reversal phenomenon as predicted by Hayat et al. (2006) may have arisen because of the inadequacies of using just one-auxiliary-parameter in their analysis. That is, no flow reversal is predicted to occur if instead of using one-auxiliary-parameter use is made of two auxiliary parameters together with a more convenient set of base functions to assure the convergence of the series used to solve the highly nonlinear ODE governing the flow.     

On comparison of the solutions for an axisymmetric flow

Recently, Ariel (Comput Math Appl, 54 (2007), 1169–1183) explored the axially stretching flow of a viscous fluid in the presence of a velocity slip. He computed the solutions by noniterative technique, the homotopy perturbation method (HPM), and the perturbation and asymptotic methods (for small and large values of the slip parameter, respectively). Through comparison between these solutions, he claimed that HPM solution is the best solution showing close agreement with an exact solution. Here, we recomputed the flow problem considered in Ariel's work for the series solution by homotopy analysis method (HAM). It is found that HAM solution is identical with the presented exact solution in Ariel's work. Furthermore, the HAM solution is better than the HPM solution. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2009     

Khovanskii–Rolle Continuation for Real Solutions

We present a new continuation algorithm to find all real solutions to a nondegenerate system of polynomial equations. Unlike homotopy methods, the algorithm is not based on a deformation of the system; instead, it traces real curves connecting the solutions to one system of equations to those of another, eventually leading to the desired real solutions. It also differs from homotopy methods in that it follows only real paths and computes no complex solutions to the original equations. The number of curves traced is essentially bounded above by the fewnomial bound for real solutions, and the method takes advantage of any slack in that bound.     

On the solutions to polynomial systems obtained by homotopy methods

Summary A natural class of homotopy methods for solving polynomial systems is considered. It is shown that at least one solution from each connected component of the solution set is obtained. This generalizes the results of previous papers which concentrated on isolated solutions, i.e. connected components with one single point. The number of solution paths ending in a connected component is independent of the particular homotopy in use and defines in a natural way the multiplicity of the connected component. A few numerical experiments illustrate the obtained results.     

Optimization and homotopy methods for the Gibbs free energy of simple magmatic mixtures

In this paper we consider a mathematical model for magmatic mixtures based on the Gibbs free energy. Different reformulations of the problem are presented and some theoretical results about the existence and number of solutions are derived. Finally, two homotopy methods and a global optimization one are introduced and computationally tested. One of the homotopy methods returns a single solution of the problem, while the other is able to return multiple solutions (often all of them). The global optimization method is a branch-and-reduce one with a theoretical guarantee of detecting all the solutions, although some numerical difficulties, resulting in a loss of a few of them, may have to be faced.     

CATEGORICAL HOMOTOPY

We present a homotopy theory of small categories. In a work of this nature there is a need to give a theory which is clear and which shows the methods of work in this field. It is also necessary to prove theorems which place the theory within the general framework of homotopy, i.e. particularly to liaise with the homotopy of topological spaces and with abstract homotopy theories. Firstly we define the important notion of finite functor on which the theory is based. Next we introduce a type of fibred category fitting to the work on homotopy. After having studied the paths and loops of a category, we consider homotopy between functors. Finally, we demonstrate the possibility of obtaining homotopy groups before taking into consideration the relations between categorical and topological homotopy.     

Solving generalized equations via homotopies

Global Newton methods for computing solutions of nonlinear systems of equations have recently received a great deal of attention. By using the theory of generalized equations, a homotopy method is proposed to solve problems arising in complementarity and mathematical programming, as well as in variational inequalities. We introduce the concepts of generalized homotopies and regular values, characterize the solution sets of such generalized homotopies and prove, under boundary conditions similar to Smale’s [10], the existence of a homotopy path which contains an odd number of solutions to the problem. We related our homotopy path to the Newton method for generalized equations developed by Josephy [3]. An interpretation of our results for the nonlinear programming problem will be given.     

Computing curve intersection by homotopy methods

Intersection problems are fundamental in computational geometry, geometric modeling and design and manufacturing applications, and can be reduced to solving polynomial systems. This paper introduces two homotopy methods, i.e. polyhedral homotopy method and linear homotopy method, to compute the intersections of two plane rational parametric curves. Extensive numerical examples show that computing curve intersection by homotopy methods has better accuracy, efficiency and robustness than by the Ehrlich-Aberth iteration method. Finally, some other applications of homotopy methods are also presented.     

Computing curve intersection by homotopy methods

Intersection problems are fundamental in computational geometry, geometric modeling and design and manufacturing applications, and can be reduced to solving polynomial systems. This paper introduces two homotopy methods, i.e. polyhedral homotopy method and linear homotopy method, to compute the intersections of two plane rational parametric curves. Extensive numerical examples show that computing curve intersection by homotopy methods has better accuracy, efficiency and robustness than by the Ehrlich–Aberth iteration method. Finally, some other applications of homotopy methods are also presented.     

Application of the Caputo‐Fabrizio and Atangana‐Baleanu fractional derivatives to mathematical model of cancer chemotherapy effect

In this paper, we obtain approximate‐analytical solutions of a cancer chemotherapy effect model involving fractional derivatives with exponential kernel and with general Mittag‐Leffler function. Laplace homotopy perturbation method and the modified homotopy analysis transform method were applied. The first method is based on a combination of the Laplace transform and homotopy methods, while the second method is an analytical technique based on homotopy polynomial. The cancer chemotherapy effect equations are solved numerically and analytically using the aforesaid methods. Illustrative examples are included to demonstrate the validity and applicability of the presented technique with new fractional‐order derivatives with exponential decay law and with general Mittag‐Leffler law.     

非线性映射在有界区域内零点数目的若干结果

本文利用连续同伦方法讨论非线性映射在有界区域内零点的存在性和零点数目,以及推广若干经典定理。     

求解混合三角多项式方程组的直接GBQ方法

许多科学与工程领域,我们经常需要求混合三角多项式方程组的全部解.一般来说,混合三角多项式方程组可以通过变量替换及增加二次多项式转化为多项式方程组,进而利用数值方法进行求解,但这种转化会增大问题的规模从而增加计算量.在本文中,我们不将问题转化,考虑利用直接同伦方法求解,并给出基于GBQ方法构造的初始方程组及同伦定理的证明.数值实验结果表明我们构造的直接同伦方法较已有的直接同伦方法更加有效.     

Application of homotopy analysis method for natural convection of Darcian fluid about a vertical full cone embedded in pours media prescribed surface heat flux

In this paper, a powerful analytical method, called homotopy analysis method (HAM) is used to obtain the analytical solution for a nonlinear ordinary deferential equation that often appear in boundary layers problems arising in heat and mass transfer which these kinds of the equations contain infinity boundary condition. The boundary layer approximations of fluid flow and heat transfer of vertical full cone embedded in porous media give us the similarity solution for full cone subjected to surface heat flux boundary conditions. Nonlinear ODE which is obtained by similarity solution has been solved through homotopy analysis method (HAM). The main objective is to propose alternative methods of solution, which do not require small parameters and avoid linearization and physically unrealistic assumptions. The obtained analytical solution in comparison with the numerical ones represents a remarkable accuracy. The results also indicate that HAM can provide us with a convenient way to control and adjust the convergence region.     

A General Approach to Obtain Series Solutions of Nonlinear Differential Equations

Based on homotopy, which is a basic concept in topology, a general analytic method (namely the homotopy analysis method) is proposed to obtain series solutions of nonlinear differential equations. Different from perturbation techniques, this approach is independent of small/large physical parameters. Besides, different from all previous analytic methods, it provides us with a simple way to adjust and control the convergence of solution series. Especially, it provides us with great freedom to replace a nonlinear differential equation of order n into an infinite number of linear differential equations of order k , where the order k is even unnecessary to be equal to the order n . In this paper, a nonlinear oscillation problem is used as example to describe the basic ideas of the homotopy analysis method. We illustrate that the second-order nonlinear oscillation equation can be replaced by an infinite number of (2κ)th-order linear differential equations, where κ≥ 1 can be any a positive integer. Then, the homotopy analysis method is further applied to solve a high-dimensional nonlinear differential equation with strong nonlinearity, i.e., the Gelfand equation. We illustrate that the second-order two or three-dimensional nonlinear Gelfand equation can be replaced by an infinite number of the fourth or sixth-order linear differential equations, respectively. In this way, it might be greatly simplified to solve some nonlinear problems, as illustrated in this paper. All of our series solutions agree well with numerical results. This paper illustrates that we might have much larger freedom and flexibility to solve nonlinear problems than we thought traditionally. It may keep us an open mind when solving nonlinear problems, and might bring forward some new and interesting mathematical problems to study.     

Analytic solution for MHD flow of a third order fluid in a porous channel

The present study investigates the channel flow of a third order fluid. The fluid is electrically conducting in the presence of a magnetic field applied transversely to the porous walls of a channel. Expression for velocity is developed by an analytic method, namely the homotopy analysis method (HAM). Convergence of the obtained solution is properly checked. The feature of the analytic solution as function of the physical parameters of the problem are discussed with the help of graphs. It is observed that unlike the flow of second grade fluid, the obtained solution for a third order fluid is non-similar. Also, the behavior of Hartmann number on the velocity is different to that of the Reynold's number.     

Application of homotopy perturbation methods for solving systems of linear equations

In this paper, homotopy perturbation methods (HPMs) are applied to obtain the solution of linear systems, and conditions are deduced to check the convergence of the homotopy series. Moreover, we have adapted the Richardson method, the Jacobi method, and the Gauss-Seidel method to choose the splitting matrix. The numerical results indicate that the homotopy series converges much more rapidly than the direct methods for large sparse linear systems with a small spectrum radius.     

Comparison of two reliable analytical methods based on the solutions of fractional coupled Klein–Gordon–Zakharov equations in plasma physics

In this paper, homotopy perturbation transform method and modified homotopy analysis method have been applied to obtain the approximate solutions of the time fractional coupled Klein–Gordon–Zakharov equations. We consider fractional coupled Klein–Gordon–Zakharov equation with appropriate initial values using homotopy perturbation transform method and modified homotopy analysis method. Here we obtain the solution of fractional coupled Klein–Gordon–Zakharov equation, which is obtained by replacing the time derivatives with a fractional derivatives of order α ∈ (1, 2], β ∈ (1, 2]. Through error analysis and numerical simulation, we have compared approximate solutions obtained by two present methods homotopy perturbation transform method and modified homotopy analysis method. The fractional derivatives here are described in Caputo sense.     

Efficient computational algorithms for solving one class of fractional boundary value problems

In this paper, we introduce a modification of He’s variational iteration, homotopy analysis and optimal homotopy analysis methods for solving fractional boundary value problems. It is illustrated that the proposed methods are powerful fast numerical tools to find accurate solutions. It is illustrated that efficiency of these methods is based on proper choosing of initial guess.