具有滑动边界条件Stokes问题的自适应Uzawa块松弛算法

对一类具有非线性滑动边界条件的Stokes问题,得到了求其数值解的自适应Uzawa块松弛算法（SUBRM）.通过该问题导出的变分问题,引入辅助变量将原问题转化为一个基于增广Lagrange函数表示的鞍点问题,并采用Uzawa块松弛算法（UBRM）求解.为了提高算法性能,提出利用迭代函数自动选取合适罚参数的自适应法则.该算法的优点是每次迭代只需计算一个线性问题,同时显式计算辅助变量.对算法的收敛性进行了理论分析,最后用数值结果验证了该算法的可行性和有效性.     

曲率障碍下四阶变分不等式的交替方向乘子法北大核心CSCD

对于重调和算子和曲率障碍表示的变分不等式,提出了自适应交替方向乘子数值解法(SADMM).对问题引入一个辅助变量表示曲率函数的增广Lagrange函数,导出一个约束极小值问题,并且该问题等价于一个鞍点问题.然后采用交替方向乘子法(ADMM)求解这个鞍点问题.通过采用平衡原理和迭代函数,得到了自动调整罚参数的自适应法则,从而提高了计算效率.证明了该方法的收敛性,并给出了利用迭代函数近似罚参数的具体方法.最后,用数值计算结果验证了该方法的有效性.     

一类非凸优化问题广义交替方向法的收敛性

考虑利用广义交替方向法(GADMM)求解线性约束两个函数和的最小值问题,其中一个函数为凸函数,另一个函数可以表示为两个凸函数的差.对GADMM的每一个子问题,采用两个凸函数之差算法中的线性化技术来处理.通过假定相应函数满足Kurdyka-Lojasiewicz不等式,当增广Lagrange(拉格朗日)函数的罚参数充分大时,证明了GADMM所产生的迭代序列收敛到增广Lagrange函数的稳定点.最后,给出了该算法的收敛速度分析.     

等式约束优化一个新的SQP算法

提出了一个处理等式约束优化问题新的SQP算法,该算法通过求解一个增广Lagrange函数的拟Newton方法推导出一个等式约束二次规划子问题,从而获得下降方向．罚因子具有自动调节性,并能避免趋于无穷．为克服Maratos效应采用增广Lagrange函数作为效益函数并结合二阶步校正方法．在适当的条件下,证明算法是全局收敛的,并且具有超线性收敛速度．     

非线性规划的一个罚内点方法

针对具有不等式约束的非线性规划,结合罚内点途径,且在牛顿法的基础上,提出一个算法.通过引入辅助变量松弛不等式约束,把约束集合转化为两个集合的交集:一个是容易计算内点的,另一个是简单线性的.这样就提出了解决此问题的一个新的障碍和罚函数方法且给出了其方法的一般收敛性结果.对接近度量和算法参数的选择途径也进行了研究,从而程序上保证了一旦障碍参数被更新,算法仅需要有限牛顿步就能达到近似中心.数值例子说明了方法的有效性.     

具有梯度限制的四阶障碍问题的增广Lagrange迭代方法

基于加罚方法和增广Lagrange泛函, 本文给出了一种求解具有梯度限制的四阶障碍问题的增广Lagrange迭代方法, 并证明了算法的收敛性.通过采用非协调有限元离散的数值实验表明, 该算法是行之有效的.     

几乎不可压线弹性问题的新的Uzawa型自适应有限元方法

本文针对几乎不可压线弹性问题设计新的Uzawa型自适应有限元方法,该方法可克服"闭锁"现象·通过引入"压力"变量将弹性问题转化为一个鞍点系统,对该系统将Uzawa型迭代法和自适应有限元方法相结合,建立了Uzawa型自适应有限元方法,并给出了该算法的收敛性.该算法采用低阶协调有限元通近空间变量,选取的有限元空间对无需满足离散的BB条件.最后,数值算例验证了理论结果的正确性.     

求解带线性约束的凸优化的一类自适应不定线性化增广拉格朗日方法

增广拉格朗日方法是求解带线性约束的凸优化问题的有效算法.线性化增广拉格朗日方法通过线性化增广拉格朗日函数的二次罚项并加上一个临近正则项,使得子问题容易求解,其中正则项系数的恰当选取对算法的收敛性和收敛速度至关重要.较大的系数可保证算法收敛性,但容易导致小步长.较小的系数允许迭代步长增大,但容易导致算法不收敛.本文考虑求解带线性等式或不等式约束的凸优化问题.我们利用自适应技术设计了一类不定线性化增广拉格朗日方法,即利用当前迭代点的信息自适应选取合适的正则项系数,在保证收敛性的前提下尽量使得子问题步长选择范围更大,从而提高算法收敛速度.我们从理论上证明了算法的全局收敛性,并利用数值实验说明了算法的有效性.     

基于增广Lagrange函数的约束优化问题的一个信赖域方法

本文提出一个求解不等式约束优化问题的基于指数型增广Lagrange函数的信赖域方法.基于指数型增广Lagrange函数,将传统的增广Lagrange方法的精确求解子问题转化为一个信赖域子问题,从而减少了计算量,并建立相应的信赖域算法.在一定的假设条件下,证明了算法的全局收敛性,并给出相应经典算例的数值实验结果.     

带有不等式约束的非线性规划问题的一个精确增广Lagrange函数

对求解带有不等式约束的非线性非凸规划问题的一个精确增广Lagrange函数进行了研究．在适当的假设下,给出了原约束问题的局部极小点与增广Lagrange函数,在原问题变量空间上的无约束局部极小点之间的对应关系．进一步地,在对全局解的一定假设下,还提供了原约束问题的全局最优解与增广Lagrange函数,在原问题变量空间的一个紧子集上的全局最优解之间的一些对应关系．因此,从理论上讲,采用该文给出的增广Lagrange函数作为辅助函数的乘子法,可以求得不等式约束非线性规划问题的最优解和对应的Lagrange乘子．     

Uzawa block relaxation domain decomposition method for a two-body frictionless contact problem

We propose a Uzawa block relaxation domain decomposition method for a two-body frictionless contact problem. We introduce auxiliary variables to separate subdomains representing linear elastic bodies. Applying a Uzawa block relaxation algorithm to the corresponding augmented Lagrangian functional yields a domain decomposition algorithm in which we have to solve two uncoupled linear elasticity subproblems in each iteration while the auxiliary variables are computed explicitly using Kuhn–Tucker optimality conditions.     

Uzawa block relaxation method for the unilateral contact problem

We present a Uzawa block relaxation method for the numerical resolution of contact problems with or without friction, between elastic solids in small deformations. We introduce auxiliary unknowns to separate the linear elasticity subproblem from the unilateral contact and friction conditions. Applying a Uzawa block relaxation method to the corresponding augmented Lagrangian functional yields a two-step iterative method with a linear elasticity problem as a main subproblem while auxiliary unknowns are computed explicitly. Numerical experiments show that the method are robust and scalable with a significant saving of computational time.     

Parallel Uzawa Method for Large-Scale Minimization of Partially Separable Functions

A parallel Uzawa-type algorithm, for solving unconstrained minimization of large-scale partially separable functions, is presented. Using auxiliary unknowns, the unconstrained minimization problem is transformed into a (linearly) constrained minimization of a separable function.The augmented Lagrangian of this problem decomposes into a sum of partially separable augmented Lagrangian functions. To take advantage of this property, a Uzawa block relaxation is applied. In every iteration, unconstrained minimization subproblems are solved in parallel before updating Lagrange multipliers. Numerical experiments show that the speed-up factor gained using our algorithm is significant.     

Alternating direction method of multiplier for the unilateral contact problem with an automatic penalty parameter selection

We propose an alternating direction method of multiplier (ADMM) for the unilateral (frictionless) contact problem with an optimal parameter selection. We first introduce an auxiliary unknown to seprate the linear elasticity subproblem from the unilateral contact condition. Then an alternating direction is applied to the corresponding augmented Lagrangian. By eliminating the primal and auxiliary unknowns, at the discrete level, we derive a pure dual algorithm, starting point for the convergence analysis and the optimal parameter approximation. Numerical experiments are proposed to illustrate the efficiency of the proposed (optimal) penalty parameter selection method.     

无限多类别网络均衡问题中的收费计算

对于一个多类别的网络均衡问题,可以通过计算某个辅助问题的容量限制约束相应的乘子向量得到有效收费.本文通过计算拉格朗日函数的鞍点来计算乘子向量.借助于广义拉格朗日函数的稳定性和Uzawa算法非精确解的收敛性,得到鞍点序列的收敛性.其中离散化方法用于最小化广义拉格朗日函数的计算.     

Unit Commitment by Augmented Lagrangian Relaxation: Testing Two Decomposition Approaches

One of the main drawbacks of the augmented Lagrangian relaxation method is that the quadratic term introduced by the augmented Lagrangian is not separable. We compare empirically and theoretically two methods designed to cope with the nonseparability of the Lagrangian function: the auxiliary problem principle method and the block coordinated descent method. Also, we use the so-called unit commitment problem to test both methods. The objective of the unit commitment problem is to optimize the electricity production and distribution, considering a short-term planning horizon.     

Analysis and Numerical Approximation of a Contact Problem Involving Nonlinear Hencky-Type Materials with Nonlocal Coulomb’s Friction Law

A static frictional contact problem between an elasto-plastic body and a rigid foundation is considered. The material’s behavior is described by the nonlinear elastic constitutive Hencky’s law. The contact is modeled with the Signorini condition and a version of Coulomb’s law in which the coefficient of friction depends on the slip. The existence of a weak solution is proved by using Schauder’s fixed-point theorem combined with arguments of abstract variational inequalities. Afterward, a successive iteration technique, based on the Ka?anov method, to solve the problem numerically is proposed, and its convergence is established. Then, to improve the conditioning of the iterative problem, an appropriate Augmented Lagrangian formulation is used and that will lead us to Uzawa block relaxation method in every iteration. Finally, numerical experiments of two-dimensional test problems are carried out to illustrate the performance of the proposed algorithm.     

Uzawa methods for a class of block three‐by‐three saddle‐point problems

In this work, we consider numerical methods for solving a class of block three‐by‐three saddle‐point problems, which arise from finite element methods for solving time‐dependent Maxwell equations and some other applications. The direct extension of the Uzawa method for solving this block three‐by‐three saddle‐point problem requires the exact solution of a symmetric indefinite system of linear equations at each step. To avoid heavy computations at each step, we propose an inexact Uzawa method, which solves the symmetric indefinite linear system in some inexact way. Under suitable assumptions, we show that the inexact Uzawa method converges to the unique solution of the saddle‐point problem within the approximation level. Two special algorithms are customized for the inexact Uzawa method combining the splitting iteration method and a preconditioning technique, respectively. Numerical experiments are presented, which demonstrated the usefulness of the inexact Uzawa method and the two customized algorithms.