Properties of updating methods for the multipliers in augmented Lagrangians

The convergence properties of different updating methods for the multipliers in augmented Lagrangians are considered. It is assumed that the updating of the multipliers takes place after each line search of a quasi-Newton method. Two of the updating methods are shown to be linearly convergent locally, while a third method has superlinear convergence locally. Modifications of the algorithms to ensure global convergence are considered. The results of a computational comparison with other methods are presented.This work was supported by the Swedish Institute of Applied Mathematics.     

A geometric method in nonlinear programming

A differential geometric approach to the constrained function maximization problem is presented. The continuous analogue of the Newton-Raphson method due to Branin for solving a system of nonlinear equations is extended to the case where the system is under-determined. The method is combined with the continuous analogue of the gradient-projection method to obtain a constrained maximization method with enforced constraint restoration. Detailed analysis of the global behavior of both methods is provided. It is shown that the conjugate-gradient algorithm can take advantage of the sparse structure of the problem in the computation of a vector field, which constitutes the main computational task in the methods.This is part of a paper issued as Stanford University, Computer Science Department Report No. STAN-CS-77-643 (Ref. 45), which was presented at the Gatlinburg VII Conference, Asilomar, California, 1977. This work was supported in part by NSF Grant No. NAT BUR OF ECON RES/PO No. 4369 and by Department of Energy Contract No. EY-76-C-02-0016.The main part of this work was presented at the Japan-France Seminar on Functional Analysis and Numerical Analysis, Tokyo, Japan, 1976. The paper was prepared in part while the author was a visitor at the Department of Mathematics, North Carolina State University, Raleigh, North Carolina, 1976–77, and was completed while he was a visitor at the Computer Science Department, Stanford University, Stanford, California, 1977. He acknowledges the hospitality and stimulating environment provided by Professor G. H. Golub, Stanford University, and Professors N. J. Rose and C. D. Meyer, North Carolina State University.     

Existence and asymptotic stability for evolution problems on manifolds with damping and source terms

One considers the nonlinear evolution equation with source and damping terms

     

Nonlinear Internal Damping of Wave Equations with Variable Coefficients

For wave equations with variable coefficients on regions which are not necessarily smooth, we study the energy decay rate when a nonlinear damping is applied on a suitable subrigion.     

Efficient and stereoselective synthesis of novel cis-4-substituted proline analogues

A series of novel cis-4-substituted proline analogues were designed and synthesized. Highly stereoselective alkylations at the γ-position of glutamic ester 2 were achieved, followed by reduction, mesylation, and cyclization to afford the title compounds 1 in good yields and high diastereoselectivity.     

Convex Separable Minimization Subject to Bounded Variables

A minimization problem with convex and separable objective function subject to a separable convex inequality constraint and bounded variables is considered. A necessary and sufficient condition is proved for a feasible solution to be an optimal solution to this problem. Convex minimization problems subject to linear equality/linear inequality constraint, and bounds on the variables are also considered. A necessary and sufficient condition and a sufficient condition, respectively, are proved for a feasible solution to be an optimal solution to these two problems. Algorithms of polynomial complexity for solving the three problems are suggested and their convergence is proved. Some important forms of convex functions and computational results are given in the Appendix.     

On the Geometry of Inner Approximations to the Set of Null Controllability for Constrained Linear Systems

The problem of obtaining inner approximations to the set of null controllability for linear systems is considered, and the geometry of certain sets arising in the approximation of using linear feedback is explored. A two-dimensional example is worked in detail in order to delineate the limitations to the use of linear feedback.     

有限温度下二维Heisenberg铁磁系统的声子衰减

在二维正方Heisenberg铁磁系统的基础上建立了磁振子-声子相互作用模型. 利用松原格林函数理论研究了系统的声子衰减，计算了布里渊区的主要对称点线上的声子衰减曲线. 发现在第一布里渊区，在Δ线上，横向声频支声子无衰减，在Z线上，纵向声频支声子无衰减；横向声频支声子衰减比纵向声频支声子衰减至少大一个数量级，并讨论了各项参数的变化对横向声频支声子衰减与纵向声频支声子衰减的影响. 根据声子衰减与声子寿命的关系，声子衰减与声子态密度的关系，可以讨论横向声频支声子与纵向声频支声子的寿命与态密度. 关键词： 磁振子-声子相互作用 横向声频支声子衰减 纵向声频支声子衰减 声子寿命     

A Piecewise Line-Search Technique for Maintaining the Positive Definitenes of the Matrices in the SQP Method

A technique for maintaining the positive definiteness of the matrices in the quasi-Newton version of the SQP algorithm is proposed. In our algorithm, matrices approximating the Hessian of the augmented Lagrangian are updated. The positive definiteness of these matrices in the space tangent to the constraint manifold is ensured by a so-called piecewise line-search technique, while their positive definiteness in a complementary subspace is obtained by setting the augmentation parameter. In our experiment, the combination of these two ideas leads to a new algorithm that turns out to be more robust and often improves the results obtained with other approaches.