Subspace Barzilai-Borwein Gradient Method for Large-Scale Bound Constrained Optimization

An active set subspace Barzilai-Borwein gradient algorithm for large-scale bound constrained optimization is proposed. The active sets are estimated by an identification technique. The search direction consists of two parts: some of the components are simply defined; the other components are determined by the Barzilai-Borwein gradient method. In this work, a nonmonotone line search strategy that guarantees global convergence is used. Preliminary numerical results show that the proposed method is promising, and competitive with the well-known method SPG on a subset of bound constrained problems from CUTEr collection. This work was supported by the 973 project granted 2004CB719402 and the NSF project of China granted 10471036.     

Projected gradient methods for linearly constrained problems

The aim of this paper is to study the convergence properties of the gradient projection method and to apply these results to algorithms for linearly constrained problems. The main convergence result is obtained by defining a projected gradient, and proving that the gradient projection method forces the sequence of projected gradients to zero. A consequence of this result is that if the gradient projection method converges to a nondegenerate point of a linearly constrained problem, then the active and binding constraints are identified in a finite number of iterations. As an application of our theory, we develop quadratic programming algorithms that iteratively explore a subspace defined by the active constraints. These algorithms are able to drop and add many constraints from the active set, and can either compute an accurate minimizer by a direct method, or an approximate minimizer by an iterative method of the conjugate gradient type. Thus, these algorithms are attractive for large scale problems. We show that it is possible to develop a finite terminating quadratic programming algorithm without non-degeneracy assumptions. Work supported in part by the Applied Mathematical Sciences subprogram of the Office of Energy Research of the U.S. Department of Energy under Contract W-31-109-Eng-38. Work supported in part by the Applied Mathematical Sciences subprogram of the Office of Energy Research of the U.S. Department of Energy under Contract W-31-109-Eng-38.     

A difference scheme for solving the Timoshenko beam equations with tip body

In this article, a Timoshenko beam with tip body and boundary damping is considered. A linearized three-level difference scheme of the Timoshenko beam equations on uniform meshes is derived by the method of reduction of order. The unique solvability, unconditional stability and convergence of the difference scheme are proved. The convergence order in maximum norm is of order two in both space and time. A numerical example is presented to demonstrate the theoretical results.     

一类二阶带阻尼项的不稳定型差分方程的振动性与非振动性

应用分类讨论方法和分析方法,讨论了一类广泛的二阶非线性差分方程解的振动性与非振动性,推广并改进了已有文献中的相关结果.     

Additional symmetries of constrained CKP and BKP hierarchies

The additional symmetries of the constrained CKP (cCKP) and BKP (cBKP) hierarchies are given by their actions on the Lax operators, and their actions on the eigenfunction and adjoint eigenfunction {Φ i , Ψ i } are presented explicitly. Furthermore, we show that acting on the space of the wave operator, *k forms new centerless W cC 1+∞ and W cB 1+∞ -subalgebra of centerless W 1+∞ respectively. In order to define above symmetry flows *k of the cCKP and cBKP hierarchies, two vital operators Y k are introduce...     

Pre-emption in resource-constrained project scheduling

The Resource-Constrained Project Scheduling Project (RCPSP), together with some of its extensions, has been widely studied. A fundamental assumption in this basic problem is that activities in progress are non-preemptable. Very little effort has been made to uncover the potential benefits of discrete activity pre-emption, and the papers dealing with this issue have reached the conclusion that it has little effect on project length when constant resource availability levels are defined. In this paper we show how three basic elements of many heuristics for the RCPSP – codification, serial SGS and double justification – can be adapted to deal with interruption. The paper is mainly focussed on problem 1_PRCPSP, a generalization of the RCPSP where a maximum of one interruption per activity is allowed. However, it is also shown how these three elements can be further adapted to deal with more general pre-emptive problems. Computational experiments on the standard j30 and j120 sets support the conclusion that pre-emption does help to decrease project length when compared to the no-interruption case. They also prove the usefulness of the justification in the presence of pre-emption. The justification is a RCPS technique that can be easily incorporated into a wide range of algorithms for the RCPSP, increasing their solution quality – maintaining the number of schedules calculated.     

A unified method for a class of convex separable nonlinear knapsack problems

In this paper, a unified algorithm is proposed for solving a class of convex separable nonlinear knapsack problems, which are characterized by positive marginal cost (PMC) and increasing marginal loss–cost ratio (IMLCR). By taking advantage of these two characteristics, the proposed algorithm is applicable to the problem with equality or inequality constraints. In contrast to the methods based on Karush–Kuhn–Tucker (KKT) conditions, our approach has linear computation complexity. Numerical results are reported to demonstrate the efficacy of the proposed algorithm for different problems.     

THE EXPONENTIAL STABILIZATION FOR A SEMILINEAR WAVE EQUATION WITH LOCALLY DISTRIBUTED FEEDBACK

This paper considers the exponential decay of the solution to a damped semilinear wave equation with variable coefficients in the principal part by Riemannian multiplier method. A differential geometric condition that ensures the exponential decay is obtained.     

Parameter estimation of ordinary differential equations

This paper addresses the development of a new algorithm forparameter estimation of ordinary differential equations. Here,we show that (1) the simultaneous approach combined with orthogonalcyclic reduction can be used to reduce the estimation problemto an optimization problem subject to a fixed number of equalityconstraints without the need for structural information to devisea stable embedding in the case of non-trivial dichotomy and(2) the Newton approximation of the Hessian information of theLagrangian function of the estimation problem should be usedin cases where hypothesized models are incorrect or only a limitedamount of sample data is available. A new algorithm is proposedwhich includes the use of the sequential quadratic programming(SQP) Gauss–Newton approximation but also encompassesthe SQP Newton approximation along with tests of when to usethis approximation. This composite approach relaxes the restrictionson the SQP Gauss–Newton approximation that the hypothesizedmodel should be correct and the sample data set large enough.This new algorithm has been tested on two standard problems.     

带阻尼项一维非等熵流方程组初边值问题解的收敛速度

研究了带阻尼项一维非等熵流方程组的初边值问题，利用能量估计的办法证明了整体解的存在性和得到在L2－模及L∞－模意义下解的大时间状态稳定性估计。