Parallel methods for verified global optimization practice and theory

We present a new parallel method for verified global optimization, using a centralized mediator for the dynamic load balancing. The new approach combines the advantages of two previous models, the master slave model and the processor farm. Numerical results show the efficiency of this new method. For a large number of problems at least linear speedup is reached. The efficiency of this new method is also confirmed by a comparison with other parallel methods for verified global optimization. A theoretical study proves that using the best-first strategy to choose the next box for subdivision, no real superlinear speedup may be expected concerning the number of iterations. Moreover, the potential of parallelization of methods of verified global optimization is discussed in general.     

On new estimates for the Navier-Stokes equations and globally stable attractors

For the two-dimensional Navier-Stokes equations and for a number of their globally stable approximations (the Galerkin-Faedo method, the Galerkin-Faedo method discrete in time, the implicit finite-difference methods (19i)) the author presents new a priori estimates which prove the existence of a compact minimal global B-attractor for the Navier-Stokes equations (this fact was first proved by the author in 1972, see [1]) and also for the approximations mentioned above. Similar results for many problems of the theory of viscous incompressible fluids and continuum mechanics are valid. Bibliography: 18 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 200, 1992, pp. 98–109. Translated by O. A. Ladyzhenskaya.     

A feasible SQP method for nonlinear programming

In this paper, a new SQP algorithm is presented to solve the general nonlinear programs with mixed equality and inequality constraints. Quoted from P. Spellucci (see [9]), this method maybe be named sequential equality constrained quadratic programming (SECQP) algorithm. Per single iteration, based on an active set strategy ( see [9]), this SECQP algorithm requires only to solve equality constrained quadratic programming subproblems or system of linear equations. The theoretical analysis shows that global and superlinear convergence can be induced under some suitable conditions.     

A new local and global optimization method for mixed integer quadratic programming problems

In this paper, a new local optimization method for mixed integer quadratic programming problems with box constraints is presented by using its necessary global optimality conditions. Then a new global optimization method by combining its sufficient global optimality conditions and an auxiliary function is proposed. Some numerical examples are also presented to show that the proposed optimization methods for mixed integer quadratic programming problems with box constraints are very efficient and stable.     

One side cut accelerated random search

A new algorithm for bound constrained global optimization is presented. At each iteration the method uses a single feasible box containing a control point. A single random sample point is generated inside the box. If this new point is better it replaces the control point and the box is reset to the feasible region. Otherwise the box is shrunk so that it no longer contains the random sample point. If a minimal box size is reached the box is also reset to the feasible region. The method is shown to converge almost surely to an essential global minimizer. The method is very simple to implement. Numerical testing shows that the method is viable in practice. A simple modification to accelerated random search is also discussed.     

Constrained Global Optimization of Expensive Black Box Functions Using Radial Basis Functions

We present a new strategy for the constrained global optimization of expensive black box functions using response surface models. A response surface model is simply a multivariate approximation of a continuous black box function which is used as a surrogate model for optimization in situations where function evaluations are computationally expensive. Prior global optimization methods that utilize response surface models were limited to box-constrained problems, but the new method can easily incorporate general nonlinear constraints. In the proposed method, which we refer to as the Constrained Optimization using Response Surfaces (CORS) Method, the next point for costly function evaluation is chosen to be the one that minimizes the current response surface model subject to the given constraints and to additional constraints that the point be of some distance from previously evaluated points. The distance requirement is allowed to cycle, starting from a high value (global search) and ending with a low value (local search). The purpose of the constraint is to drive the method towards unexplored regions of the domain and to prevent the premature convergence of the method to some point which may not even be a local minimizer of the black box function. The new method can be shown to converge to the global minimizer of any continuous function on a compact set regardless of the response surface model that is used. Finally, we considered two particular implementations of the CORS method which utilize a radial basis function model (CORS-RBF) and applied it on the box-constrained Dixon–Szegö test functions and on a simple nonlinearly constrained test function. The results indicate that the CORS-RBF algorithms are competitive with existing global optimization algorithms for costly functions on the box-constrained test problems. The results also show that the CORS-RBF algorithms are better than other algorithms for constrained global optimization on the nonlinearly constrained test problem.     

Phase-field approach to fracture for finite-deformation contact problems

The present contribution deals with a variationally consistent Mortar contact algorithm applied to a phase-field fracture approach for finite deformations, see [4]. A phase-field approach to fracture allows for the numerical simulation of complex fracture patterns for three dimensional problems, extended recently to finite deformations (see [2] for more details). In a nutshell, the phase-field approach relies on a regularization of the sharp (fracture-) interface. In order to improve the accuracy, a fourth-order Cahn-Hilliard phase-field equation is considered, requiring global C¹ continuity (see [1]), which will be dealt with using an isogeometrical analysis (IGA) framework. Additionally, a newly developed hierarchical refinement scheme is applied to resolve for local physical phenomena e.g. the contact zone (see [3] for more details). The Mortar method is a modern and very accurate numerical method to implement contact boundaries. This approach can be extended in a straightforward manner to transient phase-field fracture problems. The performance of the proposed methods will be examined in a representative numerical example. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A simple global model for the general circulation of the atmosphere

In this article we present a new method of Rossby asymptotics for the equations of the atmosphere similar to the geostrophic asymptotics. We depart from the classical geostrophics (see J. G. Charney [5] and our previous article [29]) by considering an asymptotics valid for the whole atmosphere, not only in midlatitude regions, and by taking into account the spherical form of the earth. We obtain in this way a very simple global circulation model of the atmosphere for which the equations of motion for wind and temperature are linear evolution equations similar to the linear Stokes equations. Furthermore, the solutions are independent of longitude, and winds travel exactly to the east or to the west. In this mathematically oriented article, we do not discuss the physical significance of the model that we derive except for observing that this picture coincides in general terms with the classically averaged data obtained by experimental measurements. We also note that different global geostrophic asymptotics (called planetary geostrophic asymptotics) are considered elsewhere in the literature, for example, in J. Pedlosky [33]. In a less mathematically rigorous way, H. Lamb [21] observed that the only globally valid geostrophic flow that maintains a slow time scale is zonally symmetric (see the comments in N. Phillips [35] and an explicit derivation in H. Jeffreys [19]). © 1997 John Wiley & Sons, Inc.     

Global stability of viscous contact wave for 1-D compressible Navier–Stokes equations

The viscous contact waves for one-dimensional compressible Navier–Stokes equations has recently been shown to be asymptotically stable. The stability results are called local stability or global stability depending on whether the norms of initial perturbations are small or not. Up to now, local stability results toward viscous contact waves of compressible Navier–Stokes equations have been well established (see Huang et al., 2006, 2008, 2009 [9], [10], [7]), but there are few results for the global stability in the case of Cauchy problem which is the purpose of this paper. The proof is based on an elementary energy method using an inequality concerning the heat kernel (see Lemma 1 of Huang et al., 2010 [7]).     

On nonlinear generalized conjugate gradient methods

Summary. The Generalized Conjugate Gradient method (see [1]) is an iterative method for nonsymmetric linear systems. We obtain generalizations of this method for nonlinear systems with nonsymmetric Jacobians. We prove global convergence results. Received April 29, 1992 / Revised version received November 18, 1993     

Global optimality conditions for cubic minimization problem with box or binary constraints

In this article, we provide optimality conditions for global solutions to cubic minimization problems with box or binary constraints. Our main tool is an extension of the global subdifferential approach, developed by Jeyakumar et al. (J Glob Optim 36:471–481, 2007; Math Program A 110:521–541, 2007). We also derive optimality conditions that characterize global solutions completely in the case where the cubic objective function contains no cross terms. Examples are given to demonstrate that the optimality conditions can effectively be used for identifying global minimizers of certain cubic minimization problems with box or binary constraints.     

A remark on translates of a box spline

We prove an express theorem on the stability of integer translates of a box spline and clear proposition 4. 10. 2 in [6] for box spline case. Also, we provide a way to construct a linear projection from L_p to the space of integer translates of a box spline. Consequently, the equivalence among the stability, global linear independence and local linear independence of translates of a box spile follows. Partially supported by ARO contract No. DAAL 4-87-0025     

Global existence of weak‐type solutions for models of monotone type in the theory of inelastic deformations

This article introduces the notion of weak‐type solutions for systems of equations from the theory of inelastic deformations, assuming that the considered model is of monotone type (for the definition see [Lecture Notes in Mathematics, 1998, vol. 1682]). For the boundary data associated with the initial‐boundary value problem and satisfying the safe‐load condition the existence of global in time weak‐type solutions is proved assuming that the monotone model is rate‐independent or of gradient type. Moreover, for models possessing an additional regularity property (see Section 5) the existence of global solutions in the sense of measures, defined by Temam in Archives for Rational Mechanics and Analysis, 95 : 137, is obtained, too. Copyright © 2002 John Wiley & Sons, Ltd.     

GLOBAL CLASSICAL SOLUTIONS OF THE BOLTZMANN EQUATION NEAR MAXWELLIANS

Global classical solutions near Maxwellians are constructed for the Bolt.zma.nn equation in a periodic box with angular soft cutoff, that is, -3<γ< 0. The construction of global solution is based on an energy method used in [9].     

Fast construction of constant bound functions for sparse polynomials

A new method for the representation and computation of Bernstein coefficients of multivariate polynomials is presented. It is known that the coefficients of the Bernstein expansion of a given polynomial over a specified box of interest tightly bound the range of the polynomial over the box. The traditional approach requires that all Bernstein coefficients are computed, and their number is often very large for polynomials with moderately-many variables. The new technique detailed represents the coefficients implicitly and uses lazy evaluation so as to render the approach practical for many types of non-trivial sparse polynomials typically encountered in global optimization problems; the computational complexity becomes nearly linear with respect to the number of terms in the polynomial, instead of exponential with respect to the number of variables. These range-enclosing coefficients can be employed in a branch-and-bound framework for solving constrained global optimization problems involving polynomial functions, either as constant bounds used for box selection, or to construct affine underestimating bound functions. If such functions are used to construct relaxations for a global optimization problem, then sub-problems over boxes can be reduced to linear programming problems, which are easier to solve. Some numerical examples are presented and the software used is briefly introduced.     

Parallel radial basis function methods for the global optimization of expensive functions

We introduce a master–worker framework for parallel global optimization of computationally expensive functions using response surface models. In particular, we parallelize two radial basis function (RBF) methods for global optimization, namely, the RBF method by Gutmann [Gutmann, H.M., 2001a. A radial basis function method for global optimization. Journal of Global Optimization 19(3), 201–227] (Gutmann-RBF) and the RBF method by Regis and Shoemaker [Regis, R.G., Shoemaker, C.A., 2005. Constrained global optimization of expensive black box functions using radial basis functions, Journal of Global Optimization 31, 153–171] (CORS-RBF). We modify these algorithms so that they can generate multiple points for simultaneous evaluation in parallel. We compare the performance of the two parallel RBF methods with a parallel multistart derivative-based algorithm, a parallel multistart derivative-free trust-region algorithm, and a parallel evolutionary algorithm on eleven test problems and on a 6-dimensional groundwater bioremediation application. The results indicate that the two parallel RBF algorithms are generally better than the other three alternatives on most of the test problems. Moreover, the two parallel RBF algorithms have comparable performances on the test problems considered. Finally, we report good speedups for both parallel RBF algorithms when using a small number of processors.     

A cut-peak function method for global optimization

A new method is proposed for solving box constrained global optimization problems. The basic idea of the method is described as follows: Constructing a so-called cut-peak function and a choice function for each present minimizer, the original problem of finding a global solution is converted into an auxiliary minimization problem of finding local minimizers of the choice function, whose objective function values are smaller than the previous ones. For a local minimum solution of auxiliary problems this procedure is repeated until no new minimizer with a smaller objective function value could be found for the last minimizer. Construction of auxiliary problems and choice of parameters are relatively simple, so the algorithm is relatively easy to implement, and the results of the numerical tests are satisfactory compared to other methods.     

Global Bifurcation Diagrams of Steady States of Systems of PDEs via Rigorous Numerics: a 3-Component Reaction-Diffusion System

In this paper, we use rigorous numerics to compute several global smooth branches of steady states for a system of three reaction-diffusion PDEs introduced by Iida et al. [J. Math. Biol. 53(4):617–641, 2006] to study the effect of cross-diffusion in competitive interactions. An explicit and mathematically rigorous construction of a global bifurcation diagram is done, except in small neighborhoods of the bifurcations. The proposed method, even though influenced by the work of van den Berg et al. [Math. Comput. 79(271):1565–1584, 2010], introduces new analytic estimates, a new gluing-free approach for the construction of global smooth branches and provides a detailed analysis of the choice of the parameters to be made in order to maximize the chances of performing successfully the computational proofs.     

具有星形结点的平面五次系统的全局结构分析

该文对具有星形结点的平面五次系统的全局结构的拓扑分类应用Ⅰ Ⅳ型区域(见［2］),讨 论了平面五次系统（1）的全局结构的拓扑分类，并得到93种全局结构及其右边多项式系统的判定方法。      

A new trust region algorithm for bound constrained minimization

We introduce a new algorithm of trust-region type for minimizing a differentiable function of many variables with box constraints. At each step of the algorithm we use an approximation to the minimizer of a quadratic in a box. We introduce a new method for solving this subproblem, that has finite termination without dual nondegeneracy assumptions. We prove the global convergence of the main algorithm and a result concerning the identification of the active constraints in finite time. We describe an implementation of the method and we present numerical experiments showing the effect of solving the subproblem with different degrees of accuracy.This work was supported by FAPESP (Grants 90-3724-6 and 91-2441-3), CNPq, FINEP, and FAEP-UNICAMP.