Uzawa iteration method for stokes type variational inequality of the second kind

In this paper,the Uzawa iteration algorithm is applied to the Stokes problem with nonlinear slip boundary conditions whose variational formulation is the variational inequality of the second kind.Firstly, the multiplier in a convex set is introduced such that the variational inequality is equivalent to the variational identity.Moreover,the solution of the variational identity satisfies the saddle-point problem of the Lagrangian functional ?.Subsequently,the Uzawa algorithm is proposed to solve the solution of the saddle-point problem. We show the convergence of the algorithm and obtain the convergence rate.Finally,we give the numerical results to verify the feasibility of the Uzawa algorithm.     

Analysis of a new variational model for multiplicative noise removal

In this paper we consider a new variational model for multiplicative noise removal. We prove the existence and uniqueness of the minimizer for the variational problem. Furthermore, we derive the existence and uniqueness of weak solutions for the associated evolution equation. Finally, some numerical experiments are shown to compare the proposed model with the model given by Aubert and Aujol.     

Self-adaptive methods for general variational inequalities

It is well known that the general variational inequalities are equivalent to the fixed point problems and the Wiener-Hopf equations. In this paper, we use these alternative equivalent formulations to suggest and analyze some new self-adaptive iterative methods for solving the general variational inequalities. Our results can be viewed as a significant extension of the previously known results for variational inequalities. An example is given to illustrate the efficiency of the proposed method.     

变分不等式的一类二次投影算法

通过构造的一类严格分离当前点与解集的超平面得到了一类解伪单调变分不等式的修正二次投影算法,该算法对He Yiran的算法进行了修正.从而建立了解伪单调变分不等式二次投影算法的一种框架结构.证明了该算法生成的无穷序列具有的全局收敛性,在具备某种局部误差界和Lipchitz连续条件下给出了收敛率分析.并给出了该算法的数值演算结果.     

Finite strain inelasticity for isotropy,a simple and efficient finite element formulation

We consider a formulation of associative isotropic J₂‐elastoplasticity at finite inelastic strains and aspects of its numerical implementation. The essential ingredients include the multiplicative decomposition of the deformation gradient in elastic and inelastic parts, the definition of a convex elastic domain in stress space and a material representation of the constitutive equations for general non‐Cartesian coordinate charts. On the numerical side we propose a stress update algorithm for elasto‐plastic response, including isotropic hardening. The finite element formulation is based on assumed strain and enhanced strain variational principles, for a complete outline see [3]. Remarkably the formulation is very similar to the case of infinitesimal plasticity: (i) The scheme of linear return mapping algorithm takes the form of standard return mapping of the infinitesimal theory for the case of isotropic elastic response. (ii) The algorithmic elastoplastic moduli have a similar structure as in the linear case. Together with an exact fulfillment of plastic incompressibility by means of a simple correction one achieves an advantageously efficient finite element formulation. Its performance is documented by a numerical example.     

Iterative algorithms for systems of extended regularized nonconvex variational inequalities and fixed point problems

This paper points out some fatal errors in the equivalent formulations used in Noor 2011 [Noor MA. Projection iterative methods for solving some systems of general nonconvex variational inequalities. Applied Analysis. 2011;90:777–786] and consequently in Noor 2009 [Noor MA. System of nonconvex variational inequalities. Journal of Advanced Research Optimization. 2009;1:1–10], Noor 2010 [Noor MA, Noor KI. New system of general nonconvex variational inequalities. Applied Mathematics E-Notes. 2010;10:76–85] and Wen 2010 [Wen DJ. Projection methods for a generalized system of nonconvex variational inequalities with different nonlinear operators. Nonlinear Analysis. 2010;73:2292–2297]. Since these equivalent formulations are the main tools to suggest iterative algorithms and to establish the convergence results, the algorithms and results in the aforementioned articles are not valid. It is shown by given some examples. To overcome with the problems in these papers, we consider a new system of extended regularized nonconvex variational inequalities, and establish the existence and uniqueness result for a solution of the aforesaid system. We suggest and analyse a new projection iterative algorithm to compute the unique solution of the system of extended regularized nonconvex variational inequalities which is also a fixed point of a nearly uniformly Lipschitzian mapping. Furthermore, the convergence analysis of the proposed iterative algorithm under some suitable conditions is studied. As a consequence, we point out that one can derive the correct version of the algorithms and results presented in the above mentioned papers.     

Three-step iterative methods for general variational inclusions in L P spaces

In this paper, we show that the general variational inclusions are equivalent to the fixed point problem. We use this equivalence to discuss the existence of the variational inclusions in L ^p spaces. Using the technique of the updating solution, we suggest some three-step iterative methods for solving the general variational inclusion. We also consider the convergence analysis of the proposed iterative methods under some mild conditions. Since the general variational inclusions include several classes of variational inequalities and optimization problems as special cases, results proved in this paper continue to hold for these problems.     

Projector preconditioning for partially bound‐constrained quadratic optimization

Preconditioning by a conjugate projector is combined with the recently proposed modified proportioning with reduced gradient projection (MPRGP) algorithm for the solution of bound‐constrained quadratic programming problems. If applied to the partially bound‐constrained problems, such as those arising from the application of FETI‐based domain decomposition methods to the discretized elliptic boundary variational inequalities, the resulting algorithm is shown to have better bound on the rate of convergence than the original MPRGP algorithm. The performance of the algorithm is illustrated on the solution of a model boundary variational inequality. Copyright © 2007 John Wiley & Sons, Ltd.     

Stopping Problems of Certain Multiplicative Functionals and Optimal Investment with Transaction Costs

Optimal stopping and impulse control problems with certain multiplicative functionals are considered. The stopping problems are solved by showing the unique existence of the solutions of relevant variational inequalities. However, since functions defining the multiplicative costs change the signs, some difficulties arise in solving the variational inequalities. Through gauge transformation we rewrite the variational inequalities in different forms with the obstacles which grow exponentially fast but with positive killing rates. Through the analysis of such variational inequalities we construct optimal stopping times for the problems. Then optimal strategies for impulse control problems on the infinite time horizon with multiplicative cost functionals are constructed from the solutions of the risk-sensitive variational inequalities of "ergodic type" as well. Application to optimal investment with fixed ratio transaction costs is also considered.     

Variational problems in Clifford analysis

Using decomposition results for Sobolev spaces of Clifford‐valued functions into direct sums of subspaces of monogenic and co‐monogenic functions variational problems will be studied.These variational problems are equivalent to PD‐models by the choice of special operators of conboundary differentiation. By a Galerkin scheme we construct the monogenic part as a weak solution of a non‐linear problem. The co‐monogenic potential is the solution of a weak Dirichlet problem. Copyright © 2002 John Wiley & Sons, Ltd.     

A new double projection algorithm for variational inequalities

We present a modification of a double projection algorithm proposed by Solodov and Svaiter for solving variational inequalities. The main modification is to use a different Armijo-type linesearch to obtain a hyperplane strictly separating current iterate from the solutions of the variational inequalities. Our method is proven to be globally convergent under very mild assumptions. If in addition a certain error bound holds, we analyze the convergence rate of the iterative sequence. We use numerical experiments to compare our method with that proposed by Solodov and Svaiter.     

On inertial proximal algorithm for split variational inclusion problems

ABSTRACT

In this paper, a hybrid proximal algorithm with inertial effect is introduced to solve a split variational inclusion problem in real Hilbert spaces. Under mild conditions on the parameters, we establish weak convergence results for the proposed algorithm. Unlike the earlier iterative methods, we do not impose any conditions on the sequence generated by the proposed algorithm. Also, we extend our results to find a common solution of a split variational inclusion problem and a fixed-point problem. Finally, some numerical examples are given to discuss the convergence and superiority of the proposed iterative methods.     

A Model for Kidney Tissue Damage under High Speed Loading

In a medical procedure to comminute kidney stones the patient is subjected to hypersonic waves focused at the stone. Unfortunately such shock waves also damage the surrounding kidney tissue. We present here a model for the mechanical response of the soft tissue to such a high speed loading regime. The material model combines shear induced plasticity with irreversible volumetric expansion as induced, e.g., by cavitating bubbles. The theory is based on a multiplicative decomposition of the deformation gradient and on an internal variable formulation of continuum thermodynamics. By the use of logarithmic and exponential mappings the stress update algorithms are extended from small‐strain to the finite deformation range. In that way the time‐discretized version of the porous‐viscoplastic constitutive updates is described in a fully variational manner. By numerical experiments we study the shock‐wave propagation into the tissue and analyze the resulting stress states. A first finite element simulation shows localized damage in the human kidney. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Simultaneous Subgradient Algorithms for the Generalized Split Variational Inclusion Problem in Hilbert Spaces

In this article, we study the generalized split variational inclusion problem. For this purpose, motivated by the projected Landweber algorithm for the split equality problem, we first present a simultaneous subgradient extragradient algorithm and give related convergence theorems for the proposed algorithm. Next, motivated by the alternating CQ-algorithm for the split equality problem, we propose another simultaneous subgradient extragradient algorithm to study the general split variational inclusion problem. As applications, we consider the split equality problem, split feasibility problem, split variational inclusion problem, and variational inclusion problem in Hilbert spaces.     

Extended Projection Methods for Monotone Variational Inequalities

In this paper, we prove that each monotone variational inequality is equivalent to a two-mapping variational inequality problem. On the basis of this fact, a new class of iterative methods for the solution of nonlinear monotone variational inequality problems is presented. The global convergence of the proposed methods is established under the monotonicity assumption. The conditions concerning the implementability of the algorithms are also discussed. The proposed methods have a close relationship to the Douglas–Rachford operator splitting method for monotone variational inequalities.     

Variational iteration method for solving twelfth-order boundary-value problems using He’s polynomials

In this paper, we apply the variational iteration method using He’s polynomials (VIMHP) for solving the twelfth-order boundary-value problems. The proposed method is an elegant combination of variational iteration and the homotopy perturbation methods. The suggested algorithm is quite efficient and is practically well suited for use in these problems. The suggested iterative scheme finds the solution without any discretization, linearization, or restrictive assumptions. Several examples are given to verify the reliability and efficiency of the method. The fact that the proposed technique solves nonlinear problems without using Adomian’s polynomials can be considered as a clear advantage of this algorithm over the decomposition method.     

线性分式多乘积规划问题的完全多项式时间近似算法

本文针对线性分式多乘积规划问题,通过Charnes-Cooper转化将原问题转化为一个等价问题,借助此等价问题提出一个获得原问题全局近似最优解的算法,最终证明了算法的收敛性,且提供了算法运算时间的理论分析.     

Improved Noniterative Algorithm for Solving the Traffic Equilibrium Problem

We provide an equivalent formulation of a previously proposed noniterative algorithm (see A. Maugeri, Appl. Math. Optim. 16, 169–185, 1987) for the traffic equilibrium problem. Moreover, under the strict monotonicity assumption, we provide an improved algorithm which enlarges the range of applicability of the previous algorithm and decreases considerably its computational effort. Our algorithm is based on a general algorithm for variational inequalities (see O. Mancino, G. Stampacchia, J. Optim. Theory Appl. 9, 3–23, 1972), which we further develop and adapt to the traffic equilibrium problem. Both our proofs and the algorithm exploit directly the equilibrium conditions which characterize our problem.     

Schwarz methods for inequalities with contraction operators

We prove the convergence of some multiplicative and additive Schwarz methods for inequalities which contain contraction operators. The problem is stated in a reflexive Banach space and it generalizes the well-known fixed-point problem in the Hilbert spaces. Error estimation theorems are given for three multiplicative algorithms and two additive algorithms. We show that these algorithms are in fact Schwarz methods if the subspaces are associated with a decomposition of the domain. Also, for the one- and two-level methods in the finite element spaces, we write the convergence rates as functions of the overlapping and mesh parameters. They are similar with the convergence rates of these methods for linear problems. Besides the direct use of the five algorithms for the inequalities with contraction operators, we can use the above results to obtain the convergence rate of the Schwarz method for other types of inequalities or nonlinear equations. In this way, we prove the convergence and estimate the error of the one- and two-level Schwarz methods for some inequalities in Hilbert spaces which are not of the variational type, and also, for the Navier–Stokes problem. Finally, we give conditions of existence and uniqueness of the solution for all problems we consider. We point out that these conditions and the convergence conditions of the proposed algorithms are of the same type.     

Global Maximization of a Generalized Concave Multiplicative Function

This article presents a branch-and-bound algorithm for globally solving the problem (P) of maximizing a generalized concave multiplicative function over a compact convex set. Since problem (P) does not seem to have been studied previously, the algorithm is apparently the first algorithm to be proposed for solving this problem. It works by globally solving a problem (P1) equivalent to problem (P). The branch-and-bound search undertaken by the algorithm uses rectangular partitioning and takes place in a space which typically has a much smaller dimension than the space to which the decision variables of problem (P) belong. Convergence of the algorithm is shown; computational considerations and benefits for users of the algorithm are given. A sample problem is also solved.