Numerical Comparison of Augmented Lagrangian Algorithms for Nonconvex Problems

Augmented Lagrangian algorithms are very popular tools for solving nonlinear programming problems. At each outer iteration of these methods a simpler optimization problem is solved, for which efficient algorithms can be used, especially when the problems are large. The most famous Augmented Lagrangian algorithm for minimization with inequality constraints is known as Powell-Hestenes-Rockafellar (PHR) method. The main drawback of PHR is that the objective function of the subproblems is not twice continuously differentiable. This is the main motivation for the introduction of many alternative Augmented Lagrangian methods. Most of them have interesting interpretations as proximal point methods for solving the dual problem, when the original nonlinear programming problem is convex. In this paper a numerical comparison between many of these methods is performed using all the suitable problems of the CUTE collection.This author was supported by ProNEx MCT/CNPq/FAPERJ 171.164/2003, FAPESP (Grants 2001/04597-4 and 2002/00094-0 and 2003/09169-6) and CNPq (Grant 302266/2002-0).This author was partially supported by CNPq-Brasil and CDCHT-Venezuela.This author was supported by ProNEx MCT/CNPq/FAPERJ 171.164/2003, FAPESP (Grant 2001/04597-4) and CNPq.     

Relations between the Circumference and <Emphasis Type="Italic">e</Emphasis>-Circumference of a Matroid

For a connected matroid with at least two elements, let c be the maximum size of a circuit and let c _e be the maximum size of a circuit that contains an element e. In 2001, Wu prove that . In this note, we characterize the matroids that attain this bound. This characterization is used to generalize another result of Wu. Manol Lemos: The author is partially supported by CNPq (Grants No. 476224/04-7 and 301178/05-4) and FAPESP/CNPq (Grant No. 2003/09925-5). Received: October 13, 2006. Final version received: November 6, 2007.     

Extensions of homogeneous polynomials on c 0(l 2 i )

We show that a 2-homogeneous polynomial on the complex Banach space c ₀ l ₂ ⁱ ) is norm attaining if and only if it is finite (i.e, depends only on finite coordinates). As the consequence, we show that there exists a unique norm-preserving extension for norm-attaining 2-homogeneous polynomials on c ₀(l ₂ ⁱ ). The second author was supported by FAPESP, Brazil, Research Grant 01/04220-8.     

A Borsuk-Ulam Theorem for compact Lie group actions

Let G be a compact Lie group. Let X, Y be free G-spaces. In this paper, we consider the question of the existence of G-maps f : X → Y . As a consequence, we obtain a theorem about the existence of ℤ_p-coincidence points. *The author was supported by FAPESP of Brazil Grant 01/02226-9.     

A trust region method for minimization of nonsmooth functions with linear constraints

We introduce a trust region algorithm for minimization of nonsmooth functions with linear constraints. At each iteration, the objective function is approximated by a model function that satisfies a set of assumptions stated recently by Qi and Sun in the context of unconstrained nonsmooth optimization. The trust region iteration begins with the resolution of an “easy problem”, as in recent works of Martínez and Santos and Friedlander, Martínez and Santos, for smooth constrained optimization. In practical implementations we use the infinity norm for defining the trust region, which fits well with the domain of the problem. We prove global convergence and report numerical experiments related to a parameter estimation problem. Supported by FAPESP (Grant 90/3724-6), FINEP and FAEP-UNICAMP. Supported by FAPESP (Grant 90/3724-6 and grant 93/1515-9).     

Weakly elliptic systems of variational inequalities: a 2×2 model problem with obstacles in both components

Summary In this paper we study a model system of2×2 second order, linear variational inequalities in which the solution is subjected to a unilateral constraint, the obstacle. We obtain existence for some systems which are not strongly elliptic, and we give an example of non- uniqueness in a specific case.Research supported in part by FAPESP Grant 93/3732-7.     

Some equivalence relations which are borel reducible to isomorphism between separable banach spaces

We prove that the relationE _K σ is Borel reducible to isomorphism and complemented biembeddability between subspaces ofc ₀ orl _p with 1≤p<2. We also show that the relationE _K σ ⊗=⁺ is Borel reducible to isomorphism, complemented biembeddability, and Lipschitz isomorphism between subspaces ofL _p for 1≤p<2. This author was supported by FAPESP Grant 2002/09662-1.     

Multiperiod Mean-Variance Optimization with Intertemporal Restrictions

We investigate mean-variance optimization problems that arise in portfolio selection. Restrictions on intermediate expected values or variances of the portfolio are considered. Some explicit procedures for obtaining the solution are presented. The main advantage of this technique is that it is possible to control the intermediate behavior of a portfolio’s return or variance. Some examples illustrating these situations are presented. The first author received financial support from CNPq (Brazilian National Research Council) Grants 472920/03-0 and 304866/03-2, FAPESP (Research Council of the State of S?o Paulo) Grant 03/06736-7, PRONEX Grant 015/98, and IM-AGIMB.     

Best Approximation and Perturbation Property in Hilbert Spaces

We study the perturbation property of best approximation to a set defined by an abstract nonlinear constraint system. We show that, at a normal point, the perturbation property of best approximation is equivalent to an equality expressed in terms of normal cones. This equality is related to the strong conical hull intersection property. Our results generalize many known results in the literature on perturbation property of best approximation established for a set defined by a finite system of linear/nonlinear inequalities. The connection to minimization problem is considered.The authors thank the referees for valuable suggestions.K.F. Ng - This author was partially supported by Grant A0324638 from the National Natural Science Foundation of China and Grants (2001) 01GY051-66 and SZD0406 from Sichuan Province. Y.R. He -This author was supported by a Direct Grant (CUHK) and an Earmarked Grant from the Research Grant Council of Hong Kong.     

Co-volume methods for degenerate parabolic problems

Summary A complementary volume (co-volume) technique is used to develop a physically appealing algorithm for the solution of degenerate parabolic problems, such as the Stefan problem. It is shown that, these algorithms give rise to a discrete semigroup theory that parallels the continuous problem. In particular, the discrete Stefan problem gives rise to nonlinear semigroups in both the discreteL ¹ andH ^–1 spaces.The first author was supported by a grant from the Hughes foundation, and the second author was supported by the National Science Foundation Grant No. DMS-9002768 while this work was undertaken. This work was supported by the Army Research Office and the National Science Foundation through the Center for Nonlinear Analysis.     

Necessary Conditions for Impulsive Nonlinear Optimal Control Problems without a priori Normality Assumptions

First-order and second-order necessary conditions of optimality for an impulsive control problem that remain informative for abnormal control processes are presented and derived. One of the main features of these conditions is that no a priori normality assumptions are required. This feature follows from the fact that these conditions rely on an extremal principle which is proved for an abstract minimization problem with equality constraints, inequality constraints, and constraints given by an inclusion in a convex cone. Two simple examples illustrate the power of the main result.The first author was partially supported by the Russian Foundation for Basic Research Grant 02-01-00334. The second author was partially supported by the Russian Foundation for Basic Research Grant 00-01-00869. The third author was partially supported by Fundacao para a Ciencia e Tecnologia and by INVOTAN Grant.     

Szegő polynomials and the truncated trigonometric moment problem

We show how Szegő polynomials can be used in the theory of truncated trigonometric moment problem. Mathematics Subject Classification Primary—42A70; Secondary—42C15 The work was done during a visit of the first author to UNESP with a fellowship from FAPESP in September–October, 2002. The research of the second author was supported by grants from CNPq and FAPESP of Brazil.     

An inexact-restoration method for nonlinear bilevel programming problems

We present a new algorithm for solving bilevel programming problems without reformulating them as single-level nonlinear programming problems. This strategy allows one to take profit of the structure of the lower level optimization problems without using non-differentiable methods. The algorithm is based on the inexact-restoration technique. Under some assumptions on the problem we prove global convergence to feasible points that satisfy the approximate gradient projection (AGP) optimality condition. Computational experiments are presented that encourage the use of this method for general bilevel problems. This work was supported by PRONEX-Optimization (PRONEX—CNPq/FAPERJ E-26/171.164/2003—APQ1), FAPESP (Grants 06/53768-0 and 05-56773-1) and CNPq.     

The orthogonal convex skull problem

We give a combinatorial definition of the notion of a simple orthogonal polygon beingk-concave, wherek is a nonnegative integer. (A polygon is orthogonal if its edges are only horizontal or vertical.) Under this definition an orthogonal polygon which is 0-concave is convex, that is, it is a rectangle, and one that is 1-concave is orthoconvex in the usual sense, and vice versa. Then we consider the problem of computing an orthoconvex orthogonal polygon of maximal area contained in a simple orthogonal polygon. This is the orthogonal version of the potato peeling problem. AnO(n ²) algorithm is presented, which is a substantial improvement over theO(n ⁷) time algorithm for the general problem.The work of the first author was supported under a Natural Sciences and Engineering Research Council of Canada Grant No. A-5692 and the work of the second author was partially supported by NSF Grants Nos. DCR-84-01898 and DCR-84-01633.     

Active constraints,indefinite quadratic test problems,and complexity

The observation that at leasts constraints are active when the Hessian of the Lagrangian hass negative eigenvalues at a local minimizer is used to obtain two results: (i) a class of nearly concave quadratic minimization problem can be solved in polynomial time; (ii) a class of indefinite quadratic test problems can be constructed with a specified number of positive and negative eigenvalues and with a known global minimizer.The authors thank the reviewers for their constructive comments. The first author was supported by the National Science Foundation Grant DMS-85-20926 and by the Air Force Office of Scientific Research Grant AFOSR-ISSA-86-0091.     

Best simultaneous approximation to totally bounded sequences in Banach spaces

This paper is concerned with the problem of best weighted simultaneous approximations to totally bounded sequences in Banach spaces. Characterization results from convex sets in Banach spaces are established under the assumption that the Banach space is uniformly smooth. The first author is supported in part by Scientific Research Fund of Hunan Provincial Education Department (Grant No. 06C651); the second author is supported in part by the National Natural Science Foundation of China (Grant Nos. 10671175, 10731060) and Program for New Century Excellent Talents in University; the third author is supported in part by Projects MTM2006-13997-C02-01 and FQM-127 of Spain     

Local Convergence of an Inexact-Restoration Method and Numerical Experiments

Local convergence of an inexact-restoration method for nonlinear programming is proved. Numerical experiments are performed with the objective of evaluating the behavior of the purely local method against a globally convergent nonlinear programming algorithm. This work was supported by PRONEX-CNPq/FAPERJ Grant E-26/171.164/2003-APQ1, FAPESP Grants 03/09169-6 and 01/04597-4, and CNPq. The authors are indebted to Juliano B. Francisco and Yalcin Kaya for their careful reading of the first draft of this paper.     

A nonconforming finite element method for a two-dimensional curl–curl and grad-div problem

A numerical method for a two-dimensional curl–curl and grad-div problem is studied in this paper. It is based on a discretization using weakly continuous P ₁ vector fields and includes two consistency terms involving the jumps of the vector fields across element boundaries. Optimal convergence rates (up to an arbitrary positive ) in both the energy norm and the L ₂ norm are established on graded meshes. The theoretical results are confirmed by numerical experiments. The work of the first author was supported in part by the National Science Foundation under Grant No. DMS-03-11790 and by the Humboldt Foundation through her Humboldt Research Award. The work of the third author was supported in part by the National Science Foundation under Grant No. DMS-06-52481.     

Circles through two points that always enclose many points

This paper proves that any set of n points in the plane contains two points such that any circle through those two points encloses at least points of the set. The main ingredients used in the proof of this result are edge counting formulas for k-order Voronoi diagrams and a lower bound on the minimum number of semispaces of size at most k.Work on this paper by the first author has been supported by Amoco Fnd. Fac. Dev. Comput. Sci. 1-6-44862 and by the National Science Foundation under Grant CCR-8714565, by the second author has been partially supported by the Digital Equipment Corporation, by the fourth author has been partially supported by the Office of Naval Research under Grant N00014-86K-0416.