Truncated Newton method for sparse unconstrained optimization using automatic differentiation

When solving large complex optimization problems, the user is faced with three major problems. These are (i) the cost in human time in obtaining accurate expressions for the derivatives involved; (ii) the need to store second derivative information; and (iii), of lessening importance, the time taken to solve the problem on the computer. For many problems, a significant part of the latter can be attributed to solving Newton-like equations. In the algorithm described, the equations are solved using a conjugate direction method that only needs the Hessian at the current point when it is multiplied by a trial vector. In this paper, we present a method that finds this product using automatic differentiation while only requiring vector storage. The method takes advantage of any sparsity in the Hessian matrix and computes exact derivatives. It avoids the complexity of symbolic differentiation, the inaccuracy of numerical differentiation, the labor of finding analytic derivatives, and the need for matrix store. When far from a minimum, an accurate solution to the Newton equations is not justified, so an approximate solution is obtained by using a version of Dembo and Steihaug's truncated Newton algorithm (Ref. 1).This paper was presented at the SIAM National Meeting, Boston, Massachusetts, 1986.     

Dubrovin valuation rings and Henselization

Supported in part by the National Science Foundation     

Evaluating the Efficiency of US Air Force Real-Property Maintenance Activities

The objective of this research is to evaluate a new methodology, data envelopment analysis (DEA), as a tool for measuring and evaluating the operational efficiency of US Air Force organizations. This study involves the application of DEA to locate possible inefficiencies in the performance of US Air Force real-property maintenance activities. Dynamic behaviour, as exhibited via window analyses, is reviewed along with static counterparts. The testing was done in close coordination with Air Force officials, who reviewed the results for accuracy, validity and relevance. We conclude that this type of efficiency analysis does have value for the Air Force, where it can serve as a guide to auditors, budget programmers, managers and others in measuring, evaluating and enhancing operational efficiency.     

Global fit analysis including the ν9 + ν4 − ν4 hot band of ethane: Evidence of an interaction with the ν12 fundamental

The ν₉ fundamental band of ethane occurs in the 12 μm region. It is the strongest band of ethane in a terrestrial window and is commonly used for the identification of ethane in the Jovian planets. The ν₉ + ν₄ − ν₄ band occurs in the same region; neither can be analysed as an isolated band, since both are embedded in the torsional bath of the ground vibrational state. We report here two global fit models including data from both of these bands as well as the ν₃ fundamental and the ν₄, 2ν₄ − ν₄, and 3ν₄ torsional transitions. The first is restricted to −5 ? KΔK ? 15 in the hot band and gives an excellent fit to the included data. Three resonant interactions are identified in this fit—a Coriolis interaction with two resonant cases between the ν₉ torsional stack and that of the ground vibrational state (gs) and a resonant Fermi interaction between the ν₃ fundamental and the gs. Hot band lines with KΔK < −5 are influenced by a fourth perturbation, with a crossing at −11 < KΔK < −10, which has been attributed to an interaction with the ν₁₂ fundamental. A second fit, demonstrating a promising treatment of this interaction, is also presented.     

Hydromagnetic instability of streaming fluids in porous medium

The instability of the plane interface between two uniform, superposed, electrically conducting and counter-streaming fluids through a porous medium is considered in the presence of a horizontal magnetic field. In the absence of surface tension, perturbations transverse to the direction of streaming are found to be unaffected by the presence of streaming if perturbations in the direction of streaming are ignored. For perturbations in all other directions there exists instability for a certain wavenumber range. The instability of this system is postponed by the presence of magnetic field. The magnetic field and surface tension are able to suppress this Kelvin-Helmholtz instability for small wavelength perturbations and the medium porosity reduces the stability range given in terms of a difference between the streaming velocities and the Alfvén velocity.This research forms a part of the research project awarded to the first author (R.C.S.) by the University Grants Commission.     

Applying Stochastic Algorithms to a Locomotive Scheduling Problem

This paper addresses a problem common to all railway networks. Given a fixed train timetable and locomotives (or other forms of traction) of various types, each train must be allocated a locomotive. This paper examines the use of stochastic algorithms for such a problem. Two types of algorithm are used—a simple ‘local improvement’ method, performed successively from randomly chosen starting points, and a ‘simulated annealing’ approach. Both are found to give considerably better results than a deterministic method in current use, and the annealing approach is probably the better stochastic method.     

The study and applications of photochemical-dynamical gravity wave model II

A nonlinear, compressible, non-isothermal gravity wave model that involves photochemistry is used to study the effects of gravity wave on atmospheric chemical species distributions in this paper. The changes in the distributions of oxygen compound and hydrogen compound density induced by gravity wave propagation are simulated. The results indicate that when a gravity wave propagates through a mesopause region, even if it does not break, it can influence the background distributions of chemical species. The effect of gravity wave on chemical species at night is larger than in daytime.