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Book reviews

     

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.     

Porosity and typical properties of real-valued continuous functions

Some well-known theorems on typical properties of real-valued continuous functions defined on [0, 1] are improved using the notion of porosity.     

Correlation between time functions of sound pressure, masking, and OAE suppression

Periodic sound-pressure time functions with frequency components below 50 Hz were used to measure within their period (a) the temporal course of masking, called a masking-period pattern (MPP), and (b) the temporal course of suppression of delayed evoked otoacoustic emissions, called a suppression-period pattern (SPP). Three different time functions were used: an alternating Gaussian impulse, its first integral, and its second integral. In each case, the course of the SPP is a mirror image of that of the MPP: Small masking corresponds to small suppression, while strong masking coincides with almost total suppression. Since otoacoustic emissions are assumed to have their origin in the inner ear, it can be argued that simultaneous masking, an effect including central processing, is very strongly based on peripheral processes located in the cochlea. Both MPP and SPP are closely related to the second derivative of the sound-pressure time function.     

Acoustic field in a closed layered shell with resonant systems

The acoustic field inside a shell excited by a spatially inhomogeneous harmonic pressure field is studied. The shell is assumed to have a finite length, a set of orthogonal stiffening ribs, two ends bounding the acoustic volume, and a sound-insulating structure, which includes layers of sound-insulating material, resonant elements, and an interior panel. The shell is considered to be orthotropic with boundary conditions corresponding to a free support. For the acoustic field in the closed volume, analytical expressions are derived with allowance for the elastoacoustic interaction of the shell with the sound-insulating layers and with the medium both inside the shell (with arbitrary impedance values at the ends) and outside it. These expressions are used to investigate the effect of different types of resonant systems on the sound field inside the shell.     

Two modifications of the least cost per period heuristic for dynamic lot-sizing

This paper proposes two constructive heuristics for the well-known single-level uncapacitated dynamic lot-sizing problem. The proposed heuristics, called net least period cost (nLPC) and nLPC(i), are developed by modifying the average period cost concept from Silver and Meal's heuristic, commonly known as least period cost (LPC). An improved tie-breaking stopping rule and a locally optimal decision rule are proposed in the second heuristic to enhance performance. We test the effectiveness of the proposed heuristics by using 20 benchmarking test problems frequently used in the literature. Furthermore, we perform a large-scale simulation study involving three factors, 50 experimental conditions, and 100?000 randomly generated problems to evaluate the proposed heuristics against LPC and six other well-known constructive heuristics in the literature. The simulation results show that both nLPC and nLPC(i) produce average holding and setup costs lower than or equal to those of LPC in every one of the 50 experimental conditions. The proposed heuristics also outperform each of the six other heuristics evaluated in all experimental conditions, without an increase in computational requirements. Lastly, considering that both nLPC and nLPC(i) are fairly simple for practitioners to understand and that lot-sizing heuristics have been commonly used in practice, there should be a very good chance for practical applications of the proposed heuristics.     

Highly accurate calculation of radial spheroidal functions

A new method for calculating the radial spheroidal functions of the first kind is proposed for the arguments that are greater than unity in modulus. A well-known representation of these functions is refined and used for this purpose. The constructs and the software implementation proposed in the paper provide an efficient tool for the calculation of the functions with a desired accuracy in a wide range of parameters.