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We present a primal-dual row-action method for the minimization of a convex function subject to general convex constraints. Constraints are used one at a time, no changes are made in the constraint functions and their Jacobian matrix (thus, the row-action nature of the algorithm), and at each iteration a subproblem is solved consisting of minimization of the objective function subject to one or two linear equations. The algorithm generates two sequences: one of them, called primal, converges to the solution of the problem; the other one, called dual, approximates a vector of optimal KKT multipliers for the problem. We prove convergence of the primal sequence for general convex constraints. In the case of linear constraints, we prove that the primal sequence converges at least linearly and obtain as a consequence the convergence of the dual sequence.The research of the first author was partially supported by CNPq Grant No. 301280/86. 相似文献
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Renato D. C. Monteiro Camilo Ortiz Benar F. Svaiter 《Computational Optimization and Applications》2014,57(1):45-69
In this paper, we consider block-decomposition first-order methods for solving large-scale conic semidefinite programming problems given in standard form. Several ingredients are introduced to speed-up the method in its pure form such as: an aggressive choice of stepsize for performing the extragradient step; use of scaled inner products; dynamic update of the scaled inner product for properly balancing the primal and dual relative residuals; and proper choices of the initial primal and dual iterates, as well as the initial parameter for the scaled inner product. Finally, we present computational results showing that our method outperforms the two most competitive codes for large-scale conic semidefinite programs, namely: the boundary-point method introduced by Povh et al. and the Newton-CG augmented Lagrangian method by Zhao et al. 相似文献
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A model for observable effects of time modulated electromagnetic vacuum fluctuations is presented. The model involves a probe pulse which traverses a slab of nonlinear optical material with a nonzero second order polarizability. We argue that the pulse interacts with the ambient vacuum fluctuations of other modes of the quantized electric field, and these vacuum fluctuations cause variations in the flight time of the pulse through the material. The geometry of the slab of material defines a sampling function for the quantized electric field, which in turn determines that vacuum modes whose wavelengths are of the order of the thickness of the slab give the dominant contribution. Some numerical estimates are made, which indicate that fractional fluctuations in flight time of the order of 10−8 are possible in realistic situations. The model presented here is both an illustration of a physical effect of vacuum fluctuations occurring in a finite interval of time, and an analog model for the lightcone fluctuations predicted by quantum gravity. 相似文献
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We analyse the growth rate of a number theoretic function related to the operational complexity of integers
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R. Andreani J. M. Martínez B. F. Svaiter 《Numerical Functional Analysis & Optimization》2013,34(5-6):589-600
A variational inequality problem (VIP) satisfying a constraint qualification can be reduced to a mixed complementarity problem (MOP). Monotonicity of the VIP implies that the MOP is also monotone. Introducing regularizing perturbations, a sequence of strictly monotone mixed complementarity problems is generated. It is shown that, if the original problem is solvable, the sequence of computable inexact solutions of the strictly monotone MCP's is bounded and every accumulation point is a solution. Under an additional condition on the precision used for solving each subproblem, the sequence converges to the minimum norm solution of the MCP. 相似文献