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.     

Wechselnde Bindungen in einem Zweikörpersystem mit trockener Reibung

Übersicht Betrachtet wird ein zwangserregtes Zweikörpersystem mit wechselnden Bindungen infolge trockener Reibung. Stationäre Bewegungen werden als Grenzfall instationärer Einschwingvorgänge berechnet. Abhängig von den Systemparametern ergeben sich drei typische Bewegungsformen. Ihnen entsprechen dauernde Haftzustände, wechselnde Haft-Gleitzustände oder dauernde Gleitzustände an der Berührfläche beider Körper.

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Intermittant constraints in a two-body-system with dry friction

Summary An externally excited two-body-system with intermittant constraints due to dry friction is considered. Stationary motions are calculated as limit cases of instationary transients. Depending on the parameters of the system, three typical modes are of interest. These correspond to permanent sticking, slipstick behaviour, or to permanent slipping in the contact surface of the bodies, respectively.

     

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.     

3D-TOFSIMS characterization of black spots in polymer light emitting diodes

The occurrence and formation of black spots areas in PolyLED devices has been studied by time-of-flight SIMS (TOFSIMS). The composition, shape and position of the black spots is visualised by three-dimensional (3D)-TOFSIMS depth-profiling. It has been established that the formation of non-emissive spots is due to the growth of aluminium oxide clusters at the AlBa/polymer interface. Electron injection in the black spots is lost by the resulting local increase of the resistivity of the cathode.     

Efficient computation of natural convection in a concentric annulus between an outer square cylinder and an inner circular cylinder

In this work, the natural convection in a concentric annulus between a cold outer square cylinder and a heated inner circular cylinder is simulated using the differential quadrature (DQ) method. The vorticity‐stream function formulation is used as the governing equation, and the coordinate transformation technique is introduced in the DQ computation. It is shown in this paper that the outer square boundary can be approximated by a super elliptic function. As a result, the coordinate transformation from the physical domain to the computational domain is set up by an analytical expression, and all the geometrical parameters can be computed exactly. Numerical results for Rayleigh numbers range from 104 to 106 and aspect ratios between 1.67 and 5.0 are presented, which are in a good agreement with available data in the literature. It is found that both the aspect ratio and the Rayleigh number are critical to the patterns of flow and thermal fields. The present study suggests that a critical aspect ratio may exist at high Rayleigh number to distinguish the flow and thermal patterns. Copyright © 2002 John Wiley & Sons, Ltd.     

BRST cohomology and highest weight vectors. I

We initiate a program to study certain recent problems in non-compact coset CFT by the BRST approach. We derive a reduction formula for the BRST cohomology by making use of a twisting by highest weight modules. As illustrations, we apply the formula to the bosonic string model and a rank one non-compact coset model [DPL]. Our formula provides a completely new approach to non-compact coset construction.Partially supported by NSF Grant DMS-8703581     

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.     

An extended technicolour model for grand unification

An extended technicolour grand unification model based on the gauge groupE ₆×SU(7) extended technicolour is presented. The symmetry-breaking based on extended technicolour theory is discussed. It is shown that the existing phenomenology is well explained by the model. The strangeness changing neutral currents may not be a problem with this model.