A Log-Barrier method with Benders decomposition for solving two-stage stochastic linear programs

An algorithm incorporating the logarithmic barrier into the Benders decomposition technique is proposed for solving two-stage stochastic programs. Basic properties concerning the existence and uniqueness of the solution and the underlying path are studied. When applied to problems with a finite number of scenarios, the algorithm is shown to converge globally and to run in polynomial-time. Received: August 1998 / Accepted: August 2000?Published online April 12, 2001     

四种无约束优化算法的比较研究

从数值试验的角度 ,通过对 3个测试问题 (其中构造了一个规模大小可变的算例 )的求解 ,对共轭梯度法、BFGS拟牛顿法、DFP拟牛顿法和截断牛顿法进行比较研究 ,根据测试结果的分析 ,显示截断牛顿法在求解大规模优化问题时具有优势 ,从而为大规模寻优算法的研究提供了有益的借鉴 .     

Epsilon-proximal decomposition method

We propose a modification of the proximal decomposition method investigated by Spingarn [30] and Mahey et al. [19] for minimizing a convex function on a subspace. For the method to be favorable from a computational point of view, particular importance is the introduction of approximations in the proximal step. First, we couple decomposition on the graph of the epsilon-subdifferential mapping and cutting plane approximations to get an algorithmic pattern that falls in the general framework of Rockafellar inexact proximal-point algorithms [26]. Recently, Solodov and Svaiter [27] proposed a new proximal point-like algorithm that uses improved error criteria and an enlargement of the maximal monotone operator defining the problem. We combine their idea with bundle mecanism to devise an inexact proximal decomposition method with error condition which is not hard to satisfy in practice. Then, we present some applications favorable to our development. First, we give a new regularized version of Benders decomposition method in convex programming called the proximal convex Benders decomposition algorithm. Second, we derive a new algorithm for nonlinear multicommodity flow problems among which the message routing problem in telecommunications data networks.     

Limited memory quasi-newton method for large-scale linearly equality-constrained minimization

1. IntroductionConsider the following linearly constrained nonlinear programming problemwhere x e R", A E Rmxn and f E C2. We are interested in the case when n and m arelarge and when the Hessian matrix of f is difficult to compute or is dense. It is ajssumed thatA is a matrix of full row rank and that the level set S(xo) = {x: f(x) 5 f(xo), Ax ~ b} isnonempty and compact.In the past few years j there were two kinds of methods for solving the large-scaleproblem (1.1). FOr the one kind, pr…     

Decomposition method of descent for minimizing the sum of convex nonsmooth functions

This paper presents a descent method for minimizing a sum of possibly nonsmooth convex functions. Search directions are found by solving subproblems obtained by replacing all but one of the component functions with their polyhedral approximations and adding a quadratic term. The algorithm is globally convergent and terminates when the objective function happens to be polyhedral. It yields a new decomposition method for solving large-scale linear programs with dual block-angular structure.Supported by Program CPBP 02.15.The author thanks the two referees for their helpful suggestions.     

Basic-set algorithm for a generalized linear complementarity problem

In this paper, the authors develop a new direct method for the solution of a BLCP, that is, a linear complementarity problem (LCP) with upper bounds, when its matrix is a symmetric or an unsymmetricP-matrix. The convergence of the algorithm is established by extending Murty's principal pivoting method to an LCP which is equivalent to the BLCP. Computational experience with large-scale BLCPs shows that the basic-set method can solve efficiently large-scale BLCPs with a symmetric or an unsymmetricP-matrix.     

The Nested Substructures Method for Solving Large Finite-Element Systems as Applied to Thin-Walled Shells with High Ribs

A direct method is proposed to solve large systems of linear algebraic equations that arise in using the finite-element method. The method suggests to subdivide the initial structure into nonoverlapping, deeply nested substructures. The subdivision is performed automatically by the nested dissection method. Initially, the structure is subdivided into isolated finite elements. The solution process is step-by-step assembly of subsystems with simultaneous elimination of unknowns for completely assembled ones. The efficiency of the method is demonstrated by comparing it with the incomplete Cholesky conjugate-gradient method and the traditional envelope method as applied to a circular cylindrical shell with high ribs     

Bard-type Methods for the Linear Complementarity problem with symmetric positive Definite Matrices

In this paper, the authors develop two heuristic Block Bard-typemethods for solving linear complementarity problems with P-matrices.Two implementations of these algorithms for sparse symmetricP (positive definite) matrices without special structure aredescribed. A computational study of these methods is also presented,and shows that the heuristic methods are quite efficient forthe solution of large-scale linear complementarity problemswith such matrices.     

Videometric research on deformation measurement of large-scale wind turbine blades

Utilization of wind energy is a promising way to generate power, and wind turbine blades play a key role in collecting the wind energy effectively. This paper attempts to measure the deformation parameter of wind turbine blades in mechanics experiments using a videometric method. In view that the blades experience small buckling deformation and large integral deformation simultaneously, we proposed a parallel network measurement (PNM) method including the key techniques such as camera network construction, camera calibration, distortion correction, the semi-automatic high-precision extraction of targets, coordinate systems unification, and bundle adjustment, etc. The relatively convenient construction method of the measuring system can provide an abundant measuring content, a wide measuring range and post processing. The experimental results show that the accuracy of the integral deformation measurement is higher than 0.5 mm and that of the buckling deformation measurement higher than 0.1 mm.