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121.
A parallel inexact Newton method with a line search is proposed for two-stage quadratic stochastic programs with recourse. A lattice rule is used for the numerical evaluation of multi-dimensional integrals, and a parallel iterative method is used to solve the quadratic programming subproblems. Although the objective only has a locally Lipschitz gradient, global convergence and local superlinear convergence of the method are established. Furthermore, the method provides an error estimate which does not require much extra computation. The performance of the method is illustrated on a CM5 parallel computer.This work was supported by the Australian Research Council and the numerical experiments were done on the Sydney Regional Centre for Parallel Computing CM5. 相似文献
122.
The many facets of linear programming 总被引:1,自引:0,他引:1
Michael J. Todd 《Mathematical Programming》2002,91(3):417-436
We examine the history of linear programming from computational, geometric, and complexity points of view, looking at simplex,
ellipsoid, interior-point, and other methods.
Received: June 22, 2000 / Accepted: April 4, 2001?Published online October 2, 2001 相似文献
123.
曙光一号自由电子激光器的理论计算 总被引:1,自引:0,他引:1
系统总结曙光一号自由电子激光器理论计算的主要结果:包括曙光一号装置主要参数的选取和理解;磁场失谐曲线的计算;常参数摇摆器和变参数摇摆器的主要结果;高阶波导模的贡献;电子束参数扰动对激光性能的影响;空间电荷效应等。计算结果表明,常参数摇摆器激光输出功率可达80MW,效率约50%;变参数摇摆器激光输出功率可达250MW左右,效率约16%。 相似文献
124.
Philip T. Keenan 《Numerical Algorithms》1994,7(2):269-293
We describe a new family of discrete spaces suitable for use with mixed methods on certain quadrilateral and hexahedral meshes. The new spaces are natural in the sense of differential geometry, so all the usual mixed method theory, including the hybrid formulation, carries over to these new elements with proofs unchanged. Because transforming general quadrilaterals into squares introduces nonlinearity and because mixed methods involve the divergence operator, the new spaces are more complicated than either the corresponding Raviart-Thomas spaces for rectangles or corresponding finite element spaces for quadrilaterals. The new spaces are also limited to meshes obtained from a rectangular mesh through the application of a single global bilinear transformation. Despite this limitation, the new elements may be useful in certain topologically regular problems, where initially rectangular grids are deformed to match features of the physical region. They also illustrate the difficulties introduced into the theory of mixed methods by nonlinear transformations. 相似文献
125.
Marco Marletta 《Advances in Computational Mathematics》1994,2(2):155-184
This paper discusses the numerical solution of eigenvalue problems for Hamiltonian systems of ordinary differential equations.
Two new codes are presented which incorporate the algorithms described here; to the best of the author’s knowledge, these
are the first codes capable of solving numerically such general eigenvalue problems. One of these implements a new new method
of solving a differential equation whose solution is a unitary matrix. Both codes are fully documented and are written inPfort-verifiedFortran 77, and will be available in netlib/aicm/sl11f and netlib/aicm/sl12f. 相似文献
126.
Gisella Facchinetti 《Fuzzy Optimization and Decision Making》2002,1(3):313-327
In this paper we present two definitions of possibilistic weighted average of fuzzy numbers, and by them we introduce two different rankings on the set of real fuzzy numbers. The two methods are dependent on several parameters. In the first case, the parameter is constant and the results generalize what Carlsson and Fuller have obtained in (2001). In the second case, the parameter is a function, not fixed a priori by the decision maker, but it depends on the position of the interval on the real axe. In all the two cases we call the parameter degree of risk, which takes into account of a risk-tendency or aversion of the decision maker. 相似文献
127.
H. Gross 《Optics & Laser Technology》1997,29(5):257-260
The propagation of partially coherent beams through optical systems is computed numerically in one transverse dimension. The optical system is divided into different elementary segments, through which the propagation of light can be calculated by appropriate operators, working on the coherence function or the Wigner distribution function respectively. For the necessary changes between these two functions describing the partially coherent beams, the use of the remarkable z-transform seems to be an advantage. With this algorithm the grid and the resolution in the spatial frequency domain can be arbitrarily chosen in contrast to the usual Fourier transform, the influence of phase aberrations on the focusability of Gauss-Schell model beams is discussed as an application example of the numerical model. With the help of this tool, practical beam guiding systems can be simulated for use with multimode laser radiation. 相似文献
128.
Bernard Bialecki 《Numerical Algorithms》1994,8(2):167-184
Cyclic reduction and Fourier analysis-cyclic reduction (FACR) methods are presented for the solution of the linear systems which arise when orthogonal spline collocation with piecewise Hermite bicubics is applied to boundary value problems for certain separable partial differential equations on a rectangle. On anN×N uniform partition, the cyclic reduction and Fourier analysis-cyclic reduction methods requireO(N
2log2
N) andO(N
2log2log2
N) arithmetic operations, respectively. 相似文献
129.
130.