A logarithmic barrier cutting plane method for convex programming

The paper presents a logarithmic barrier cutting plane algorithm for convex (possibly non-smooth, semi-infinite) programming. Most cutting plane methods, like that of Kelley, and Cheney and Goldstein, solve a linear approximation (localization) of the problem and then generate an additional cut to remove the linear program's optimal point. Other methods, like the central cutting plane methods of Elzinga-Moore and Goffin-Vial, calculate a center of the linear approximation and then adjust the level of the objective, or separate the current center from the feasible set. In contrast to these existing techniques, we develop a method which does not solve the linear relaxations to optimality, but rather stays in the interior of the feasible set. The iterates follow the central path of a linear relaxation, until the current iterate either leaves the feasible set or is too close to the boundary. When this occurs, a new cut is generated and the algorithm iterates. We use the tools developed by den Hertog, Roos and Terlaky to analyze the effect of adding and deleting constraints in long-step logarithmic barrier methods for linear programming. Finally, implementation issues and computational results are presented. The test problems come from the class of numerically difficult convex geometric and semi-infinite programming problems.This work was completed under the support of a research grant of SHELL.On leave from the Eötvös University, Budapest, and partially supported by OTKA No. 2116.     

Effect of equilibrium potential on anodic peaks of a reversible electrode process in conditions of stripping voltammetry at a linear alteration of potential on a thin-film mercury electrode

The full contour of a stripping-voltammetry peak for a reversible electrode process in conditions of boundedly semi-infinite and symmetrical diffusion on a thin-film mercury electrode at a linearly altering potential is calculated with an exact explicit equation allowing for the equilibrium-potential effect in a broad range of values of parameter H (which are defined by the film thickness, potential scan rate, and diffusion coefficient). The height, position of maximum, and full width at half-maximum of anodic peaks are evaluated as a function of parameter H and equilibrium potential. The latter is shown to exert substantial influence on the parameters and shape of anodic peaks.To the Centennial of B.N. KabanovDeceasedTranslated from Elektrokhimiya, Vol. 41, No. 1, 2005, pp. 69–75.Original Russian Text Copyright © 2005 by Nazarov, Stromberg, Larionova.     

On the Use of Augmented Lagrangians in the Solution of Generalized Semi-Infinite Min-Max Problems

We present an approach for the solution of a class of generalized semi-infinite optimization problems. Our approach uses augmented Lagrangians to transform generalized semi-infinite min-max problems into ordinary semi-infinite min-max problems, with the same set of local and global solutions as well as the same stationary points. Once the transformation is effected, the generalized semi-infinite min-max problems can be solved using any available semi-infinite optimization algorithm. We illustrate our approach with two numerical examples, one of which deals with structural design subject to reliability constraints.     

On feasible sets defined through Chebyshev approximation

LetZ be a compact set of the real space with at leastn + 2 points;f,h1,h2:Z continuous functions,h1,h2 strictly positive andP(x,z),x(x ₀,...,x _n ) ⁿ⁺¹,z , a polynomial of degree at mostn. Consider a feasible setM {x ⁿ⁺¹z Z, –h ₂(z) P(x, z)–f(z)h ₁(z)}. Here it is proved the null vector 0 of ⁿ⁺¹ belongs to the compact convex hull of the gradients ± (1,z,...,z ⁿ ), wherez Z are the index points in which the constraint functions are active for a givenx* M, if and only ifM is a singleton.This work was partially supported by CONACYT-MEXICO.     

A tolerant algorithm for linearly constrained optimization calculations

Two extreme techniques when choosing a search direction in a linearly constrained optimization calculation are to take account of all the constraints or to use an active set method that satisfies selected constraints as equations, the remaining constraints being ignored. We prefer an intermediate method that treats all inequality constraints with small residuals as inequalities with zero right hand sides and that disregards the other inequality conditions. Thus the step along the search direction is not restricted by any constraints with small residuals, which can help efficiency greatly, particularly when some constraints are nearly degenerate. We study the implementation, convergence properties and performance of an algorithm that employs this idea. The implementation considerations include the choice and automatic adjustment of the tolerance that defines the small residuals, the calculation of the search directions, and the updating of second derivative approximations. The main convergence theorem imposes no conditions on the constraints except for boundedness of the feasible region. The numerical results indicate that a Fortran implementation of our algorithm is much more reliable than the software that was tested by Hock and Schittkowski (1981). Therefore the algorithm seems to be very suitable for general use, and it is particularly appropriate for semi-infinite programming calculations that have many linear constraints that come from discretizations of continua.     

半无限弹性体动态位移的计算公式及其与布希涅斯克公式的比较

对在简谐振动荷载作用下半无限体表面所产生的动态位移的计算公式进行了处理,消除了原有公式被积函数的奇异性,使得常规的数值积分法可以用来精确地计算动态响应.同时对动态响应公式和布希涅斯克公式进行比较,得到用布希涅斯克公式计算动态位移的适用范围.     

Irrational approximations and their applications to partial differential equations in exterior domains<Superscript>,</Superscript>

A family of orthogonal systems of irrational functions on the semi-infinite interval is introduced. The proposed orthogonal systems are based on Jacobi polynomials through an irrational coordinate transform. This family of orthogonal systems offers great flexibility to match a wide range of asymptotic behaviors at infinity. Approximation errors by the basic orthogonal projection and various other orthogonal projections related to partial differential equations in unbounded domains are established. As an example of applications, a Galerkin approximation using the proposed irrational functions to an exterior problem is analyzed and implemented. Numerical results in agreement with our theoretical estimates are presented. The work of J.S. is supported in part by NSF Grants DMS-0311915, DMS-0509665 and Shanghai E-Institute for Computational Science.     

一类多目标半无限分式规划的最优性条件

<正>0引言分式规划作为最优化的一个分支,近年来,获得了很大的发展,如,文[4]利用(F,α,ρ,d)-凸函数,文[5]利用半局部预不变凸函数等分别讨论了相应的分式规划问题等,这些成果极大地推动了分式规划的发展.     

An Efficient Algorithm for Min-Max Convex Semi-Infinite Programming Problems

In this article, we consider the convex min-max problem with infinite constraints. We propose an exchange method to solve the problem by using efficient inactive constraint dropping rules. There is no need to solve the maximization problem over the metric space, as the algorithm has merely to find some points in the metric space such that a certain criterion is satisfied at each iteration. Under some mild assumptions, the proposed algorithm is shown to terminate in a finite number of iterations and to provide an approximate solution to the original problem. Preliminary numerical results with the algorithm are promising. To our knowledge, this article is the first one conceived to apply explicit exchange methods for solving nonlinear semi-infinite convex min-max problems.