A parallel inexact newton method for stochastic programs with recourse

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.     

几种约束广义逆矩阵的有限算法

1引言与引理众所周知，关于非奇异方阵的正则逆的有限算法是由Faddeev大给在1949年之前提出的，这就是著名的Faddeev算法[1，P…334-336]。自从五十年代中期广义逆矩阵的研究复兴与发展以来，有不少学者提出了关于广义逆矩阵的有限算法。第一个给出关于广义逆矩     

曙光一号自由电子激光器的理论计算

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％。     

Numerical solution of eigenvalue problems for Hamiltonian systems

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.     

Numerical propagation of partially coherent laser beams through optical systems

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.     

斜孔气膜冷却数值模拟分析

本文通过数值模拟分析圆柱孔和扩散孔的单斜孔气膜冷却特性,考察复合角、孔型和吹风比对流场和气膜冷却效果的影响。结果表明,复合角的引入使气膜侧向分布更宽,但冷却效果沿主流方向衰减更快。适中吹风比得到的气膜能更有效的保护壁面。在相同吹风比和复合角条件下,扩散孔的气膜冷却效率比圆柱孔更好,且冷却更为均匀持久。     

Primal-dual proximal point algorithm for linearly constrained convex programming problems

A primal-dual version of the proximal point algorithm is developed for linearly constrained convex programming problems. The algorithm is an iterative method to find a saddle point of the Lagrangian of the problem. At each iteration of the algorithm, we compute an approximate saddle point of the Lagrangian function augmented by quadratic proximal terms of both primal and dual variables. Specifically, we first minimize the function with respect to the primal variables and then approximately maximize the resulting function of the dual variables. The merit of this approach exists in the fact that the latter function is differentiable and the maximization of this function is subject to no constraints. We discuss convergence properties of the algorithm and report some numerical results for network flow problems with separable quadratic costs.     

A floating-point genetic algorithm for solving the unit commitment problem

This paper proposes a floating-point genetic algorithm (FPGA) to solve the unit commitment problem (UCP). Based on the characteristics of typical load demand, a floating-point chromosome representation and an encoding–decoding scheme are designed to reduce the complexities in handling the minimum up/down time limits. Strategic parameters of the FPGA are characterized in detail, i.e., the evaluation function and its constraints, population size, operation styles of selection, crossover operation and probability, mutation operation and probability. A dynamic combination scheme of genetic operators is formulated to explore and exploit the FPGA in the non-convex solution space and multimodal objective function. Experiment results show that the FPGA is a more effective technique among the various styles of genetic algorithms, which can be applied to the practical scheduling tasks in utility power systems.     

关于可达矩阵的求法探讨

在《离散数学》、《图论》课程中 ,用矩阵表示图时 ,涉及到一类重要的矩阵——可达矩阵 ,它是判别图中任意两点是否有通路的重要手段 ,也是求强分图的重要方法 ,但是可达矩阵的求法比较复杂 .本文针对这一问题 ,对可达矩阵的求法进行了改进 ,提出了一种简单可行的算法 .     

A comparison of two algorithms for the assignment problem

State-of-the-art computational results have shown that the shortest augmenting path (SAP) methods are more efficient than other primal-dual and primal-simplex based methods for solving the linear assignment problem on uniprocessor computers. There is, however, some controversy concerning their merits when compared with Bertsekas' auction algorithm on multiprocessor computers. In this study we investigate the performance of these competing methods on the Alliant FX/8. For each method, theoretical motivation, sources of parallelism and computational results are presented.