Global linear convergence of a path-following algorithm for some monotone variational inequality problems

We consider a primal-scaling path-following algorithm for solving a certain class of monotone variational inequality problems. Included in this class are the convex separable programs considered by Monteiro and Adler and the monotone linear complementarity problem. This algorithm can start from any interior solution and attain a global linear rate of convergence with a convergence ratio of 1 ?c/√m, wherem denotes the dimension of the problem andc is a certain constant. One can also introduce a line search strategy to accelerate the convergence of this algorithm.     

An RQP algorithm using a differentiable exact penalty function for inequality constrained problems

In this paper we propose a recursive quadratic programming algorithm for nonlinear programming problems with inequality constraints that uses as merit function a differentiable exact penalty function. The algorithm incorporates an automatic adjustment rule for the selection of the penalty parameter and makes use of an Armijo-type line search procedure that avoids the need to evaluate second order derivatives of the problem functions. We prove that the algorithm possesses global and superlinear convergence properties. Numerical results are reported.     

Domain sensitivity for singular elliptic problems: Harmonic transformation approach

A method for computing the sensitivities of functionals depending on the solutions of elliptic equations defined over variable domains is presented. It is based on the material derivative approach and allows the uniform treatment of both singular and nonsingular cases. The novelty consists in defining the vector field connected with the domain transformation as the solution of an auxiliary elliptic equation. Such a choice does not restrict the range of admissible goal functionals and has many advantages from the numerical point of view. It allows one also to consider singular domain variations.     

A review of statistical models for global optimization

A review of statistical models for global optimization is presented. Rationality of the search for a global minimum is formulated axiomatically and the features of the corresponding algorithm are derived from the axioms. Furthermore the results of some applications of the proposed algorithm are presented and the perspectives of the approach are discussed.     

Unconstrained and constrained global optimization of polynomial functions in one variable

In Floudas and Visweswaran (1990), a new global optimization algorithm (GOP) was proposed for solving constrained nonconvex problems involving quadratic and polynomial functions in the objective function and/or constraints. In this paper, the application of this algorithm to the special case of polynomial functions of one variable is discussed. The special nature of polynomial functions enables considerable simplification of the GOP algorithm. The primal problem is shown to reduce to a simple function evaluation, while the relaxed dual problem is equivalent to the simultaneous solution of two linear equations in two variables. In addition, the one-to-one correspondence between the x and y variables in the problem enables the iterative improvement of the bounds used in the relaxed dual problem. The simplified approach is illustrated through a simple example that shows the significant improvement in the underestimating function obtained from the application of the modified algorithm. The application of the algorithm to several unconstrained and constrained polynomial function problems is demonstrated.     

最小树的一般算法

本文根据设计并行算法的基本原则,给出了最小树的两个对偶定理.在此基础上,建立了两种对偶的同步并行算法的雏型.这两种算法恰恰在对偶的意义下,概括了以往的最小树算法.     

一种迭代格式的有限元并行算法*

本文提出了一种求解有限元方程的迭代格式的并行算法.该方法在线性代数方程迭代解法的基础上,引进并行运算步骤;并且运用加权残数方法,通过选择适当的权函数,推导了该并行算法的有限元基本格式.该方法在西安交通大学BLXSI-6400并行计算机上程序实现.计算结果表明它能有效地提高运算速度,减少计算时间,是一种有效的求解大型结构有限元方程的并行算法.     

弹性接触问题参数变分原理的有限元并行算法*

本文基于弹性接触问题的参数变分原理的有限元解法,利用并行计算机的特性和并行处理结构,建立了相应的并行算法.该算法从刚度阵的生成和组集,静凝聚过程,求应力过程等多方面实现了并行化.该算法在西安交通大学ELXSI-6400并行计算机上程序实现,计算结果表明能有效地节省计算时间,是一种分析接触问题的有效的并行算法.     

模糊(Fuzzy)映象的广义补余问题*

本文引入一类关于模糊(Fuzzy)映象的新的广义补余问题,构造出一类新的迭代算法.我们讨论这类广义补余问题解的存在性及迭代序列的收敛性.     

论理想流体与线弹性结构的耦联振动

本文对理想流体与线弹性结构的耦联振动问题作理论分析和数值分析.文中证明了耦联振动的固有频率存在并且均为正实数.将流-固耦合系统分析转化为单一结构物在真空中的自由振动分析后,频率方程中不再含有流体变元.使问题得以大大简化.给出了数值解的收敛性证明,以保证解的可靠性.文中还综合里兹法、边界元和有限元方法,提出一种分析转化后结构的混合算法.利用该算法,只需对现有结构分析程序稍作改进,就可分析那些理想流场与结构的耦合问题.一些数例说明了算法的有效性.