Computing Aviation Sparing Policies: Solving a Large Nonlinear Integer Program

Deployed US Navy aircraft carriers must stock a large number of spare parts to support the various types of aircraft embarked on the ship. The sparing policy determines the spares that will be stocked on the ship to keep the embarked aircraft ready to fly. Given a fleet of ten or more aircraft carriers and a cost of approximately 50 million dollars per carrier plus the cost of spares maintained in warehouses in the United States, the sparing problem constitutes a significant portion of the Navy’s resources. The objective of this work is to find a minimum-cost sparing policy that meets the readiness requirements of the embarked aircraft. This is a very large, nonlinear, integer optimization problem. The cost function is piecewise linear and convex while the constraint mapping is highly nonlinear. The distinguishing characteristics of this problem from an optimization viewpoint are that a large number of decision variables are required to be integer and that the nonlinear constraint functions are essentially “black box” functions; that is, they are very difficult (and expensive) to evaluate and their derivatives are not available. Moreover, they are not convex. Integer programming problems with a large number of variables are difficult to solve in general and most successful approaches to solving nonlinear integer problems have involved linear approximation and relaxation techniques that, because of the complexity of the constraint functions, are inappropriate for attacking this problem. We instead employ a pattern search method to each iteration of an interior point-type algorithm to solve the relaxed version of the problem. From the solution found by the pattern search on each interior point iteration, we begin another pattern search on the integer lattice to find a good integer solution. The best integer solution found across all interations is returned as the optimal solution. The pattern searches are distributed across a local area network of non-dedicated, heterogeneous computers in an office environment, thus, drastically reducing the time required to find the solution.     

用于快点火研究的超短脉冲的相干合成

 利用傅里叶光学方法，建立了一个基于远场的多束超短脉冲相干合成的理论模型。研究了一个口径为50 cm，脉宽为1 ps的超短脉冲相干合成系统的各种误差对脉冲远场时域和空域特性的影响。结果表明：若要求远场的一倍衍射极限区域的积分能量分布达到理想情况下的90％，该系统的相位延迟误差小于0.63，沿x方向角度误差小于0.37 μrad，沿y方向角度误差小于0.34 μrad；若要求远场叠加脉冲的时域展宽小于25％，系统的剩余啁啾因子应小于1.32(不考虑相位延迟)或1.52(考虑0.63的相位延迟)。     

Uniform convergence of Galerkin‐multigrid methods for nonconforming finite elements for second‐order problems with less than full elliptic regularity

In this article we prove uniform convergence estimates for the recently developed Galerkin‐multigrid methods for nonconforming finite elements for second‐order problems with less than full elliptic regularity. These multigrid methods are defined in terms of the “Galerkin approach,” where quadratic forms over coarse grids are constructed using the quadratic form on the finest grid and iterated coarse‐to‐fine intergrid transfer operators. Previously, uniform estimates were obtained for problems with full elliptic regularity, whereas these estimates are derived with less than full elliptic regularity here. Applications to the nonconforming P₁, rotated Q₁, and Wilson finite elements are analyzed. The result applies to the mixed method based on finite elements that are equivalent to these nonconforming elements. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 203–217, 2002; DOI 10.1002/num.10004     

Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations

In this paper, we review briefly some methods for minimizing a functionF(x), which proceed by follwoing the solution curve of a system of ordinary differential equations. Such methods have often been thought to be unacceptably expensive; but we show, by means of extensive numerical tests, using a variety of algorithms, that the ODE approach can in fact be implemented in such a way as to be more than competitive with currently available conventional techniques.This work was supported by a SERC research studentship for the first author. Both authors are indebted to Dr. J. J. McKeown and Dr. K. D. Patel of SCICON Ltd, the collaborating establishment, for their advice and encouragement.     

New initial-value method for singularly perturbed boundary-value problems

An initial-value method is given for second-order singularly perturbed boundary-value problems with a boundary layer at one endpoint. The idea is to replace the original two-point boundary value problem by two suitable initial-value problems. The method is very easy to use and to implement. Nontrivial text problems are used to show the feasibility of the given method, its versatility, and its performance in solving linear and nonlinear singularly perturbed problems.This work was supported in part by the Consiglio Nazionale delle Ricerche, Contract No. 86.02108.01, and in part by the Ministero della Pubblica Istruzione.     

Numerical differentiation from a viewpoint of regularization theory

In this paper, we discuss the classical ill-posed problem of numerical differentiation, assuming that the smoothness of the function to be differentiated is unknown. Using recent results on adaptive regularization of general ill-posed problems, we propose new rules for the choice of the stepsize in the finite-difference methods, and for the regularization parameter choice in numerical differentiation regularized by the iterated Tikhonov method. These methods are shown to be effective for the differentiation of noisy functions, and the order-optimal convergence results for them are proved.

     

Approximation of Matrices and a Family of Gander Methods for Polar Decomposition

Two matrix approximation problems are considered: approximation of a rectangular complex matrix by subunitary matrices with respect to unitarily invariant norms and a minimal rank approximation with respect to the spectral norm. A characterization of a subunitary approximant of a square matrix with respect to the Schatten norms, given by Maher, is extended to the case of rectangular matrices and arbitrary unitarily invariant norms. Iterative methods, based on the family of Gander methods and on Higham’s scaled method for polar decomposition of a matrix, are proposed for computing subunitary and minimal rank approximants. Properties of Gander methods are investigated in details. AMS subject classification (2000) 65F30, 15A18     

Dynamics of liquid membranes. II: Adaptive finite difference methods

Two domain-adaptive finite difference methods are presented and applied to study the dynamic response of incompressible, inviscid, axisymmetric liquid membranes subject to imposed sinusoidal pressure oscillations. Both finite difference methods map the time-dependent physical domain whose downstream boundary is unknown onto a fixed computational domain. The location of the unknown time-dependent downstream boundary of the physical domain is determined from the continuity equation and results in an integrodifferential equation which is non-linearly coupled with the partial differential equations which govern the conservation of mass and linear momentum and the radius of the liquid membrane. One of the finite difference methods solves the non-conservative form of the governing equations by means of a block implicit iterative method. This method possesses the property that the Jacobian matrix of the convection fluxes has an eigenvalue of algebraic multiplicity equal to four and of geometric multiplicity equal to one. The second finite difference procedure also uses a block implicit iterative method, but the governing equations are written in conservation law form and contain an axial velocity which is the difference between the physical axial velocity and the grid speed. It is shown that these methods yield almost identical results and are more accurate than the non-adaptive techniques presented in Part I. It is also shown that the actual value of the pressure coefficient determined from linear analyses can be exceeded without affecting the stability and convergence of liquid membranes if the liquid membranes are subjected to sinusoidal pressure variations of sufficiently high frequencies.     

A Particle-Mesh Method for the Shallow Water Equations Near Geostrophic Balance

In this paper we outline a new particle-mesh method for rapidly rotating shallow water flows based on a set of regularized equations of motion. The time-stepping method uses an operator splitting of the equations into an Eulerian gravity wave part and a Lagrangian advection part. An essential ingredient is the advection of absolute vorticity by means of translated radial basis functions. We show that this implies exact conservation of enstrophy. The method is tested on two model problems based on the qualitative features of the solutions obtained (i.e., dispersion or smoothness of potential vorticity contours) as well as on the increase in mean divergence level.     

Numerical treatment of an asset price model with non-stochastic uncertainty

In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC ¹-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system for future contracts of the German DAX is suggested and developed. Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307.