A multiplier method with automatic limitation of penalty growth

This paper presents a multiplier method for solving optimization problems with equality and inequality constraints. The method realizes all the good features that were foreseen by R. Fletcher for this type of algorithm in the past, but which suffers from none of the drawbacks of the earlier attempts.Research sponsored by the National Science Foundation (RANN) Grant ENV76-04264 the National Science Foundation Grant ENG73-08214-A01 and the Sweden-American Foundation.     

On splitting of totally singular quadratic forms

In this note we completely study the standard splitting of quasi-Pfister forms and their neighbors, and we include some general results on standard splitting towers of totally singular quadratic forms. The author was supported by the European research network HPRN-CT-2002-00287 “AlgebraicK-Theory, Linear Algebraic Groups and Related Structures”.     

Local convergence of some iterative methods for generalized equations

We study generalized equations of the following form:

(render)

0f(x)+g(x)+F(x),

where f is Fréchet differentiable in a neighborhood of a solution x^* of (*) and g is Fréchet differentiable at x^* and where F is a set-valued map acting in Banach spaces. We prove the existence of a sequence (x_k) satisfying

which is super-linearly convergent to a solution of (*). We also present other versions of this iterative procedure that have superlinear and quadratic convergence, respectively.     

Perturbation approach to elastic constitutive relations of polycrystals

Herein we obtain a formula for the effective elastic stiffness tensor C^eff of an orthorhombic aggregate of cubic crystallites by the perturbation method. The effective elastic stiffness tensor of the polycrystal gives the relationship between volume average stress and volume average strain. Under Voigt's model, Reuss’ model and Man's theory, the elastic constitutive relation accounts for the effect of the orientation distribution function (ODF) up to terms linear in the texture coefficients. However, the formula derived in this paper delineates the effect of crystallographic texture on elastic response and shows quadratic texture dependence. The formula is very simple. We also consider the influence of grain shape to elastic constitutive relations of polycrystals. Some examples are given to compare computational results of the formula with those given by Voigt's model, Reuss's model, the finite element method, and the self-consistent method. In Section 3, we also present an expression of the perturbation displacement field, in which Green's function for an orthorhombic aggregate of cubic crystallites is included.     

基于平均和峰值灰度加权的自动调光系统

介绍了在CCD高速电视测量仪系统中,利用电子快门和可变光阑有机结合,在运动控制卡控制下实现自动调光,扩大了调光的动态范围.采用了平均灰度和峰值灰度加权的办法来获取反馈信号,有效的解决不同背景下自调光系统的适应性.提出了基于二次函数的调光反馈量计算方法,提高了调光过程中的收敛速度,同时也保证了系统有较小的超调量.     

由谱数据和主子矩阵构造Jacobi矩阵及其推广

研究由主子矩阵和谱数据构造Jacobi矩阵问题, 推广到弹簧质点系统谱约束下的双倍维扩展问题和对称三对角二次束逆特征值问题.给出了问题的数值解法.     

Interior point methods 25 years later

Interior point methods for optimization have been around for more than 25 years now. Their presence has shaken up the field of optimization. Interior point methods for linear and (convex) quadratic programming display several features which make them particularly attractive for very large scale optimization. Among the most impressive of them are their low-degree polynomial worst-case complexity and an unrivalled ability to deliver optimal solutions in an almost constant number of iterations which depends very little, if at all, on the problem dimension. Interior point methods are competitive when dealing with small problems of dimensions below one million constraints and variables and are beyond competition when applied to large problems of dimensions going into millions of constraints and variables.In this survey we will discuss several issues related to interior point methods including the proof of the worst-case complexity result, the reasons for their amazingly fast practical convergence and the features responsible for their ability to solve very large problems. The ever-growing sizes of optimization problems impose new requirements on optimization methods and software. In the final part of this paper we will therefore address a redesign of interior point methods to allow them to work in a matrix-free regime and to make them well-suited to solving even larger problems.     

A note on a polynomial time solvable case of the quadratic assignment problem

We identify a class of instances of the Koopmans–Beckmann form of the Quadratic Assignment Problem that are solvable in polynomial time. This class is characterized by a path structure in the flow data and a grid structure in the distance data. Chr18b, one of the test problems in the QAPLIB, is in this class even though this feature of it has not been noticed until now.     

Manufacturer cooperation in supplier development under risk

Supplier development involves efforts undertaken by manufacturing firms to improve their suppliers’ capabilities and performance. These improvement efforts can be targeted at a variety of areas such as quality management, product development, and cost reduction. Since supplier development requires investments on the part of the manufacturer, it is important to optimally allocate investment dollars among multiple suppliers to minimize risk while maintaining an acceptable level of return. This paper presents a set of optimization models that address this issue. We consider two scenarios: single-manufacturer and multiple suppliers (SMMS) and two-manufacturer and multiple suppliers (TMMS). In the SMMS case, we suggest optimal investments in various suppliers by effectively considering risk and return. The TMMS case investigates whether manufacturers with differing capabilities could gain risk reduction benefits from cooperating with each other in supplier development. Through illustrative applications, we identify conditions in which both cooperation and non-cooperation are beneficial for manufacturers. Under conditions of cooperation, we propose optimal investments for manufacturers to achieve high levels of risk reduction benefits.     

Generalized quasilinearization method for reaction-diffusion equations under nonlinear and nonlocal flux conditions

In this paper we consider an initial boundary value problem for a reaction-diffusion equation under nonlinear and nonlocal Robin type boundary condition. Assuming the existence of an ordered pair of upper and lower solutions we establish a generalized quasilinearization method for the problem under consideration whose characteristic feature consists in the construction of monotone sequences converging to the unique solution within the interval of upper and lower solutions, and whose convergence rate is quadratic. Thus this method provides an efficient iteration technique that produces not only improved approximations due to the monotonicity of its iterates, but yields also a measure of the convergence rate.