On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds

We consider a new algorithm, an interior-reflective Newton approach, for the problem of minimizing a smooth nonlinear function of many variables, subject to upper and/or lower bounds on some of the variables. This approach generatesstrictly feasible iterates by using a new affine scaling transformation and following piecewise linear paths (reflection paths). The interior-reflective approach does not require identification of an activity set. In this paper we establish that the interior-reflective Newton approach is globally and quadratically convergent. Moreover, we develop a specific example of interior-reflective Newton methods which can be used for large-scale and sparse problems.Research partially supported by the Applied Mathematical Sciences Research Program (KC-04-02) of the Office of Energy Research of the U.S. Department of Energy under grant DE-FG02-86ER25013.A000, and in part by NSF, AFOSR, and ONR through grant DMS-8920550, and by the Advanced Computing Research Institute, a unit of the Cornell Theory Center which receives major funding from the National Science Foundation and IBM Corporation, with additional support from New York State and members of its Corporate Research Institute.Corresponding author.     

Fastiterative methods for least squares estimations

Least squares estimations have been used extensively in many applications, e.g. system identification and signal prediction. When the stochastic process is stationary, the least squares estimators can be found by solving a Toeplitz or near-Toeplitz matrix system depending on the knowledge of the data statistics. In this paper, we employ the preconditioned conjugate gradient method with circulant preconditioners to solve such systems. Our proposed circulant preconditioners are derived from the spectral property of the given stationary process. In the case where the spectral density functions() of the process is known, we prove that ifs() is a positive continuous function, then the spectrum of the preconditioned system will be clustered around 1 and the method converges superlinearly. However, if the statistics of the process is unknown, then we prove that with probability 1, the spectrum of the preconditioned system is still clustered around 1 provided that large data samples are taken. For finite impulse response (FIR) system identification problems, our numerical results show that annth order least squares estimator can usually be obtained inO(n logn) operations whenO(n) data samples are used. Finally, we remark that our algorithm can be modified to suit the applications of recursive least squares computations with the proper use of sliding window method arising in signal processing applications.Research supported in part by HKRGC grant no. 221600070, ONR contract no. N00014-90-J-1695 and DOE grant no. DE-FG03-87ER25037.     

Rate conservation laws: A survey

We survey the rate conservation law, RCL for short, arising in queues and related stochastic models. RCL was recognized as one of the fundamental principles to get relationships between time and embedded averages such as the extended Little's formulaH=G, but we show that it has other applications. For example, RCL is one of the important techniques for deriving equilibrium equations for stochastic processes. It is shown that the various techniques, including Mecke's formula for a stationary random measure, can be formulated as RCL. For this purpose, we start with a new definition of the rate with respect to a random measure, and generalize RCL by using it. We further introduce the notion of quasi-expectation, which is a certain extension of the ordinary expectation, and derive RCL applicable to the sample average results. It means that the sample average formulas such asH=G can be obtained as the stationary RCL in the quasi-expectation framework. We also survey several extensions of RCL and discuss examples. Throughout the paper, we would like to emphasize how results can be easily obtained by using a simple principle, RCL.     

On pathwise behavior of multiserver queues

In this paper, by exploiting recent results on the pathwise behavior of the workload process in single server, work conserving queues of theG/G/1/ type, we show that the workload of multiserver, work conserving queues ofG/G/m/ (m<) (andG/G/) queues satisfies an o(t) growth condition, provided that the time average of the work brought into the system is less thanm form < (and finite form=).     

Energy-level statistics of model quantum systems: Universality and scaling in a lattice-point problem

We investigate the statistics of the numberN(R, S) of lattice pointsnZ ², in an annular domain (R, w)=(R+w)A\RA, whereR, w>0. HereA is a fixed convex set with smooth boundary andw is chosen so that the area of (R, w) isS. The statistics comes fromR being taken as random (with a smooth density) in some interval [c ₁ T,c ₂,T],c ₂>c ₁>0. We find that in the limitT the variance and distribution of N=N(R; S)–S depend strongly on howS grows withT. There is a saturation regimeS/T, asT, in which the fluctuations in N coming from the two boundaries of are independent. Then there is a scaling regime,S/Tz, 0<z<, in which the distribution depends onz in an almost periodic way going to a Gaussian asz0. The variance in this limit approachesz for genericA, but can be larger for degenerate cases. The former behavior is what one would expect from the Poisson limit of a distribution for annuli of finite area.     

Absence of absolutely continuous spectrum of Floquet operators

The spectrum of the Floquet operator associated with time-periodic perturbations of discrete Hamiltonians is considered. If the gap between successive eigenvalues _j of the unperturbed Hamiltonian grows as _j - _j-1 j and the multiplicity of _j grows asj with >0 asj tends to infinity, then the corresponding Floquet operator possesses no absolutely continuous spectrum provided the perturbation is smooth enough.     

用“参数多项式方法”确定风力透平叶片的失速振荡流

用“参数多项式方法”确定风力透平叶片的失速振荡流陈佐一,孙永忠,杨玲（清华大学热能工程系北京１０００８４）关键词：参数多项式方法,风力透平,颤振在现代各类流动诱导振动问题的研究中,流体激振的安全性分析与诊断,要求在较短的时间内,对大量的复杂流动工况进...     

Photoelasticity in quasicrystals

The maximum number of non-vanishing and independent second order photoelastic coefficients required by the seven pentagonal and the two icosahedral point groups 5(C₅), (S₁₀), (C_5h ), m2(D_5h ), 52(D₅), 5m(C_5v ), 2m(D_5d ); 235(I), 2/m (I _h )—that describe the quasicrystals symmetry groups in two and three dimensions—is obtained. The schemes of non-vanishing and independent coefficients have been calculated and listed. Finally the results of this group-theoretical study are briefly discussed.     

关于模拟法描会聚点电场的讨论

本文论证了“ＱＥ－２”型静电场描迹中模拟聚焦电场的电极在设计上有误的观点。     

Banach spaces that admit support sets

It is shown that the existence of a closed convex set all of whose points are properly supported in a Banach space is equivalent to the existence of a certain type of uncountable ordered one-sided biorthogonal system. Under the continuum hypothesis, we deduce that this notion is weaker than the existence of an uncountable biorthogonal system.