Degeneracy in NLP and the development of results motivated by its presence

We study notions of nondegeneracy and several levels of increasing degeneracy from the perspective of the local behavior of a local solution of a nonlinear program when problem parameters are slightly perturbed. Ideal nondegeneracy at a local minimizer is taken to mean satisfaction of second order sufficient conditions, linear independence and strict complimentary slackness. Following a brief exploration of the relationship of these conditions with the classical definition of nondegeneracy in linear programming, we recall a number of optimality and regularity conditions used to attempt to resolve degeneracy and survey results of Fiacco, McCormick, Robinson, Kojima, Gauvin and Janin, Shapiro, Kyparisis and Liu. This overview may be viewed as a structured survey of sensitivity and stability results: the focus is on progressive levels of degeneracy. We note connections of nondegeneracy with the convergence of algorithms and observe the striking parallel between the effects of nondegeneracy and degeneracy on optimality conditions, stability analysis and algorithmic convergence behavior. Although our orientation here is primarily interpretive and noncritical, we conclude that more effort is needed to unify optimality, stability and convergence theory and more results are needed in all three areas for radically degenerate problems.Research supported by National Science Foundation Grant ECS 90-00560 and Grant N00014-89-J-1537 Office of Naval Research     

Acoustic wavefront imaging

We introduce a new class of experiments which provide graphic insights into the propagation of acoustic waves in anisotropic media. Simply stated, we have devised a means of observing the expanding acoustic wavefront from a point disturbance in a solid. The data may be viewed as a movie or a series of snapshots. The observed wavefronts represent the group-velocity surfaces of acoustic waves, which reflect the basic elastic anisotropy of the solid. The technique has been applied to coherent acoustic waves with frequencies in the megahertz range (at ambient temperatures) and to incoherent heat pulses in the hundred-gigahertz range (at liquid-helium temperatures). In this article, we first provide a pedagogical introduction to wave propagation in elastically anisotropic media, reviewing some early methods for visualizing acoustic waves. Next, we describe the “acoustic wavefront imaging” method and give representative results in crystals and composite materials. Finally, we show how this method relates to recent advances in phonon imaging and internal diffraction of ultrasound.     

An analysis of reduced Hessian methods for constrained optimization

We study the convergence properties of reduced Hessian successive quadratic programming for equality constrained optimization. The method uses a backtracking line search, and updates an approximation to the reduced Hessian of the Lagrangian by means of the BFGS formula. Two merit functions are considered for the line search: the ₁ function and the Fletcher exact penalty function. We give conditions under which local and superlinear convergence is obtained, and also prove a global convergence result. The analysis allows the initial reduced Hessian approximation to be any positive definite matrix, and does not assume that the iterates converge, or that the matrices are bounded. The effects of a second order correction step, a watchdog procedure and of the choice of null space basis are considered. This work can be seen as an extension to reduced Hessian methods of the well known results of Powell (1976) for unconstrained optimization.This author was supported, in part, by National Science Foundation grant CCR-8702403, Air Force Office of Scientific Research grant AFOSR-85-0251, and Army Research Office contract DAAL03-88-K-0086.This author was supported by the Applied Mathematical Sciences subprogram of the Office of Energy Research, U.S. Department of Energy, under contracts W-31-109-Eng-38 and DE FG02-87ER25047, and by National Science Foundation Grant No. DCR-86-02071.     

A trajectory-following method for unconstrained optimization

A trajectory-following method with interesting properties is considered for solving unconstrained nonlinear programming problems. The trajectory is defined by a special system of ordinary differential equations. This system uses only the gradient of the objective function. Numerical examples are given.The work of the second author was supported by the DFG Schwerpunkt Anwendungs-bezogene Optimierung and Steuerung.     

Optimality for set functions with values in ordered vector spaces

Let (X, , ) be a finite atomless measure space,L a convex subfamily of , andY andZ locally convex Hausdorff topological vector spaces which are ordered by the conesC andD, respectively. LetF:LY beC-convex andG:LZ beD-convex set functions. Consider the following optimization problem (P): minimizeF(), subject to L andG() _D . The paper generalizes the Moreau-Rockafellar theorem with set functions. By applying this theorem, a Kuhn-Tucker type optimality condition and a Fritz John type optimality condition for problem (P) are established. The duality theorem for problem (P) is also studied.This work was partially supported by National Science Council, Taipei, Taiwan. This paper was written while the first author was visiting at the University of Iowa, 1987-88.The authors would like to express their gratitude to the two anonymous referees for their valuable comments. Also, they would like to thank Professor P. L. Yu for his encouragement and suggestions which improved the material presented here considerably.     

Determination of the optimal initial function and the parameters for nonlinear time-delay systems

This paper deals with dynamic systems described by nonlinear differential-difference equations of retarded type. The problem considered is to determine the initial function and certain system parameters which minimize a given cost functional. A computational method is presented and some convergence results are given. Numerical examples of linear and nonlinear systems are also included.     

Hereditary optimal control problems: Numerical method based upon a padé approximation

In this paper, we consider a particular approximation scheme which can be used to solve hereditary optimal control problems. These problems are characterized by variables with a time-delayed argumentx(t – ). In our approximation scheme, we first replace the variable with an augmented statey(t) x(t - ). The two-sided Laplace transform ofy(t) is a product of the Laplace transform ofx(t) and an exponential factor. This factor is approximated by a first-order Padé approximation, and a differential relation fory(t) can be found. The transformed problem, without any time-delayed argument, can then be solved using a gradient algorithm in the usual way. Four problems are solved to illustrate the validity and usefulness of this technique.This research was supported in part by the National Aeronautics and Space Administration under NASA Grant NCC-2-106.     

Stochastic modeling of a billiard in a gravitational field: Power law behavior of Lyapunov exponents

We consider the motion of a point particle (billiard) in a uniform gravitational field constrained to move in a symmetric wedge-shaped region. The billiard is reflected at the wedge boundary. The phase space of the system naturally divides itself into two regions in which the tangent maps are respectively parabolic and hyperbolic. It is known that the system is integrable for two values of the wedge half-angle ₁ and ₂ and chaotic for ₁<< ₂. We study the system at three levels of approximation: first, where the deterministic dynamics is replaced by a random evolution; second, where, in addition, the tangent map in each region is, replaced by its average; and third, where the tangent map is replaced by a single global average. We show that at all three levels the Lyapunov exponent exhibits power law behavior near ₁ and ₂ with exponents 1/2 and 1, respectively. We indicate the origin of the exponent 1, which has not been observed in unaccelerated billiards.     

非线性光学材料──水草酸铵

一水草酸铵（简称ＡＯＭ）是一种优良的电光晶体￣［１］。文献￣［１，２］报道了该晶体的晶体结构，化学式为（ＮＨ＿４）＿２Ｃ＿２Ｏ＿２·Ｈ＿２Ｏ，属正交晶系，Ｐ２２２空间群，晶胞参数ａ＝０．８０３５ｎｍ，ｂ＝１。０３１ｎｍ，ｃ＝０．３８０１ｎｍ，ｚ＝２。本文拟报道ＡＯＭ单晶生长，热化学分析，透过波段以及非线性光学性质的初步研究。     

含吩噻嗪金属配合物的合成及非线性光学性质研究

本文报道了一种新的配体:10-乙基-3-甲酰吩噻嗪缩肼基二硫代甲酸甲酯(HL)及其金属配合物的合成。采用了元素分析、质谱、核磁共振、红外光谱对配体及其金属配合物进行了表征。此外,并应用紫外、荧光和Z-扫描技术,测定了配体及其金属配合物的荧光最佳发射波长(λ_max^em)、荧光量子产率(Φ_f)、寿命(τ)和非线性光学性质。结果表明它们在DMF溶液中都能发射出较强的橄榄色荧光,配体及其金属配合物都有双光子吸收,并且金属配合物的非线性光学效应比配体明显增强。用半经验量子化学方法(RHF/PM3)计算结果与实验值较为吻合。