Artificial time integration

Many recent algorithmic approaches involve the construction of a differential equation model for computational purposes, typically by introducing an artificial time variable. The actual computational model involves a discretization of the now time-dependent differential system, usually employing forward Euler. The resulting dynamics of such an algorithm is then a discrete dynamics, and it is expected to be “close enough” to the dynamics of the continuous system (which is typically easier to analyze) provided that small – hence many – time steps, or iterations, are taken. Indeed, recent papers in inverse problems and image processing routinely report results requiring thousands of iterations to converge. This makes one wonder if and how the computational modeling process can be improved to better reflect the actual properties sought. In this article we elaborate on several problem instances that illustrate the above observations. Algorithms may often lend themselves to a dual interpretation, in terms of a simply discretized differential equation with artificial time and in terms of a simple optimization algorithm; such a dual interpretation can be advantageous. We show how a broader computational modeling approach may possibly lead to algorithms with improved efficiency. AMS subject classification (2000)  65L05, 65M32, 65N21, 65N22, 65D18     

On a Modified Subgradient Algorithm for Dual Problems via Sharp Augmented Lagrangian*

We study convergence properties of a modified subgradient algorithm, applied to the dual problem defined by the sharp augmented Lagrangian. The primal problem we consider is nonconvex and nondifferentiable, with equality constraints. We obtain primal and dual convergence results, as well as a condition for existence of a dual solution. Using a practical selection of the step-size parameters, we demonstrate the algorithm and its advantages on test problems, including an integer programming and an optimal control problem. *Partially Supported by 2003 UniSA ITEE Small Research Grant Ero2. Supported by CAPES, Brazil, Grant No. 0664-02/2, during her visit to the School of Mathematics and Statistics, UniSA.     

Application of x-ray fluorescence analysis to investigation of the composition of gunshot residues

We have used x-ray fluorescence analysis to study the elemental composition of gunshot residues from smooth-bore and rifled-bore guns. We have established that it is possible to differentiate between types of projectiles (jacketed/lead), types of primers (corrosive/noncorrosive), and types of propellant powders (black/smokeless) by analysis of the elemental composition of the gunshot residues. We have shown that the mercury content in gunshot residues on the surface of the object carrying the residues steadily decreases as storage time increases. Despite this fact, mercury can be preserved as a component of gunshot residues on the object (cotton cloth) under room conditions for more than 45 days. __________ Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 73, No. 3, pp. 320–325, May–June, 2006.     

Refractive index of standard oils as a function of wavelength and temperature

The refractive indices (n) of eight standard oils from Physikalisch Technische Bundesanstalt, Germany were determined with an accuracy of ±1×10⁻⁴ by using Abbe Refractometer. The measurements were performed at temperature 20°C in the spectral range 0.4–0.7 μm. The experimental data were fitted to the simple Cauchy dispersion formula and the results were found to be consistent within the limits of experimental error. In all cases, the refractive index decreased monotonically with increasing wavelength. The refractive indices (n) of these oils have been measured as a function of the temperature t (20°C up to 50°C) at λ=0.589 μm and were found to have linear temperature dependencies. The refractive indices of the studied oils and the uncertainty in their values are calculated at λ=0.589. The Lorentz–Lorenz (L–L) formula has been tested and it was found to be valid with a maximum deviation of 0.4% and was used to calculate the molecular polarizability θ.     

新型噻吩基取代卟啉的合成及其荧光光谱研究

合成了两种新型噻吩基卟啉－5，15－二（2－噻吩基）－2，8，12，18－四乙基－3，7，13，17－四甲基卟啉7a（45．1％）和5，15－二（2－联噻吩基）－2，8，12，18－四乙基－3，7，13，17－四甲基卟啉7b(61.2%),并研究了它们的光谱性质，其中荧光光谱的最大发射峰蜂都在631nm处，量子产率分别为4．1％（7a)和1．4％（7b)。     

On Characterizations of Proper Efficiency for Nonconvex Multiobjective Optimization

In this paper, nonconvex multiobjective optimization problems are studied. New characterizations of a properly efficient solution in the sense of Geoffrion's are established in terms of the stability of one scalar optimization problem and the existence of an exact penalty function of a scalar constrained program, respectively. One of the characterizations is applied to derive necessary conditions for a properly efficient control-parameter pair of a nonconvex multiobjective discrete optimal control problem with linear constraints.     

Sn-C60薄膜的紫外吸收光谱和X-射线衍射谱分析

对Sn-C60薄膜进行紫外可见光吸收，X-射线衍射和扫描电镜的测定结果显示，薄膜样品紫外可见光吸收的两个短波段吸收峰比纯C60薄膜的吸收峰显著下降，说明Sn-C60薄膜的电子光吸收跃迁为间接跃迁，能带中有杂质能级的存在；样品的X射线衍射峰则对应于面心立方结构；扫描电镜结果显示薄膜为纳米级颗粒组成。     

Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models

This paper proposes a new method that extends the efficient global optimization to address stochastic black-box systems. The method is based on a kriging meta-model that provides a global prediction of the objective values and a measure of prediction uncertainty at every point. The criterion for the infill sample selection is an augmented expected improvement function with desirable properties for stochastic responses. The method is empirically compared with the revised simplex search, the simultaneous perturbation stochastic approximation, and the DIRECT methods using six test problems from the literature. An application case study on an inventory system is also documented. The results suggest that the proposed method has excellent consistency and efficiency in finding global optimal solutions, and is particularly useful for expensive systems.     

Speedup estimates for some variants of the parallel implementations of the branch-and-bound method

The efficiency of parallel implementations of the branch-and-bound method in discrete optimization problems is considered. A theoretical analysis and comparison of two parallel implementations of this method is performed. A mathematical model of the computation process is constructed and used to obtain estimates of the maximum possible speedup. Examples of problems in which none of these two parallel implementations can speed up the computations are considered.     

Semiconvergence in distribution of random closed sets with application to random optimization problems

The paper considers upper semicontinuous behavior in distribution of sequences of random closed sets. Semiconvergence in distribution will be described via convergence in distribution of random variables with values in a suitable topological space. Convergence statements for suitable functions of random sets are proved and the results are employed to derive stability statements for random optimization problems where the objective function and the constraint set are approximated simultaneously. The author is grateful to two anonymous referees for helpful suggestions.