Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

Lorentz violation bounds on Bhabha scattering

We investigate the effect of Lorentz-violating terms on Bhabha scattering in two distinct cases correspondent to vectorial and axial nonminimal couplings in quantum electrodynamics ( QED). In both cases, we find significant modifications with respect to the usual relativistic result. Our results reveal an anisotropy of the differential cross section which implies new constraints on the possible Lorentz-violating terms.

Robust tori-like Lagrangian coherent structures

In general the term "Lagrangian coherent structure" (LCS) is used to make reference about structures whose properties are similar to a time-dependent analog of stable and unstable manifolds from a hyperbolic fixed point in Hamiltonian systems. Recently, the term LCS was used to describe a different type of structure, whose properties are similar to those of invariant tori in certain classes of two-dimensional incompressible flows. A new kind of LCS was obtained. It consists of barriers, called robust tori that block the trajectories in certain regions of the phase space. We used the Double-Gyre Flow system as the model. In this system, the robust tori play the role of a skeleton for the dynamics and block, horizontally, vortices that come from different parts of the phase space. (C) 2012 Elsevier B.V. All rights reserved.

Optimal reactive power flow via the modified barrier Lagrangian function approach

A new approach called the Modified Barrier Lagrangian Function (MBLF) to solve the Optimal Reactive Power Flow problem is presented. In this approach, the inequality constraints are treated by the Modified Barrier Function (MBF) method, which has a finite convergence property: i.e. the optimal solution in the MBF method can actually be in the bound of the feasible set. Hence, the inequality constraints can be precisely equal to zero. Another property of the MBF method is that the barrier parameter does not need to be driven to zero to attain the solution. Therefore, the conditioning of the involved Hessian matrix is greatly enhanced. In order to show this, a comparative analysis of the numeric conditioning of the Hessian matrix of the MBLF approach, by the decomposition in singular values, is carried out. The feasibility of the proposed approach is also demonstrated with comparative tests to Interior Point Method (IPM) using various IEEE test systems and two networks derived from Brazilian generation/transmission system. The results show that the MBLF method is computationally more attractive than the IPM in terms of speed, number of iterations and numerical conditioning. (C) 2011 Elsevier B.V. All rights reserved.

Error Upper Bounds for a Computational Method for Nonlinear Boundary and Initial-Value Problems

This work develops a computational approach for boundary and initial-value problems by using operational matrices, in order to run an evolutive process in a Hilbert space. Besides, upper bounds for errors in the solutions and in their derivatives can be estimated providing accuracy measures.

Mutual Information Rate and Bounds for It

The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR), is calculated from the mutual information, which is rigorously defined only for random systems. Moreover, the definition of mutual information is based on probabilities of significant events. This work offers a simple alternative way to calculate the MIR in dynamical (deterministic) networks or between two time series (not fully deterministic), and to calculate its upper and lower bounds without having to calculate probabilities, but rather in terms of well known and well defined quantities in dynamical systems. As possible applications of our bounds, we study the relationship between synchronisation and the exchange of information in a system of two coupled maps and in experimental networks of coupled oscillators.

Thermal effective Lagrangian of static gravitational fields

We compute the effective Lagrangian of static gravitational fields interacting with thermal fields. Our approach employs the usual imaginary time formalism as well as the equivalence between the static and space-time independent external gravitational fields. This allows to obtain a closed form expression for the thermal effective Lagrangian in d space-time dimensions.

Present bounds on new neutral vector resonances from electroweak gauge boson pair production at the LHC

Several extensions of the standard model predict the existence of new neutral spin-1 resonances associated with the electroweak symmetry breaking sector. Using the data from ATLAS (with integrated luminosity of L = 1.02 fb(-1)) and CMS (with integrated luminosity of L = 1.55 fb(-1)) on the production of W+W- pairs through the process pp --> l(+)l(-)' is not an element of(T), we place model independent bounds on these new vector resonances masses, couplings, and widths. Our analyses show that the present data exclude new neutral vector resonances with masses up to 1-2.3 TeV depending on their couplings and widths. We also demonstrate how to extend our analysis framework to different models with a specific example.

The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.

Bounds on the density of sources of ultra-high energy cosmic rays from the Pierre Auger Observatory

We derive lower bounds on the density of sources of ultra-high energy cosmic rays from the lack of significant clustering in the arrival directions of the highest energy events detected at the Pierre Auger Observatory. The density of uniformly distributed sources of equal intrinsic intensity was found to be larger than ~(0.06 - 5) × '10 POT. -4' 'Mpc POT. -3' at 95% CL, depending on the magnitude of the magnetic deflections. Similar bounds, in the range (0.2 - 7) × '10 POT. -4' 'Mpc POT. -3', were obtained for sources following the local matter distribution.