Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

Outer Trust-Region Method for Constrained Optimization

Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an outer trust-region (OTR) modification of A is the result of adding a trust-region constraint to each subproblem. The trust-region size is adaptively updated according to the behavior of crucial variables. The new subproblems should not be more complex than the original ones, and the convergence properties of the OTR algorithm should be the same as those of Algorithm A. In the present work, the OTR approach is exploited in connection with the ""greediness phenomenon"" of nonlinear programming. Convergence results for an OTR version of an augmented Lagrangian method for nonconvex constrained optimization are proved, and numerical experiments are presented.

Accurate velocity reconstruction for Discontinuous Galerkin approximations of two-phase porous media flows

We consider Discontinuous Galerkin approximations of two-phase, immiscible porous media flows in the global pressure/fractional flow formulation with capillary pressure. A sequential approach is used with a backward Euler step for the saturation equation, equal-order interpolation for the pressure and the saturation, and without any limiters. An accurate total velocity field is recovered from the global pressure equation to be used in the saturation equation. Numerical experiments show the advantages of the proposed reconstruction. To cite this article: A. Ern et al., C R. Acad. Sci. Paris, Ser. 1347 (2009). (C) 2009 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.