On the solution of mathematical programming problems with equilibrium constraints

Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. We prove that, under reasonable sufficient conditions, stationary points of the sum of squares of the constraints are feasible points of the MPEC. In usual formulations of MPEC all the feasible points are nonregular in the sense that they do not satisfy the Mangasarian-Fromovitz constraint qualification of nonlinear programming. Therefore, all the feasible points satisfy the classical Fritz-John necessary optimality conditions. In principle, this can cause serious difficulties for nonlinear programming algorithms applied to MPEC. However, we show that most feasible points do not satisfy a recently introduced stronger optimality condition for nonlinear programming. This is the reason why, in general, nonlinear programming algorithms are successful when applied to MPEC.

ITERATIVE NUMERICAL-SOLUTION OF SCATTERING PROBLEMS

An iterative Neumann series method, employing a real auxiliary scattering integral equation, is used to calculate scattering lengths and phase shifts for the atomic Yukawa and exponential potentials. For these potentials the original Neumann series diverges. The present iterative method yields results that are far better, in convergence, stability and precision, than other momentum space methods. Accurate result is obtained in both cases with an estimated error of about 1 in 10(10) after some 8-10 iterations.

Uma investigação da influência do parâmetro de barreira na solução do problema de fluxo de potência ótimo

Pós-graduação em Engenharia Elétrica - FEB

Classes de correção de fluxo e resolução de problemas: o olhar dos alunos, professores e assistente técnico pedagógico

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On the solution of bounded and unbounded mixed complementarity problems

A reformulation of the bounded mixed complementarity problem is introduced. It is proved that the level sets of the objective function are bounded and, under reasonable assumptions, stationary points coincide with solutions of the original variational inequality problem. Therefore, standard minimization algorithms applied to the new reformulation must succeed. This result is applied to the compactification of unbounded mixed complementarity problems. © 2001 OPA (Overseas Publishers Association) N.V. Published by license under the Gordon and Breach Science Publishers imprint, a member of the Taylor & Francis Group.

Solution of two-body bound state problems with confining potentials

The homogeneous Lippmann-Schwinger integral equation is solved in momentum space by using confining potentials. Since the confining potentials are unbounded at large distances, they lead to a singularity at small momentum. In order to remove the singularity of the kernel of the integral equation, a regularized form of the potentials is used. As an application of the method, the mass spectra of heavy quarkonia, mesons consisting from heavy quark and antiquark (Υ(bb̄), ψ(cc̄)), are calculated for linear and quadratic confining potentials. The results are in good agreement with configuration space and experimental results. © 2010 American Institute of Physics.

Predictor-Corrector Primal-Dual Interior Point Method for Solving Economic Dispatch Problems: A Postoptimization Analysis

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A common Tabu search algorithm for the global optimization of engineering problems

A novel common Tabu algorithm for global optimizations of engineering problems is presented. The robustness and efficiency of the presented method are evaluated by using standard mathematical functions and hy solving a practical engineering problem. The numerical results show that the proposed method is (i) superior to the conventional Tabu search algorithm in robustness, and (ii) superior to the simulated annealing algorithm in efficiency. (C) 2001 Elsevier B.V. B.V. All rights reserved.

Bose-Einstein condensation dynamics from the numerical solution of the Gross-Pitaevskii equation

We study certain stationary and time-evolution problems of trapped Bose-Einstein condensates using the numerical solution of the Gross-Pitaevskii (GP) equation with both spherical and axial symmetries. We consider time-evolution problems initiated by suddenly changing the interatomic scattering length or harmonic trapping potential in a stationary condensate. These changes introduce oscillations in the condensate which are studied in detail. We use a time iterative split-step method for the solution of the time-dependent GP equation, where all nonlinear and linear non-derivative terms are treated separately from the time propagation with the kinetic energy terms. Even for an arbitrarily strong nonlinear term this leads to extremely accurate and stable results after millions of time iterations of the original equation.

Solution of the Poisson-Boltzmann equation for a system with four ionic species

The analytical solution of the Poisson-Boltzmann equation in an electrolyte with four ionic species (2:2:1:1), in the presence of a charged planar membrane or surface is presented. The function describing the mean electrical potential provides a convenient description that helps the understanding of electrical processes of biological interest.

On the solution of the extended linear complementarity problem

The extended linear complementarity problem (XLCP) has been introduced in a recent paper by Mangasarian and Pang. In the present research, minimization problems with simple bounds associated to this problem are defined. When the XLCP is solvable, their solutions are global minimizers of the associated problems. Sufficient conditions that guarantee that stationary points of the associated problems are solutions of the XLCP will be proved. These theoretical results support the conjecture that local methods for box constrained optimization applied to the associated problems could be efficient tools for solving the XLCP. (C) 1998 Elsevier B.V. All rights reserved.

Neural approach for solving several types of optimization problems

Neural networks consist of highly interconnected and parallel nonlinear processing elements that are shown to be extremely effective in computation. This paper presents an architecture of recurrent neural net-works that can be used to solve several classes of optimization problems. More specifically, a modified Hopfield network is developed and its inter-nal parameters are computed explicitly using the valid-subspace technique. These parameters guarantee the convergence of the network to the equilibrium points, which represent a solution of the problem considered. The problems that can be treated by the proposed approach include combinatorial optimiza-tion problems, dynamic programming problems, and nonlinear optimization problems.

Boussinesq solitary-wave as a multiple-time solution of the Korteweg-de Vries hierarchy

We study the Boussinesq equation from the point of view of a multiple-time reductive perturbation method. As a consequence of the elimination of the secular producing terms through the use of the Korteweg-de Vries hierarchy, we show that the solitary-wave of the Boussinesq equation is a solitary-wave satisfying simultaneously all equations of the Korteweg-de Vries hierarchy, each one in an appropriate slow time variable. © 1995 American Institute of Physics.

Optimal trajectory and solution of the inverse kinematics of a robotic manipulator by genetic algorithms

This paper presents the generation of optimal trajectories by genetic algorithms (GA) for a planar robotic manipulator. The implemented GA considers a multi-objective function that minimizes the end-effector positioning error together with the joints angular displacement and it solves the inverse kinematics problem for the trajectory. Computer simulations results are presented to illustrate this implementation and show the efficiency of the used methodology producing soft trajectories with low computing cost. © 2011 Springer-Verlag Berlin Heidelberg.

Numerical solution of the FENE-CR model in complex flows

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)