Computing Distance Functions from Generalized Sources on Weighted Polyhedral Surfaces

We present algorithms for computing approximate distance functions and shortest paths from a generalized source (point, segment, polygonal chain or polygonal region) on a weighted non-convex polyhedral surface in which obstacles (represented by polygonal chains or polygons) are allowed. We also describe an algorithm for discretizing, by using graphics hardware capabilities, distance functions. Finally, we present algorithms for computing discrete k-order Voronoi diagrams

A collocation method for high frequency scattering by convex polygons

We consider the problem of scattering of a time-harmonic acoustic incident plane wave by a sound soft convex polygon. For standard boundary or finite element methods, with a piecewise polynomial approximation space, the computational cost required to achieve a prescribed level of accuracy grows linearly with respect to the frequency of the incident wave. Recently Chandler–Wilde and Langdon proposed a novel Galerkin boundary element method for this problem for which, by incorporating the products of plane wave basis functions with piecewise polynomials supported on a graded mesh into the approximation space, they were able to demonstrate that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency. Here we propose a related collocation method, using the same approximation space, for which we demonstrate via numerical experiments a convergence rate identical to that achieved with the Galerkin scheme, but with a substantially reduced computational cost.

High frequency scattering by convex curvilinear polygons

We consider the scattering of a time-harmonic acoustic incident plane wave by a sound soft convex curvilinear polygon with Lipschitz boundary. For standard boundary or finite element methods, with a piecewise polynomial approximation space, the number of degrees of freedom required to achieve a prescribed level of accuracy grows at least linearly with respect to the frequency of the incident wave. Here we propose a novel Galerkin boundary element method with a hybrid approximation space, consisting of the products of plane wave basis functions with piecewise polynomials supported on several overlapping meshes; a uniform mesh on illuminated sides, and graded meshes refined towards the corners of the polygon on illuminated and shadow sides. Numerical experiments suggest that the number of degrees of freedom required to achieve a prescribed level of accuracy need only grow logarithmically as the frequency of the incident wave increases.

A high frequency $hp$ boundary element method for scattering by convex polygons

In this paper we propose and analyze a hybrid $hp$ boundary element method for the solution of problems of high frequency acoustic scattering by sound-soft convex polygons, in which the approximation space is enriched with oscillatory basis functions which efficiently capture the high frequency asymptotics of the solution. We demonstrate, both theoretically and via numerical examples, exponential convergence with respect to the order of the polynomials, moreover providing rigorous error estimates for our approximations to the solution and to the far field pattern, in which the dependence on the frequency of all constants is explicit. Importantly, these estimates prove that, to achieve any desired accuracy in the computation of these quantities, it is sufficient to increase the number of degrees of freedom in proportion to the logarithm of the frequency as the frequency increases, in contrast to the at least linear growth required by conventional methods.

Orthogonal packing of identical rectangles within isotropic convex regions

A mixed integer continuous nonlinear model and a solution method for the problem of orthogonally packing identical rectangles within an arbitrary convex region are introduced in the present work. The convex region is assumed to be made of an isotropic material in such a way that arbitrary rotations of the items, preserving the orthogonality constraint, are allowed. The solution method is based on a combination of branch and bound and active-set strategies for bound-constrained minimization of smooth functions. Numerical results show the reliability of the presented approach. (C) 2010 Elsevier Ltd. All rights reserved.

The C(K, X) spaces for compact metric spaces K and X with a uniformly convex maximal factor

In this paper, we prove that if a Banach space X contains some uniformly convex subspace in certain geometric position, then the C(K, X) spaces of all X-valued continuous functions defined on the compact metric spaces K have exactly the same isomorphism classes that the C(K) spaces. This provides a vector-valued extension of classical results of Bessaga and Pelczynski (1960) [2] and Milutin (1966) [13] on the isomorphic classification of the separable C(K) spaces. As a consequence, we show that if 1 < p < q < infinity then for every infinite countable compact metric spaces K(1), K(2), K(3) and K(4) are equivalent: (a) C(K(1), l(p)) circle plus C(K(2), l(q)) is isomorphic to C(K(3), l(p)) circle plus (K(4), l(q)). (b) C(K(1)) is isomorphic to C(K(3)) and C(K(2)) is isomorphic to C(K(4)). (C) 2011 Elsevier Inc. All rights reserved.

Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs

We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse functions. This formula can be used to obtain an efficient implementation of Stochastic Dual Dynamic Programming applied to convex nonlinear problems. We prove the almost sure convergence of these decomposition methods when the relatively complete recourse assumption holds. We also prove the almost sure convergence of these algorithms when applied to risk-averse multistage stochastic linear programs that do not satisfy the relatively complete recourse assumption. The analysis is first done assuming the underlying stochastic process is interstage independent and discrete, with a finite set of possible realizations at each stage. We then indicate two ways of extending the methods and convergence analysis to the case when the process is interstage dependent.

Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures

We consider risk-averse convex stochastic programs expressed in terms of extended polyhedral risk measures. We derive computable con dence intervals on the optimal value of such stochastic programs using the Robust Stochastic Approximation and the Stochastic Mirror Descent (SMD) algorithms. When the objective functions are uniformly convex, we also propose a multistep extension of the Stochastic Mirror Descent algorithm and obtain con dence intervals on both the optimal values and optimal solutions. Numerical simulations show that our con dence intervals are much less conservative and are quicker to compute than previously obtained con dence intervals for SMD and that the multistep Stochastic Mirror Descent algorithm can obtain a good approximate solution much quicker than its nonmultistep counterpart. Our con dence intervals are also more reliable than asymptotic con dence intervals when the sample size is not much larger than the problem size.

Discrete approximations for strict convex continuous time problems and duality

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Lower-semicontinuity and optimization of convex functionals

The result that we treat in this article allows to the utilization of classic tools of convex analysis in the study of optimality conditions in the optimal control convex process for a Volterra-Stietjes linear integral equation in the Banach space G([a, b],X) of the regulated functions in [a, b], that is, the functions f : [a, 6] → X that have only descontinuity of first kind, in Dushnik (or interior) sense, and with an equality linear restriction. In this work we introduce a convex functional Lβf(x) of Nemytskii type, and we present conditions for its lower-semicontinuity. As consequence, Weierstrass Theorem garantees (under compacity conditions) the existence of solution to the problem min{Lβf(x)}. © 2009 Academic Publications.

Large deviations for heavy-tailed random elements in convex cones

We prove large deviation results for sums of heavy-tailed random elements in rather general convex cones being semigroups equipped with a rescaling operation by positive real numbers. In difference to previous results for the cone of convex sets, our technique does not use the embedding of cones in linear spaces. Examples include the cone of convex sets with the Minkowski addition, positive half-line with maximum operation and the family of square integrable functions with arithmetic addition and argument rescaling.

Metrizability of spaces of holomorphic functions

In this paper we prove that if U is an open subset of a metrizable locally convex space E of infinite dimension, the space H(U) of all holomorphic functions on U, endowed with the Nachbin–Coeuré topology τδ, is not metrizable. Our result can be applied to get that, for all usual topologies, H(U) is metrizable if and only if E has finite dimension. RESUMEN. En este artículo se demuestra que si U es un abierto en un espacio E localmente convexo metrizable de dimensión infinita y H(U) es el espacio de funciones holomorfas en U, entonces la topología de Nachbin-Coeuré en H(U) no es metrizable. Este resultado se utiliza para demostrar que las topologías habituales en H(U) son metrizables si y sólo si E tiene dimensión finita.

On real analytic functions of unbounded type

In this paper we prove several results on the existence of analytic functions on an infinite dimensional real Banach space which are bounded on some given collection of open sets and unbounded on others. In addition, we also obtain results on the density of some subsets of the space of all analytic functions for natural locally convex topologies on this space. RESUMEN. Los autores demuestran varios resultados de existencia de funciones analíticas en espacios de Banach reales de dimensión infinita que están acotadas en un colección de subconjuntos abiertos y no acotadas en los conjuntos de otra colección. Además, se demuestra la densidad de ciertos subconjuntos de funciones analíticas para varias topologías localmente convexas.

Primal Attainment in Convex Infinite Optimization Duality

This article provides results guarateeing that the optimal value of a given convex infinite optimization problem and its corresponding surrogate Lagrangian dual coincide and the primal optimal value is attainable. The conditions ensuring converse strong Lagrangian (in short, minsup) duality involve the weakly-inf-(locally) compactness of suitable functions and the linearity or relative closedness of some sets depending on the data. Applications are given to different areas of convex optimization, including an extension of the Clark-Duffin Theorem for ordinary convex programs.

Constraint qualifications in convex vector semi-infinite optimization

Convex vector (or multi-objective) semi-infinite optimization deals with the simultaneous minimization of finitely many convex scalar functions subject to infinitely many convex constraints. This paper provides characterizations of the weakly efficient, efficient and properly efficient points in terms of cones involving the data and Karush–Kuhn–Tucker conditions. The latter characterizations rely on different local and global constraint qualifications. The results in this paper generalize those obtained by the same authors on linear vector semi-infinite optimization problems.