Exact penalties for variational inequalities with applications to nonlinear complementarity problems

In this paper, we present a new reformulation of the KKT system associated to a variational inequality as a semismooth equation. The reformulation is derived from the concept of differentiable exact penalties for nonlinear programming. The best theoretical results are presented for nonlinear complementarity problems, where simple, verifiable, conditions ensure that the penalty is exact. We close the paper with some preliminary computational tests on the use of a semismooth Newton method to solve the equation derived from the new reformulation. We also compare its performance with the Newton method applied to classical reformulations based on the Fischer-Burmeister function and on the minimum. The new reformulation combines the best features of the classical ones, being as easy to solve as the reformulation that uses the Fischer-Burmeister function while requiring as few Newton steps as the one that is based on the minimum.

Proximal methods for nonlinear programming: double regularization and inexact subproblems

This paper describes the first phase of a project attempting to construct an efficient general-purpose nonlinear optimizer using an augmented Lagrangian outer loop with a relative error criterion, and an inner loop employing a state-of-the art conjugate gradient solver. The outer loop can also employ double regularized proximal kernels, a fairly recent theoretical development that leads to fully smooth subproblems. We first enhance the existing theory to show that our approach is globally convergent in both the primal and dual spaces when applied to convex problems. We then present an extensive computational evaluation using the CUTE test set, showing that some aspects of our approach are promising, but some are not. These conclusions in turn lead to additional computational experiments suggesting where to next focus our theoretical and computational efforts.

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.

Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization

Augmented Lagrangian methods for large-scale optimization usually require efficient algorithms for minimization with box constraints. On the other hand, active-set box-constraint methods employ unconstrained optimization algorithms for minimization inside the faces of the box. Several approaches may be employed for computing internal search directions in the large-scale case. In this paper a minimal-memory quasi-Newton approach with secant preconditioners is proposed, taking into account the structure of Augmented Lagrangians that come from the popular Powell-Hestenes-Rockafellar scheme. A combined algorithm, that uses the quasi-Newton formula or a truncated-Newton procedure, depending on the presence of active constraints in the penalty-Lagrangian function, is also suggested. Numerical experiments using the Cute collection are presented.

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.

Local influence for Student-t partially linear models

In this paper we extend partial linear models with normal errors to Student-t errors Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data the local influence curvatures are derived and some diagnostic graphics are proposed A motivating example preliminary analyzed under normal errors is reanalyzed under Student-t errors The local influence approach is used to compare the sensitivity of the model estimates (C) 2010 Elsevier B V All rights reserved

Improved testing inference in mixed linear models

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Often, the number of observations is small, and it is thus important to use inference strategies that incorporate small sample corrections. In this paper, we develop modified versions of the likelihood ratio test for fixed effects inference in mixed linear models. In particular, we derive a Bartlett correction to such a test, and also to a test obtained from a modified profile likelihood function. Our results generalize those in [Zucker, D.M., Lieberman, O., Manor, O., 2000. Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood. Journal of the Royal Statistical Society B, 62,827-838] by allowing the parameter of interest to be vector-valued. Additionally, our Bartlett corrections allow for random effects nonlinear covariance matrix structure. We report simulation results which show that the proposed tests display superior finite sample behavior relative to the standard likelihood ratio test. An application is also presented and discussed. (C) 2008 Elsevier B.V. All rights reserved.

Skew-normal linear calibration: a Bayesian perspective

In this paper, we present a Bayesian approach for estimation in the skew-normal calibration model, as well as the conditional posterior distributions which are useful for implementing the Gibbs sampler. Data transformation is thus avoided by using the methodology proposed. Model fitting is implemented by proposing the asymmetric deviance information criterion, ADIC, a modification of the ordinary DIC. We also report an application of the model studied by using a real data set, related to the relationship between the resistance and the elasticity of a sample of concrete beams. Copyright (C) 2008 John Wiley & Sons, Ltd.

Physical Vapor Deposited Thin Films of Lignins Extracted from Sugar Cane Bagasse: Morphology, Electrical Properties, and Sensing Applications

The concern related to the environmental degradation and to the exhaustion of natural resources has induced the research on biodegradable materials obtained from renewable sources, which involves fundamental properties and general application. In this context, we have fabricated thin films of lignins, which were extracted from sugar cane bagasse via modified organosolv process using ethanol as organic solvent. The films were made using the vacuum thermal evaporation technique (PVD, physical vapor deposition) grown up to 120 nm. The main objective was to explore basic properties such as electrical and surface morphology and the sensing performance of these lignins as transducers. The PVD film growth was monitored via ultraviolet-visible (UV-vis) absorption spectroscopy and quartz crystal microbalance, revealing a linear relationship between absorbance and film thickness. The 120 nm lignin PVD film morphology presented small aggregates spread all over the film surface on the nanometer scale (atomic force microscopy, AFM) and homogeneous on the micrometer scale (optical microscopy). The PVD films were deposited onto Au interdigitated electrode (IDE) for both electrical characterization and sensing experiments. In the case of electrical characterization, current versus voltage (I vs V) dc measurements were carried out for the Au IDE coated with 120 nm lignin PVD film, leading to a conductivity of 3.6 x 10(-10) S/m. Using impedance spectroscopy, also for the Au IDE coated with the 120 nm lignin PVD film, dielectric constant of 8.0, tan delta of 3.9 x 10(-3)) and conductivity of 1.75 x 10(-9) S/m were calculated at 1 kHz. As a proof-of-principle, the application of these lignins as transducers in sensing devices was monitored by both impedance spectroscopy (capacitance vs frequency) and I versus time dc measurements toward aniline vapor (saturated atmosphere). The electrical responses showed that the sensing units are sensible to aniline vapor with the process being reversible. AFM images conducted directly onto the sensing units (Au IDE coated with 120 nm lignin PVD film) before and after the sensing experiments showed a decrease in the PVD film roughness from 5.8 to 3.2 nm after exposing to aniline.

Adaptivity in programming languages

A programming style can be seen as a particular model of shaping thought or a special way of codifying language to solve a problem. An adaptive device is made up of an underlying formalism, for instance, an automaton, a grammar, a decision tree, etc., and an adaptive mechanism, responsible for providing features for self-modification. Adaptive languages are obtained by using some programming language as the device’s underlying formalism. The conception of such languages calls for a new programming style, since the application of adaptive technology in the field of programming languages suggests a new way of thinking. Adaptive languages have the basic feature of allowing the expression of programs which self-modifying through adaptive actions at runtime. With the adaptive style, programming language codes can be structured in such a way that the codified program therein modifies or adapts itself towards the needs of the problem. The adaptive programming style may be a feasible alternate way to obtain self-modifying consistent codes, which allow its use in modern applications for self-modifying code.

Conception of adaptive programming languages

Adaptive devices show the characteristic of dynamically change themselves in response to input stimuli with no interference of external agents. Occasional changes in behaviour are immediately detected by the devices, which right away react spontaneously to them. Chronologically such devices derived from researches in the field of formal languages and automata. However, formalism spurred applications in several other fields. Based on the operation of adaptive automata, the elementary ideas generanting programming adaptive languages are presented.

Adaptive languages and a new programming style

A programming style can be seen as a particular model of shaping thought or a special way of codifying language to solve a problem. Adaptive languages have the basic feature of allowing the expression of programs which self-modifying through adaptive actions at runtime. The conception of such languages calls for a new programming style, since the application of adaptive technology in the field of programming languages suggests a new way of thinking. With the adaptive style, programming language codes can be structured in such a way that the codified program therein modifies or adapts itself towards the needs of the problem. The adaptive programming style may be a feasible alternate way to obtain self-modifying consistent codes, which allow its use in modern applications for self-modifying code.

Low cost BIST techniques for linear and non-linear analog circuits

With the ever increasing demands for high complexity consumer electronic products, market pressures demand faster product development and lower cost. SoCbased design can provide the required design flexibility and speed by allowing the use of IP cores. However, testing costs in the SoC environment can reach a substantial percent of the total production cost. Analog testing costs may dominate the total test cost, as testing of analog circuits usually require functional verification of the circuit and special testing procedures. For RF analog circuits commonly used in wireless applications, testing is further complicated because of the high frequencies involved. In summary, reducing analog test cost is of major importance in the electronic industry today. BIST techniques for analog circuits, though potentially able to solve the analog test cost problem, have some limitations. Some techniques are circuit dependent, requiring reconfiguration of the circuit being tested, and are generally not usable in RF circuits. In the SoC environment, as processing and memory resources are available, they could be used in the test. However, the overhead for adding additional AD and DA converters may be too costly for most systems, and analog routing of signals may not be feasible and may introduce signal distortion. In this work a simple and low cost digitizer is used instead of an ADC in order to enable analog testing strategies to be implemented in a SoC environment. Thanks to the low analog area overhead of the converter, multiple analog test points can be observed and specific analog test strategies can be enabled. As the digitizer is always connected to the analog test point, it is not necessary to include muxes and switches that would degrade the signal path. For RF analog circuits, this is specially useful, as the circuit impedance is fixed and the influence of the digitizer can be accounted for in the design phase. Thanks to the simplicity of the converter, it is able to reach higher frequencies, and enables the implementation of low cost RF test strategies. The digitizer has been applied successfully in the testing of both low frequency and RF analog circuits. Also, as testing is based on frequency-domain characteristics, nonlinear characteristics like intermodulation products can also be evaluated. Specifically, practical results were obtained for prototyped base band filters and a 100MHz mixer. The application of the converter for noise figure evaluation was also addressed, and experimental results for low frequency amplifiers using conventional opamps were obtained. The proposed method is able to enhance the testability of current mixed-signal designs, being suitable for the SoC environment used in many industrial products nowadays.

Response surface models to predict broiler performance and applications for economic analysis

A study was carried out to elaborate response surface models using broiler performance data recovered from literature in order to predict performance and elaborate economic analyses. Nineteen studies published between 1995 and 2005 were retrieved using the systematic literature review method. Weight gain and feed conversion data were collected from eight studies that fulfilled the pre-established inclusion criteria, and a response surface model was adjusted using crude protein, environmental temperature, and age as independent variables. The models produced for weight gain (r² = 0.93) and feed conversion (r² = 0.85) were accurate, precise, and not biased. Protein levels, environmental temperature and age showed linear and quadratic effects on weight gain and feed conversion. There was no interaction between protein level and environmental temperature. Age and crude protein showed interaction for weight gain and feed conversion, whereas interaction between age and temperature was detected only for weight gain. It was possible to perform economic analyses to determine maximum profit as a function of the variables that were included in the model. It was concluded that the response surface models are effective to predict the performance of broiler chickens and allow the elaboration of economic analyses to optimize profit.

Análise não-linear de treliças pelo método dos elementos finitos posicional

This work presents the positional nonlinear geometric formulation for trusses using different strain measures. The positional formulation presents an alternative approach for nonlinear problems. This formulation considers nodal positions as variables of the nonlinear system instead of displacements (widely found in literature). The work also describes the arc-length method used for tracing equilibrium paths with snap-through and snap-back. Numerical applications for trusses already established in the literature and comparisons with other studies are provided to prove the accuracy of the proposed formulation