Improving ultimate convergence of an augmented Lagrangian method

Optimization methods that employ the classical Powell-Hestenes-Rockafellar augmented Lagrangian are useful tools for solving nonlinear programming problems. Their reputation decreased in the last 10 years due to the comparative success of interior-point Newtonian algorithms, which are asymptotically faster. In this research, a combination of both approaches is evaluated. The idea is to produce a competitive method, being more robust and efficient than its `pure` counterparts for critical problems. Moreover, an additional hybrid algorithm is defined, in which the interior-point method is replaced by the Newtonian resolution of a Karush-Kuhn-Tucker (KKT) system identified by the augmented Lagrangian algorithm. The software used in this work is freely available through the Tango Project web page:http://www.ime.usp.br/similar to egbirgin/tango/.

Soft budget constraints in a dynamic general equilibrium model

This paper considers an overlapping generations model in which capital investment is financed in a credit market with adverse selection. Lenders’ inability to commit ex-ante not to bailout ex-post, together with a wealthy position of entrepreneurs gives rise to the soft budget constraint syndrome, i.e. the absence of liquidation of poor performing firms on a regular basis. This problem arises endogenously as a result of the interaction between the economic behavior of agents, without relying on political economy explanations. We found the problem more binding along the business cycle, providing an explanation to creditors leniency during booms in some LatinAmerican countries in the late seventies and early nineties.

Resigning: a classic grounded theory of working within constraints when caring for stroke patients in the acute general care setting

This research aims to explore the challenges nurses face, when caring for stroke patients on a general medical/surgical ward, in the acute care setting and identify how nurses resolve or process this challenge. Healthcare environments continue to face the pressures of constraints such as reduced staffing levels, budgets, resources and less time, which influence care provision. Patient safety is central in care provision where nurses face the challenge of delivering best quality care when working within constraints. The incidence of stroke is increasing worldwide and internationally stroke units are the recognised minimum standard of care. In Ireland with few designated stroke units in operation many stroke patients are cared for in the acute general care setting. A classic grounded theory methodology was utilised for this study. Data was collected and analysed simultaneously through coding, constant comparison, theoretical sampling and memoing. Individual unstructured interviews with thirty two nurses were carried out. Twenty hours of non-participant observations in the acute general care setting were undertaken. The main concern that emerged was working within constraints. This concern is processed by nurses through resigning which consists of three phases; idealistic striving, resourcing and care accommodation. Through the process of resigning nurses engage in an energy maintenance process enabling them to continue working within constraints. The generation of the theory of resigning explains how nurses’ resolve or process working within constraints. This theory adds to the body of knowledge on stroke care provision. This theory has the potential to enhance nursing care, minimise burnout and make better use of resources while advocating for best care of stroke patients.

Extended GNSS ambiguity resolution models with regularization criterion and constraints

This paper firstly presents an extended ambiguity resolution model that deals with an ill-posed problem and constraints among the estimated parameters. In the extended model, the regularization criterion is used instead of the traditional least squares in order to estimate the float ambiguities better. The existing models can be derived from the general model. Secondly, the paper examines the existing ambiguity searching methods from four aspects: exclusion of nuisance integer candidates based on the available integer constraints; integer rounding; integer bootstrapping and integer least squares estimations. Finally, this paper systematically addresses the similarities and differences between the generalized TCAR and decorrelation methods from both theoretical and practical aspects.

A general-purpose simulator for train operations

Computer simulation has been widely accepted as an essential tool for the analysis of many engineering systems. It is nowadays perceived to be the most readily available and feasible means of evaluating operations in real railway systems. Based on practical experience and theoretical models developed in various applications, this paper describes the design of a general-purpose simulation system for train operations. Its prime objective is to provide a single comprehensive computer-aided engineering tool for most studies on railway operations so that various aspects of the railway systems with different operation characteristics can be investigated and analysed in depth. This system consists of three levels of simulation. The first is a single-train simulator calculating the running time of a train between specific points under different track geometry and traction conditions. The second is a dual-train simulator which is to find the minimum headway between two trains under different movement constraints, such as signalling systems. The third is a whole-system multi-train simulator which carries out process simulation of the real operation of a railway system according to a practical or planned train schedule or headway; and produces an overall evaluation of system performance.

Grouping people in social networks using a weighted multi-constraints clustering method

Grouping users in social networks is an important process that improves matching and recommendation activities in social networks. The data mining methods of clustering can be used in grouping the users in social networks. However, the existing general purpose clustering algorithms perform poorly on the social network data due to the special nature of users' data in social networks. One main reason is the constraints that need to be considered in grouping users in social networks. Another reason is the need of capturing large amount of information about users which imposes computational complexity to an algorithm. In this paper, we propose a scalable and effective constraint-based clustering algorithm based on a global similarity measure that takes into consideration the users' constraints and their importance in social networks. Each constraint's importance is calculated based on the occurrence of this constraint in the dataset. Performance of the algorithm is demonstrated on a dataset obtained from an online dating website using internal and external evaluation measures. Results show that the proposed algorithm is able to increases the accuracy of matching users in social networks by 10% in comparison to other algorithms.

Task constraints

Newell (1985, 1986) identified the importance of interacting constraints on the emergent behaviours of learners or performers in sport as they assemble functional states of movement organisation in achieving task goals. Constraints, related to the person, task and environment, were defined as ‘boundaries or features that limit motion of the entity under consideration at any moment in time’ (Newell, 1986, p.347). Personal (or organismic) constraints include factors such as individual anthropometrics (height, weight, and limb lengths), fitness (e.g., strength, speed, aerobic capacity, and flexibility), mental skills (e.g. concentration, confidence, emotional control and motivation), perceptual and decisionmaking skills (e.g., recognising patterns of play, anticipation by reading the movements of opponents) and personality factors (e.g., risk taking or conservative behaviours). Newell (1986, p.350) distinguished between general environmental constraints, such as gravity, ambient temperature, natural light and altitude and task constraints, which are task specific and concerned with the goals of a specific activity. More recently, socio-cultural constraints (e.g., family support, cultural expectations and access to facilities) have also been considered as environmental constraints. Application of the constraints framework to the study of sport performance has led to task constraints being defined to include factors such as rules of games, equipment used, boundary playing areas and markings, nets and goals, the number of...

A case study of teaching English and multimodality with ICTs: Constraints and possibilities

Current Australian policies and curricular frameworks demand that teachers and students use technology creatively and meaningfully in classrooms to develop students into 21C technological citizens. English teachers and students also have to learn new metalanguage around visual grammar since multimodal tasks often combine creative with critical General Capabilities (GC) with that of the of ICTs and literacy in the Australian Curriculum: English (AC:E). Both teachers and learners come to these tasks with varying degrees of techno-literacy, skills and access to technologies. This paper reports on case-study research following a technology based collaborative professional development (PD) program between a university Lecturer facilitator and English Teachers in a secondary Catholic school. The study found that the possibilities for creative and critical engagement are rich, but there are real grounded constraints such as lack of time, impeding teachers’ ability to master and teach new technologies in classrooms. Furthermore, pedagogical approaches are affected by technical skill levels and school infrastructure concerns which can militate against effective use of ICTs in school settings. The research project was funded by the Brisbane Catholic Education Office and focused on how teachers can be supported in these endeavours in educational contexts as they prepare students of English to be creative global citizens who use technology creatively.

GRDB: A general purpose relational database system

This article discusses the design and development of GRDB (General Purpose Relational Data Base System) which has been implemented on a DEC-1090 system in Pascal. GRDB is a general purpose database system designed to be completely independent of the nature of data to be handled, since it is not tailored to the specific requirements of any particular enterprise. It can handle different types of data such as variable length records and textual data. Apart from the usual database facilities such as data definition and data manipulation, GRDB supports User Definition Language (UDL) and Security definition language. These facilities are provided through a SEQUEL-like General Purpose Query Language (GQL). GRDB provides adequate protection facilities up to the relation level. The concept of “security matrix” has been made use of to provide database protection. The concept of Unique IDentification number (UID) and Password is made use of to ensure user identification and authentication. The concept of static integrity constraints has been used to ensure data integrity. Considerable efforts have been made to improve the response time through indexing on the data files and query optimisation. GRDB is designed for an interactive use but alternate provision has been made for its use through batch mode also. A typical Air Force application (consisting of data about personnel, inventory control, and maintenance planning) has been used to test GRDB and it has been found to perform satisfactorily.

Symmetries and constraints in generalized Hamiltonian dynamics

A general analysis of symmetries and constraints for singular Lagrangian systems is given. It is shown that symmetry transformations can be expressed as canonical transformations in phase space, even for such systems. The relation of symmetries to generators, constraints, commutators, and Dirac brackets is clarified.

Distributed nonlinear optimization algorithms for general network problems

There are a number of large networks which occur in many problems dealing with the flow of power, communication signals, water, gas, transportable goods, etc. Both design and planning of these networks involve optimization problems. The first part of this paper introduces the common characteristics of a nonlinear network (the network may be linear, the objective function may be non linear, or both may be nonlinear). The second part develops a mathematical model trying to put together some important constraints based on the abstraction for a general network. The third part deals with solution procedures; it converts the network to a matrix based system of equations, gives the characteristics of the matrix and suggests two solution procedures, one of them being a new one. The fourth part handles spatially distributed networks and evolves a number of decomposition techniques so that we can solve the problem with the help of a distributed computer system. Algorithms for parallel processors and spatially distributed systems have been described.There are a number of common features that pertain to networks. A network consists of a set of nodes and arcs. In addition at every node, there is a possibility of an input (like power, water, message, goods etc) or an output or none. Normally, the network equations describe the flows amoungst nodes through the arcs. These network equations couple variables associated with nodes. Invariably, variables pertaining to arcs are constants; the result required will be flows through the arcs. To solve the normal base problem, we are given input flows at nodes, output flows at nodes and certain physical constraints on other variables at nodes and we should find out the flows through the network (variables at nodes will be referred to as across variables).The optimization problem involves in selecting inputs at nodes so as to optimise an objective function; the objective may be a cost function based on the inputs to be minimised or a loss function or an efficiency function. The above mathematical model can be solved using Lagrange Multiplier technique since the equalities are strong compared to inequalities. The Lagrange multiplier technique divides the solution procedure into two stages per iteration. Stage one calculates the problem variables % and stage two the multipliers lambda. It is shown that the Jacobian matrix used in stage one (for solving a nonlinear system of necessary conditions) occurs in the stage two also.A second solution procedure has also been imbedded into the first one. This is called total residue approach. It changes the equality constraints so that we can get faster convergence of the iterations.Both solution procedures are found to coverge in 3 to 7 iterations for a sample network.The availability of distributed computer systems — both LAN and WAN — suggest the need for algorithms to solve the optimization problems. Two types of algorithms have been proposed — one based on the physics of the network and the other on the property of the Jacobian matrix. Three algorithms have been deviced, one of them for the local area case. These algorithms are called as regional distributed algorithm, hierarchical regional distributed algorithm (both using the physics properties of the network), and locally distributed algorithm (a multiprocessor based approach with a local area network configuration). The approach used was to define an algorithm that is faster and uses minimum communications. These algorithms are found to converge at the same rate as the non distributed (unitary) case.

Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: stability and moving-horizon approximations

Stability results are given for a class of feedback systems arising from the regulation of time-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee uniform asymptotic stability of both the optimal infinite-horizon and movinghorizon feedback systems. The infinite-horizon cost associated with the moving-horizon feedback law approaches the optimal infinite-horizon cost as the moving horizon is extended.

A homotopy approach for stabilizing single-input systems with control structure constraints

A linear state feedback gain vector used in the control of a single input dynamical system may be constrained because of the way feedback is realized. Some examples of feedback realizations which impose constraints on the gain vector are: static output feedback, constant gain feedback for several operating points of a system, and two-controller feedback. We consider a general class of problems of stabilization of single input dynamical systems with such structural constraints and give a numerical method to solve them. Each of these problems is cast into a problem of solving a system of equalities and inequalities. In this formulation, the coefficients of the quadratic and linear factors of the closed-loop characteristic polynomial are the variables. To solve the system of equalities and inequalities, a continuous realization of the gradient projection method and a barrier method are used under the homotopy framework. Our method is illustrated with an example for each class of control structure constraint.

Gauge-invariant reformulation of theories with second-class constraints

Given a classical dynamical theory with second-class constraints, it is sometimes possible to construct another theory with first-class constraints, i.e., a gauge-invariant one, which is physically equivalent to the first theory. We identify some conditions under which this may be done, explaining the general principles and working out several examples. Field theoretic applications include the chiral Schwinger model and the non-linear sigma model. An interesting connection with the work of Faddeev and Shatashvili is pointed out.