ACCELERATING ITERATIVE ALGORITHMS FOR SYMMETRICAL LINEAR COMPLEMENTARITY-PROBLEMS

We propose a method for accelerating iterative algorithms for solving symmetric linear complementarity problems. The method consists in performing a one-dimensional optimization in the direction generated by a splitting method even for non-descent directions. We give strong convergence proofs and present numerical experiments that justify using this acceleration.

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.

Finite field computation technique for exact solution of systems of linear equations and interval linear programming problems

An error-free computational approach is employed for finding the integer solution to a system of linear equations, using finite-field arithmetic. This approach is also extended to find the optimum solution for linear inequalities such as those arising in interval linear programming probloms.

Solving linear programming problems exactly

A linear programming problem in an inequality form having a bounded solution is solved error-free using an algorithm that sorts the inequalities, removes the redundant ones, and uses the p-adic arithmetic. (C) Elsevier Science Inc., 1997

Codes for solving three dimensional linear elastostatic problems using constant boundary elements while ignoring body forces

Three codes, that can solve three dimensional linear elastostatic problems using constant boundary elements while ignoring body forces, are provided here. The file 'bemconst.m' contains a MATLAB code for solving three dimensional linear elastostatic problems using constant boundary elements while ignoring body forces. The file 'bemconst.f90' is a Fortran translation of the MATLAB code contained in the file 'bemconst.m'. The file 'bemconstp.f90' is a parallelized version of the Fortran code contained in the file 'bemconst.f90'. The file 'inbem96.txt' is the input file for the Fortran codes contained in the files 'bemconst.f90' and 'bemconstp.f90'. Author hereby declares that the present codes are the original works of the author. Further, author hereby declares that any of the present codes, in full or in part, is not a translation or a copy of any of the existing codes written by someone else. Author's institution (Indian Institute of Science) has informed the author in writing that the institution is not interested in claiming any copyright on the present codes. Author is hereby distributing the present codes under the MIT License; full text of the license is included in each of the files that contain the codes.

On the regularization of linear inverse problems in Fourier optics

info:eu-repo/semantics/published

Linear inverse problems with discrete data: II. Stability and regularization

For pt.I. see ibid. vol.1, p.301 (1985). In the first part of this work a general definition of an inverse problem with discrete data has been given and an analysis in terms of singular systems has been performed. The problem of the numerical stability of the solution, which in that paper was only briefly discussed, is the main topic of this second part. When the condition number of the problem is too large, a small error on the data can produce an extremely large error on the generalised solution, which therefore has no physical meaning. The authors review most of the methods which have been developed for overcoming this difficulty, including numerical filtering, Tikhonov regularisation, iterative methods, the Backus-Gilbert method and so on. Regularisation methods for the stable approximation of generalised solutions obtained through minimisation of suitable seminorms (C-generalised solutions), such as the method of Phillips (1962), are also considered.

SVD for linear inverse problems

info:eu-repo/semantics/published

Superresolution in linear inverse problems

info:eu-repo/semantics/published

A vertex-based finite volume method applied to non-linear material problems in computational solid mechanics

A vertex-based finite volume (FV) method is presented for the computational solution of quasi-static solid mechanics problems involving material non-linearity and infinitesimal strains. The problems are analysed numerically with fully unstructured meshes that consist of a variety of two- and threedimensional element types. A detailed comparison between the vertex-based FV and the standard Galerkin FE methods is provided with regard to discretization, solution accuracy and computational efficiency. For some problem classes a direct equivalence of the two methods is demonstrated, both theoretically and numerically. However, for other problems some interesting advantages and disadvantages of the FV formulation over the Galerkin FE method are highlighted.

Monte Carlo numerical treatment of large linear algebra problems

In this paper we deal with performance analysis of Monte Carlo algorithm for large linear algebra problems. We consider applicability and efficiency of the Markov chain Monte Carlo for large problems, i.e., problems involving matrices with a number of non-zero elements ranging between one million and one billion. We are concentrating on analysis of the almost Optimal Monte Carlo (MAO) algorithm for evaluating bilinear forms of matrix powers since they form the so-called Krylov subspaces. Results are presented comparing the performance of the Robust and Non-robust Monte Carlo algorithms. The algorithms are tested on large dense matrices as well as on large unstructured sparse matrices.

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.

Reformulation of variational inequalities on a simplex and compactification of complementarity problems

Many variational inequality problems (VIPs) can be reduced, by a compactification procedure, to a VIP on the canonical simplex. Reformulations of this problem are studied, including smooth reformulations with simple constraints and unconstrained reformulations based on the penalized Fischer-Burmeister function. It is proved that bounded level set results hold for these reformulations under quite general assumptions on the operator. Therefore, it can be guaranteed that minimization algorithms generate bounded sequences and, under monotonicity conditions, these algorithms necessarily nd solutions of the original problem. Some numerical experiments are presented.

The reformulation of nonlinear complementarity problems using the Fischer-Burmeister function

A bounded-level-set result for a reformulation of the box-constrained variational inequality problem proposed recently by Facchinei, Fischer and Kanzow is proved. An application of this result to the (unbounded) nonlinear complementarity problem is suggested. © 1999 Elsevier Science Ltd. All rights reserved.