Applications – Science and Engineering

An Analysis of Weighted Least Squares Method and Layered Least Squares Method with the Basis Block Lower Triangular Matrix Form

  • Tomonari Kitahara
  • Takashi Tsuchiya
    • Categories Convex Optimization, Linear Programming, Statistics Tags , , , ,

    In this paper, we analyze the limiting behavior of the weighted least squares problem $\min_{x\in\Re^n}\sum_{i=1}^p\|D_i(A_ix-b_i)\|^2$, where each $D_i$ is a positive definite diagonal matrix. We consider the situation where the magnitude of the weights are drastically different block-wisely so that $\max(D_1)\geq\min(D_1) \gg \max(D_2) \geq \min(D_2) \gg \max(D_3) \geq \ldots \gg \max(D_{p-1}) \geq \min(D_{p-1}) \gg \max(D_p)$. … Read more

    A computational study of the use of an optimization-based method for simulating large multibody systems

  • Mihai Anitescu
  • Florian A. Potra
  • Bogdan Gavrea
  • Cosmin G. Petra
    • Categories Mechanical Engineering, Quadratic Programming

    The present work aims at comparing the performance of several quadratic programming (QP) solvers for simulating large-scale frictional rigid-body systems. Traditional time-stepping schemes for simulation of multibody systems are formulated as linear complementarity problems (LCPs) with copositive matrices. Such LCPs are generally solved by means of Lemketype algorithms and solvers such as the PATH solver … Read more

    Large-Scale Parallel Multibody Dynamics with Frictional Contact on the Graphical Processing Unit

  • Mihai Anitescu
  • Dan Negrut
  • Alessandro Tasora
    • Categories Complementarity and Variational Inequalities, Mechanical Engineering, Second-Order Cone Programming Tags , ,

    In the context of simulating the frictional contact dynamics of large systems of rigid bodies, this paper reviews a novel method for solving large cone complementarity problems by means of a fixed-point iteration algorithm. The method is an extension of the Gauss-Seidel and Gauss-Jacobimethods with overrelaxation for symmetric convex linear complementarity problems. Convergent under fairly … Read more

    Strong asymptotic convergence of evolution equations governed by maximal monotone operators

  • Roberto Cominetti
  • Juan Peypouquet
  • S Sorin
    • Categories Applications - Science and Engineering, Convex and Nonsmooth Optimization Tags , ,

    We consider the Tikhonov-like dynamics $-\dot u(t)\in A(u(t))+\varepsilon(t)u(t)$ where $A$ is a maximal monotone operator and the parameter function $\eps(t)$ tends to 0 for $t\to\infty$ with $\int_0^\infty\eps(t)dt=\infty$. When $A$ is the subdifferential of a closed proper convex function $f$, we establish strong convergence of $u(t)$ towards the least-norm minimizer of $f$. In the general case … Read more

    Asymptotic almost-equivalence of abstract evolution systems

  • Felipe Álvarez
  • Juan Peypouquet
    • Categories Basic Sciences Applications, Convex and Nonsmooth Optimization Tags , ,

    We study the asymptotic behavior of almost-orbits of abstract evolution systems in Banach spaces with or without a Lipschitz assumption. In particular, we establish convergence, convergence in average and almost-convergence of almost-orbits both for the weak and the strong topologies based on the behavior of the orbits. We also analyze the set of almost-stationary points. … Read more

    Asymptotic equivalence and Kobayashi-type estimates for nonautonomous monotone operators in Banach spaces

  • Felipe Álvarez
  • Juan Peypouquet
    • Categories Basic Sciences Applications Tags , ,

    We provide a sharp generalization to the nonautonomous case of the well-known Ko\-ba\-yashi estimate for proximal iterates associated with maximal monotone operators. We then derive a bound for the distance between a continuous-in-time trajectory, namely the solution to the differential inclusion $\dot{x} + A(t)x\ni 0$, and the corresponding proximal iterations. We also establish continuity properties … Read more

    General algorithmic frameworks for online problems

  • Yair Censor
  • Simeon Reich
  • Alexander J. Zaslavski
    • Categories Basic Sciences Applications, Convex Optimization Tags , , , , ,

    We study general algorithmic frameworks for online learning tasks. These include binary classification, regression, multiclass problems and cost-sensitive multiclass classification. The theorems that we present give loss bounds on the behavior of our algorithms that depend on general conditions on the iterative step sizes. Citation International Journal of Pure and Applied Mathematics, Vol. 46 (2008), … Read more

    Passenger Name Record Data Mining Based Cancellation Forecasting for Revenue Management

  • Dolores Romero Morales
  • Jingbo Wang
    • Categories Data-Mining, Yield Management Tags , , , ,

    Revenue management (RM) enhances the revenues of a company by means of demand-management decisions. An RM system must take into account the possibility that a booking may be canceled, or that a booked customer may fail to show up at the time of service (no-show). We review the Passenger Name Record data mining based cancellation … Read more