Global Convergence of Damped Newton's Method for Nonsmooth Equations, via the Path Search

A natural damping of Newton's method for nonsmooth equations is presented. This damping, via the path search instead of the traditional line search, enlarges the domain of convergence of Newton's method and therefore is said to be globally convergent. Convergence behavior is like that of line search damped Newton's method for smooth equations, including Q-quadratic convergence rates under appropriate conditions. Applications of the path search include damping Robinson-Newton's method for nonsmooth normal equations corresponding to nonlinear complementarity problems and variational inequalities, hence damping both Wilson's method (sequential quadratic programming) for nonlinear programming and Josephy-Newton's method for generalized equations. Computational examples from nonlinear programming are given

Kontinuierliche Optimierung und Industrieanwendungen

[no abstract available

Condition-Measure Bounds on the Behavior of the Central Trajectory of a Semi-Definete Program

We present bounds on various quantities of interest regarding the central trajectory of a semi-definite program (SDP), where the bounds are functions of Renegar's condition number C(d) and other naturally-occurring quantities such as the dimensions n and m. The condition number C(d) is defined in terms of the data instance d = (A, b, C) for SDP; it is the inverse of a relative measure of the distance of the data instance to the set of ill-posed data instances, that is, data instances for which arbitrary perturbations would make the corresponding SDP either feasible or infeasible. We provide upper and lower bounds on the solutions along the central trajectory, and upper bounds on changes in solutions and objective function values along the central trajectory when the data instance is perturbed and/or when the path parameter defining the central trajectory is changed. Based on these bounds, we prove that the solutions along the central trajectory grow at most linearly and at a rate proportional to the inverse of the distance to ill-posedness, and grow at least linearly and at a rate proportional to the inverse of C(d)2 , as the trajectory approaches an optimal solution to the SDP. Furthermore, the change in solutions and in objective function values along the central trajectory is at most linear in the size of the changes in the data. All such bounds involve polynomial functions of C(d), the size of the data, the distance to ill-posedness of the data, and the dimensions n and m of the SDP

On a semismooth* Newton method for solving generalized equations

In the paper, a Newton-type method for the solution of generalized equations (GEs) is derived, where the linearization concerns both the single-valued and the multivalued part of the considered GE. The method is based on the new notion of semismoothness\ast, which, together with a suitable regularity condition, ensures the local superlinear convergence. An implementable version of the new method is derived for a class of GEs, frequently arising in optimization and equilibrium models. © 2021 Society for Industrial and Applied Mathematic

On implementation of a self-dual embedding method for convex programming.

by Cheng Tak Wai, Johnny.Thesis (M.Phil.)--Chinese University of Hong Kong, 2003.Includes bibliographical references (leaves 59-62).Abstracts in English and Chinese.Chapter 1 --- Introduction --- p.1Chapter 2 --- Background --- p.7Chapter 2.1 --- Self-dual embedding --- p.7Chapter 2.2 --- Conic optimization --- p.8Chapter 2.3 --- Self-dual embedded conic optimization --- p.9Chapter 2.4 --- Connection with convex programming --- p.11Chapter 2.5 --- Chapter summary --- p.15Chapter 3 --- Implementation of the algorithm --- p.17Chapter 3.1 --- The new search direction --- p.17Chapter 3.2 --- Select the step-length --- p.23Chapter 3.3 --- The multi-constraint case --- p.25Chapter 3.4 --- Chapter summary --- p.32Chapter 4 --- Numerical results on randomly generated problem --- p.34Chapter 4.1 --- Single-constraint problems --- p.35Chapter 4.2 --- Multi-constraint problems --- p.36Chapter 4.3 --- Running time and the size of the problem --- p.39Chapter 4.4 --- Chapter summary --- p.42Chapter 5 --- Geometric optimization --- p.45Chapter 5.1 --- Geometric programming --- p.45Chapter 5.1.1 --- Monomials and posynomials --- p.45Chapter 5.1.2 --- Geometric programming --- p.46Chapter 5.1.3 --- Geometric program in convex form --- p.47Chapter 5.2 --- Conic transformation --- p.48Chapter 5.3 --- Computational results of geometric optimization problem --- p.50Chapter 5.4 --- Chapter summary --- p.55Chapter 6 --- Conclusion --- p.5

Optimization and Applications

[no abstract available

Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension

Economic conditions such as convexity, homogeneity, homotheticity, and monotonicity are all important assumptions or consequences of assumptions of economic functionals to be estimated. Recent research has seen a renewed interest in imposing constraints in nonparametric regression. We survey the available methods in the literature, discuss the challenges that present themselves when empirically implementing these methods and extend an existing method to handle general nonlinear constraints. A heuristic discussion on the empirical implementation for methods that use sequential quadratic programming is provided for the reader and simulated and empirical evidence on the distinction between constrained and unconstrained nonparametric regression surfaces is covered.identification, concavity, Hessian, constraint weighted bootstrapping, earnings function

Experimental study of the stability and flow characteristics of floating liquid columns confined between rotating disks

A low Bond number simulation technique was used to establish the stability limits of cylindrical and conical floating liquid columns under conditions of isorotation, equal counter rotation, rotation of one end only, and parallel axis offset. The conditions for resonance in cylindrical liquid columns perturbed by axial, sinusoidal vibration of one end face are also reported. All tests were carried out under isothermal conditions with water and silicone fluids of various viscosities. A technique for the quantitative measurement of stream velocity within a floating, isothermal, liquid column confined between rotatable disks was developed. In the measurement, small, light scattering particles were used as streamline markers in common arrangement, but the capability of the measurement was extended by use of stereopair photography system to provide quantitative data. Results of velocity measurements made under a few selected conditions, which established the precision and accuracy of the technique, are given. The general qualitative features of the isothermal flow patterns under various conditions of end face rotation resulting from both still photography and motion pictures are presented