25,888 research outputs found
An improved initial basis for the Simplex algorithm
A lot of research has been done to ÿnd a faster (polynomial) algorithm that can solve linear programming (LP) problems. The main branch of this research has been devoted to interior point methods (IPM). The IPM outperforms the Simplex method in large LPs. However, there is still much research being done in order to improve pivoting algorithms. In this paper, we present a new approach to the problem of improving the pivoting algorithms: instead of starting the Simplex with the canonical basis, we suggest as initial basis a vertex of the feasible region that is much closer to the optimal vertex than the initial solution adopted by the Simplex. By supplying the Simplex with a better initial basis, we were able to improve the iteration number efficiency of the Simplex algorithm in about 33%
Level Set Methods for Stochastic Discontinuity Detection in Nonlinear Problems
Stochastic physical problems governed by nonlinear conservation laws are
challenging due to solution discontinuities in stochastic and physical space.
In this paper, we present a level set method to track discontinuities in
stochastic space by solving a Hamilton-Jacobi equation. By introducing a speed
function that vanishes at discontinuities, the iso-zero of the level set
problem coincide with the discontinuities of the conservation law. The level
set problem is solved on a sequence of successively finer grids in stochastic
space. The method is adaptive in the sense that costly evaluations of the
conservation law of interest are only performed in the vicinity of the
discontinuities during the refinement stage. In regions of stochastic space
where the solution is smooth, a surrogate method replaces expensive evaluations
of the conservation law. The proposed method is tested in conjunction with
different sets of localized orthogonal basis functions on simplex elements, as
well as frames based on piecewise polynomials conforming to the level set
function. The performance of the proposed method is compared to existing
adaptive multi-element generalized polynomial chaos methods
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Experimental investigation of an interior search method within a simple framework
A steepest gradient method for solving Linear Programming (LP) problems, followed by a procedure for purifying a non-basic solution to an improved extreme point solution have been embedded within an otherwise simplex based optimiser. The algorithm is designed to be hybrid in nature and exploits many aspects of sparse matrix and revised simplex technology. The interior search step terminates at a boundary point which is usually non-basic. This is then followed by a series of minor pivotal steps which lead to a basic feasible solution with a superior objective function value. It is concluded that the procedures discussed in this paper are likely to have three possible applications, which are
(i) improving a non-basic feasible solution to a superior extreme point solution,
(iii) an improved starting point for the revised simplex method, and
(iii) an efficient implementation of the multiple price strategy of the revised simplex method
ColDICE: a parallel Vlasov-Poisson solver using moving adaptive simplicial tessellation
Resolving numerically Vlasov-Poisson equations for initially cold systems can
be reduced to following the evolution of a three-dimensional sheet evolving in
six-dimensional phase-space. We describe a public parallel numerical algorithm
consisting in representing the phase-space sheet with a conforming,
self-adaptive simplicial tessellation of which the vertices follow the
Lagrangian equations of motion. The algorithm is implemented both in six- and
four-dimensional phase-space. Refinement of the tessellation mesh is performed
using the bisection method and a local representation of the phase-space sheet
at second order relying on additional tracers created when needed at runtime.
In order to preserve in the best way the Hamiltonian nature of the system,
refinement is anisotropic and constrained by measurements of local Poincar\'e
invariants. Resolution of Poisson equation is performed using the fast Fourier
method on a regular rectangular grid, similarly to particle in cells codes. To
compute the density projected onto this grid, the intersection of the
tessellation and the grid is calculated using the method of Franklin and
Kankanhalli (1993) generalised to linear order. As preliminary tests of the
code, we study in four dimensional phase-space the evolution of an initially
small patch in a chaotic potential and the cosmological collapse of a
fluctuation composed of two sinusoidal waves. We also perform a "warm" dark
matter simulation in six-dimensional phase-space that we use to check the
parallel scaling of the code.Comment: Code and illustration movies available at:
http://www.vlasix.org/index.php?n=Main.ColDICE - Article submitted to Journal
of Computational Physic
Restricted Value Iteration: Theory and Algorithms
Value iteration is a popular algorithm for finding near optimal policies for
POMDPs. It is inefficient due to the need to account for the entire belief
space, which necessitates the solution of large numbers of linear programs. In
this paper, we study value iteration restricted to belief subsets. We show
that, together with properly chosen belief subsets, restricted value iteration
yields near-optimal policies and we give a condition for determining whether a
given belief subset would bring about savings in space and time. We also apply
restricted value iteration to two interesting classes of POMDPs, namely
informative POMDPs and near-discernible POMDPs
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