On the relationship between bilevel decomposition algorithms and direct interior-point methods

Engineers have been using bilevel decomposition algorithms to solve certain nonconvex large-scale optimization problems arising in engineering design projects. These algorithms transform the large-scale problem into a bilevel program with one upperlevel problem (the master problem) and several lower-level problems (the subproblems). Unfortunately, there is analytical and numerical evidence that some of these commonly used bilevel decomposition algorithms may fail to converge even when the starting point is very close to the minimizer. In this paper, we establish a relationship between a particular bilevel decomposition algorithm, which only performs one iteration of an interior-point method when solving the subproblems, and a direct interior-point method, which solves the problem in its original (integrated) form. Using this relationship, we formally prove that the bilevel decomposition algorithm converges locally at a superlinear rate. The relevance of our analysis is that it bridges the gap between the incipient local convergence theory of bilevel decomposition algorithms and the mature theory of direct interior-point methods

New Algebraic Formulation of Density Functional Calculation

This article addresses a fundamental problem faced by the ab initio community: the lack of an effective formalism for the rapid exploration and exchange of new methods. To rectify this, we introduce a novel, basis-set independent, matrix-based formulation of generalized density functional theories which reduces the development, implementation, and dissemination of new ab initio techniques to the derivation and transcription of a few lines of algebra. This new framework enables us to concisely demystify the inner workings of fully functional, highly efficient modern ab initio codes and to give complete instructions for the construction of such for calculations employing arbitrary basis sets. Within this framework, we also discuss in full detail a variety of leading-edge ab initio techniques, minimization algorithms, and highly efficient computational kernels for use with scalar as well as shared and distributed-memory supercomputer architectures

On solving Schwinger-Dyson equations for non-Abelian gauge theory

A method for solving Schwinger-Dyson equations for the Green function generating functional of non-Abelian gauge theory is proposed. The method is based on an approximation of Schwinger-Dyson equations by exactly soluble equations. For the SU(2) model the first step equations of the iteration scheme are solved which define a gauge field propagator. Apart from the usual perturbative solution, a non-perturbative solution is found which corresponds to the spontaneous symmetry breaking and obeys infrared finite behaviour of the propagator.Comment: 12 pages, Plain LaTeX, no figures, extended and revised version published in Journal of Physics

Pulsar Algorithms: A Class of Coarse-Grain Parallel Nonlinear Optimization Algorithms

Parallel architectures of modern computers formed of processors with high computing power motivate the search for new approaches to basic computational algorithms. Another motivating force for parallelization of algorithms has been the need to solve very large scale or complex problems. However, the complexity of a mathematical programming problem is not necessarily due to its scale or dimension; thus, we should search also for new parallel computation approaches to problems that might have a moderate size but are difficult for other reasons. One of such approaches might be coarse-grained parallelization based on a parametric imbedding of an algorithm and on an allocation of resulting algorithmic phases and variants to many processors with suitable coordination of data obtained that way. Each processor performs then a phase of the algorithm -- a substantial computational task which mitigates the problems related to data transmission and coordination. The paper presents a class of such coarse-grained parallel algorithms for unconstrained nonlinear optimization, called pulsar algorithms since the approximations of an optimal solution alternatively increase and reduce their spread in subsequent iterations. The main algorithmic phase of an algorithm of this class might be either a directional search or a restricted step determination in a trust region method. This class is exemplified by a modified, parallel Newton-type algorithm and a parallel rank-one variable metric algorithm. In the latter case, a consistent approximation of the inverse of the hessian matrix based on parallel produced data is available at each iteration, while the known deficiencies of a rank-one variable metric are suppressed by a parallel implementation. Additionally, pulsar algorithms might use a parametric imbedding into a family of regularized problems in order to counteract possible effects of ill-conditioning. Such parallel algorithms result not only in an increased speed of solving a problem but also in an increased robustness with respect to various sources of complexity of the problem. Necessary theoretical foundations, outlines of various variants of parallel algorithms and the results of preliminary tests are presented