14,530 research outputs found
A Sixth-Order Extension to the MATLAB Package bvp4c of J. Kierzenka and L. Shampine
A new two-point boundary value problem algorithm based upon the MATLAB bvp4c package of Kierzenka and Shampine is described. The algorithm, implemented in a new package bvp6c, uses the residual control framework of bvp4c (suitably modified for a more accurate finite difference approximation) to maintain a user specified accuracy. The new package is demonstrated to be as robust as the existing software, but more efficient for most problems, requiring fewer internal mesh points and evaluations to achieve the required accuracy
Factorization theory: From commutative to noncommutative settings
We study the non-uniqueness of factorizations of non zero-divisors into atoms
(irreducibles) in noncommutative rings. To do so, we extend concepts from the
commutative theory of non-unique factorizations to a noncommutative setting.
Several notions of factorizations as well as distances between them are
introduced. In addition, arithmetical invariants characterizing the
non-uniqueness of factorizations such as the catenary degree, the
-invariant, and the tame degree, are extended from commutative to
noncommutative settings. We introduce the concept of a cancellative semigroup
being permutably factorial, and characterize this property by means of
corresponding catenary and tame degrees. Also, we give necessary and sufficient
conditions for there to be a weak transfer homomorphism from a cancellative
semigroup to its reduced abelianization. Applying the abstract machinery we
develop, we determine various catenary degrees for classical maximal orders in
central simple algebras over global fields by using a natural transfer
homomorphism to a monoid of zero-sum sequences over a ray class group. We also
determine catenary degrees and the permutable tame degree for the semigroup of
non zero-divisors of the ring of upper triangular matrices over a
commutative domain using a weak transfer homomorphism to a commutative
semigroup.Comment: 45 page
An Efficient Search Strategy for Aggregation and Discretization of Attributes of Bayesian Networks Using Minimum Description Length
Bayesian networks are convenient graphical expressions for high dimensional
probability distributions representing complex relationships between a large
number of random variables. They have been employed extensively in areas such
as bioinformatics, artificial intelligence, diagnosis, and risk management. The
recovery of the structure of a network from data is of prime importance for the
purposes of modeling, analysis, and prediction. Most recovery algorithms in the
literature assume either discrete of continuous but Gaussian data. For general
continuous data, discretization is usually employed but often destroys the very
structure one is out to recover. Friedman and Goldszmidt suggest an approach
based on the minimum description length principle that chooses a discretization
which preserves the information in the original data set, however it is one
which is difficult, if not impossible, to implement for even moderately sized
networks. In this paper we provide an extremely efficient search strategy which
allows one to use the Friedman and Goldszmidt discretization in practice
A second derivative SQP method: theoretical issues
Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second derivative information may often be calculated, there is little practical theory that justifies exact-Hessian SQP methods. In particular, the resulting quadratic programming (QP) subproblems are often nonconvex, and thus finding their global solutions may be computationally nonviable. This paper presents a second-derivative SQP method based on quadratic subproblems that are either convex, and thus may be solved efficiently, or need not be solved globally. Additionally, an explicit descent-constraint is imposed on certain QP subproblems, which “guides” the iterates through areas in which nonconvexity is a concern. Global convergence of the resulting algorithm is established
A second derivative SQP method: local convergence
In [19], we gave global convergence results for a second-derivative SQP method for minimizing the exact ℓ1-merit function for a fixed value of the penalty parameter. To establish this result, we used the properties of the so-called Cauchy step, which was itself computed from the so-called predictor step. In addition, we allowed for the computation of a variety of (optional) SQP steps that were intended to improve the efficiency of the algorithm. \ud
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Although we established global convergence of the algorithm, we did not discuss certain aspects that are critical when developing software capable of solving general optimization problems. In particular, we must have strategies for updating the penalty parameter and better techniques for defining the positive-definite matrix Bk used in computing the predictor step. In this paper we address both of these issues. We consider two techniques for defining the positive-definite matrix Bk—a simple diagonal approximation and a more sophisticated limited-memory BFGS update. We also analyze a strategy for updating the penalty paramter based on approximately minimizing the ℓ1-penalty function over a sequence of increasing values of the penalty parameter.\ud
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Algorithms based on exact penalty functions have certain desirable properties. To be practical, however, these algorithms must be guaranteed to avoid the so-called Maratos effect. We show that a nonmonotone varient of our algorithm avoids this phenomenon and, therefore, results in asymptotically superlinear local convergence; this is verified by preliminary numerical results on the Hock and Shittkowski test set
A pathway for low zinc homeostasis that is conserved in animals and acts in parallel to the pathway for high zinc homeostasis
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