Perturbation Methods for Saddle Point Computation

A general class of iterative methods for saddle point seeking is developed. The directions used are subgradients evaluated at perturbed points. Convergence of the methods is proved and alternative strategies for implementation are discussed. The procedure suggests scalable algorithms for solving large-scale linear programs via saddle points. For illustration, some encouraging tests with the standard Lagrangian of linear programs from the Netlib library are reported

Parallel Solution of Linear Programs Via Nash Equilibria

The linear programming problem is shown to be equivalent to a game in which primal players minimize the augmented Lagrangian function for the primal problem and dual players maximize the augmented Lagrangian function for the dual problem. Based on that, a parallel solution method is developed in which processors carry out under-relaxed Jacobi steps for the players. Strong convergence of the method is proved and the ratio of linear convergence estimated. Computational results are highly encouraging

A Regularized Jacobi Method for Large-Scale Linear Programming

A parallel algorithm based on Jacobi iterations is proposed to minimize the augmented Lagrangian functions of the multiplier method for large-scale linear programming. Sparsity is efficiently exploited for determining stepsizes (column-wise) for the Jacobi iterations. Linear convergence is shown with convergence ratio depending on sparsity but not on the penalty parameter and on problem size. Employing simulation of parallel computations, an experimental code is tested extensively on 68 Netlib problems. Results are compared with the simplex method, an interior point algorithm and a Gauss-Seidel approach. We observe that speedup against the simplex method generally increases with the problem size, while the parallel solution times increase slowly, if at all. Our preliminary results compared with the other two methods are highly encouraging as well

On the Reliability of International Forest Sector Statistics: Problems and Needs for Improvements

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A Fortran Code for the Transshipment Problem

A code written in FORTRAN for PDP-11 is reported for solving the capacitated transshipment problem

An Implementation of the Reference Point Approach for Multiobjective Optimization

This paper studies the reference point approach of Wierzbicki for multiobjective optimization. The method does not necessarily aim at finding an optimum under any utility function but rather it is used to generate a sequence of efficient solutions which are interesting from the decision maker's point of view. The user can interfere via suggestions of reference values for the vector of objectives. The optimization system is used to find (in a certain sense) the nearest Par-to solution to each reference objective. The approach is expanded for adaptation of information which may accumulate on the decision maker's preferences in the course of the interactive process. In this case any Pareto point is excluded from consideration if it is not optimal under any linear utility function consistent with the information obtained. Thus, the pareto points being generated are the "nearest" ones among the rest of the pareto points. Wierzbicki's approach is implemented on an interactive mathematical programming system called SESAME and developed by Orchard-Hays. It is now capable of handling large practical multicriteria linear programs with up to 99 objectives and 1000 to 2000 constraints. The method is tested using a forest sector model which is a moderate sized dynamic linear program with twenty criteria (two for each of the ten time periods). The approach is generally found very satisfactory. This is partly due to the simplicity of the basic idea which makes it easy to implement and use

Systems Analysis in Forestry and Forest Industries

The purpose of this book is to present a variety of articles revealing the state of the art of applications of systems analysis techniques to problems of the forest sector. Such applications cover a vast range of issues in forestry and the forest industry. They include the dynamics of the forest ecosystem, optimal forest management, the roundwood market, forest industrial strategy, regional and national forest sector policy as well as international trade in forest products. Forest industrial applications at mill level, such as optimal paper trimming, cutting, and production scheduling, are however, excluded

Boson localization and universality in YBa2Cu(3-x)M(x)O(7-delta)

We consider a two component mixture of charged fermions on neutralizing background with all sign combinations and arbitrarily small mass ratios. In the two impurity limit for the heavier component we show that the pair forms a bound state for all charge combinations. In the lowest order approximation we derive a closed form expression Veff(r) for the binding potential which has short-range repulsion followed by attraction. In the classical limit, when the mass of embedded particles is large m2 much greater than m, we can calculate from Veff(r) also the cohesive energy E and the bond length R of a metallic crystal such as lithium. The lowest order result is R = 3.1 A, E = -0.9 eV, not entirely different from the experimental result for lithium metal. The same interaction for two holes on a parabolic band with m2 greater than m gives the quantum mechanical bound state which one may interpret as a boson or local pair in the case of high-Te and heavy fermion superconductors. We also show that for compounds of the type YBa2Cu(3 - x)M(x)O(7 - delta) one can understand most of the experimental results for the superconducting and normal states with a single temperature dependent boson breaking function f(T) for each impurity content x governing the decay of bosons into pairing fermions. In the normal state f(T) turns out to be a linear, universal function, independent of the impurity content I and the oxygen content delta. We predict with universality a depression in Tc(x) with slight down bending in agreement with experiment. As a natural consequence of the model the bosons become localized slightly above Tc due to the Wigner crystallization, enhanced with lattice local field minima. The holes remain delocalized with a linearly increasing concentration in the normal state, thus explaining the rising Hall density. The boson localization temperature T(sub BL) shows up as a minimum in the Hall density R(sub ab)(exp -1). We also give explanation for very recently observed scaling of temperature dependent Hall effect in La(2 - x)Sr(x)CuO4

Heavy fermion behavior explained by bosons

Conventional heavy fermion (HF) theories require existence of massive fermions. We show that heavy fermion phenomena can also be simply explained by existence of bosons with moderate mass but temperature dependent concentration below the formation temperature T(sub B), which in turn is close to room temperature. The bosons B(++) are proposed to be in chemical equilibrium with a system of holes h(+): B(++) = h(+) + h(+). This equilibrium is governed by a boson breaking function f(T), which determines the decreasing boson density and the increasing fermion density with increasing temperature. Since HF-compounds are hybridized from minimum two elements, we assume in addition existence of another fermion component h(sub s)(+) with temperature independent density. This spectator component is thought to be the main agent in binding the bosons in analogy with electronic or muonic molecules. Using a linear boson breaking function we can explain temperature dependence of the giant linear specific heat coefficient gamma(T) coming essentially from bosons. The maxima in resistivity, Hall coefficient, and susceptibility are explained by boson localization effects due to the Wigner crystallization. The antiferromagnetic transitions in turn are explained by similar localization of the pairing fermion system when their density n(sub h)(T(sub FL)) becomes lower than n(sub WC), the critical density of Wigner crystallization. The model applies irrespective whether a compound is superconducting or not. The same model explains the occurrence of low temperature antiferromagnetism also in high-T(sub c) superconductors. The double transition in UPt3 is proposed to be due to the transition of the pairing fermion liquid from spin polarized to unpolarized state