We investigate a one-parametric class of merit functions for the second-order cone complementarity problem (SOCCP) which is closely related to the popular FischerBurmeister (FB) merit function and natural residual merit function. In fact, it will reduce to the FB merit function if the involved parameter <i></i> equals 2, whereas as <i></i> tends to zero, its limit will become a multiple of the natural residual merit function. In this paper, we show that this class of merit functions enjoys several favorable properties as the FB merit function holds, for example, the smoothness. These properties play an important role in the reformulation method of an unconstrained minimization or a nonsmooth system of equations for the SOCCP. Numerical results are reported for some convex second-order cone programs (SOCPs) by solving the unconstrained minimization reformulation of the KKT optimality conditions, which indicate that the
The study of this paper consists of two aspects. One is characterizing the so-called circular cone convexity of f by exploiting the second-order differentiability of f L ; the other is introducing the concepts of determinant and trace associated with circular cone and establishing their basic inequalities. These results show the essential role played by the angle , which gives us a new insight when looking into properties about circular cone. MSC:26A27, 26B05, 26B35, 49J52, 90C33, 65K05.
We consider the Tikhonov regularization method for the second-order cone complementarity problem (SOCCP) with the Cartesian P 0-property. We show that many results of the regularization method for the P 0-nonlinear complementarity problem still hold for this important class of nonmonotone SOCCP. For example, under the more general setting, every regularized problem has the unique solution, and the solution trajectory generated is bounded if the original SOCCP has a nonempty and bounded solution set. We also propose an inexact regularization algorithm by solving the sequence of regularized problems approximately with the merit function approach based on FischerBurmeister merit function, and establish the convergence result of the algorithm. Preliminary numerical results are also reported, which verify the favorable theoretical properties of the proposed method.
This paper proposes using the neural networks to efficiently solve the second-order cone programs (SOCP). To establish the neural networks, the SOCP is first reformulated as a second-order cone complementarity problem (SOCCP) with the KarushKuhnTucker conditions of the SOCP. The SOCCP functions, which transform the SOCCP into a set of nonlinear equations, are then utilized to design the neural networks. We propose two kinds of neural networks with the different SOCCP functions. The first neural network uses the FischerBurmeister function to achieve an unconstrained minimization with a merit function. We show that the merit function is a Lyapunov function and this neural network is asymptotically stable. The second neural network utilizes the natural residual function with the cone projection function to achieve low computation complexity. It is shown to be Lyapunov stable and converges globally
Abstract Recently, J.-S. Chen and P. Tseng extended two merit functions for the nonlinear complementarity problem (NCP) and the semidefinite complementarity problem (SDCP) to the second-order cone commplementarity problem (SOCCP) and showed several favorable properties. In this paper, we extend a merit function for the NCP studied by Yamada, Yamashita, and Fukushima to the SOCCP and show that the SOCCP is equivalent to an unconstrained smooth minimization via this new merit function. Furthermore, we study conditions under which the new merit function provides a global error bound which plays an important role in analyzing the convergence rate of iterative methods for solving the SOCCP; and conditions under which the new merit function has bounded level sets which ensures that the sequence generated by a descent method has at least one accumulation point.
In this paper, we extend the one-parametric class of merit functions proposed by Kanzow and Kleinmichel [C. Kanzow, H. Kleinmichel, A new class of semismooth Newton-type methods for nonlinear complementarity problems, Comput. Optim. Appl. 11 (1998) 227251] for the nonnegative orthant complementarity problem to the general symmetric cone complementarity problem (SCCP). We show that the class of merit functions is continuously differentiable everywhere and has a globally Lipschitz continuous gradient mapping. From this, we particularly obtain the smoothness of the FischerBurmeister merit function associated with symmetric cones and the Lipschitz continuity of its gradient. In addition, we also consider a regularized formulation for the class of merit functions which is actually an extension of one of the NCP function classes studied by [C. Kanzow, Y. Yamashita, M. Fukushima, New NCP functions and
Like the matrix-valued functions used in solutions methods for semidefinite programs (SDPs) and semidefinite complementarity problems (SDCPs), the vector-valued functions associated with second-order cones are defined analogously and also used in solutions methods for second-order-cone programs (SOCPs) and second-order-cone complementarity problems (SOCCPs). In this article, we study further about these vector-valued functions associated with second-order cones (SOCs). In particular, we define the so-called SOC-convex and SOC-monotone functions for any given function . We discuss the SOC-convexity and SOC-monotonicity for some simple functions, e.g., <i>f</i>(<i>t</i>) = <i>t</i> <sup>2</sup> <i>t</i> <sup>3</sup> 1/<i>t</i> <i>t</i> <sup>1/2</sup>, |<i>t</i>|, and [<i>t</i>]<sub>+</sub>. Some characterizations of SOC-convex and SOC-monotone functions are studied, and some conjectures about the relationship between SOC-convex and SOC-monotone functions are proposed.
Recently Tseng (Math Program 83:159185, 1998) extended a class of merit functions, proposed by Luo and Tseng (<i>A new class of merit functions for the nonlinear complementarity problem</i>, in Complementarity and Variational Problems: State of the Art, pp. 204225, 1997), for the nonlinear complementarity problem (NCP) to the semidefinite complementarity problem (SDCP) and showed several related properties. In this paper, we extend this class of merit functions to the second-order cone complementarity problem (SOCCP) and show analogous properties as in NCP and SDCP cases. In addition, we study another class of merit functions which are based on a slight modification of the aforementioned class of merit functions. Both classes of merit functions provide an error bound for the SOCCP and have bounded level sets.
This paper is a follow-up of the work [Chen, J.-S.: J. Optimiz. Theory Appl., Submitted for publication (2004)] where an NCP-function and a descent method were proposed for the nonlinear complementarity problem. An unconstrained reformulation was formulated due to a merit function based on the proposed NCP-function. We continue to explore properties of the merit function in this paper. In particular, we show that the gradient of the merit function is globally Lipschitz continuous which is important from computational aspect. Moreover, we show that the merit function is <i>SC</i> <sup>1</sup> function which means it is continuously differentiable and its gradient is semismooth. On the other hand, we provide an alternative proof, which uses the new properties of the merit function, for the convergence result of the descent method considered in [Chen, J.-S.: J. Optimiz. Theory Appl., Submitted for publication (2004)].
We investigate some properties related to the generalized Newton method for the Fischer-Burmeister (FB) function over second-order cones, which allows us to reformulate the second-order cone complementarity problem (SOCCP) as a semismooth system of equations. Specifically, we characterize the B-subdifferential of the FB function at a general point and study the condition for every element of the B-subdifferential at a solution being nonsingular. In addition, for the induced FB merit function, we establish its coerciveness and provide a weaker condition than Chen and Tseng (Math. Program. 104:293327, 2005) for each stationary point to be a solution, under suitable Cartesian <i>P</i>-properties of the involved mapping. By this, a damped Gauss-Newton method is proposed, and the global and superlinear convergence results are obtained. Numerical results are reported for the second-order cone programs
In last decades, there has been much effort on the solution and the analysis of the nonlinear complementarity problem (NCP) by reformulating NCP as an unconstrained minimization involving an NCP function. In this paper, we propose a family of new NCP functions, which include the Fischer-Burmeister function as a special case, based on a <i>p</i>-norm with <i>p</i> being any fixed real number in the interval (1,+), and show several favorable properties of the proposed functions. In addition, we also propose a descent algorithm that is indeed derivative-free for solving the unconstrained minimization based on the merit functions from the proposed NCP functions. Numerical results for the test problems from MCPLIB indicate that the descent algorithm has better performance when the parameter <i>p</i> decreases in (1,+). This implies that the merit functions associated with <i>p</i>(1,2), for example <i>p</i>=1.5, are more effective
A popular approach to solving the nonlinear complementarity problem (NCP) is to reformulate it as the global minimization of a certain merit function over <sup> <i>n</i> </sup>. A popular choice of the merit function is the squared norm of the Fischer-Burmeister function, shown to be smooth over <sup> <i>n</i> </sup> and, for monotone NCP, each stationary point is a solution of the NCP. This merit function and its analysis were subsequently extended to the semidefinite complementarity problem (SDCP), although only differentiability, not continuous differentiability, was established. In this paper, we extend this merit function and its analysis, including continuous differentiability, to the second-order cone complementarity problem (SOCCP). Although SOCCP is reducible to a SDCP, the reduction does not allow for easy translation of the analysis from SDCP to SOCCP. Instead, our analysis exploits
Shape optimization aims to optimize an objective function by changing the shape of the computational domain. In recent years, shape optimization has received considerable attentions. On the theoretical side there are several publications dealing with the existence of solution and the sensitivity analysis of the problem; see e.g.,  and references therein.
We simulate blood flow in patient-specific cerebral arteries. The complicated geometry in the human brain makes the problem challenging. We use a fully unstructured three dimensional mesh to cover the artery, and Galerkin/least-squares finite element method to discretize the incompressible Navier-Stokes equations, that are employed to model the blood flow, and the resulting large sparse nonlinear system of equations is solved by a Newton-Krylov-Schwarz algorithm. From the computed flow fields, we are able to understand certain behavior of the blood flow of this particular patient before and after a stenosis is surgically removed. We also report the robustness and parallel performance of the domain decomposition based algorithm.
Wind power is an increasingly popular renewable energy. In the design process of the wind turbine blade, the accurate aerodynamic simulation is important. In the past, most of the wind turbine simulations were carried out with some low fidelity methods, such as the blade element momentum method . Recently, with the rapid development of the supercomputers, high fidelity simulations based on 3D unsteady Navier-Stokes (N-S) equations become more popular. For example, Sorensen et al. studied the 3D wind turbine rotor using the Reynolds-Averaged Navier-Stokes (RANS) framework where a finite volume method and a semi-implicit method are used for the spatial and temporal discretization, respectively . Bazilevs et al. investigated the aerodynamic of the NREL 5MW offshore baseline wind turbine rotor using large eddy simulation built with a deforming-spatial-domain/stabilized space-time
We propose and study a new parallel one-shot Lagrange--Newton--Krylov--Schwarz (LNKSz) algorithm for shape optimization problems constrained by steady incompressible Navier--Stokes equations discretized by finite element methods on unstructured moving meshes. Most existing algorithms for shape optimization problems iteratively solve the three components of the optimality system: the state equations for the constraints, the adjoint equations for the Lagrange multipliers, and the design equations for the shape parameters. Such approaches are relatively easy to implement, but generally are not easy to converge as they are basically nonlinear Gauss--Seidel algorithms with three large blocks. In this paper, we introduce a fully coupled, or the so-called one-shot, approach which solves the three components simultaneously. First, we introduce a moving mesh finite element method for the shape optimization
We characterize conformally flat spaces as the only compact self-dual manifolds which are U(1)-equivariantly and conformally decomposable into two complete self-dual Einstein manifolds with common conformal infinity. A geometric characterization of such conformally flat spaces is also given.
The notion of a generalized CRF-structure on a smooth manifold was recently introduced and studied by Vaisman (2008). An important class of generalized CRF-structures on an odd dimensional manifold M consists of CRF-structures having complementary frames of the form , where is a vector field and is a 1-form on M with ()= 1. It turns out that these kinds of CRF-structures give rise to a special class of what we called strong generalized contact structures in Poon and Wade . More precisely, we show that to any CRF-structures with complementary frames of the form , there corresponds a canonical Lie bialgebroid. Finally, we explain the relationship between generalized contact structures and another generalization of the notion of a CauchyRiemann structure on a manifold.
Using deformations of singular twistor spaces, a generalisation of the connected sum construction appropriate for quaternionic manifolds is introduced. This is used to construct examples of quaternionic manifolds which have no quaternionic symmetries and leads to examples of quaternionic manifolds whose twistor spaces have arbitrary algebraic dimension.
Guy Bonneau has kindly pointed out two errors in . The first is that the manifolds M (k) and M (k)/Z2 do not admit U (2)-invariant Einstein-Weyl structures for k 2; thus the last four entries in Table 4 (page 422) do not occur. The error is on pages 429430. The analysis there is correct, except that the critical line to consider in Lemma 7.5 and the subsequent calculation is = , instead of = 2/k, because of the constraint (D, ](equivalently, > ) occurring in the definition of . On this line, one has
A cohomology theory associated to a holomorphic Poisson structure is the hypercohomology of a bicomplex where one of the two operators is the classical -operator, while the other operator is the adjoint action of the Poisson bivector with respect to the Schouten-Nijenhuis bracket. The first page of the associated spectral sequence is the Dolbeault cohomology with coefficients in the sheaf of germs of holomorphic polyvector fields. In this note, the authors investigate the conditions for which this spectral sequence degenerates on the first page when the underlying complex manifolds are nilmanifolds with an abelian complex structure. For a particular class of holomorphic Poisson structures, this result leads to a Hodge-type decomposition of the holomorphic Poisson cohomology. We provide examples when the nilmanifolds are 2-step.
We classify compact anti-self-dual Hermitian surfaces and compact four-dimensional conformally flat manifolds for which the group of orientation preserving conformal transformations contains a two-dimensional torus. As a corollary, we derive a topological classification of compact self-dual manifolds for which the group of conformal transformations contains a two-dimensional torus.
Let X be a compact quotient of the product of the real Heisenberg group H <sub>4m+1</sub> of dimension 4m + 1 and the three-dimensional real Euclidean space R <sup>3</sup> . A left-invariant hypercomplex structure on H <sub>4m+1</sub> R <sup>3</sup> descends onto the compact quotient X. The space X is a hyperholomorphic fibration of 4-tori over a 4m-torus. We calculate the parameter space and obstructions to deformations of this hypercomplex structure on X. Using our calculations, we show that all small deformations generate invariant hypercomplex structures on X but not all of them arise from deformations of the lattice. This is in contrast to the deformations on the 4m-torus.
A complex symplectic structure on a Lie algebra h is an integrable complex structure J with a closed non-degenerate (2, 0)-form. It is determined by J and the real part of the (2, 0)-form. Suppose that h is a semi-direct product g V, and both g and V are Lagrangian with respect to and totally real with respect to J. This note shows that g V is its own weak mirror image in the sense that the associated differential Gerstenhaber algebras controlling the extended deformations of and J are isomorphic. The geometry of (, J) on the semi-direct product g V is also shown to be equivalent to that of a torsion-free flat symplectic connection on the Lie algebra g. By further exploring a relation between (J, ) with hypersymplectic Lie algebras, we find an inductive process to build families of complex symplectic algebras of dimension 8 n from the data of the 4 n-dimensional ones.